#include <DenseCholesky.h>

Public Member Functions
Index	cols () const

	DenseCholesky (ConstGenericMatrix &mat)

int	info () const

void	lower_triangular_solve (const Scalar x_in, Scalar y_out) const

Index	rows () const

void	upper_triangular_solve (const Scalar x_in, Scalar y_out) const

Private Types
typedef const Eigen::Ref< const Matrix >	ConstGenericMatrix

typedef Eigen::Index	Index

typedef Eigen::Map< const Matrix >	MapConstMat

typedef Eigen::Map< const Vector >	MapConstVec

typedef Eigen::Map< Vector >	MapVec

typedef Eigen::Matrix< Scalar, Eigen::Dynamic, Eigen::Dynamic >	Matrix

typedef Eigen::Matrix< Scalar, Eigen::Dynamic, 1 >	Vector

Private Attributes
Eigen::LLT< Matrix, Uplo >	m_decomp

int	m_info

const Index	m_n

Detailed Description

template<typename Scalar, int Uplo = Eigen::Lower>
class Spectra::DenseCholesky< Scalar, Uplo >

This class defines the operations related to Cholesky decomposition on a positive definite matrix, $B=LL'$ , where $L$ is a lower triangular matrix. It is mainly used in the SymGEigsSolver generalized eigen solver in the Cholesky decomposition mode.

Definition at line 26 of file DenseCholesky.h.

Member Typedef Documentation

template<typename Scalar, int Uplo = Eigen::Lower>

typedef const Eigen::Ref<const Matrix> Spectra::DenseCholesky< Scalar, Uplo >::ConstGenericMatrix

private

Definition at line 35 of file DenseCholesky.h.

template<typename Scalar, int Uplo = Eigen::Lower>

typedef Eigen::Index Spectra::DenseCholesky< Scalar, Uplo >::Index

private

Definition at line 29 of file DenseCholesky.h.

template<typename Scalar, int Uplo = Eigen::Lower>

typedef Eigen::Map<const Matrix> Spectra::DenseCholesky< Scalar, Uplo >::MapConstMat

private

Definition at line 32 of file DenseCholesky.h.

template<typename Scalar, int Uplo = Eigen::Lower>

typedef Eigen::Map<const Vector> Spectra::DenseCholesky< Scalar, Uplo >::MapConstVec

private

Definition at line 33 of file DenseCholesky.h.

template<typename Scalar, int Uplo = Eigen::Lower>

typedef Eigen::Map<Vector> Spectra::DenseCholesky< Scalar, Uplo >::MapVec

private

Definition at line 34 of file DenseCholesky.h.

template<typename Scalar, int Uplo = Eigen::Lower>

typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> Spectra::DenseCholesky< Scalar, Uplo >::Matrix

private

Definition at line 30 of file DenseCholesky.h.

template<typename Scalar, int Uplo = Eigen::Lower>

typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1> Spectra::DenseCholesky< Scalar, Uplo >::Vector

private

Definition at line 31 of file DenseCholesky.h.

Constructor & Destructor Documentation

template<typename Scalar, int Uplo = Eigen::Lower>

Spectra::DenseCholesky< Scalar, Uplo >::DenseCholesky ( ConstGenericMatrix & mat )

inline

Constructor to create the matrix operation object.

Parameters

mat	An Eigen matrix object, whose type can be `Eigen::Matrix<Scalar, ...>` (e.g. `Eigen::MatrixXd` and `Eigen::MatrixXf`), or its mapped version (e.g. `Eigen::Map<Eigen::MatrixXd>`).

Definition at line 50 of file DenseCholesky.h.

Member Function Documentation

template<typename Scalar, int Uplo = Eigen::Lower>

Index Spectra::DenseCholesky< Scalar, Uplo >::cols ( void ) const

inline

Returns the number of columns of the underlying matrix.

Definition at line 69 of file DenseCholesky.h.

template<typename Scalar, int Uplo = Eigen::Lower>

int Spectra::DenseCholesky< Scalar, Uplo >::info ( ) const

inline

Returns the status of the computation. The full list of enumeration values can be found in Enumerations.

Definition at line 75 of file DenseCholesky.h.

template<typename Scalar, int Uplo = Eigen::Lower>

void Spectra::DenseCholesky< Scalar, Uplo >::lower_triangular_solve	(	const Scalar *	x_in,
		Scalar *	y_out
	)		const

inline

Performs the lower triangular solving operation $y=L^{-1}x$ .

Parameters

x_in	Pointer to the vector.
y_out	Pointer to the vector.

Definition at line 84 of file DenseCholesky.h.

template<typename Scalar, int Uplo = Eigen::Lower>

Index Spectra::DenseCholesky< Scalar, Uplo >::rows ( void ) const

inline

Returns the number of rows of the underlying matrix.

Definition at line 65 of file DenseCholesky.h.

template<typename Scalar, int Uplo = Eigen::Lower>

void Spectra::DenseCholesky< Scalar, Uplo >::upper_triangular_solve	(	const Scalar *	x_in,
		Scalar *	y_out
	)		const

inline

Performs the upper triangular solving operation $y=(L')^{-1}x$ .

Parameters

x_in	Pointer to the vector.
y_out	Pointer to the vector.

Definition at line 98 of file DenseCholesky.h.

Member Data Documentation

template<typename Scalar, int Uplo = Eigen::Lower>

Eigen::LLT<Matrix, Uplo> Spectra::DenseCholesky< Scalar, Uplo >::m_decomp

private

Definition at line 38 of file DenseCholesky.h.

template<typename Scalar, int Uplo = Eigen::Lower>

int Spectra::DenseCholesky< Scalar, Uplo >::m_info

private

Definition at line 39 of file DenseCholesky.h.

template<typename Scalar, int Uplo = Eigen::Lower>

const Index Spectra::DenseCholesky< Scalar, Uplo >::m_n

private

Definition at line 37 of file DenseCholesky.h.

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

DenseCholesky.h

Public Member Functions

Private Types

Private Attributes

Detailed Description

template<typename Scalar, int Uplo = Eigen::Lower> class Spectra::DenseCholesky< Scalar, Uplo >

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<typename Scalar, int Uplo = Eigen::Lower>
class Spectra::DenseCholesky< Scalar, Uplo >