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Eigen::PardisoLLT< MatrixType, _UpLo > Class Template Reference

A sparse direct Cholesky (LLT) factorization and solver based on the PARDISO library. More...

#include <PardisoSupport.h>

Inheritance diagram for Eigen::PardisoLLT< MatrixType, _UpLo >:
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Public Types

enum  { UpLo = _UpLo }
 
- Public Types inherited from Eigen::PardisoImpl< Derived >
enum  { ScalarIsComplex = NumTraits<Scalar>::IsComplex }
 
typedef Traits::Index Index
 
typedef Matrix< Index, MatrixType::RowsAtCompileTime, 1 > IntColVectorType
 
typedef Matrix< Index, 1, MatrixType::ColsAtCompileTime > IntRowVectorType
 
typedef Traits::MatrixType MatrixType
 
typedef Array< Index, 64, 1, DontAlignParameterType
 
typedef Traits::RealScalar RealScalar
 
typedef Traits::Scalar Scalar
 
typedef SparseMatrix< Scalar, RowMajor, IndexSparseMatrixType
 
typedef Matrix< Scalar, Dynamic, 1 > VectorType
 

Public Member Functions

 PardisoLLT ()
 
 PardisoLLT (const MatrixType &matrix)
 
- Public Member Functions inherited from Eigen::PardisoImpl< Derived >
template<typename BDerived , typename XDerived >
bool _solve (const MatrixBase< BDerived > &b, MatrixBase< XDerived > &x) const
 
Derived & analyzePattern (const MatrixType &matrix)
 
Index cols () const
 
Derived & compute (const MatrixType &matrix)
 
Derived & derived ()
 
const Derived & derived () const
 
Derived & factorize (const MatrixType &matrix)
 
ComputationInfo info () const
 Reports whether previous computation was successful. More...
 
 PardisoImpl ()
 
ParameterTypepardisoParameterArray ()
 
Index rows () const
 
template<typename Rhs >
const internal::solve_retval< PardisoImpl, Rhs > solve (const MatrixBase< Rhs > &b) const
 
template<typename Rhs >
const internal::sparse_solve_retval< PardisoImpl, Rhs > solve (const SparseMatrixBase< Rhs > &b) const
 
 ~PardisoImpl ()
 

Protected Types

typedef PardisoImpl< PardisoLLT< MatrixType, _UpLo > > Base
 
typedef Base::Index Index
 
typedef Base::RealScalar RealScalar
 
typedef Base::Scalar Scalar
 

Protected Member Functions

void getMatrix (const MatrixType &matrix)
 
- Protected Member Functions inherited from Eigen::PardisoImpl< Derived >
void manageErrorCode (Index error)
 
void pardisoInit (int type)
 
void pardisoRelease ()
 

Private Member Functions

 PardisoLLT (PardisoLLT &)
 

Friends

class PardisoImpl< PardisoLLT< MatrixType, _UpLo > >
 

Additional Inherited Members

- Protected Attributes inherited from Eigen::PardisoImpl< Derived >
bool m_analysisIsOk
 
bool m_factorizationIsOk
 
ComputationInfo m_info
 
bool m_initialized
 
ParameterType m_iparm
 
SparseMatrixType m_matrix
 
Index m_msglvl
 
IntColVectorType m_perm
 
void * m_pt [64]
 
Index m_size
 
Index m_type
 

Detailed Description

template<typename MatrixType, int _UpLo>
class Eigen::PardisoLLT< MatrixType, _UpLo >

A sparse direct Cholesky (LLT) factorization and solver based on the PARDISO library.

This class allows to solve for A.X = B sparse linear problems via a LL^T Cholesky factorization using the Intel MKL PARDISO library. The sparse matrix A must be selfajoint and positive definite. The vectors or matrices X and B can be either dense or sparse.

Template Parameters
MatrixTypethe type of the sparse matrix A, it must be a SparseMatrix<>
UpLocan be any bitwise combination of Upper, Lower. The default is Upper, meaning only the upper triangular part has to be used. Upper|Lower can be used to tell both triangular parts can be used as input.
See also
TutorialSparseDirectSolvers

Definition at line 38 of file PardisoSupport.h.

Member Typedef Documentation

template<typename MatrixType , int _UpLo>
typedef PardisoImpl< PardisoLLT<MatrixType,_UpLo> > Eigen::PardisoLLT< MatrixType, _UpLo >::Base
protected

Definition at line 460 of file PardisoSupport.h.

template<typename MatrixType , int _UpLo>
typedef Base::Index Eigen::PardisoLLT< MatrixType, _UpLo >::Index
protected

Definition at line 462 of file PardisoSupport.h.

template<typename MatrixType , int _UpLo>
typedef Base::RealScalar Eigen::PardisoLLT< MatrixType, _UpLo >::RealScalar
protected

Definition at line 463 of file PardisoSupport.h.

template<typename MatrixType , int _UpLo>
typedef Base::Scalar Eigen::PardisoLLT< MatrixType, _UpLo >::Scalar
protected

Definition at line 461 of file PardisoSupport.h.

Member Enumeration Documentation

template<typename MatrixType , int _UpLo>
anonymous enum
Enumerator
UpLo 

Definition at line 470 of file PardisoSupport.h.

Constructor & Destructor Documentation

template<typename MatrixType , int _UpLo>
Eigen::PardisoLLT< MatrixType, _UpLo >::PardisoLLT ( )
inline

Definition at line 474 of file PardisoSupport.h.

template<typename MatrixType , int _UpLo>
Eigen::PardisoLLT< MatrixType, _UpLo >::PardisoLLT ( const MatrixType matrix)
inline

Definition at line 480 of file PardisoSupport.h.

template<typename MatrixType , int _UpLo>
Eigen::PardisoLLT< MatrixType, _UpLo >::PardisoLLT ( PardisoLLT< MatrixType, _UpLo > &  )
inlineprivate

Definition at line 498 of file PardisoSupport.h.

Member Function Documentation

template<typename MatrixType , int _UpLo>
void Eigen::PardisoLLT< MatrixType, _UpLo >::getMatrix ( const MatrixType matrix)
inlineprotected

Definition at line 489 of file PardisoSupport.h.

Friends And Related Function Documentation

template<typename MatrixType , int _UpLo>
friend class PardisoImpl< PardisoLLT< MatrixType, _UpLo > >
friend

Definition at line 466 of file PardisoSupport.h.


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


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Mon Jun 10 2019 12:35:37