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 Member Functions

Index cols () const
 
int info () const
 
void lower_triangular_solve (const Scalar *x_in, Scalar *y_out) const
 
Index rows () const
 
 SparseCholesky (ConstGenericSparseMatrix &mat)
 
void upper_triangular_solve (const Scalar *x_in, Scalar *y_out) const
 

Private Types

typedef const Eigen::Ref< const SparseMatrix > ConstGenericSparseMatrix
 
typedef Eigen::Index Index
 
typedef Eigen::Map< const Vector > MapConstVec
 
typedef Eigen::Map< Vector > MapVec
 
typedef Eigen::SparseMatrix< Scalar, Flags, StorageIndex > SparseMatrix
 
typedef Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > Vector
 

Private Attributes

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

Detailed Description

template<typename Scalar, int Uplo = Eigen::Lower, int Flags = 0, 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.

Definition at line 27 of file SparseCholesky.h.

Member Typedef Documentation

◆ ConstGenericSparseMatrix

template<typename Scalar , int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
typedef const Eigen::Ref<const SparseMatrix> Spectra::SparseCholesky< Scalar, Uplo, Flags, StorageIndex >::ConstGenericSparseMatrix
private

Definition at line 35 of file SparseCholesky.h.

◆ Index

template<typename Scalar , int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
typedef Eigen::Index Spectra::SparseCholesky< Scalar, Uplo, Flags, StorageIndex >::Index
private

Definition at line 30 of file SparseCholesky.h.

◆ MapConstVec

template<typename Scalar , int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
typedef Eigen::Map<const Vector> Spectra::SparseCholesky< Scalar, Uplo, Flags, StorageIndex >::MapConstVec
private

Definition at line 32 of file SparseCholesky.h.

◆ MapVec

template<typename Scalar , int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
typedef Eigen::Map<Vector> Spectra::SparseCholesky< Scalar, Uplo, Flags, StorageIndex >::MapVec
private

Definition at line 33 of file SparseCholesky.h.

◆ SparseMatrix

template<typename Scalar , int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
typedef Eigen::SparseMatrix<Scalar, Flags, StorageIndex> Spectra::SparseCholesky< Scalar, Uplo, Flags, StorageIndex >::SparseMatrix
private

Definition at line 34 of file SparseCholesky.h.

◆ Vector

template<typename Scalar , int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1> Spectra::SparseCholesky< Scalar, Uplo, Flags, StorageIndex >::Vector
private

Definition at line 31 of file SparseCholesky.h.

Constructor & Destructor Documentation

◆ SparseCholesky()

template<typename Scalar , int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
Spectra::SparseCholesky< Scalar, Uplo, Flags, StorageIndex >::SparseCholesky ( ConstGenericSparseMatrix &  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 49 of file SparseCholesky.h.

Member Function Documentation

◆ cols()

template<typename Scalar , int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
Index Spectra::SparseCholesky< Scalar, Uplo, Flags, StorageIndex >::cols ( void  ) const
inline

Returns the number of columns of the underlying matrix.

Definition at line 68 of file SparseCholesky.h.

◆ info()

template<typename Scalar , int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
int 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 74 of file SparseCholesky.h.

◆ lower_triangular_solve()

template<typename Scalar , int Uplo = Eigen::Lower, int Flags = 0, 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 83 of file SparseCholesky.h.

◆ rows()

template<typename Scalar , int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
Index Spectra::SparseCholesky< Scalar, Uplo, Flags, StorageIndex >::rows ( void  ) const
inline

Returns the number of rows of the underlying matrix.

Definition at line 64 of file SparseCholesky.h.

◆ upper_triangular_solve()

template<typename Scalar , int Uplo = Eigen::Lower, int Flags = 0, 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 98 of file SparseCholesky.h.

Member Data Documentation

◆ m_decomp

template<typename Scalar , int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
Eigen::SimplicialLLT<SparseMatrix, Uplo> Spectra::SparseCholesky< Scalar, Uplo, Flags, StorageIndex >::m_decomp
private

Definition at line 38 of file SparseCholesky.h.

◆ m_info

template<typename Scalar , int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
int Spectra::SparseCholesky< Scalar, Uplo, Flags, StorageIndex >::m_info
private

Definition at line 39 of file SparseCholesky.h.

◆ m_n

template<typename Scalar , int Uplo = Eigen::Lower, int Flags = 0, typename StorageIndex = int>
const Index Spectra::SparseCholesky< Scalar, Uplo, Flags, StorageIndex >::m_n
private

Definition at line 37 of file SparseCholesky.h.

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

gtsam
Author(s):
autogenerated on Tue Jul 4 2023 02:47:31