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enum | { ColsAtCompileTime = MatrixType::ColsAtCompileTime,
MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
} |
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typedef internal::SparseLUImpl< Scalar, StorageIndex > | Base |
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typedef Matrix< StorageIndex, Dynamic, 1 > | IndexVector |
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typedef _MatrixType | MatrixType |
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typedef SparseMatrix< Scalar, ColMajor, StorageIndex > | NCMatrix |
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typedef _OrderingType | OrderingType |
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typedef PermutationMatrix< Dynamic, Dynamic, StorageIndex > | PermutationType |
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typedef MatrixType::RealScalar | RealScalar |
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typedef MatrixType::Scalar | Scalar |
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typedef Matrix< Scalar, Dynamic, 1 > | ScalarVector |
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typedef internal::MappedSuperNodalMatrix< Scalar, StorageIndex > | SCMatrix |
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typedef MatrixType::StorageIndex | StorageIndex |
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typedef Ref< Matrix< _MatrixType::StorageIndex, Dynamic, 1 > > | BlockIndexVector |
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typedef Ref< Matrix< _MatrixType::Scalar, Dynamic, 1 > > | BlockScalarVector |
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typedef LU_GlobalLU_t< IndexVector, ScalarVector > | GlobalLU_t |
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typedef Matrix< _MatrixType::StorageIndex, Dynamic, 1 > | IndexVector |
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typedef Map< ScalarMatrix, 0, OuterStride<> > | MappedMatrixBlock |
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typedef SparseMatrix< _MatrixType::Scalar, ColMajor, _MatrixType::StorageIndex > | MatrixType |
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typedef ScalarVector::RealScalar | RealScalar |
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typedef Matrix< _MatrixType::Scalar, Dynamic, Dynamic, ColMajor > | ScalarMatrix |
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typedef Matrix< _MatrixType::Scalar, Dynamic, 1 > | ScalarVector |
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template<typename Rhs , typename Dest > |
bool | _solve_impl (const MatrixBase< Rhs > &B, MatrixBase< Dest > &X_base) const |
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Scalar | absDeterminant () |
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void | analyzePattern (const MatrixType &matrix) |
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Index | cols () const |
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const PermutationType & | colsPermutation () const |
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void | compute (const MatrixType &matrix) |
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Scalar | determinant () |
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void | factorize (const MatrixType &matrix) |
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ComputationInfo | info () const |
| Reports whether previous computation was successful. More...
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void | isSymmetric (bool sym) |
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std::string | lastErrorMessage () const |
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Scalar | logAbsDeterminant () const |
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SparseLUMatrixLReturnType< SCMatrix > | matrixL () const |
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SparseLUMatrixUReturnType< SCMatrix, MappedSparseMatrix< Scalar, ColMajor, StorageIndex > > | matrixU () const |
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Index | rows () const |
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const PermutationType & | rowsPermutation () const |
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void | setPivotThreshold (const RealScalar &thresh) |
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Scalar | signDeterminant () |
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void | simplicialfactorize (const MatrixType &matrix) |
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| SparseLU () |
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| SparseLU (const MatrixType &matrix) |
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| ~SparseLU () |
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void | _solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const |
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SparseLU< _MatrixType, _OrderingType > & | derived () |
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const SparseLU< _MatrixType, _OrderingType > & | derived () const |
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const Solve< SparseLU< _MatrixType, _OrderingType >, Rhs > | solve (const MatrixBase< Rhs > &b) const |
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const Solve< SparseLU< _MatrixType, _OrderingType >, Rhs > | solve (const SparseMatrixBase< Rhs > &b) const |
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| SparseSolverBase () |
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| ~SparseSolverBase () |
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void | initperfvalues () |
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Index | column_bmod (const Index jcol, const Index nseg, BlockScalarVector dense, ScalarVector &tempv, BlockIndexVector segrep, BlockIndexVector repfnz, Index fpanelc, GlobalLU_t &glu) |
| Performs numeric block updates (sup-col) in topological order. More...
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Index | column_dfs (const Index m, const Index jcol, IndexVector &perm_r, Index maxsuper, Index &nseg, BlockIndexVector lsub_col, IndexVector &segrep, BlockIndexVector repfnz, IndexVector &xprune, IndexVector &marker, IndexVector &parent, IndexVector &xplore, GlobalLU_t &glu) |
| Performs a symbolic factorization on column jcol and decide the supernode boundary. More...
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Index | copy_to_ucol (const Index jcol, const Index nseg, IndexVector &segrep, BlockIndexVector repfnz, IndexVector &perm_r, BlockScalarVector dense, GlobalLU_t &glu) |
| Performs numeric block updates (sup-col) in topological order. More...
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void | countnz (const Index n, Index &nnzL, Index &nnzU, GlobalLU_t &glu) |
| Count Nonzero elements in the factors. More...
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void | dfs_kernel (const _MatrixType::StorageIndexjj, IndexVector &perm_r, Index &nseg, IndexVector &panel_lsub, IndexVector &segrep, Ref< IndexVector > repfnz_col, IndexVector &xprune, Ref< IndexVector > marker, IndexVector &parent, IndexVector &xplore, GlobalLU_t &glu, Index &nextl_col, Index krow, Traits &traits) |
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Index | expand (VectorType &vec, Index &length, Index nbElts, Index keep_prev, Index &num_expansions) |
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void | fixupL (const Index n, const IndexVector &perm_r, GlobalLU_t &glu) |
| Fix up the data storage lsub for L-subscripts. More...
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void | heap_relax_snode (const Index n, IndexVector &et, const Index relax_columns, IndexVector &descendants, IndexVector &relax_end) |
| Identify the initial relaxed supernodes. More...
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Index | memInit (Index m, Index n, Index annz, Index lwork, Index fillratio, Index panel_size, GlobalLU_t &glu) |
| Allocate various working space for the numerical factorization phase. More...
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Index | memXpand (VectorType &vec, Index &maxlen, Index nbElts, MemType memtype, Index &num_expansions) |
| Expand the existing storage. More...
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void | panel_bmod (const Index m, const Index w, const Index jcol, const Index nseg, ScalarVector &dense, ScalarVector &tempv, IndexVector &segrep, IndexVector &repfnz, GlobalLU_t &glu) |
| Performs numeric block updates (sup-panel) in topological order. More...
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void | panel_dfs (const Index m, const Index w, const Index jcol, MatrixType &A, IndexVector &perm_r, Index &nseg, ScalarVector &dense, IndexVector &panel_lsub, IndexVector &segrep, IndexVector &repfnz, IndexVector &xprune, IndexVector &marker, IndexVector &parent, IndexVector &xplore, GlobalLU_t &glu) |
| Performs a symbolic factorization on a panel of columns [jcol, jcol+w) More...
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Index | pivotL (const Index jcol, const RealScalar &diagpivotthresh, IndexVector &perm_r, IndexVector &iperm_c, Index &pivrow, GlobalLU_t &glu) |
| Performs the numerical pivotin on the current column of L, and the CDIV operation. More...
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void | pruneL (const Index jcol, const IndexVector &perm_r, const Index pivrow, const Index nseg, const IndexVector &segrep, BlockIndexVector repfnz, IndexVector &xprune, GlobalLU_t &glu) |
| Prunes the L-structure. More...
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void | relax_snode (const Index n, IndexVector &et, const Index relax_columns, IndexVector &descendants, IndexVector &relax_end) |
| Identify the initial relaxed supernodes. More...
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Index | snode_bmod (const Index jcol, const Index fsupc, ScalarVector &dense, GlobalLU_t &glu) |
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Index | snode_dfs (const Index jcol, const Index kcol, const MatrixType &mat, IndexVector &xprune, IndexVector &marker, GlobalLU_t &glu) |
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template<typename _MatrixType, typename _OrderingType>
class Eigen::SparseLU< _MatrixType, _OrderingType >
Sparse supernodal LU factorization for general matrices.
This class implements the supernodal LU factorization for general matrices. It uses the main techniques from the sequential SuperLU package (http://crd-legacy.lbl.gov/~xiaoye/SuperLU/). It handles transparently real and complex arithmetics with single and double precision, depending on the scalar type of your input matrix. The code has been optimized to provide BLAS-3 operations during supernode-panel updates. It benefits directly from the built-in high-performant Eigen BLAS routines. Moreover, when the size of a supernode is very small, the BLAS calls are avoided to enable a better optimization from the compiler. For best performance, you should compile it with NDEBUG flag to avoid the numerous bounds checking on vectors.
An important parameter of this class is the ordering method. It is used to reorder the columns (and eventually the rows) of the matrix to reduce the number of new elements that are created during numerical factorization. The cheapest method available is COLAMD. See the OrderingMethods module for the list of built-in and external ordering methods.
Simple example with key steps
SparseMatrix<double, ColMajor> A;
SparseLU<SparseMatrix<scalar, ColMajor>, COLAMDOrdering<Index> >
solver;
solver.analyzePattern(A);
solver.factorize(A);
x = solver.solve(b);
- Warning
- The input matrix A should be in a compressed and column-major form. Otherwise an expensive copy will be made. You can call the inexpensive makeCompressed() to get a compressed matrix.
- Note
- Unlike the initial SuperLU implementation, there is no step to equilibrate the matrix. For badly scaled matrices, this step can be useful to reduce the pivoting during factorization. If this is the case for your matrices, you can try the basic scaling method at "unsupported/Eigen/src/IterativeSolvers/Scaling.h"
- Template Parameters
-
_MatrixType | The type of the sparse matrix. It must be a column-major SparseMatrix<> |
_OrderingType | The ordering method to use, either AMD, COLAMD or METIS. Default is COLMAD |
- See also
- Sparse solver concept
-
OrderingMethods_Module
Definition at line 17 of file SparseLU.h.
template<typename MatrixType , typename OrderingType >
0: if info = i, and i is
<= A->ncol: U(i,i) is exactly zero. The factorization has
been completed, but the factor U is exactly singular,
and division by zero will occur if it is used to solve a
system of equations.
> A->ncol: number of bytes allocated when memory allocation
failure occurred, plus A->ncol. If lwork = -1, it is
the estimated amount of space needed, plus A->ncol.
Definition at line 496 of file SparseLU.h.