A direct sparse Cholesky factorization. More...
Classes | |
| struct | keep_diag |
Public Types | |
| enum | { UpLo } |
|
typedef SparseMatrix< Scalar, ColMajor, Index > | CholMatrixType |
| typedef MatrixType::Index | Index |
| typedef _MatrixType | MatrixType |
| typedef MatrixType::RealScalar | RealScalar |
| typedef MatrixType::Scalar | Scalar |
|
typedef Matrix< Scalar, MatrixType::ColsAtCompileTime, 1 > | VectorType |
Public Member Functions | |
| void | analyzePattern (const MatrixType &a) |
| Index | cols () const |
| SimplicialCholesky & | compute (const MatrixType &matrix) |
| template<typename Stream > | |
| void | dumpMemory (Stream &s) |
| void | factorize (const MatrixType &a) |
| ComputationInfo | info () const |
| Reports whether previous computation was successful. | |
| const PermutationMatrix < Dynamic > & | permutationP () const |
| const PermutationMatrix < Dynamic > & | permutationPinv () const |
| Index | rows () const |
| SimplicialCholesky & | setMode (SimplicialCholeskyMode mode) |
| SimplicialCholesky (const MatrixType &matrix) | |
| template<typename Rhs > | |
| const internal::solve_retval < SimplicialCholesky, Rhs > | solve (const MatrixBase< Rhs > &b) const |
Protected Attributes | |
| bool | m_analysisIsOk |
| VectorType | m_diag |
| bool | m_factorizationIsOk |
| ComputationInfo | m_info |
| bool | m_isInitialized |
| bool | m_LDLt |
| CholMatrixType | m_matrix |
| VectorXi | m_nonZerosPerCol |
| PermutationMatrix< Dynamic > | m_P |
| VectorXi | m_parent |
| PermutationMatrix< Dynamic > | m_Pinv |
A direct sparse Cholesky factorization.
This class allows to solve for A.X = B sparse linear problems via a LL^T or LDL^T Cholesky factorization. The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices X and B can be either dense or sparse.
| _MatrixType | the type of the sparse matrix A, it must be a SparseMatrix<> |
| _UpLo | the triangular part that will be used for the computations. It can be Lower or Upper. Default is Lower. |
| void analyzePattern | ( | const MatrixType & | a | ) |
using the current decomposition of A.This function is particularly useful when solving for several problems having the same structure.
| SimplicialCholesky& compute | ( | const MatrixType & | matrix | ) | [inline] |
Computes the sparse Cholesky decomposition of matrix
| void factorize | ( | const MatrixType & | a | ) |
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.
| ComputationInfo info | ( | ) | const [inline] |
Reports whether previous computation was successful.
Success if computation was succesful, NumericalIssue if the matrix.appears to be negative. | const PermutationMatrix<Dynamic>& permutationP | ( | ) | const [inline] |
| const PermutationMatrix<Dynamic>& permutationPinv | ( | ) | const [inline] |
| const internal::solve_retval<SimplicialCholesky, Rhs> solve | ( | const MatrixBase< Rhs > & | b | ) | const [inline] |
using the current decomposition of A.
1.7.6.1