Modified Incomplete Cholesky with dual threshold. More...

#include <IncompleteCholesky.h>

Inheritance diagram for Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >:

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 ()

Detailed Description

template<typename Scalar, int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>
class Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >

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

Template Parameters

_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.

Member Typedef Documentation

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

typedef MatrixType::Index Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::Index

Definition at line 36 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

typedef Matrix<Index,Dynamic, 1> Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::IndexType

Definition at line 39 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

typedef SparseMatrix<Scalar,ColMajor> Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::MatrixType

Definition at line 33 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

typedef _OrderingType Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::OrderingType

Definition at line 34 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

typedef PermutationMatrix<Dynamic, Dynamic, Index> Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::PermutationType

Definition at line 37 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

typedef MatrixType::RealScalar Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::RealScalar

Definition at line 35 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

typedef Matrix<Scalar,Dynamic,1> Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::ScalarType

Definition at line 38 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

typedef std::vector<std::list<Index> > Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::VectorList

Definition at line 40 of file IncompleteCholesky.h.

Member Enumeration Documentation

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

anonymous enum

Enumerator
UpLo

Definition at line 41 of file IncompleteCholesky.h.

Constructor & Destructor Documentation

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::IncompleteCholesky ( )

inline

Definition at line 43 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::IncompleteCholesky ( const MatrixType & matrix )

inline

Definition at line 44 of file IncompleteCholesky.h.

Member Function Documentation

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

template<typename Rhs , typename Dest >

void Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::_solve	(	const Rhs &	b,
		Dest &	x
	)		const

inline

Definition at line 92 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

template<typename MatrixType >

void Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::analyzePattern ( const MatrixType & mat )

inline

Computes the fill reducing permutation vector.

Definition at line 74 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

Index Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::cols ( void ) const

inline

Definition at line 51 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

template<typename MatrixType >

void Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::compute ( const MatrixType & matrix )

inline

Definition at line 85 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

template<typename MatrixType >

void Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::factorize ( const MatrixType & amat )

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

template<typename _MatrixType >

void Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::factorize ( const _MatrixType & mat )

Definition at line 132 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

ComputationInfo Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::info ( ) const

inline

Reports whether previous computation was successful.

Returns: Success if computation was succesful, NumericalIssue if the matrix appears to be negative.

Definition at line 59 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

Index Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::rows ( void ) const

inline

Definition at line 49 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

void Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::setShift ( Scalar shift )

inline

Set the initial shift parameter.

Definition at line 68 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

template<typename Rhs >

const internal::solve_retval<IncompleteCholesky, Rhs> Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::solve ( const MatrixBase< Rhs > & b ) const

inline

Definition at line 107 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo, typename OrderingType >

template<typename IdxType , typename SclType >

void Eigen::IncompleteCholesky< Scalar, _UpLo, OrderingType >::updateList	(	const IdxType &	colPtr,
		IdxType &	rowIdx,
		SclType &	vals,
		const Index &	col,
		const Index &	jk,
		IndexType &	firstElt,
		VectorList &	listCol
	)

inlineprivate

Definition at line 241 of file IncompleteCholesky.h.

Member Data Documentation

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

bool Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::m_analysisIsOk

protected

Definition at line 119 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

bool Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::m_factorizationIsOk

protected

Definition at line 120 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

ComputationInfo Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::m_info

protected

Definition at line 122 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

bool Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::m_isInitialized

protected

Definition at line 121 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

SparseMatrix<Scalar,ColMajor> Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::m_L

protected

Definition at line 116 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

PermutationType Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::m_perm

protected

Definition at line 123 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

ScalarType Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::m_scal

protected

Definition at line 117 of file IncompleteCholesky.h.

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

Scalar Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::m_shift

protected

Definition at line 118 of file IncompleteCholesky.h.

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

IncompleteCholesky.h

Public Types

Public Member Functions

Protected Attributes

Private Member Functions

Detailed Description

template<typename Scalar, int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>> class Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<typename Scalar, int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>
class Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >