Public Types | Public Member Functions
Eigen::SimplicialLDLT< _MatrixType, _UpLo > Class Template Reference

A direct sparse LDLT Cholesky factorizations without square root. More...

#include <SimplicialCholesky.h>

Inheritance diagram for Eigen::SimplicialLDLT< _MatrixType, _UpLo >:
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List of all members.

Public Types

enum  { UpLo = _UpLo }
typedef SimplicialCholeskyBase
< SimplicialLDLT
Base
typedef SparseMatrix< Scalar,
ColMajor, Index
CholMatrixType
typedef MatrixType::Index Index
typedef Traits::MatrixL MatrixL
typedef _MatrixType MatrixType
typedef Traits::MatrixU MatrixU
typedef MatrixType::RealScalar RealScalar
typedef MatrixType::Scalar Scalar
typedef internal::traits
< SimplicialLDLT
Traits
typedef Matrix< Scalar,
Dynamic, 1 > 
VectorType

Public Member Functions

void analyzePattern (const MatrixType &a)
SimplicialLDLTcompute (const MatrixType &matrix)
Scalar determinant () const
void factorize (const MatrixType &a)
const MatrixL matrixL () const
const MatrixU matrixU () const
 SimplicialLDLT ()
 SimplicialLDLT (const MatrixType &matrix)
const VectorType vectorD () const

Detailed Description

template<typename _MatrixType, int _UpLo>
class Eigen::SimplicialLDLT< _MatrixType, _UpLo >

A direct sparse LDLT Cholesky factorizations without square root.

This class provides a LDL^T Cholesky factorizations without square root 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.
See also:
class SimplicialLLT

Definition at line 389 of file SimplicialCholesky.h.


Member Typedef Documentation

template<typename _MatrixType , int _UpLo>
typedef SimplicialCholeskyBase<SimplicialLDLT> Eigen::SimplicialLDLT< _MatrixType, _UpLo >::Base

Definition at line 394 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo>
typedef SparseMatrix<Scalar,ColMajor,Index> Eigen::SimplicialLDLT< _MatrixType, _UpLo >::CholMatrixType
template<typename _MatrixType , int _UpLo>
typedef MatrixType::Index Eigen::SimplicialLDLT< _MatrixType, _UpLo >::Index
template<typename _MatrixType , int _UpLo>
typedef Traits::MatrixL Eigen::SimplicialLDLT< _MatrixType, _UpLo >::MatrixL

Definition at line 401 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo>
typedef _MatrixType Eigen::SimplicialLDLT< _MatrixType, _UpLo >::MatrixType
template<typename _MatrixType , int _UpLo>
typedef Traits::MatrixU Eigen::SimplicialLDLT< _MatrixType, _UpLo >::MatrixU

Definition at line 402 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo>
typedef MatrixType::RealScalar Eigen::SimplicialLDLT< _MatrixType, _UpLo >::RealScalar
template<typename _MatrixType , int _UpLo>
typedef MatrixType::Scalar Eigen::SimplicialLDLT< _MatrixType, _UpLo >::Scalar
template<typename _MatrixType , int _UpLo>
typedef internal::traits<SimplicialLDLT> Eigen::SimplicialLDLT< _MatrixType, _UpLo >::Traits

Definition at line 400 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo>
typedef Matrix<Scalar,Dynamic,1> Eigen::SimplicialLDLT< _MatrixType, _UpLo >::VectorType

Member Enumeration Documentation

template<typename _MatrixType , int _UpLo>
anonymous enum
Enumerator:
UpLo 

Definition at line 393 of file SimplicialCholesky.h.


Constructor & Destructor Documentation

template<typename _MatrixType , int _UpLo>
Eigen::SimplicialLDLT< _MatrixType, _UpLo >::SimplicialLDLT ( ) [inline]

Default constructor

Definition at line 405 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo>
Eigen::SimplicialLDLT< _MatrixType, _UpLo >::SimplicialLDLT ( const MatrixType matrix) [inline]

Constructs and performs the LLT factorization of matrix

Definition at line 408 of file SimplicialCholesky.h.


Member Function Documentation

template<typename _MatrixType , int _UpLo>
void Eigen::SimplicialLDLT< _MatrixType, _UpLo >::analyzePattern ( const MatrixType a) [inline]

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()

Definition at line 441 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo>
SimplicialLDLT& Eigen::SimplicialLDLT< _MatrixType, _UpLo >::compute ( const MatrixType matrix) [inline]

Computes the sparse Cholesky decomposition of matrix

Reimplemented from Eigen::SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo > >.

Definition at line 429 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo>
Scalar Eigen::SimplicialLDLT< _MatrixType, _UpLo >::determinant ( ) const [inline]
Returns:
the determinant of the underlying matrix from the current factorization

Definition at line 458 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo>
void Eigen::SimplicialLDLT< _MatrixType, _UpLo >::factorize ( const MatrixType a) [inline]

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()

Reimplemented from Eigen::SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo > >.

Definition at line 452 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo>
const MatrixL Eigen::SimplicialLDLT< _MatrixType, _UpLo >::matrixL ( ) const [inline]
Returns:
an expression of the factor L

Definition at line 417 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo>
const MatrixU Eigen::SimplicialLDLT< _MatrixType, _UpLo >::matrixU ( ) const [inline]
Returns:
an expression of the factor U (= L^*)

Definition at line 423 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo>
const VectorType Eigen::SimplicialLDLT< _MatrixType, _UpLo >::vectorD ( ) const [inline]
Returns:
a vector expression of the diagonal D

Definition at line 412 of file SimplicialCholesky.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 12:02:03