Tools.h

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/* Copyright 2008-2010, Technische Universitaet Muenchen,
   Authors: Christian Hoeppner & Sebastian Neubert & Johannes Rauch

   This file is part of GENFIT.

   GENFIT is free software: you can redistribute it and/or modify
   it under the terms of the GNU Lesser General Public License as published
   by the Free Software Foundation, either version 3 of the License, or
   (at your option) any later version.

   GENFIT is distributed in the hope that it will be useful,
   but WITHOUT ANY WARRANTY; without even the implied warranty of
   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
   GNU Lesser General Public License for more details.

   You should have received a copy of the GNU Lesser General Public License
   along with GENFIT.  If not, see <http://www.gnu.org/licenses/>.
*/

#ifndef genfit_Tools_h
#define genfit_Tools_h

#include <TVectorD.h>
#include <TMatrixD.h>
#include <TMatrixDSym.h>

namespace genfit {

class AbsHMatrix;

namespace tools {

void invertMatrix(const TMatrixDSym& mat, TMatrixDSym& inv, double* determinant = nullptr);
void invertMatrix(TMatrixDSym& mat, double* determinant = nullptr);

bool transposedForwardSubstitution(const TMatrixD& R, TVectorD& b);
bool transposedForwardSubstitution(const TMatrixD& R, TMatrixD& b, int nCol);
bool transposedInvert(const TMatrixD& R, TMatrixD& inv);

void QR(TMatrixD& A);

void QR(TMatrixD& A, TVectorD& b);

void
noiseMatrixSqrt(const TMatrixDSym& noise,
                TMatrixD& noiseSqrt);

void
kalmanPredictionCovSqrt(const TMatrixD& S,
                        const TMatrixD& F, const TMatrixD& Q,
                        TMatrixD& Snew);

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

} /* End of namespace tools */
} /* End of namespace genfit */
#endif // genfit_Tools_h