Public Types | Public Member Functions | Protected Attributes | Friends
Eigen::SPQR< _MatrixType > Class Template Reference

Sparse QR factorization based on SuiteSparseQR library. More...

#include <SuiteSparseQRSupport.h>

List of all members.

Public Types

typedef UF_long Index
typedef SparseMatrix< Scalar,
ColMajor, Index > 		MatrixType
typedef PermutationMatrix
< Dynamic, Dynamic > 		PermutationType
typedef _MatrixType::RealScalar RealScalar
typedef _MatrixType::Scalar Scalar

Public Member Functions

template<typename Rhs , typename Dest >
void _solve (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.
void compute (const _MatrixType &matrix)
ComputationInfo info () const
 Reports whether previous computation was successful.
SPQRMatrixQReturnType< SPQR > matrixQ () const
 Get an expression of the matrix Q.
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.
void setSPQROrdering (int ord)
 Set the fill-reducing ordering method to be used.
template<typename Rhs >
const internal::solve_retval
< SPQR, Rhs > 		solve (const MatrixBase< Rhs > &B) const
 SPQR ()
 SPQR (const _MatrixType &matrix)
 ~SPQR ()

Protected Attributes

int m_allow_tol
bool m_analysisIsOk
cholmod_common m_cc
cholmod_sparse * m_cR
Index * m_E
bool m_factorizationIsOk
cholmod_sparse * m_H
Index * m_HPinv
cholmod_dense * m_HTau
ComputationInfo m_info
bool m_isInitialized
bool m_isRUpToDate
int m_ordering
MatrixType m_R
Index m_rank
RealScalar m_tolerance

Friends

struct SPQR_QProduct

Detailed Description

template<typename _MatrixType>
class Eigen::SPQR< _MatrixType >

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 UF_long. You can get it with SPQR::Index

Template Parameters:
_MatrixTypeThe type of the sparse matrix A, must be a column-major SparseMatrix<> NOTE

Definition at line 57 of file SuiteSparseQRSupport.h.

Member Typedef Documentation

template<typename _MatrixType >
typedef UF_long Eigen::SPQR< _MatrixType >::Index

Definition at line 62 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
typedef SparseMatrix<Scalar, ColMajor, Index> Eigen::SPQR< _MatrixType >::MatrixType

Definition at line 63 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
typedef PermutationMatrix<Dynamic, Dynamic> Eigen::SPQR< _MatrixType >::PermutationType

Definition at line 64 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
typedef _MatrixType::RealScalar Eigen::SPQR< _MatrixType >::RealScalar

Definition at line 61 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
typedef _MatrixType::Scalar Eigen::SPQR< _MatrixType >::Scalar

Definition at line 60 of file SuiteSparseQRSupport.h.

Constructor & Destructor Documentation

template<typename _MatrixType >
Eigen::SPQR< _MatrixType >::SPQR ( ) [inline]

Definition at line 66 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
Eigen::SPQR< _MatrixType >::SPQR ( const _MatrixType &  matrix) [inline]

Definition at line 74 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
Eigen::SPQR< _MatrixType >::~SPQR ( ) [inline]

Definition at line 83 of file SuiteSparseQRSupport.h.

Member Function Documentation

template<typename _MatrixType >
template<typename Rhs , typename Dest >
void Eigen::SPQR< _MatrixType >::_solve ( const MatrixBase< Rhs > &  b,
MatrixBase< Dest > &  dest 
) const [inline]

Definition at line 136 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
cholmod_common* Eigen::SPQR< _MatrixType >::cholmodCommon ( ) const [inline]
Returns:
a pointer to the SPQR workspace

Definition at line 195 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
Index Eigen::SPQR< _MatrixType >::cols ( void  ) const [inline]

Get the number of columns of the input matrix.

Definition at line 120 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
PermutationType Eigen::SPQR< _MatrixType >::colsPermutation ( ) const [inline]

Get the permutation that was applied to columns of A.

Definition at line 171 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
void Eigen::SPQR< _MatrixType >::compute ( const _MatrixType &  matrix) [inline]

Definition at line 93 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
ComputationInfo Eigen::SPQR< _MatrixType >::info ( ) const [inline]

Reports whether previous computation was successful.

Returns:
Success if computation was succesful, NumericalIssue if the sparse QR can not be computed

Definition at line 203 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
SPQRMatrixQReturnType<SPQR> Eigen::SPQR< _MatrixType >::matrixQ ( void  ) const [inline]

Get an expression of the matrix Q.

Definition at line 166 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
const MatrixType Eigen::SPQR< _MatrixType >::matrixR ( void  ) const [inline]
Returns:
the sparse triangular factor R. It is a sparse matrix

Definition at line 156 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
Index Eigen::SPQR< _MatrixType >::rank ( ) const [inline]

Gets the rank of the matrix. It should be equal to matrixQR().cols if the matrix is full-rank

Definition at line 184 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
Index Eigen::SPQR< _MatrixType >::rows ( void  ) const [inline]

Get the number of rows of the input matrix and the Q matrix

Definition at line 115 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
void Eigen::SPQR< _MatrixType >::setPivotThreshold ( const RealScalar &  tol) [inline]

Set the tolerance tol to treat columns with 2-norm < =tol as zero.

Definition at line 192 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
void Eigen::SPQR< _MatrixType >::setSPQROrdering ( int  ord) [inline]

Set the fill-reducing ordering method to be used.

Definition at line 190 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
template<typename Rhs >
const internal::solve_retval<SPQR, Rhs> Eigen::SPQR< _MatrixType >::solve ( const MatrixBase< Rhs > &  B) const [inline]
Returns:
the solution X of $ A X = B $ using the current decomposition of A.
See also:
compute()

Definition at line 127 of file SuiteSparseQRSupport.h.

Friends And Related Function Documentation

template<typename _MatrixType >
friend struct SPQR_QProduct [friend]

Definition at line 225 of file SuiteSparseQRSupport.h.

Member Data Documentation

template<typename _MatrixType >
int Eigen::SPQR< _MatrixType >::m_allow_tol [protected]

Definition at line 215 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
bool Eigen::SPQR< _MatrixType >::m_analysisIsOk [protected]

Definition at line 210 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
cholmod_common Eigen::SPQR< _MatrixType >::m_cc [mutable, protected]

Definition at line 224 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
cholmod_sparse* Eigen::SPQR< _MatrixType >::m_cR [mutable, protected]

Definition at line 217 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
Index* Eigen::SPQR< _MatrixType >::m_E [mutable, protected]

Definition at line 219 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
bool Eigen::SPQR< _MatrixType >::m_factorizationIsOk [protected]

Definition at line 211 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
cholmod_sparse* Eigen::SPQR< _MatrixType >::m_H [mutable, protected]

Definition at line 220 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
Index* Eigen::SPQR< _MatrixType >::m_HPinv [mutable, protected]

Definition at line 221 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
cholmod_dense* Eigen::SPQR< _MatrixType >::m_HTau [mutable, protected]

Definition at line 222 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
ComputationInfo Eigen::SPQR< _MatrixType >::m_info [mutable, protected]

Definition at line 213 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
bool Eigen::SPQR< _MatrixType >::m_isInitialized [protected]

Definition at line 209 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
bool Eigen::SPQR< _MatrixType >::m_isRUpToDate [mutable, protected]

Definition at line 212 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
int Eigen::SPQR< _MatrixType >::m_ordering [protected]

Definition at line 214 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
MatrixType Eigen::SPQR< _MatrixType >::m_R [mutable, protected]

Definition at line 218 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
Index Eigen::SPQR< _MatrixType >::m_rank [mutable, protected]

Definition at line 223 of file SuiteSparseQRSupport.h.

template<typename _MatrixType >
RealScalar Eigen::SPQR< _MatrixType >::m_tolerance [protected]

Definition at line 216 of file SuiteSparseQRSupport.h.

The documentation for this class was generated from the following file:

acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Thu Aug 27 2015 12:02:04