Sparse QR factorization based on SuiteSparseQR library. More...
#include <SuiteSparseQRSupport.h>
Public Types | |
enum | { ColsAtCompileTime = Dynamic, MaxColsAtCompileTime = Dynamic } |
typedef SparseMatrix< Scalar, ColMajor, StorageIndex > | MatrixType |
typedef Map< PermutationMatrix< Dynamic, Dynamic, StorageIndex > > | PermutationType |
typedef _MatrixType::RealScalar | RealScalar |
typedef _MatrixType::Scalar | Scalar |
typedef SuiteSparse_long | StorageIndex |
Public Member Functions | |
template<typename Rhs , typename Dest > | |
void | _solve_impl (const MatrixBase< Rhs > &b, MatrixBase< Dest > &dest) const |
cholmod_common * | cholmodCommon () const |
Index | cols () const |
PermutationType | colsPermutation () const |
Get the permutation that was applied to columns of A. More... | |
void | compute (const _MatrixType &matrix) |
ComputationInfo | info () const |
Reports whether previous computation was successful. More... | |
SPQRMatrixQReturnType< SPQR > | matrixQ () const |
Get an expression of the matrix Q. More... | |
const MatrixType | matrixR () const |
Index | rank () const |
Index | rows () const |
void | setPivotThreshold (const RealScalar &tol) |
Set the tolerance tol to treat columns with 2-norm < =tol as zero. More... | |
void | setSPQROrdering (int ord) |
Set the fill-reducing ordering method to be used. More... | |
SPQR () | |
SPQR (const _MatrixType &matrix) | |
void | SPQR_free () |
~SPQR () | |
Protected Types | |
typedef SparseSolverBase< SPQR< _MatrixType > > | Base |
Protected Attributes | |
int | m_allow_tol |
bool | m_analysisIsOk |
cholmod_common | m_cc |
cholmod_sparse * | m_cR |
StorageIndex * | m_E |
bool | m_factorizationIsOk |
cholmod_sparse * | m_H |
StorageIndex * | m_HPinv |
cholmod_dense * | m_HTau |
ComputationInfo | m_info |
bool | m_isInitialized |
bool | m_isRUpToDate |
int | m_ordering |
MatrixType | m_R |
Index | m_rank |
Index | m_rows |
RealScalar | m_tolerance |
bool | m_useDefaultThreshold |
Friends | |
template<typename , typename > | |
struct | SPQR_QProduct |
Sparse QR factorization based on SuiteSparseQR library.
This class is used to perform a multithreaded and multifrontal rank-revealing QR decomposition of sparse matrices. The result is then used to solve linear leasts_square systems. Clearly, a QR factorization is returned such that A*P = Q*R where :
P is the column permutation. Use colsPermutation() to get it.
Q is the orthogonal matrix represented as Householder reflectors. Use matrixQ() to get an expression and matrixQ().transpose() to get the transpose. You can then apply it to a vector.
R is the sparse triangular factor. Use matrixQR() to get it as SparseMatrix. NOTE : The Index type of R is always SuiteSparse_long. You can get it with SPQR::Index
_MatrixType | The type of the sparse matrix A, must be a column-major SparseMatrix<> |
\implsparsesolverconcept
Definition at line 16 of file SuiteSparseQRSupport.h.
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Definition at line 63 of file SuiteSparseQRSupport.h.
Definition at line 69 of file SuiteSparseQRSupport.h.
Definition at line 70 of file SuiteSparseQRSupport.h.
typedef _MatrixType::RealScalar Eigen::SPQR::RealScalar |
Definition at line 67 of file SuiteSparseQRSupport.h.
typedef _MatrixType::Scalar Eigen::SPQR::Scalar |
Definition at line 66 of file SuiteSparseQRSupport.h.
Definition at line 68 of file SuiteSparseQRSupport.h.
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ColsAtCompileTime | |
MaxColsAtCompileTime |
Definition at line 71 of file SuiteSparseQRSupport.h.
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Definition at line 76 of file SuiteSparseQRSupport.h.
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Definition at line 93 of file SuiteSparseQRSupport.h.
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Definition at line 111 of file SuiteSparseQRSupport.h.
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Definition at line 172 of file SuiteSparseQRSupport.h.
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Definition at line 240 of file SuiteSparseQRSupport.h.
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Get the number of columns of the input matrix.
Definition at line 169 of file SuiteSparseQRSupport.h.
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Get the permutation that was applied to columns of A.
Definition at line 216 of file SuiteSparseQRSupport.h.
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Definition at line 125 of file SuiteSparseQRSupport.h.
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Reports whether previous computation was successful.
Success
if computation was successful, NumericalIssue
if the sparse QR can not be computed Definition at line 248 of file SuiteSparseQRSupport.h.
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Get an expression of the matrix Q.
Definition at line 211 of file SuiteSparseQRSupport.h.
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Definition at line 201 of file SuiteSparseQRSupport.h.
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Gets the rank of the matrix. It should be equal to matrixQR().cols if the matrix is full-rank
Definition at line 225 of file SuiteSparseQRSupport.h.
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Get the number of rows of the input matrix and the Q matrix
Definition at line 164 of file SuiteSparseQRSupport.h.
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Set the tolerance tol to treat columns with 2-norm < =tol as zero.
Definition at line 233 of file SuiteSparseQRSupport.h.
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Set the fill-reducing ordering method to be used.
Definition at line 231 of file SuiteSparseQRSupport.h.
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Definition at line 116 of file SuiteSparseQRSupport.h.
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Definition at line 271 of file SuiteSparseQRSupport.h.
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Definition at line 259 of file SuiteSparseQRSupport.h.
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Definition at line 254 of file SuiteSparseQRSupport.h.
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Definition at line 268 of file SuiteSparseQRSupport.h.
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Definition at line 261 of file SuiteSparseQRSupport.h.
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Definition at line 263 of file SuiteSparseQRSupport.h.
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Definition at line 255 of file SuiteSparseQRSupport.h.
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Definition at line 264 of file SuiteSparseQRSupport.h.
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Definition at line 265 of file SuiteSparseQRSupport.h.
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Definition at line 266 of file SuiteSparseQRSupport.h.
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Definition at line 257 of file SuiteSparseQRSupport.h.
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Definition at line 119 of file SparseSolverBase.h.
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Definition at line 256 of file SuiteSparseQRSupport.h.
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Definition at line 258 of file SuiteSparseQRSupport.h.
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Definition at line 262 of file SuiteSparseQRSupport.h.
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Definition at line 267 of file SuiteSparseQRSupport.h.
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Definition at line 270 of file SuiteSparseQRSupport.h.
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Definition at line 260 of file SuiteSparseQRSupport.h.
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Definition at line 269 of file SuiteSparseQRSupport.h.