Modified Incomplete Cholesky with dual threshold. More...
#include <IncompleteCholesky.h>
Public Types | |
enum | { UpLo = _UpLo } |
typedef MatrixType::Index | Index |
typedef Matrix< Index, Dynamic, 1 > | IndexType |
typedef SparseMatrix< Scalar, ColMajor > | MatrixType |
typedef _OrderingType | OrderingType |
typedef PermutationMatrix< Dynamic, Dynamic, Index > | PermutationType |
typedef MatrixType::RealScalar | RealScalar |
typedef Matrix< Scalar, Dynamic, 1 > | ScalarType |
typedef std::vector< std::list< Index > > | VectorList |
Public Member Functions | |
template<typename Rhs , typename Dest > | |
void | _solve (const Rhs &b, Dest &x) const |
template<typename MatrixType > | |
void | analyzePattern (const MatrixType &mat) |
Computes the fill reducing permutation vector. More... | |
Index | cols () const |
template<typename MatrixType > | |
void | compute (const MatrixType &matrix) |
template<typename MatrixType > | |
void | factorize (const MatrixType &amat) |
template<typename _MatrixType > | |
void | factorize (const _MatrixType &mat) |
IncompleteCholesky () | |
IncompleteCholesky (const MatrixType &matrix) | |
ComputationInfo | info () const |
Reports whether previous computation was successful. More... | |
Index | rows () const |
void | setShift (Scalar shift) |
Set the initial shift parameter. More... | |
template<typename Rhs > | |
const internal::solve_retval< IncompleteCholesky, Rhs > | solve (const MatrixBase< Rhs > &b) const |
Protected Attributes | |
bool | m_analysisIsOk |
bool | m_factorizationIsOk |
ComputationInfo | m_info |
bool | m_isInitialized |
SparseMatrix< Scalar, ColMajor > | m_L |
PermutationType | m_perm |
ScalarType | m_scal |
Scalar | m_shift |
Private Member Functions | |
template<typename IdxType , typename SclType > | |
void | updateList (const IdxType &colPtr, IdxType &rowIdx, SclType &vals, const Index &col, const Index &jk, IndexType &firstElt, VectorList &listCol) |
Private Member Functions inherited from Eigen::internal::noncopyable | |
noncopyable () | |
~noncopyable () | |
Modified Incomplete Cholesky with dual threshold.
References : C-J. Lin and J. J. Moré, Incomplete Cholesky Factorizations with Limited memory, SIAM J. Sci. Comput. 21(1), pp. 24-45, 1999
_MatrixType | The type of the sparse matrix. It should be a symmetric matrix. It is advised to give a row-oriented sparse matrix |
_UpLo | The triangular part of the matrix to reference. |
_OrderingType |
Definition at line 30 of file IncompleteCholesky.h.
typedef MatrixType::Index Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::Index |
Definition at line 36 of file IncompleteCholesky.h.
typedef Matrix<Index,Dynamic, 1> Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::IndexType |
Definition at line 39 of file IncompleteCholesky.h.
typedef SparseMatrix<Scalar,ColMajor> Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::MatrixType |
Definition at line 33 of file IncompleteCholesky.h.
typedef _OrderingType Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::OrderingType |
Definition at line 34 of file IncompleteCholesky.h.
typedef PermutationMatrix<Dynamic, Dynamic, Index> Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::PermutationType |
Definition at line 37 of file IncompleteCholesky.h.
typedef MatrixType::RealScalar Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::RealScalar |
Definition at line 35 of file IncompleteCholesky.h.
typedef Matrix<Scalar,Dynamic,1> Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::ScalarType |
Definition at line 38 of file IncompleteCholesky.h.
typedef std::vector<std::list<Index> > Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::VectorList |
Definition at line 40 of file IncompleteCholesky.h.
anonymous enum |
Enumerator | |
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UpLo |
Definition at line 41 of file IncompleteCholesky.h.
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Definition at line 43 of file IncompleteCholesky.h.
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Definition at line 44 of file IncompleteCholesky.h.
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Definition at line 92 of file IncompleteCholesky.h.
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Computes the fill reducing permutation vector.
Definition at line 74 of file IncompleteCholesky.h.
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Definition at line 51 of file IncompleteCholesky.h.
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Definition at line 85 of file IncompleteCholesky.h.
void Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::factorize | ( | const MatrixType & | amat | ) |
void Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::factorize | ( | const _MatrixType & | mat | ) |
Definition at line 132 of file IncompleteCholesky.h.
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Reports whether previous computation was successful.
Success
if computation was succesful, NumericalIssue
if the matrix appears to be negative. Definition at line 59 of file IncompleteCholesky.h.
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Definition at line 49 of file IncompleteCholesky.h.
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Set the initial shift parameter.
Definition at line 68 of file IncompleteCholesky.h.
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Definition at line 107 of file IncompleteCholesky.h.
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Definition at line 241 of file IncompleteCholesky.h.
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Definition at line 119 of file IncompleteCholesky.h.
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Definition at line 120 of file IncompleteCholesky.h.
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Definition at line 122 of file IncompleteCholesky.h.
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Definition at line 121 of file IncompleteCholesky.h.
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Definition at line 116 of file IncompleteCholesky.h.
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Definition at line 123 of file IncompleteCholesky.h.
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Definition at line 117 of file IncompleteCholesky.h.
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Definition at line 118 of file IncompleteCholesky.h.