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SimplicialCholeskyBase< Derived > Class Template Reference
SparseCholesky module

Detailed Description

template<typename Derived>
class Eigen::SimplicialCholeskyBase< Derived >

A direct sparse Cholesky factorizations.

These classes provide LL^T and LDL^T Cholesky factorizations of sparse matrices that are selfadjoint and positive definite. The factorization allows for solving A.X = B where X and B can be either dense or sparse.

In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization such that the factorized matrix is P A P^-1.

Template Parameters
_MatrixTypethe type of the sparse matrix A, it must be a SparseMatrix<>
_UpLothe triangular part that will be used for the computations. It can be Lower or Upper. Default is Lower.

Inherits noncopyable.

Classes

struct  keep_diag
 

Public Member Functions

ComputationInfo info () const
 Reports whether previous computation was successful. More...
 
const PermutationMatrix
< Dynamic, Dynamic, Index > & 		permutationP () const
 
const PermutationMatrix
< Dynamic, Dynamic, Index > & 		permutationPinv () const
 
Derived & setShift (const RealScalar &offset, const RealScalar &scale=1)
 
 SimplicialCholeskyBase ()
 
template<typename Rhs >
const internal::solve_retval
< SimplicialCholeskyBase, Rhs > 		solve (const MatrixBase< Rhs > &b) const
 
template<typename Rhs >
const
internal::sparse_solve_retval
< SimplicialCholeskyBase, Rhs > 		solve (const SparseMatrixBase< Rhs > &b) const
 

Protected Member Functions

template<bool DoLDLT>
void compute (const MatrixType &matrix)
 

Constructor & Destructor Documentation

SimplicialCholeskyBase ( )
inline

Default constructor

Member Function Documentation

void compute ( const MatrixType &  matrix)
inlineprotected

Computes the sparse Cholesky decomposition of matrix

ComputationInfo info ( ) const
inline

Reports whether previous computation was successful.

Returns
Success if computation was succesful, NumericalIssue if the matrix.appears to be negative.
const PermutationMatrix<Dynamic,Dynamic,Index>& permutationP ( ) const
inline
Returns
the permutation P
See Also
permutationPinv()
const PermutationMatrix<Dynamic,Dynamic,Index>& permutationPinv ( ) const
inline
Returns
the inverse P^-1 of the permutation P
See Also
permutationP()
Derived& setShift ( const RealScalar &  offset,
const RealScalar &  scale = 1 
)
inline

Sets the shift parameters that will be used to adjust the diagonal coefficients during the numerical factorization.

During the numerical factorization, the diagonal coefficients are transformed by the following linear model:
d_ii = offset + scale * d_ii

The default is the identity transformation with offset=0, and scale=1.

Returns
a reference to *this.
const internal::solve_retval<SimplicialCholeskyBase, Rhs> solve ( const MatrixBase< Rhs > &  b) const
inline
Returns
the solution x of $ A x = b $ using the current decomposition of A.
See Also
compute()
const internal::sparse_solve_retval<SimplicialCholeskyBase, Rhs> solve ( const SparseMatrixBase< Rhs > &  b) const
inline
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 files: