From Eddy Offermann:
1. LinkDef.h : Added NormalEqn friend functions from TDecompChol class 2. TMatrixDBase: GetDecompMatrix() returns a TMatrixD instead of TMatrixDBase Added Solve and TransSolve functions that return the solution (others replace the input argument which is inconvinient when output vector size is smaller than input (in ncase of fit). Also added Invert that returns matrix instead of replacing the input argument. This is convinient for a generalized (pseudo) inverse: in (m x n) out (n x m) 3. TDecompChol: Solve/TrnasSolve had incorrect forward/ backward substitution function ! Tests have been added to stressLinear to check Added NormlEqn solver which can handle weights in data 4. TDecompSVD: Bug in Solve function ! index was stop- ping one too early . Was not noticed by stressLinear because the linear equation test wasnumerically to difficult causing accuracy tolerances to be not strict enough (was 0.005 , is now DBL_EPSILON on a diagonal dominant matrix) git-svn-id: http://root.cern.ch/svn/root/trunk@8118 27541ba8-7e3a-0410-8455-c3a389f83636
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- matrix/inc/LinkDef.h 6 additions, 1 deletionmatrix/inc/LinkDef.h
- matrix/inc/TDecompBase.h 35 additions, 32 deletionsmatrix/inc/TDecompBase.h
- matrix/inc/TDecompChol.h 12 additions, 8 deletionsmatrix/inc/TDecompChol.h
- matrix/inc/TDecompLU.h 10 additions, 7 deletionsmatrix/inc/TDecompLU.h
- matrix/inc/TDecompQRH.h 10 additions, 8 deletionsmatrix/inc/TDecompQRH.h
- matrix/inc/TDecompSVD.h 11 additions, 9 deletionsmatrix/inc/TDecompSVD.h
- matrix/src/TDecompBase.cxx 21 additions, 7 deletionsmatrix/src/TDecompBase.cxx
- matrix/src/TDecompChol.cxx 109 additions, 45 deletionsmatrix/src/TDecompChol.cxx
- matrix/src/TDecompLU.cxx 35 additions, 10 deletionsmatrix/src/TDecompLU.cxx
- matrix/src/TDecompQRH.cxx 41 additions, 15 deletionsmatrix/src/TDecompQRH.cxx
- matrix/src/TDecompSVD.cxx 42 additions, 15 deletionsmatrix/src/TDecompSVD.cxx
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