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) }

Public Types inherited from Eigen::PardisoImpl< Derived >
enum	{ ScalarIsComplex = NumTraits<Scalar>::IsComplex }

typedef Traits::Index	Index

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

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

typedef Traits::MatrixType	MatrixType

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

typedef Traits::RealScalar	RealScalar

typedef Traits::Scalar	Scalar

typedef SparseMatrix< Scalar, RowMajor, Index >	SparseMatrixType

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< Derived >
template<typename BDerived , typename XDerived >
bool	_solve (const MatrixBase< BDerived > &b, MatrixBase< XDerived > &x) const

Derived &	analyzePattern (const MatrixType &matrix)

Index	cols () const

Derived &	compute (const MatrixType &matrix)

Derived &	derived ()

const Derived &	derived () const

Derived &	factorize (const MatrixType &matrix)

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

	PardisoImpl ()

ParameterType &	pardisoParameterArray ()

Index	rows () const

template<typename Rhs >
const internal::solve_retval< PardisoImpl, Rhs >	solve (const MatrixBase< Rhs > &b) const

template<typename Rhs >
const internal::sparse_solve_retval< PardisoImpl, Rhs >	solve (const SparseMatrixBase< Rhs > &b) const

	~PardisoImpl ()

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

typedef Base::Index	Index

typedef Base::RealScalar	RealScalar

typedef Base::Scalar	Scalar

Private Member Functions
	PardisoLDLT (PardisoLDLT &)

Friends
class	PardisoImpl< PardisoLDLT< MatrixType, Options > >

Additional Inherited Members
Protected Member Functions inherited from Eigen::PardisoImpl< Derived >
void	manageErrorCode (Index error)

void	pardisoInit (int type)

void	pardisoRelease ()

Protected Attributes inherited from Eigen::PardisoImpl< Derived >
bool	m_analysisIsOk

bool	m_factorizationIsOk

ComputationInfo	m_info

bool	m_initialized

ParameterType	m_iparm

SparseMatrixType	m_matrix

Index	m_msglvl

IntColVectorType	m_perm

void *	m_pt [64]

Index	m_size

Index	m_type

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.

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: TutorialSparseDirectSolvers

Definition at line 39 of file PardisoSupport.h.