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

#include <PardisoSupport.h>

Inheritance diagram for Eigen::PardisoLDLT< MatrixType, Options >:

Public Types
enum	{ UpLo = Options&(Upper\|Lower) }

typedef Base::StorageIndex	StorageIndex

Public Types inherited from Eigen::PardisoImpl< PardisoLDLT< MatrixType, Options > >
enum

typedef Matrix< StorageIndex, MatrixType::RowsAtCompileTime, 1 >	IntColVectorType

typedef Matrix< StorageIndex, 1, MatrixType::ColsAtCompileTime >	IntRowVectorType

typedef Traits::MatrixType	MatrixType

typedef Array< StorageIndex, 64, 1, DontAlign >	ParameterType

typedef Traits::RealScalar	RealScalar

typedef Traits::Scalar	Scalar

typedef SparseMatrix< Scalar, RowMajor, StorageIndex >	SparseMatrixType

typedef Traits::StorageIndex	StorageIndex

typedef Matrix< Scalar, Dynamic, 1 >	VectorType

Public Member Functions
void	getMatrix (const MatrixType &matrix)

	PardisoLDLT ()

	PardisoLDLT (const MatrixType &matrix)

Public Member Functions inherited from Eigen::PardisoImpl< PardisoLDLT< MatrixType, Options > >
void	_solve_impl (const MatrixBase< Rhs > &b, MatrixBase< Dest > &dest) const

PardisoLDLT< MatrixType, Options > &	analyzePattern (const MatrixType &matrix)

Index	cols () const

PardisoLDLT< MatrixType, Options > &	compute (const MatrixType &matrix)

PardisoLDLT< MatrixType, Options > &	factorize (const MatrixType &matrix)

ComputationInfo	info () const
	Reports whether previous computation was successful. More...

	PardisoImpl ()

ParameterType &	pardisoParameterArray ()

Index	rows () const

	~PardisoImpl ()

Public Member Functions inherited from Eigen::SparseSolverBase< PardisoLDLT< MatrixType, Options > >
void	_solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const

PardisoLDLT< MatrixType, Options > &	derived ()

const PardisoLDLT< MatrixType, Options > &	derived () const

const Solve< PardisoLDLT< MatrixType, Options >, Rhs >	solve (const MatrixBase< Rhs > &b) const

const Solve< PardisoLDLT< MatrixType, Options >, Rhs >	solve (const SparseMatrixBase< Rhs > &b) const

	SparseSolverBase ()

	~SparseSolverBase ()

Protected Types
typedef PardisoImpl< PardisoLDLT< MatrixType, Options > >	Base

typedef Base::RealScalar	RealScalar

typedef Base::Scalar	Scalar

Protected Types inherited from Eigen::PardisoImpl< PardisoLDLT< MatrixType, Options > >
typedef SparseSolverBase< PardisoLDLT< MatrixType, Options > >	Base

typedef internal::pardiso_traits< PardisoLDLT< MatrixType, Options > >	Traits

Friends
class	PardisoImpl< PardisoLDLT< MatrixType, Options > >

Additional Inherited Members
Protected Member Functions inherited from Eigen::PardisoImpl< PardisoLDLT< MatrixType, Options > >
void	manageErrorCode (Index error) const

void	pardisoInit (int type)

void	pardisoRelease ()

Protected Attributes inherited from Eigen::PardisoImpl< PardisoLDLT< MatrixType, Options > >
bool	m_analysisIsOk

bool	m_factorizationIsOk

ComputationInfo	m_info

ParameterType	m_iparm

SparseMatrixType	m_matrix

StorageIndex	m_msglvl

IntColVectorType	m_perm

void *	m_pt [64]

Index	m_size

StorageIndex	m_type

Protected Attributes inherited from Eigen::SparseSolverBase< PardisoLDLT< MatrixType, Options > >
bool	m_isInitialized

Detailed Description

template<typename MatrixType, int Options>
class Eigen::PardisoLDLT< MatrixType, Options >

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

This class allows to solve for A.X = B sparse linear problems via a LDL^T Cholesky factorization using the Intel MKL PARDISO library. The sparse matrix A is assumed to be selfajoint and positive definite. For complex matrices, A can also be symmetric only, see the Options template parameter. The vectors or matrices X and B can be either dense or sparse.

By default, it runs in in-core mode. To enable PARDISO's out-of-core feature, set:

solver.pardisoParameterArray()[59] = 1;

Template Parameters

MatrixType	the type of the sparse matrix A, it must be a SparseMatrix<>
Options	can be any bitwise combination of Upper, Lower, and Symmetric. The default is Upper, meaning only the upper triangular part has to be used. Symmetric can be used for symmetric, non-selfadjoint complex matrices, the default being to assume a selfadjoint matrix. Upper\|Lower can be used to tell both triangular parts can be used as input.

See also: Sparse solver concept, class SimplicialLDLT

Definition at line 39 of file PardisoSupport.h.