A sparse LU factorization and solver based on UmfPack. More...
#include <UmfPackSupport.h>
Public Types | |
| typedef MatrixType::Index | Index |
| typedef Matrix< int, MatrixType::RowsAtCompileTime, 1 > | IntColVectorType |
| typedef Matrix< int, 1, MatrixType::ColsAtCompileTime > | IntRowVectorType |
| typedef SparseMatrix< Scalar > | LUMatrixType |
| typedef _MatrixType | MatrixType |
| typedef MatrixType::RealScalar | RealScalar |
| typedef MatrixType::Scalar | Scalar |
| typedef SparseMatrix< Scalar, ColMajor, int > | UmfpackMatrixType |
| typedef Matrix< Scalar, Dynamic, 1 > | Vector |
Public Member Functions | |
| template<typename BDerived , typename XDerived > | |
| bool | _solve (const MatrixBase< BDerived > &b, MatrixBase< XDerived > &x) const |
| void | analyzePattern (const MatrixType &matrix) |
| Index | cols () const |
| void | compute (const MatrixType &matrix) |
| Scalar | determinant () const |
| void | extractData () const |
| void | factorize (const MatrixType &matrix) |
| ComputationInfo | info () const |
| Reports whether previous computation was successful. | |
| const LUMatrixType & | matrixL () const |
| const LUMatrixType & | matrixU () const |
| const IntColVectorType & | permutationP () const |
| const IntRowVectorType & | permutationQ () const |
| Index | rows () const |
| template<typename Rhs > | |
| const internal::solve_retval < UmfPackLU, Rhs > | solve (const MatrixBase< Rhs > &b) const |
| template<typename Rhs > | |
| const internal::sparse_solve_retval < UmfPackLU, Rhs > | solve (const SparseMatrixBase< Rhs > &b) const |
| UmfPackLU () | |
| UmfPackLU (const MatrixType &matrix) | |
| ~UmfPackLU () | |
Protected Member Functions | |
| void | grapInput (const MatrixType &mat) |
| void | init () |
Protected Attributes | |
| int | m_analysisIsOk |
| UmfpackMatrixType | m_copyMatrix |
| bool | m_extractedDataAreDirty |
| int | m_factorizationIsOk |
| ComputationInfo | m_info |
| const int * | m_innerIndexPtr |
| bool | m_isInitialized |
| LUMatrixType | m_l |
| void * | m_numeric |
| const int * | m_outerIndexPtr |
| IntColVectorType | m_p |
| IntRowVectorType | m_q |
| void * | m_symbolic |
| LUMatrixType | m_u |
| const Scalar * | m_valuePtr |
Private Member Functions | |
| UmfPackLU (UmfPackLU &) | |
Detailed Description
template<typename _MatrixType>
class Eigen::UmfPackLU< _MatrixType >
A sparse LU factorization and solver based on UmfPack.
This class allows to solve for A.X = B sparse linear problems via a LU factorization using the UmfPack library. The sparse matrix A must be squared and full rank. The vectors or matrices X and B can be either dense or sparse.
- Warning:
- The input matrix A should be in a compressed and column-major form. Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix.
- Template Parameters:
-
_MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
- See also:
- TutorialSparseDirectSolvers
Definition at line 124 of file UmfPackSupport.h.
Member Typedef Documentation
| typedef MatrixType::Index Eigen::UmfPackLU< _MatrixType >::Index |
Definition at line 130 of file UmfPackSupport.h.
| typedef Matrix<int, MatrixType::RowsAtCompileTime, 1> Eigen::UmfPackLU< _MatrixType >::IntColVectorType |
Definition at line 133 of file UmfPackSupport.h.
| typedef Matrix<int, 1, MatrixType::ColsAtCompileTime> Eigen::UmfPackLU< _MatrixType >::IntRowVectorType |
Definition at line 132 of file UmfPackSupport.h.
| typedef SparseMatrix<Scalar> Eigen::UmfPackLU< _MatrixType >::LUMatrixType |
Definition at line 134 of file UmfPackSupport.h.
| typedef _MatrixType Eigen::UmfPackLU< _MatrixType >::MatrixType |
Definition at line 127 of file UmfPackSupport.h.
| typedef MatrixType::RealScalar Eigen::UmfPackLU< _MatrixType >::RealScalar |
Definition at line 129 of file UmfPackSupport.h.
| typedef MatrixType::Scalar Eigen::UmfPackLU< _MatrixType >::Scalar |
Definition at line 128 of file UmfPackSupport.h.
| typedef SparseMatrix<Scalar,ColMajor,int> Eigen::UmfPackLU< _MatrixType >::UmfpackMatrixType |
Definition at line 135 of file UmfPackSupport.h.
| typedef Matrix<Scalar,Dynamic,1> Eigen::UmfPackLU< _MatrixType >::Vector |
Definition at line 131 of file UmfPackSupport.h.
Constructor & Destructor Documentation
| Eigen::UmfPackLU< _MatrixType >::UmfPackLU | ( | ) | [inline] |
Definition at line 139 of file UmfPackSupport.h.
| Eigen::UmfPackLU< _MatrixType >::UmfPackLU | ( | const MatrixType & | matrix | ) | [inline] |
Definition at line 141 of file UmfPackSupport.h.
| Eigen::UmfPackLU< _MatrixType >::~UmfPackLU | ( | ) | [inline] |
Definition at line 147 of file UmfPackSupport.h.
| Eigen::UmfPackLU< _MatrixType >::UmfPackLU | ( | UmfPackLU< _MatrixType > & | ) | [inline, private] |
Definition at line 337 of file UmfPackSupport.h.
Member Function Documentation
| bool Eigen::UmfPackLU< MatrixType >::_solve | ( | const MatrixBase< BDerived > & | b, |
| MatrixBase< XDerived > & | x | ||
| ) | const |
Definition at line 379 of file UmfPackSupport.h.
| void Eigen::UmfPackLU< _MatrixType >::analyzePattern | ( | const MatrixType & | matrix | ) | [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(), compute()
Definition at line 233 of file UmfPackSupport.h.
| Index Eigen::UmfPackLU< _MatrixType >::cols | ( | void | ) | const [inline] |
Definition at line 154 of file UmfPackSupport.h.
| void Eigen::UmfPackLU< _MatrixType >::compute | ( | const MatrixType & | matrix | ) | [inline] |
Computes the sparse Cholesky decomposition of matrix Note that the matrix should be column-major, and in compressed format for best performance.
- See also:
- SparseMatrix::makeCompressed().
Definition at line 195 of file UmfPackSupport.h.
| UmfPackLU< MatrixType >::Scalar Eigen::UmfPackLU< MatrixType >::determinant | ( | ) | const |
Definition at line 370 of file UmfPackSupport.h.
| void Eigen::UmfPackLU< MatrixType >::extractData | ( | ) | const |
Definition at line 342 of file UmfPackSupport.h.
| void Eigen::UmfPackLU< _MatrixType >::factorize | ( | const MatrixType & | matrix | ) | [inline] |
Performs a numeric decomposition of matrix
The given matrix must has the same sparcity than the matrix on which the pattern anylysis has been performed.
- See also:
- analyzePattern(), compute()
Definition at line 258 of file UmfPackSupport.h.
| void Eigen::UmfPackLU< _MatrixType >::grapInput | ( | const MatrixType & | mat | ) | [inline, protected] |
Definition at line 298 of file UmfPackSupport.h.
| ComputationInfo Eigen::UmfPackLU< _MatrixType >::info | ( | ) | const [inline] |
Reports whether previous computation was successful.
- Returns:
Successif computation was succesful,NumericalIssueif the matrix.appears to be negative.
Definition at line 161 of file UmfPackSupport.h.
| void Eigen::UmfPackLU< _MatrixType >::init | ( | ) | [inline, protected] |
Definition at line 287 of file UmfPackSupport.h.
| const LUMatrixType& Eigen::UmfPackLU< _MatrixType >::matrixL | ( | ) | const [inline] |
Definition at line 167 of file UmfPackSupport.h.
| const LUMatrixType& Eigen::UmfPackLU< _MatrixType >::matrixU | ( | ) | const [inline] |
Definition at line 173 of file UmfPackSupport.h.
| const IntColVectorType& Eigen::UmfPackLU< _MatrixType >::permutationP | ( | ) | const [inline] |
Definition at line 179 of file UmfPackSupport.h.
| const IntRowVectorType& Eigen::UmfPackLU< _MatrixType >::permutationQ | ( | ) | const [inline] |
Definition at line 185 of file UmfPackSupport.h.
| Index Eigen::UmfPackLU< _MatrixType >::rows | ( | void | ) | const [inline] |
Definition at line 153 of file UmfPackSupport.h.
| const internal::solve_retval<UmfPackLU, Rhs> Eigen::UmfPackLU< _MatrixType >::solve | ( | const MatrixBase< Rhs > & | b | ) | const [inline] |
- Returns:
- the solution x of
using the current decomposition of A.
- See also:
- compute()
Definition at line 206 of file UmfPackSupport.h.
| const internal::sparse_solve_retval<UmfPackLU, Rhs> Eigen::UmfPackLU< _MatrixType >::solve | ( | const SparseMatrixBase< Rhs > & | b | ) | const [inline] |
- Returns:
- the solution x of using the current decomposition of A.
- See also:
- compute()
Definition at line 219 of file UmfPackSupport.h.
Member Data Documentation
int Eigen::UmfPackLU< _MatrixType >::m_analysisIsOk [protected] |
Definition at line 333 of file UmfPackSupport.h.
UmfpackMatrixType Eigen::UmfPackLU< _MatrixType >::m_copyMatrix [protected] |
Definition at line 323 of file UmfPackSupport.h.
bool Eigen::UmfPackLU< _MatrixType >::m_extractedDataAreDirty [mutable, protected] |
Definition at line 334 of file UmfPackSupport.h.
int Eigen::UmfPackLU< _MatrixType >::m_factorizationIsOk [protected] |
Definition at line 332 of file UmfPackSupport.h.
ComputationInfo Eigen::UmfPackLU< _MatrixType >::m_info [mutable, protected] |
Definition at line 330 of file UmfPackSupport.h.
const int* Eigen::UmfPackLU< _MatrixType >::m_innerIndexPtr [protected] |
Definition at line 326 of file UmfPackSupport.h.
bool Eigen::UmfPackLU< _MatrixType >::m_isInitialized [protected] |
Definition at line 331 of file UmfPackSupport.h.
LUMatrixType Eigen::UmfPackLU< _MatrixType >::m_l [mutable, protected] |
Definition at line 318 of file UmfPackSupport.h.
void* Eigen::UmfPackLU< _MatrixType >::m_numeric [protected] |
Definition at line 327 of file UmfPackSupport.h.
const int* Eigen::UmfPackLU< _MatrixType >::m_outerIndexPtr [protected] |
Definition at line 325 of file UmfPackSupport.h.
IntColVectorType Eigen::UmfPackLU< _MatrixType >::m_p [mutable, protected] |
Definition at line 320 of file UmfPackSupport.h.
IntRowVectorType Eigen::UmfPackLU< _MatrixType >::m_q [mutable, protected] |
Definition at line 321 of file UmfPackSupport.h.
void* Eigen::UmfPackLU< _MatrixType >::m_symbolic [protected] |
Definition at line 328 of file UmfPackSupport.h.
LUMatrixType Eigen::UmfPackLU< _MatrixType >::m_u [mutable, protected] |
Definition at line 319 of file UmfPackSupport.h.
const Scalar* Eigen::UmfPackLU< _MatrixType >::m_valuePtr [protected] |
Definition at line 324 of file UmfPackSupport.h.
The documentation for this class was generated from the following file: