Eigen  3.2.7
 All Classes Namespaces Functions Variables Typedefs Enumerations Enumerator Friends Groups Pages
List of all members | Public Member Functions
PardisoLDLT< _MatrixType, Options > Class Template Reference
PardisoSupport module

Detailed Description

template<typename _MatrixType, int Options = Upper>
class Eigen::PardisoLDLT< _MatrixType, Options >

A sparse direct Cholesky (LDLT) factorization and solver based on the PARDISO library.

This class allows to solve for A.X = B sparse linear problems via a LDL^T Cholesky factorization using the Intel MKL PARDISO library. The sparse matrix A is assumed to be selfajoint and positive definite. For complex matrices, A can also be symmetric only, see the Options template parameter. The vectors or matrices X and B can be either dense or sparse.

Template Parameters
MatrixTypethe type of the sparse matrix A, it must be a SparseMatrix<>
Optionscan be any bitwise combination of Upper, Lower, and Symmetric. The default is Upper, meaning only the upper triangular part has to be used. Symmetric can be used for symmetric, non-selfadjoint complex matrices, the default being to assume a selfadjoint matrix. Upper|Lower can be used to tell both triangular parts can be used as input.
See Also
Sparse solvers

Inherits PardisoImpl< Derived >.

Public Member Functions

Derived & analyzePattern (const MatrixType &matrix)
 
Derived & factorize (const MatrixType &matrix)
 
ComputationInfo info () const
 Reports whether previous computation was successful. More...
 
ParameterType & pardisoParameterArray ()
 
template<typename Rhs >
const internal::solve_retval
< PardisoImpl, Rhs > 		solve (const MatrixBase< Rhs > &b) const
 
template<typename Rhs >
const
internal::sparse_solve_retval
< PardisoImpl, Rhs > 		solve (const SparseMatrixBase< Rhs > &b) const
 

Member Function Documentation

Derived & analyzePattern ( const MatrixType &  matrix)
inherited

Performs a symbolic decomposition on the sparcity of matrix.

This function is particularly useful when solving for several problems having the same structure.

See Also
factorize()
Derived & factorize ( const MatrixType &  matrix)
inherited

Performs a numeric decomposition of matrix

The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.

See Also
analyzePattern()
ComputationInfo info ( ) const
inlineinherited

Reports whether previous computation was successful.

Returns
Success if computation was succesful, NumericalIssue if the matrix appears to be negative.
ParameterType& pardisoParameterArray ( )
inlineinherited
Warning
for advanced usage only.
Returns
a reference to the parameter array controlling PARDISO. See the PARDISO manual to know how to use it.
const internal::solve_retval<PardisoImpl, Rhs> solve ( const MatrixBase< Rhs > &  b) const
inlineinherited
Returns
the solution x of $ A x = b $ using the current decomposition of A.
See Also
compute()
const internal::sparse_solve_retval<PardisoImpl, Rhs> solve ( const SparseMatrixBase< Rhs > &  b) const
inlineinherited
Returns
the solution x of $ A x = b $ using the current decomposition of A.
See Also
compute()
The documentation for this class was generated from the following file: