Functions
void	invertMatrix (const TMatrixDSym &mat, TMatrixDSym &inv, double *determinant=nullptr)
	Invert a matrix, throwing an Exception when inversion fails. Optional calculation of determinant.

void	invertMatrix (TMatrixDSym &mat, double *determinant=nullptr)
	Same, replacing its argument.

bool	transposedForwardSubstitution (const TMatrixD &R, TVectorD &b)
	Solves R^t x = b, replacing b with the solution for x. R is assumed to be upper diagonal.

bool	transposedForwardSubstitution (const TMatrixD &R, TMatrixD &b, int nCol)
	Same, for a column of the matrix b.

bool	transposedInvert (const TMatrixD &R, TMatrixD &inv)
	Inverts the transpose of the upper right matrix R into inv.

void	QR (TMatrixD &A)
	Replaces A with an upper right matrix connected to A by an orthongonal transformation. I.e., it computes R from a QR decomposition of A = QR, replacing A.

void	QR (TMatrixD &A, TVectorD &b)
	Replaces A with an upper right matrix connected to A by an orthongonal transformation. I.e., it computes R from a QR decomposition of A = QR, replacing A. Also replaces b by Q'b where Q' is the transposed of Q.

void	noiseMatrixSqrt (const TMatrixDSym &noise, TMatrixD &noiseSqrt)
	Calculate a sqrt for the positive semidefinite noise matrix. Rows corresponding to zero eigenvalues are omitted. This gives the transposed of the square root, i.e. noise = noiseSqrt * noiseSqrt'.

void	kalmanPredictionCovSqrt (const TMatrixD &S, const TMatrixD &F, const TMatrixD &Q, TMatrixD &Snew)
	Calculates the square root of the covariance matrix after the Kalman prediction (i.e. extrapolation) with transport matrix F and the noise square root Q. Gives the new covariance square root.

void	kalmanUpdateSqrt (const TMatrixD &S, const TVectorD &res, const TMatrixD &R, const AbsHMatrix *H, TVectorD &update, TMatrixD &SNew)
	Calculate the Kalman measurement update with no transport. x, S : state prediction, covariance square root res, R, H : residual, measurement covariance square root, H matrix of the measurement.

Function Documentation

◆ invertMatrix() [1/2]

void genfit::tools::invertMatrix	(	const TMatrixDSym &	mat,
		TMatrixDSym &	inv,
		double *	determinant = nullptr )

Invert a matrix, throwing an Exception when inversion fails. Optional calculation of determinant.

Definition at line 38 of file Tools.cc.

References genfit::Exception::setFatal().

Referenced by genfit::calcAverageState(), genfit::DAF::calcWeights(), genfit::SpacepointMeasurement::constructMeasurementsOnPlane(), genfit::KalmanFitterInfo::getAvgWeightedMeasurementOnPlane(), genfit::KalmanFitterInfo::getSmoothedChi2(), genfit::SpacepointMeasurement::initG(), genfit::KalmanFitter::processTrackPoint(), genfit::KalmanFitterRefTrack::processTrackPoint(), and genfit::KalmanFitterRefTrack::processTrackPointSqrt().

◆ invertMatrix() [2/2]

void genfit::tools::invertMatrix	(	TMatrixDSym &	mat,
		double *	determinant = nullptr )

Same, replacing its argument.

Definition at line 90 of file Tools.cc.

References genfit::Exception::setFatal().

◆ kalmanPredictionCovSqrt()

void genfit::tools::kalmanPredictionCovSqrt	(	const TMatrixD &	S,
		const TMatrixD &	F,
		const TMatrixD &	Q,
		TMatrixD &	Snew )

Calculates the square root of the covariance matrix after the Kalman prediction (i.e. extrapolation) with transport matrix F and the noise square root Q. Gives the new covariance square root.

Definition at line 377 of file Tools.cc.

References QR().

Referenced by genfit::KalmanFitterRefTrack::processTrackPointSqrt().

◆ kalmanUpdateSqrt()

void genfit::tools::kalmanUpdateSqrt	(	const TMatrixD &	S,
		const TVectorD &	res,
		const TMatrixD &	R,
		const AbsHMatrix *	H,
		TVectorD &	update,
		TMatrixD &	SNew )

Calculate the Kalman measurement update with no transport. x, S : state prediction, covariance square root res, R, H : residual, measurement covariance square root, H matrix of the measurement.

Definition at line 402 of file Tools.cc.

References genfit::AbsHMatrix::MHt(), QR(), and transposedForwardSubstitution().

Referenced by genfit::KalmanFitter::processTrackPoint(), and genfit::KalmanFitterRefTrack::processTrackPointSqrt().

◆ noiseMatrixSqrt()

void genfit::tools::noiseMatrixSqrt	(	const TMatrixDSym &	noise,
		TMatrixD &	noiseSqrt )

Calculate a sqrt for the positive semidefinite noise matrix. Rows corresponding to zero eigenvalues are omitted. This gives the transposed of the square root, i.e. noise = noiseSqrt * noiseSqrt'.

Definition at line 338 of file Tools.cc.

Referenced by genfit::KalmanFitterRefTrack::processTrackPointSqrt().

◆ QR() [1/2]

void genfit::tools::QR ( TMatrixD & A )

Replaces A with an upper right matrix connected to A by an orthongonal transformation. I.e., it computes R from a QR decomposition of A = QR, replacing A.

Definition at line 209 of file Tools.cc.

Referenced by genfit::calcAverageState(), kalmanPredictionCovSqrt(), and kalmanUpdateSqrt().

◆ QR() [2/2]

void genfit::tools::QR	(	TMatrixD &	A,
		TVectorD &	b )

Replaces A with an upper right matrix connected to A by an orthongonal transformation. I.e., it computes R from a QR decomposition of A = QR, replacing A. Also replaces b by Q'b where Q' is the transposed of Q.

Definition at line 270 of file Tools.cc.

◆ transposedForwardSubstitution() [1/2]

bool genfit::tools::transposedForwardSubstitution	(	const TMatrixD &	R,
		TMatrixD &	b,
		int	nCol )

Same, for a column of the matrix b.

Definition at line 170 of file Tools.cc.

◆ transposedForwardSubstitution() [2/2]

bool genfit::tools::transposedForwardSubstitution	(	const TMatrixD &	R,
		TVectorD &	b )

Solves R^t x = b, replacing b with the solution for x. R is assumed to be upper diagonal.

Definition at line 150 of file Tools.cc.

Referenced by kalmanUpdateSqrt(), and transposedInvert().

◆ transposedInvert()

bool genfit::tools::transposedInvert	(	const TMatrixD &	R,
		TMatrixD &	inv )

Inverts the transpose of the upper right matrix R into inv.

Definition at line 189 of file Tools.cc.

References transposedForwardSubstitution().

Referenced by genfit::calcAverageState().

Functions