+/**********************************************************************************************/
+/* Fast symmetric matrix with dynamically expandable size. */
+/* Only part can be used for matrix operations. It is defined as: */
+/* fNCols: rows built by constructor (GetSizeBooked) */
+/* fNRows: number of rows added dynamically (automatically added on assignment to row) */
+/* GetNRowAdded */
+/* fNRowIndex: total size (fNCols+fNRows), GetSize */
+/* fRowLwb : actual size to used for given operation, by default = total size, GetSizeUsed */
+/* */
+/* Author: ruben.shahoyan@cern.ch */
+/* */
+/**********************************************************************************************/
#include <stdlib.h>
#include <stdio.h>
#include <iostream>
+#include <float.h>
//
-#include "TClass.h"
-#include "TMath.h"
+#include <TClass.h>
+#include <TMath.h>
#include "AliSymMatrix.h"
+#include "AliLog.h"
//
using namespace std;
{
//
fNrows = 0;
- fNrowIndex = fNcols = size;
+ fNrowIndex = fNcols = fRowLwb = size;
fElems = new Double_t[fNcols*(fNcols+1)/2];
fSymmetric = kTRUE;
Reset();
{
fNrowIndex = fNcols = src.GetSize();
fNrows = 0;
+ fRowLwb = src.GetSizeUsed();
if (fNcols) {
int nmainel = fNcols*(fNcols+1)/2;
fElems = new Double_t[nmainel];
nmainel = src.fNcols*(src.fNcols+1)/2;
memcpy(fElems,src.fElems,nmainel*sizeof(Double_t));
- if (src.fNrows) { // transfer extra rows to main matrix
+ if (src.GetSizeAdded()) { // transfer extra rows to main matrix
Double_t *pnt = fElems + nmainel;
- int ncl = src.fNcols + 1;
- for (int ir=0;ir<src.fNrows;ir++) {
+ int ncl = src.GetSizeBooked() + 1;
+ for (int ir=0;ir<src.GetSizeAdded();ir++) {
memcpy(pnt,src.fElemsAdd[ir],ncl*sizeof(Double_t));
pnt += ncl;
ncl++;
//
if (this != &src) {
TObject::operator=(src);
- if (fNcols!=src.fNcols && fNrows!=src.fNrows) {
+ if (GetSizeBooked()!=src.GetSizeBooked() && GetSizeAdded()!=src.GetSizeAdded()) {
// recreate the matrix
if (fElems) delete[] fElems;
- for (int i=0;i<fNrows;i++) delete[] fElemsAdd[i];
+ for (int i=0;i<GetSizeAdded();i++) delete[] fElemsAdd[i];
delete[] fElemsAdd;
//
fNrowIndex = src.GetSize();
fNcols = src.GetSize();
fNrows = 0;
- fElems = new Double_t[fNcols*(fNcols+1)/2];
- int nmainel = src.fNcols*(src.fNcols+1);
+ fRowLwb = src.GetSizeUsed();
+ fElems = new Double_t[GetSize()*(GetSize()+1)/2];
+ int nmainel = src.GetSizeBooked()*(src.GetSizeBooked()+1);
memcpy(fElems,src.fElems,nmainel*sizeof(Double_t));
- if (src.fNrows) { // transfer extra rows to main matrix
+ if (src.GetSizeAdded()) { // transfer extra rows to main matrix
Double_t *pnt = fElems + nmainel*sizeof(Double_t);
- int ncl = src.fNcols + 1;
- for (int ir=0;ir<src.fNrows;ir++) {
+ int ncl = src.GetSizeBooked() + 1;
+ for (int ir=0;ir<src.GetSizeAdded();ir++) {
ncl += ir;
memcpy(pnt,src.fElemsAdd[ir],ncl*sizeof(Double_t));
pnt += ncl*sizeof(Double_t);
//
}
else {
- memcpy(fElems,src.fElems,fNcols*(fNcols+1)/2*sizeof(Double_t));
- int ncl = fNcols + 1;
- for (int ir=0;ir<fNrows;ir++) { // dynamic rows
+ memcpy(fElems,src.fElems,GetSizeBooked()*(GetSizeBooked()+1)/2*sizeof(Double_t));
+ int ncl = GetSizeBooked() + 1;
+ for (int ir=0;ir<GetSizeAdded();ir++) { // dynamic rows
ncl += ir;
memcpy(fElemsAdd[ir],src.fElemsAdd[ir],ncl*sizeof(Double_t));
}
return *this;
}
+//___________________________________________________________
+AliSymMatrix& AliSymMatrix::operator+=(const AliSymMatrix& src)
+{
+ //
+ if (GetSizeUsed() != src.GetSizeUsed()) {
+ AliError("Matrix sizes are different");
+ return *this;
+ }
+ for (int i=0;i<GetSizeUsed();i++) for (int j=i;j<GetSizeUsed();j++) (*this)(j,i) += src(j,i);
+ return *this;
+}
+
//___________________________________________________________
void AliSymMatrix::Clear(Option_t*)
{
if (fElems) {delete[] fElems; fElems = 0;}
//
if (fElemsAdd) {
- for (int i=0;i<fNrows;i++) delete[] fElemsAdd[i];
+ for (int i=0;i<GetSizeAdded();i++) delete[] fElemsAdd[i];
delete[] fElemsAdd;
fElemsAdd = 0;
}
- fNrowIndex = 0;
- fNcols = 0;
- fNrows = 0;
+ fNrowIndex = fNcols = fNrows = fRowLwb = 0;
//
}
{
// get fraction of non-zero elements
Int_t nel = 0;
- for (int i=GetSize();i--;) for (int j=i+1;j--;) if (GetEl(i,j)!=0) nel++;
- return 2.*nel/( (GetSize()+1)*GetSize() );
+ for (int i=GetSizeUsed();i--;) for (int j=i+1;j--;) if (TMath::Abs(GetEl(i,j))>DBL_MIN) nel++;
+ return 2.*nel/( (GetSizeUsed()+1)*GetSizeUsed() );
}
//___________________________________________________________
void AliSymMatrix::Print(Option_t* option) const
{
- printf("Symmetric Matrix: Size = %d (%d rows added dynamically)\n",GetSize(),fNrows);
+ printf("Symmetric Matrix: Size = %d (%d rows added dynamically), %d used\n",GetSize(),GetSizeAdded(),GetSizeUsed());
TString opt = option; opt.ToLower();
if (opt.IsNull()) return;
opt = "%"; opt += 1+int(TMath::Log10(double(GetSize()))); opt+="d|";
- for (Int_t i=0;i<fNrowIndex;i++) {
+ for (Int_t i=0;i<GetSizeUsed();i++) {
printf(opt,i);
for (Int_t j=0;j<=i;j++) printf("%+.3e|",GetEl(i,j));
printf("\n");
{
// fill vecOut by matrix*vecIn
// vector should be of the same size as the matrix
- for (int i=fNrowIndex;i--;) {
+ for (int i=GetSizeUsed();i--;) {
vecOut[i] = 0.0;
- for (int j=fNrowIndex;j--;) vecOut[i] += vecIn[j]*GetEl(i,j);
+ for (int j=GetSizeUsed();j--;) vecOut[i] += vecIn[j]*GetEl(i,j);
}
//
}
// In opposite to function from the book, the matrix is modified:
// lower triangle and diagonal are refilled.
//
- if (!fgBuffer || fgBuffer->GetSize()!=GetSize()) {
+ if (!fgBuffer || fgBuffer->GetSizeUsed()!=GetSizeUsed()) {
delete fgBuffer;
try {
fgBuffer = new AliSymMatrix(*this);
//
AliSymMatrix& mchol = *fgBuffer;
//
- for (int i=0;i<fNrowIndex;i++) {
+ for (int i=0;i<GetSizeUsed();i++) {
Double_t *rowi = mchol.GetRow(i);
- for (int j=i;j<fNrowIndex;j++) {
+ for (int j=i;j<GetSizeUsed();j++) {
Double_t *rowj = mchol.GetRow(j);
double sum = rowj[i];
for (int k=i-1;k>=0;k--) if (rowi[k]&&rowj[k]) sum -= rowi[k]*rowj[k];
AliSymMatrix& mchol = *pmchol;
//
// Invert decomposed triangular L matrix (Lower triangle is filled)
- for (int i=0;i<fNrowIndex;i++) {
+ for (int i=0;i<GetSizeUsed();i++) {
mchol(i,i) = 1.0/mchol(i,i);
- for (int j=i+1;j<fNrowIndex;j++) {
+ for (int j=i+1;j<GetSizeUsed();j++) {
Double_t *rowj = mchol.GetRow(j);
sum = 0.0;
for (int k=i;k<j;k++) if (rowj[k]) {
}
//
// take product of the inverted Choleski L matrix with its transposed
- for (int i=fNrowIndex;i--;) {
+ for (int i=GetSizeUsed();i--;) {
for (int j=i+1;j--;) {
sum = 0;
- for (int k=i;k<fNrowIndex;k++) {
+ for (int k=i;k<GetSizeUsed();k++) {
double &mik = mchol(i,k);
if (mik) {
double &mjk = mchol(j,k);
}
AliSymMatrix& mchol = *pmchol;
//
- for (i=0;i<fNrowIndex;i++) {
+ for (i=0;i<GetSizeUsed();i++) {
Double_t *rowi = mchol.GetRow(i);
for (sum=b[i],k=i-1;k>=0;k--) if (rowi[k]&&b[k]) sum -= rowi[k]*b[k];
b[i]=sum/rowi[i];
}
//
- for (i=fNrowIndex-1;i>=0;i--) {
- for (sum=b[i],k=i+1;k<fNrowIndex;k++) if (b[k]) {
+ for (i=GetSizeUsed()-1;i>=0;i--) {
+ for (sum=b[i],k=i+1;k<GetSizeUsed();k++) if (b[k]) {
double &mki=mchol(k,i); if (mki) sum -= mki*b[k];
}
b[i]=sum/mchol(i,i);
//___________________________________________________________
Bool_t AliSymMatrix::SolveChol(Double_t *brhs, Double_t *bsol,Bool_t invert)
{
- memcpy(bsol,brhs,GetSize()*sizeof(Double_t));
+ memcpy(bsol,brhs,GetSizeUsed()*sizeof(Double_t));
return SolveChol(bsol,invert);
}
memset(pnew[fNrows],0,ncl*sizeof(Double_t));
fNrows++;
fNrowIndex++;
+ fRowLwb++;
}
delete[] fElemsAdd;
fElemsAdd = pnew;
delete[] fElems;
for (int i=0;i<fNrows;i++) delete[] fElemsAdd[i];
delete[] fElemsAdd; fElemsAdd = 0;
- fNcols = fNrowIndex;
- fElems = new Double_t[fNcols*(fNcols+1)/2];
+ fNcols = fRowLwb = fNrowIndex;
+ fElems = new Double_t[GetSize()*(GetSize()+1)/2];
fNrows = 0;
}
- if (fElems) memset(fElems,0,fNcols*(fNcols+1)/2*sizeof(Double_t));
+ if (fElems) memset(fElems,0,GetSize()*(GetSize()+1)/2*sizeof(Double_t));
//
}
//___________________________________________________________
Double_t* AliSymMatrix::GetRow(Int_t r)
{
- if (r>=fNrowIndex) {
- int nn = fNrowIndex;
- AddRows(r-fNrowIndex+1);
+ if (r>=GetSize()) {
+ int nn = GetSize();
+ AddRows(r-GetSize()+1);
printf("create %d of %d\n",r, nn);
- return &((fElemsAdd[r-fNcols])[0]);
+ return &((fElemsAdd[r-GetSizeBooked()])[0]);
}
else return &fElems[GetIndex(r,0)];
}
Int_t nRank = 0;
int iPivot;
double vPivot = 0.;
- double eps = 0.00000000000001;
- int nGlo = GetSize();
+ double eps = 1e-14;
+ int nGlo = GetSizeUsed();
bool *bUnUsed = new bool[nGlo];
double *rowMax,*colMax=0;
rowMax = new double[nGlo];
for (Int_t i=nGlo; i--;) rowMax[i] = colMax[i] = 0.0;
for (Int_t i=nGlo; i--;) for (Int_t j=i+1;j--;) {
double vl = TMath::Abs(Query(i,j));
- if (vl==0) continue;
+ if (vl<DBL_MIN) continue;
if (vl > rowMax[i]) rowMax[i] = vl; // Max elemt of row i
if (vl > colMax[j]) colMax[j] = vl; // Max elemt of column j
if (i==j) continue;
}
//
for (Int_t i=nGlo; i--;) {
- if (0.0 != rowMax[i]) rowMax[i] = 1./rowMax[i]; // Max elemt of row i
- if (0.0 != colMax[i]) colMax[i] = 1./colMax[i]; // Max elemt of column i
+ if (TMath::Abs(rowMax[i])>DBL_MIN) rowMax[i] = 1./rowMax[i]; // Max elemt of row i
+ if (TMath::Abs(colMax[i])>DBL_MIN) colMax[i] = 1./colMax[i]; // Max elemt of column i
}
//
}
//
for (Int_t i=nGlo; i--;) bUnUsed[i] = true;
//
- if (!fgBuffer || fgBuffer->GetSize()!=GetSize()) {
+ if (!fgBuffer || fgBuffer->GetSizeUsed()!=GetSizeUsed()) {
delete fgBuffer;
try {
fgBuffer = new AliSymMatrix(*this);
if (stabilize) for (int i=0;i<nGlo; i++) { // Small loop for matrix equilibration (gives a better conditioning)
for (int j=0;j<=i; j++) {
double vl = Query(i,j);
- if (vl!=0) SetEl(i,j, TMath::Sqrt(rowMax[i])*vl*TMath::Sqrt(colMax[j]) ); // Equilibrate the V matrix
+ if (TMath::Abs(vl)>DBL_MIN) SetEl(i,j, TMath::Sqrt(rowMax[i])*vl*TMath::Sqrt(colMax[j]) ); // Equilibrate the V matrix
}
for (int j=i+1;j<nGlo;j++) {
double vl = Query(j,i);
- if (vl!=0) fgBuffer->SetEl(j,i,TMath::Sqrt(rowMax[i])*vl*TMath::Sqrt(colMax[j]) ); // Equilibrate the V matrix
+ if (TMath::Abs(vl)>DBL_MIN) fgBuffer->SetEl(j,i,TMath::Sqrt(rowMax[i])*vl*TMath::Sqrt(colMax[j]) ); // Equilibrate the V matrix
}
}
//