A base class for direct sparse Cholesky factorizations. More...

#include <SimplicialCholesky.h>

Inheritance diagram for Eigen::SimplicialCholeskyBase< Derived >:

Classes
struct	keep_diag

Public Types
enum	{ UpLo = internal::traits<Derived>::UpLo }

enum	{ ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }

typedef SparseMatrix< Scalar, ColMajor, StorageIndex >	CholMatrixType

typedef CholMatrixType const *	ConstCholMatrixPtr

typedef internal::traits< Derived >::MatrixType	MatrixType

typedef internal::traits< Derived >::OrderingType	OrderingType

typedef MatrixType::RealScalar	RealScalar

typedef MatrixType::Scalar	Scalar

typedef MatrixType::StorageIndex	StorageIndex

typedef Matrix< StorageIndex, Dynamic, 1 >	VectorI

typedef Matrix< Scalar, Dynamic, 1 >	VectorType

Public Member Functions
template<typename Rhs , typename Dest >
void	_solve_impl (const MatrixBase< Rhs > &b, MatrixBase< Dest > &dest) const

template<typename Rhs , typename Dest >
void	_solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const

Index	cols () const

Derived &	derived ()

const Derived &	derived () const

template<typename Stream >
void	dumpMemory (Stream &s)

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

const PermutationMatrix< Dynamic, Dynamic, StorageIndex > &	permutationP () const

const PermutationMatrix< Dynamic, Dynamic, StorageIndex > &	permutationPinv () const

Index	rows () const

Derived &	setShift (const RealScalar &offset, const RealScalar &scale=1)

	SimplicialCholeskyBase ()

	SimplicialCholeskyBase (const MatrixType &matrix)

	~SimplicialCholeskyBase ()

Public Member Functions inherited from Eigen::SparseSolverBase< Derived >
template<typename Rhs , typename Dest >
void	_solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const

Derived &	derived ()

const Derived &	derived () const

template<typename Rhs >
const Solve< Derived, Rhs >	solve (const MatrixBase< Rhs > &b) const

template<typename Rhs >
const Solve< Derived, Rhs >	solve (const SparseMatrixBase< Rhs > &b) const

	SparseSolverBase ()

	~SparseSolverBase ()

Protected Member Functions
void	analyzePattern (const MatrixType &a, bool doLDLT)

void	analyzePattern_preordered (const CholMatrixType &a, bool doLDLT)

template<bool DoLDLT>
void	compute (const MatrixType &matrix)

template<bool DoLDLT>
void	factorize (const MatrixType &a)

template<bool DoLDLT>
void	factorize_preordered (const CholMatrixType &a)

void	ordering (const MatrixType &a, ConstCholMatrixPtr &pmat, CholMatrixType &ap)

Protected Attributes
bool	m_analysisIsOk

VectorType	m_diag

bool	m_factorizationIsOk

ComputationInfo	m_info

CholMatrixType	m_matrix

VectorI	m_nonZerosPerCol

PermutationMatrix< Dynamic, Dynamic, StorageIndex >	m_P

VectorI	m_parent

PermutationMatrix< Dynamic, Dynamic, StorageIndex >	m_Pinv

RealScalar	m_shiftOffset

RealScalar	m_shiftScale

Protected Attributes inherited from Eigen::SparseSolverBase< Derived >
bool	m_isInitialized

Private Types
typedef SparseSolverBase< Derived >	Base

Detailed Description

template<typename Derived>
class Eigen::SimplicialCholeskyBase< Derived >

A base class for direct sparse Cholesky factorizations.

This is a base class for LL^T and LDL^T Cholesky factorizations of sparse matrices that are selfadjoint and positive definite. These factorizations allow for solving A.X = B where X and B can be either dense or sparse.

In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization such that the factorized matrix is P A P^-1.

Template Parameters

Derived the type of the derived class, that is the actual factorization type.

Definition at line 55 of file SimplicialCholesky.h.

Member Typedef Documentation

template<typename Derived>

typedef SparseSolverBase<Derived> Eigen::SimplicialCholeskyBase< Derived >::Base

private

Definition at line 57 of file SimplicialCholesky.h.

template<typename Derived>

typedef SparseMatrix<Scalar,ColMajor,StorageIndex> Eigen::SimplicialCholeskyBase< Derived >::CholMatrixType

Definition at line 67 of file SimplicialCholesky.h.

template<typename Derived>

typedef CholMatrixType const* Eigen::SimplicialCholeskyBase< Derived >::ConstCholMatrixPtr

Definition at line 68 of file SimplicialCholesky.h.

template<typename Derived>

typedef internal::traits<Derived>::MatrixType Eigen::SimplicialCholeskyBase< Derived >::MatrixType

Definition at line 61 of file SimplicialCholesky.h.

template<typename Derived>

typedef internal::traits<Derived>::OrderingType Eigen::SimplicialCholeskyBase< Derived >::OrderingType

Definition at line 62 of file SimplicialCholesky.h.

template<typename Derived>

typedef MatrixType::RealScalar Eigen::SimplicialCholeskyBase< Derived >::RealScalar

Definition at line 65 of file SimplicialCholesky.h.

template<typename Derived>

typedef MatrixType::Scalar Eigen::SimplicialCholeskyBase< Derived >::Scalar

Definition at line 64 of file SimplicialCholesky.h.

template<typename Derived>

typedef MatrixType::StorageIndex Eigen::SimplicialCholeskyBase< Derived >::StorageIndex

Definition at line 66 of file SimplicialCholesky.h.

template<typename Derived>

typedef Matrix<StorageIndex,Dynamic,1> Eigen::SimplicialCholeskyBase< Derived >::VectorI

Definition at line 70 of file SimplicialCholesky.h.

template<typename Derived>

typedef Matrix<Scalar,Dynamic,1> Eigen::SimplicialCholeskyBase< Derived >::VectorType

Definition at line 69 of file SimplicialCholesky.h.

Member Enumeration Documentation

template<typename Derived>

anonymous enum

Enumerator
UpLo

Definition at line 63 of file SimplicialCholesky.h.

template<typename Derived>

anonymous enum

Enumerator
ColsAtCompileTime
MaxColsAtCompileTime

Definition at line 72 of file SimplicialCholesky.h.

Constructor & Destructor Documentation

template<typename Derived>

Eigen::SimplicialCholeskyBase< Derived >::SimplicialCholeskyBase ( )

inline

Default constructor

Definition at line 82 of file SimplicialCholesky.h.

template<typename Derived>

Eigen::SimplicialCholeskyBase< Derived >::SimplicialCholeskyBase ( const MatrixType & matrix )

inlineexplicit

Definition at line 86 of file SimplicialCholesky.h.

template<typename Derived>

Eigen::SimplicialCholeskyBase< Derived >::~SimplicialCholeskyBase ( )

inline

Definition at line 92 of file SimplicialCholesky.h.

Member Function Documentation

template<typename Derived>

template<typename Rhs , typename Dest >

void Eigen::SimplicialCholeskyBase< Derived >::_solve_impl	(	const MatrixBase< Rhs > &	b,
		MatrixBase< Dest > &	dest
	)		const

inline

Definition at line 156 of file SimplicialCholesky.h.

template<typename Derived>

template<typename Rhs , typename Dest >

void Eigen::SimplicialCholeskyBase< Derived >::_solve_impl	(	const SparseMatrixBase< Rhs > &	b,
		SparseMatrixBase< Dest > &	dest
	)		const

inline

Definition at line 183 of file SimplicialCholesky.h.

template<typename Derived>

void Eigen::SimplicialCholeskyBase< Derived >::analyzePattern	(	const MatrixType &	a,
		bool	doLDLT
	)

inlineprotected

Definition at line 230 of file SimplicialCholesky.h.

template<typename Derived >

void Eigen::SimplicialCholeskyBase< Derived >::analyzePattern_preordered	(	const CholMatrixType &	a,
		bool	doLDLT
	)

protected

Definition at line 51 of file SimplicialCholesky_impl.h.

template<typename Derived>

Index Eigen::SimplicialCholeskyBase< Derived >::cols ( void ) const

inline

Definition at line 99 of file SimplicialCholesky.h.

template<typename Derived>

template<bool DoLDLT>

void Eigen::SimplicialCholeskyBase< Derived >::compute ( const MatrixType & matrix )

inlineprotected

Computes the sparse Cholesky decomposition of matrix

Definition at line 194 of file SimplicialCholesky.h.

template<typename Derived>

Derived& Eigen::SimplicialCholeskyBase< Derived >::derived ( )

inline

Definition at line 96 of file SimplicialCholesky.h.

template<typename Derived>

const Derived& Eigen::SimplicialCholeskyBase< Derived >::derived ( ) const

inline

Definition at line 97 of file SimplicialCholesky.h.

template<typename Derived>

template<typename Stream >

void Eigen::SimplicialCholeskyBase< Derived >::dumpMemory ( Stream & s )

inline

Definition at line 142 of file SimplicialCholesky.h.

template<typename Derived>

template<bool DoLDLT>

void Eigen::SimplicialCholeskyBase< Derived >::factorize ( const MatrixType & a )

inlineprotected

Definition at line 206 of file SimplicialCholesky.h.

template<typename Derived >

template<bool DoLDLT>

void Eigen::SimplicialCholeskyBase< Derived >::factorize_preordered ( const CholMatrixType & a )

protected

Definition at line 101 of file SimplicialCholesky_impl.h.

template<typename Derived>

ComputationInfo Eigen::SimplicialCholeskyBase< Derived >::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 107 of file SimplicialCholesky.h.

template<typename Derived >

void Eigen::SimplicialCholeskyBase< Derived >::ordering	(	const MatrixType &	a,
		ConstCholMatrixPtr &	pmat,
		CholMatrixType &	ap
	)

protected

Definition at line 650 of file SimplicialCholesky.h.

template<typename Derived>

const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& Eigen::SimplicialCholeskyBase< Derived >::permutationP ( ) const

inline

Returns: the permutation P

See also: permutationPinv()

Definition at line 115 of file SimplicialCholesky.h.

template<typename Derived>

const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& Eigen::SimplicialCholeskyBase< Derived >::permutationPinv ( ) const

inline

Returns: the inverse P^-1 of the permutation P

See also: permutationP()

Definition at line 120 of file SimplicialCholesky.h.

template<typename Derived>

Index Eigen::SimplicialCholeskyBase< Derived >::rows ( void ) const

inline

Definition at line 100 of file SimplicialCholesky.h.

template<typename Derived>

Derived& Eigen::SimplicialCholeskyBase< Derived >::setShift	(	const RealScalar &	offset,
		const RealScalar &	scale = `1`
	)

inline

Sets the shift parameters that will be used to adjust the diagonal coefficients during the numerical factorization.

During the numerical factorization, the diagonal coefficients are transformed by the following linear model:
d_ii = offset + scale * d_ii

The default is the identity transformation with offset=0, and scale=1.

Returns: a reference to *this.

Definition at line 132 of file SimplicialCholesky.h.

Member Data Documentation

template<typename Derived>

bool Eigen::SimplicialCholeskyBase< Derived >::m_analysisIsOk

protected

Definition at line 253 of file SimplicialCholesky.h.

template<typename Derived>

VectorType Eigen::SimplicialCholeskyBase< Derived >::m_diag

protected

Definition at line 256 of file SimplicialCholesky.h.

template<typename Derived>

bool Eigen::SimplicialCholeskyBase< Derived >::m_factorizationIsOk

protected

Definition at line 252 of file SimplicialCholesky.h.

template<typename Derived>

ComputationInfo Eigen::SimplicialCholeskyBase< Derived >::m_info

mutableprotected

Definition at line 251 of file SimplicialCholesky.h.

template<typename Derived>

CholMatrixType Eigen::SimplicialCholeskyBase< Derived >::m_matrix

protected

Definition at line 255 of file SimplicialCholesky.h.

template<typename Derived>

VectorI Eigen::SimplicialCholeskyBase< Derived >::m_nonZerosPerCol

protected

Definition at line 258 of file SimplicialCholesky.h.

template<typename Derived>

PermutationMatrix<Dynamic,Dynamic,StorageIndex> Eigen::SimplicialCholeskyBase< Derived >::m_P

protected

Definition at line 259 of file SimplicialCholesky.h.

template<typename Derived>

VectorI Eigen::SimplicialCholeskyBase< Derived >::m_parent

protected

Definition at line 257 of file SimplicialCholesky.h.

template<typename Derived>

PermutationMatrix<Dynamic,Dynamic,StorageIndex> Eigen::SimplicialCholeskyBase< Derived >::m_Pinv

protected

Definition at line 260 of file SimplicialCholesky.h.

template<typename Derived>

RealScalar Eigen::SimplicialCholeskyBase< Derived >::m_shiftOffset

protected

Definition at line 262 of file SimplicialCholesky.h.

template<typename Derived>

RealScalar Eigen::SimplicialCholeskyBase< Derived >::m_shiftScale

protected

Definition at line 263 of file SimplicialCholesky.h.

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

Classes

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Private Types

Detailed Description

template<typename Derived> class Eigen::SimplicialCholeskyBase< Derived >

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<typename Derived>
class Eigen::SimplicialCholeskyBase< Derived >