genfit::tools Namespace Reference

Functions
void	invertMatrix (const TMatrixDSym &mat, TMatrixDSym &inv, double *determinant=NULL)
	Invert a matrix, throwing an Exception when inversion fails. Optional calculation of determinant. More...
void	invertMatrix (TMatrixDSym &mat, double *determinant=NULL)
	Same, replacing its argument. More...
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. More...
bool	transposedForwardSubstitution (const TMatrixD &R, TMatrixD &b, int nCol)
	Same, for a column of the matrix b. More...
bool	transposedInvert (const TMatrixD &R, TMatrixD &inv)
	Inverts the transpose of the upper right matrix R into inv. More...
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. More...
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. More...
void	safeAverage (const TMatrixDSym &C1, const TMatrixDSym &C2, TMatrixDSym &result)
	This averages the covariance matrices C1, C2 in a numerically stable way by using matrix square roots. This code is in no way optimized so use with care if speed is a concern. More...
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'. More...
void	kalmanPrediction (const TVectorD &x, const TVectorD &delta, const TMatrixD &F, TVectorD &xNew)
	Transport the state. More...
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. More...
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. More...
void	kalmanPredictionUpdateSqrt (const TMatrixD &S, const TMatrixD &F, const TMatrixD &Q, const TVectorD &res, const TMatrixD &R, const AbsHMatrix *H, TVectorD &update, TMatrixD &SNew)

Function Documentation

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

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

Definition at line 40 of file Tools.cc.

References genfit::Exception::setFatal(), and useCramer.

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().

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

Same, replacing its argument.

Definition at line 118 of file Tools.cc.

References genfit::Exception::setFatal(), and useCramer.

void genfit::tools::kalmanPrediction	(	const TVectorD &	x,
		const TVectorD &	delta,
		const TMatrixD &	F,
		TVectorD &	xNew
	)

Transport the state.

Definition at line 477 of file Tools.cc.

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 492 of file Tools.cc.

References QR().

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

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

Definition at line 548 of file Tools.cc.

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

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 517 of file Tools.cc.

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

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

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 443 of file Tools.cc.

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

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 260 of file Tools.cc.

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

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 321 of file Tools.cc.

void genfit::tools::safeAverage	(	const TMatrixDSym &	C1,
		const TMatrixDSym &	C2,
		TMatrixDSym &	result
	)

This averages the covariance matrices C1, C2 in a numerically stable way by using matrix square roots. This code is in no way optimized so use with care if speed is a concern.

Definition at line 390 of file Tools.cc.

References QR(), and transposedInvert().

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 201 of file Tools.cc.

Referenced by kalmanPredictionUpdateSqrt(), kalmanUpdateSqrt(), and transposedInvert().

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

Same, for a column of the matrix b.

Definition at line 221 of file Tools.cc.

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

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

Definition at line 240 of file Tools.cc.

References transposedForwardSubstitution().

Referenced by genfit::calcAverageState(), and safeAverage().