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Commit 82f3a0a3 authored by Rene Brun's avatar Rene Brun
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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
parent fa9f6b0d
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