Public Types | Public Member Functions | Private Types | Private Attributes | List of all members
Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex > Class Template Reference
Matrix Operations

#include <SparseCholesky.h>

Public Types

using Scalar = Scalar_
 

Public Member Functions

Index cols () const
 
CompInfo info () const
 
void lower_triangular_solve (const Scalar *x_in, Scalar *y_out) const
 
Index rows () const
 
template<typename Derived >
 SparseCholesky (const Eigen::SparseMatrixBase< Derived > &mat)
 
void upper_triangular_solve (const Scalar *x_in, Scalar *y_out) const
 

Private Types

using Index = Eigen::Index
 
using MapConstVec = Eigen::Map< const Vector >
 
using MapVec = Eigen::Map< Vector >
 
using SparseMatrix = Eigen::SparseMatrix< Scalar, Flags, StorageIndex >
 
using Vector = Eigen::Matrix< Scalar, Eigen::Dynamic, 1 >
 

Private Attributes

Eigen::SimplicialLLT< SparseMatrix, Uplo > m_decomp
 
CompInfo m_info
 
const Index m_n
 

Detailed Description

template<typename Scalar_, int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
class Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >

This class defines the operations related to Cholesky decomposition on a sparse 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.

Template Parameters
Scalar_The element type of the matrix, for example, float, double, and long double.
UploEither Eigen::Lower or Eigen::Upper, indicating which triangular part of the matrix is used.
FlagsEither Eigen::ColMajor or Eigen::RowMajor, indicating the storage format of the input matrix.
StorageIndexThe type of the indices for the sparse matrix.

Definition at line 36 of file SparseCholesky.h.

Member Typedef Documentation

◆ Index

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
using Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::Index = Eigen::Index
private

Definition at line 45 of file SparseCholesky.h.

◆ MapConstVec

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
using Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::MapConstVec = Eigen::Map<const Vector>
private

Definition at line 47 of file SparseCholesky.h.

◆ MapVec

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
using Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::MapVec = Eigen::Map<Vector>
private

Definition at line 48 of file SparseCholesky.h.

◆ Scalar

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
using Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::Scalar = Scalar_

Element type of the matrix.

Definition at line 42 of file SparseCholesky.h.

◆ SparseMatrix

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
using Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::SparseMatrix = Eigen::SparseMatrix<Scalar, Flags, StorageIndex>
private

Definition at line 49 of file SparseCholesky.h.

◆ Vector

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
using Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::Vector = Eigen::Matrix<Scalar, Eigen::Dynamic, 1>
private

Definition at line 46 of file SparseCholesky.h.

Constructor & Destructor Documentation

◆ SparseCholesky()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
template<typename Derived >
Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::SparseCholesky ( const Eigen::SparseMatrixBase< Derived > &  mat)
inline

Constructor to create the matrix operation object.

Parameters
matAn Eigen sparse matrix object, whose type can be Eigen::SparseMatrix<Scalar, ...> or its mapped version Eigen::Map<Eigen::SparseMatrix<Scalar, ...> >.

Definition at line 64 of file SparseCholesky.h.

Member Function Documentation

◆ cols()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
Index Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::cols ( ) const
inline

Returns the number of columns of the underlying matrix.

Definition at line 87 of file SparseCholesky.h.

◆ info()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
CompInfo Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::info ( ) const
inline

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

Definition at line 93 of file SparseCholesky.h.

◆ lower_triangular_solve()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
void Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::lower_triangular_solve ( const Scalar *  x_in,
Scalar *  y_out 
) const
inline

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

Parameters
x_inPointer to the $x$ vector.
y_outPointer to the $y$ vector.

Definition at line 102 of file SparseCholesky.h.

◆ rows()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
Index Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::rows ( ) const
inline

Returns the number of rows of the underlying matrix.

Definition at line 83 of file SparseCholesky.h.

◆ upper_triangular_solve()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
void Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::upper_triangular_solve ( const Scalar *  x_in,
Scalar *  y_out 
) const
inline

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

Parameters
x_inPointer to the $x$ vector.
y_outPointer to the $y$ vector.

Definition at line 117 of file SparseCholesky.h.

Member Data Documentation

◆ m_decomp

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
Eigen::SimplicialLLT<SparseMatrix, Uplo> Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::m_decomp
private

Definition at line 52 of file SparseCholesky.h.

◆ m_info

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
CompInfo Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::m_info
private

Definition at line 53 of file SparseCholesky.h.

◆ m_n

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
const Index Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::m_n
private

Definition at line 51 of file SparseCholesky.h.

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

gtsam
Author(s):
autogenerated on Wed May 28 2025 03:15:49