G4ErrorSymMatrix.hh

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// $Id: G4ErrorSymMatrix.hh 66892 2013-01-17 10:57:59Z gunter $
//
// Class Description:
//
// Simplified version of CLHEP HepSymMatrix class.

// History:
// - Imported from CLHEP and modified:   P. Arce    May 2007
// --------------------------------------------------------------------

#ifndef G4ErrorSymMatrix_hh
#define G4ErrorSymMatrix_hh

#include <vector>

class G4ErrorMatrix;

class G4ErrorSymMatrix
{
 public:  //with description

   inline G4ErrorSymMatrix();
   // Default constructor. Gives 0x0 symmetric matrix.
   // Another G4ErrorSymMatrix can be assigned to it.

   explicit G4ErrorSymMatrix(G4int p);
   G4ErrorSymMatrix(G4int p, G4int);
   // Constructor. Gives p x p symmetric matrix.
   // With a second argument, the matrix is initialized. 0 means a zero
   // matrix, 1 means the identity matrix.

   G4ErrorSymMatrix(const G4ErrorSymMatrix &m1);
   // Copy constructor.

   // Constructor from DiagMatrix

   virtual ~G4ErrorSymMatrix();
   // Destructor.

   inline G4int num_row() const;
   inline G4int num_col() const;
   // Returns number of rows/columns.

   const G4double & operator()(G4int row, G4int col) const; 
   G4double & operator()(G4int row, G4int col);
   // Read and write a G4ErrorSymMatrix element.
   // ** Note that indexing starts from (1,1). **

   const G4double & fast(G4int row, G4int col) const;
   G4double & fast(G4int row, G4int col);
   // fast element access.
   // Must be row>=col;
   // ** Note that indexing starts from (1,1). **

   void assign(const G4ErrorMatrix &m2);
   // Assigns m2 to s, assuming m2 is a symmetric matrix.

   void assign(const G4ErrorSymMatrix &m2);
   // Another form of assignment. For consistency.

   G4ErrorSymMatrix & operator*=(G4double t);
   // Multiply a G4ErrorSymMatrix by a floating number.

   G4ErrorSymMatrix & operator/=(G4double t); 
   // Divide a G4ErrorSymMatrix by a floating number.

   G4ErrorSymMatrix & operator+=( const G4ErrorSymMatrix &m2);
   G4ErrorSymMatrix & operator-=( const G4ErrorSymMatrix &m2);
   // Add or subtract a G4ErrorSymMatrix.

   G4ErrorSymMatrix & operator=( const G4ErrorSymMatrix &m2);
   // Assignment operators. Notice that there is no G4ErrorSymMatrix = Matrix.

   G4ErrorSymMatrix operator- () const;
   // unary minus, ie. flip the sign of each element.

   G4ErrorSymMatrix T() const;
   // Returns the transpose of a G4ErrorSymMatrix (which is itself).

   G4ErrorSymMatrix apply(G4double (*f)(G4double, G4int, G4int)) const;
   // Apply a function to all elements of the matrix.

   G4ErrorSymMatrix similarity(const G4ErrorMatrix &m1) const;
   G4ErrorSymMatrix similarity(const G4ErrorSymMatrix &m1) const;
   // Returns m1*s*m1.T().

   G4ErrorSymMatrix similarityT(const G4ErrorMatrix &m1) const;
   // temporary. test of new similarity.
   // Returns m1.T()*s*m1.

   G4ErrorSymMatrix sub(G4int min_row, G4int max_row) const;
   // Returns a sub matrix of a G4ErrorSymMatrix.

   void sub(G4int row, const G4ErrorSymMatrix &m1);
   // Sub matrix of this G4ErrorSymMatrix is replaced with m1.

   G4ErrorSymMatrix sub(G4int min_row, G4int max_row);
   // SGI CC bug. I have to have both with/without const. I should not need
   // one without const.

   inline G4ErrorSymMatrix inverse(G4int &ifail) const;
   // Invert a Matrix. The matrix is not changed
   // Returns 0 when successful, otherwise non-zero.

   void invert(G4int &ifail);
   // Invert a Matrix.
   // N.B. the contents of the matrix are replaced by the inverse.
   // Returns ierr = 0 when successful, otherwise non-zero. 
   // This method has less overhead then inverse().

   G4double determinant() const;
   // calculate the determinant of the matrix.

   G4double trace() const;
   // calculate the trace of the matrix (sum of diagonal elements).

   class G4ErrorSymMatrix_row
   {
     public:
      inline G4ErrorSymMatrix_row(G4ErrorSymMatrix&,G4int);
      inline G4double & operator[](G4int);
     private:
      G4ErrorSymMatrix& _a;
      G4int _r;
   };
   class G4ErrorSymMatrix_row_const
   {
     public:
      inline G4ErrorSymMatrix_row_const(const G4ErrorSymMatrix&,G4int);
      inline const G4double & operator[](G4int) const;
     private:
      const G4ErrorSymMatrix& _a;
      G4int _r;
   };
   // helper class to implement m[i][j]

   inline G4ErrorSymMatrix_row operator[] (G4int);
   inline G4ErrorSymMatrix_row_const operator[] (G4int) const;
   // Read or write a matrix element.
   // While it may not look like it, you simply do m[i][j] to get an
   // element. 
   // ** Note that the indexing starts from [0][0]. **

   // Special-case inversions for 5x5 and 6x6 symmetric positive definite:
   // These set ifail=0 and invert if the matrix was positive definite;
   // otherwise ifail=1 and the matrix is left unaltered.

   void invertCholesky5 (G4int &ifail);  
   void invertCholesky6 (G4int &ifail);

   // Inversions for 5x5 and 6x6 forcing use of specific methods:  The
   // behavior (though not the speed) will be identical to invert(ifail).

   void invertHaywood4 (G4int & ifail);  
   void invertHaywood5 (G4int &ifail);  
   void invertHaywood6 (G4int &ifail);
   void invertBunchKaufman (G4int &ifail);  

 protected:

   inline G4int num_size() const;
  
 private:

   friend class G4ErrorSymMatrix_row;
   friend class G4ErrorSymMatrix_row_const;
   friend class G4ErrorMatrix;

   friend void tridiagonal(G4ErrorSymMatrix *a, G4ErrorMatrix *hsm);
   friend G4double condition(const G4ErrorSymMatrix &m);
   friend void diag_step(G4ErrorSymMatrix *t, G4int begin, G4int end);
   friend void diag_step(G4ErrorSymMatrix *t, G4ErrorMatrix *u,
                         G4int begin, G4int end);
   friend G4ErrorMatrix diagonalize(G4ErrorSymMatrix *s);
   friend void house_with_update2(G4ErrorSymMatrix *a, G4ErrorMatrix *v,
                                  G4int row, G4int col);

   friend G4ErrorSymMatrix operator+(const G4ErrorSymMatrix &m1, 
                                     const G4ErrorSymMatrix &m2);
   friend G4ErrorSymMatrix operator-(const G4ErrorSymMatrix &m1, 
                                     const G4ErrorSymMatrix &m2);
   friend G4ErrorMatrix operator*(const G4ErrorSymMatrix &m1,
                                  const G4ErrorSymMatrix &m2);
   friend G4ErrorMatrix operator*(const G4ErrorSymMatrix &m1,
                                  const G4ErrorMatrix &m2);
   friend G4ErrorMatrix operator*(const G4ErrorMatrix &m1,
                                  const G4ErrorSymMatrix &m2);
   // Multiply a Matrix by a Matrix or Vector.
   
   // Returns v * v.T();

   std::vector<G4double > m;

   G4int nrow;
   G4int size;   // total number of elements

   static G4ThreadLocal G4double posDefFraction5x5;
   static G4ThreadLocal G4double adjustment5x5;
   static const  G4double CHOLESKY_THRESHOLD_5x5;
   static const  G4double CHOLESKY_CREEP_5x5;

   static G4ThreadLocal G4double posDefFraction6x6;
   static G4ThreadLocal G4double adjustment6x6;
   static const G4double CHOLESKY_THRESHOLD_6x6;
   static const G4double CHOLESKY_CREEP_6x6;

   void invert4  (G4int & ifail);
   void invert5  (G4int & ifail);
   void invert6  (G4int & ifail);
};

//
// Operations other than member functions for Matrix, G4ErrorSymMatrix,
// DiagMatrix and Vectors
//

std::ostream& operator<<(std::ostream &s, const G4ErrorSymMatrix &q);
// Write out Matrix, G4ErrorSymMatrix, DiagMatrix and Vector into ostream.

G4ErrorMatrix operator*(const G4ErrorMatrix &m1,
                        const G4ErrorSymMatrix &m2);
G4ErrorMatrix operator*(const G4ErrorSymMatrix &m1,
                        const G4ErrorMatrix &m2);
G4ErrorMatrix operator*(const G4ErrorSymMatrix &m1,
                        const G4ErrorSymMatrix &m2);
G4ErrorSymMatrix operator*(G4double t, const G4ErrorSymMatrix &s1);
G4ErrorSymMatrix operator*(const G4ErrorSymMatrix &s1, G4double t);
// Multiplication operators.
// Note that m *= m1 is always faster than m = m * m1

G4ErrorSymMatrix operator/(const G4ErrorSymMatrix &m1, G4double t);
// s = s1 / t. (s /= t is faster if you can use it.)

G4ErrorMatrix operator+(const G4ErrorMatrix &m1,
                        const G4ErrorSymMatrix &s2);
G4ErrorMatrix operator+(const G4ErrorSymMatrix &s1,
                        const G4ErrorMatrix &m2);
G4ErrorSymMatrix operator+(const G4ErrorSymMatrix &s1,
                           const G4ErrorSymMatrix &s2);
// Addition operators

G4ErrorMatrix operator-(const G4ErrorMatrix &m1,
                        const G4ErrorSymMatrix &s2);
G4ErrorMatrix operator-(const G4ErrorSymMatrix &m1,
                        const G4ErrorMatrix &m2);
G4ErrorSymMatrix operator-(const G4ErrorSymMatrix &s1,
                           const G4ErrorSymMatrix &s2);
// subtraction operators

G4ErrorSymMatrix dsum(const G4ErrorSymMatrix &s1,
                      const G4ErrorSymMatrix &s2);
// Direct sum of two symmetric matrices;

G4double condition(const G4ErrorSymMatrix &m);
// Find the conditon number of a symmetric matrix.

void diag_step(G4ErrorSymMatrix *t, G4int begin, G4int end);
void diag_step(G4ErrorSymMatrix *t, G4ErrorMatrix *u, G4int begin, G4int end);
// Implicit symmetric QR step with Wilkinson Shift

G4ErrorMatrix diagonalize(G4ErrorSymMatrix *s);
// Diagonalize a symmetric matrix.
// It returns the matrix U so that s_old = U * s_diag * U.T()

void house_with_update2(G4ErrorSymMatrix *a, G4ErrorMatrix *v,
                        G4int row=1, G4int col=1);
// Finds and does Householder reflection on matrix.

void tridiagonal(G4ErrorSymMatrix *a, G4ErrorMatrix *hsm);
G4ErrorMatrix tridiagonal(G4ErrorSymMatrix *a);
// Does a Householder tridiagonalization of a symmetric matrix.

#include "G4ErrorSymMatrix.icc"

#endif