Public Types | Public Member Functions | Protected Types | Protected Attributes | Friends | List of all members
Eigen::SPQR< _MatrixType > Class Template Reference

Sparse QR factorization based on SuiteSparseQR library. More...

#include <SuiteSparseQRSupport.h>

Inheritance diagram for Eigen::SPQR< _MatrixType >:
Inheritance graph
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Public Types

enum  { ColsAtCompileTime = Dynamic, MaxColsAtCompileTime = Dynamic }
 
typedef SparseMatrix< Scalar, ColMajor, StorageIndexMatrixType
 
typedef Map< PermutationMatrix< Dynamic, Dynamic, StorageIndex > > PermutationType
 
typedef _MatrixType::RealScalar RealScalar
 
typedef _MatrixType::Scalar Scalar
 
typedef SuiteSparse_long StorageIndex
 

Public Member Functions

template<typename Rhs , typename Dest >
void _solve_impl (const MatrixBase< Rhs > &b, MatrixBase< Dest > &dest) const
 
cholmod_common * cholmodCommon () const
 
Index cols () const
 
PermutationType colsPermutation () const
 Get the permutation that was applied to columns of A. More...
 
void compute (const _MatrixType &matrix)
 
ComputationInfo info () const
 Reports whether previous computation was successful. More...
 
SPQRMatrixQReturnType< SPQRmatrixQ () const
 Get an expression of the matrix Q. More...
 
const MatrixType matrixR () const
 
Index rank () const
 
Index rows () const
 
void setPivotThreshold (const RealScalar &tol)
 Set the tolerance tol to treat columns with 2-norm < =tol as zero. More...
 
void setSPQROrdering (int ord)
 Set the fill-reducing ordering method to be used. More...
 
 SPQR ()
 
 SPQR (const _MatrixType &matrix)
 
void SPQR_free ()
 
 ~SPQR ()
 
- Public Member Functions inherited from Eigen::SparseSolverBase< SPQR< _MatrixType > >
void _solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const
 
SPQR< _MatrixType > & derived ()
 
const SPQR< _MatrixType > & derived () const
 
const Solve< SPQR< _MatrixType >, Rhs > solve (const MatrixBase< Rhs > &b) const
 
const Solve< SPQR< _MatrixType >, Rhs > solve (const SparseMatrixBase< Rhs > &b) const
 
 SparseSolverBase ()
 
 ~SparseSolverBase ()
 

Protected Types

typedef SparseSolverBase< SPQR< _MatrixType > > Base
 

Protected Attributes

int m_allow_tol
 
bool m_analysisIsOk
 
cholmod_common m_cc
 
cholmod_sparse * m_cR
 
StorageIndexm_E
 
bool m_factorizationIsOk
 
cholmod_sparse * m_H
 
StorageIndexm_HPinv
 
cholmod_dense * m_HTau
 
ComputationInfo m_info
 
bool m_isRUpToDate
 
int m_ordering
 
MatrixType m_R
 
Index m_rank
 
Index m_rows
 
RealScalar m_tolerance
 
bool m_useDefaultThreshold
 
- Protected Attributes inherited from Eigen::SparseSolverBase< SPQR< _MatrixType > >
bool m_isInitialized
 

Friends

template<typename , typename >
struct SPQR_QProduct
 

Detailed Description

template<typename _MatrixType>
class Eigen::SPQR< _MatrixType >

Sparse QR factorization based on SuiteSparseQR library.

This class is used to perform a multithreaded and multifrontal rank-revealing QR decomposition of sparse matrices. The result is then used to solve linear leasts_square systems. Clearly, a QR factorization is returned such that A*P = Q*R where :

P is the column permutation. Use colsPermutation() to get it.

Q is the orthogonal matrix represented as Householder reflectors. Use matrixQ() to get an expression and matrixQ().transpose() to get the transpose. You can then apply it to a vector.

R is the sparse triangular factor. Use matrixQR() to get it as SparseMatrix. NOTE : The Index type of R is always SuiteSparse_long. You can get it with SPQR::Index

Template Parameters
_MatrixTypeThe type of the sparse matrix A, must be a column-major SparseMatrix<>

Definition at line 16 of file SuiteSparseQRSupport.h.

Member Typedef Documentation

template<typename _MatrixType>
typedef SparseSolverBase<SPQR<_MatrixType> > Eigen::SPQR< _MatrixType >::Base
protected

Definition at line 63 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
typedef SparseMatrix<Scalar, ColMajor, StorageIndex> Eigen::SPQR< _MatrixType >::MatrixType

Definition at line 69 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
typedef Map<PermutationMatrix<Dynamic, Dynamic, StorageIndex> > Eigen::SPQR< _MatrixType >::PermutationType

Definition at line 70 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
typedef _MatrixType::RealScalar Eigen::SPQR< _MatrixType >::RealScalar

Definition at line 67 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
typedef _MatrixType::Scalar Eigen::SPQR< _MatrixType >::Scalar

Definition at line 66 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
typedef SuiteSparse_long Eigen::SPQR< _MatrixType >::StorageIndex

Definition at line 68 of file SuiteSparseQRSupport.h.

Member Enumeration Documentation

template<typename _MatrixType>
anonymous enum
Enumerator
ColsAtCompileTime 
MaxColsAtCompileTime 

Definition at line 71 of file SuiteSparseQRSupport.h.

Constructor & Destructor Documentation

template<typename _MatrixType>
Eigen::SPQR< _MatrixType >::SPQR ( )
inline

Definition at line 76 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
Eigen::SPQR< _MatrixType >::SPQR ( const _MatrixType &  matrix)
inlineexplicit

Definition at line 82 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
Eigen::SPQR< _MatrixType >::~SPQR ( )
inline

Definition at line 89 of file SuiteSparseQRSupport.h.

Member Function Documentation

template<typename _MatrixType>
template<typename Rhs , typename Dest >
void Eigen::SPQR< _MatrixType >::_solve_impl ( const MatrixBase< Rhs > &  b,
MatrixBase< Dest > &  dest 
) const
inline

Definition at line 150 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
cholmod_common* Eigen::SPQR< _MatrixType >::cholmodCommon ( ) const
inline
Returns
a pointer to the SPQR workspace

Definition at line 218 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
Index Eigen::SPQR< _MatrixType >::cols ( void  ) const
inline

Get the number of columns of the input matrix.

Definition at line 147 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
PermutationType Eigen::SPQR< _MatrixType >::colsPermutation ( ) const
inline

Get the permutation that was applied to columns of A.

Definition at line 194 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
void Eigen::SPQR< _MatrixType >::compute ( const _MatrixType &  matrix)
inline

Definition at line 103 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
ComputationInfo Eigen::SPQR< _MatrixType >::info ( ) const
inline

Reports whether previous computation was successful.

Returns
Success if computation was succesful, NumericalIssue if the sparse QR can not be computed

Definition at line 226 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
SPQRMatrixQReturnType<SPQR> Eigen::SPQR< _MatrixType >::matrixQ ( void  ) const
inline

Get an expression of the matrix Q.

Definition at line 189 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
const MatrixType Eigen::SPQR< _MatrixType >::matrixR ( ) const
inline
Returns
the sparse triangular factor R. It is a sparse matrix

Definition at line 179 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
Index Eigen::SPQR< _MatrixType >::rank ( ) const
inline

Gets the rank of the matrix. It should be equal to matrixQR().cols if the matrix is full-rank

Definition at line 203 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
Index Eigen::SPQR< _MatrixType >::rows ( void  ) const
inline

Get the number of rows of the input matrix and the Q matrix

Definition at line 142 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
void Eigen::SPQR< _MatrixType >::setPivotThreshold ( const RealScalar tol)
inline

Set the tolerance tol to treat columns with 2-norm < =tol as zero.

Definition at line 211 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
void Eigen::SPQR< _MatrixType >::setSPQROrdering ( int  ord)
inline

Set the fill-reducing ordering method to be used.

Definition at line 209 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
void Eigen::SPQR< _MatrixType >::SPQR_free ( )
inline

Definition at line 94 of file SuiteSparseQRSupport.h.

Friends And Related Function Documentation

template<typename _MatrixType>
template<typename , typename >
friend struct SPQR_QProduct
friend

Definition at line 249 of file SuiteSparseQRSupport.h.

Member Data Documentation

template<typename _MatrixType>
int Eigen::SPQR< _MatrixType >::m_allow_tol
protected

Definition at line 237 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
bool Eigen::SPQR< _MatrixType >::m_analysisIsOk
protected

Definition at line 232 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
cholmod_common Eigen::SPQR< _MatrixType >::m_cc
mutableprotected

Definition at line 246 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
cholmod_sparse* Eigen::SPQR< _MatrixType >::m_cR
mutableprotected

Definition at line 239 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
StorageIndex* Eigen::SPQR< _MatrixType >::m_E
mutableprotected

Definition at line 241 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
bool Eigen::SPQR< _MatrixType >::m_factorizationIsOk
protected

Definition at line 233 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
cholmod_sparse* Eigen::SPQR< _MatrixType >::m_H
mutableprotected

Definition at line 242 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
StorageIndex* Eigen::SPQR< _MatrixType >::m_HPinv
mutableprotected

Definition at line 243 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
cholmod_dense* Eigen::SPQR< _MatrixType >::m_HTau
mutableprotected

Definition at line 244 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
ComputationInfo Eigen::SPQR< _MatrixType >::m_info
mutableprotected

Definition at line 235 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
bool Eigen::SPQR< _MatrixType >::m_isRUpToDate
mutableprotected

Definition at line 234 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
int Eigen::SPQR< _MatrixType >::m_ordering
protected

Definition at line 236 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
MatrixType Eigen::SPQR< _MatrixType >::m_R
mutableprotected

Definition at line 240 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
Index Eigen::SPQR< _MatrixType >::m_rank
mutableprotected

Definition at line 245 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
Index Eigen::SPQR< _MatrixType >::m_rows
protected

Definition at line 248 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
RealScalar Eigen::SPQR< _MatrixType >::m_tolerance
protected

Definition at line 238 of file SuiteSparseQRSupport.h.

template<typename _MatrixType>
bool Eigen::SPQR< _MatrixType >::m_useDefaultThreshold
protected

Definition at line 247 of file SuiteSparseQRSupport.h.


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


gtsam
Author(s):
autogenerated on Sat May 8 2021 02:54:56