Sparse QR factorization based on SuiteSparseQR library. More...

#include <SuiteSparseQRSupport.h>

Public Types
typedef UF_long	Index

typedef SparseMatrix< Scalar, ColMajor, Index >	MatrixType

typedef PermutationMatrix< Dynamic, Dynamic >	PermutationType

typedef _MatrixType::RealScalar	RealScalar

typedef _MatrixType::Scalar	Scalar

Public Member Functions
template<typename Rhs , typename Dest >
void	_solve (const MatrixBase< Rhs > &b, MatrixBase< Dest > &dest) const

cholmod_common *	cholmodCommon () const

Index	cols () const

PermutationType	colsPermutation () const
	Get the permutation that was applied to columns of A. More...

void	compute (const _MatrixType &matrix)

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

SPQRMatrixQReturnType< SPQR >	matrixQ () const
	Get an expression of the matrix Q. More...

const MatrixType	matrixR () const

Index	rank () const

Index	rows () const

void	setPivotThreshold (const RealScalar &tol)
	Set the tolerance tol to treat columns with 2-norm < =tol as zero. More...

void	setSPQROrdering (int ord)
	Set the fill-reducing ordering method to be used. More...

template<typename Rhs >
const internal::solve_retval< SPQR, Rhs >	solve (const MatrixBase< Rhs > &B) const

	SPQR ()

	SPQR (const _MatrixType &matrix)

	~SPQR ()

Protected Attributes
int	m_allow_tol

bool	m_analysisIsOk

cholmod_common	m_cc

cholmod_sparse *	m_cR

Index *	m_E

bool	m_factorizationIsOk

cholmod_sparse *	m_H

Index *	m_HPinv

cholmod_dense *	m_HTau

ComputationInfo	m_info

bool	m_isInitialized

bool	m_isRUpToDate

int	m_ordering

MatrixType	m_R

Index	m_rank

RealScalar	m_tolerance

Friends
template<typename , typename >
struct	SPQR_QProduct

Detailed Description

template<typename _MatrixType>
class Eigen::SPQR< _MatrixType >

Sparse QR factorization based on SuiteSparseQR library.

This class is used to perform a multithreaded and multifrontal rank-revealing QR decomposition of sparse matrices. The result is then used to solve linear leasts_square systems. Clearly, a QR factorization is returned such that A*P = Q*R where :

P is the column permutation. Use colsPermutation() to get it.

Q is the orthogonal matrix represented as Householder reflectors. Use matrixQ() to get an expression and matrixQ().transpose() to get the transpose. You can then apply it to a vector.

R is the sparse triangular factor. Use matrixQR() to get it as SparseMatrix. NOTE : The Index type of R is always UF_long. You can get it with SPQR::Index

Template Parameters

_MatrixType The type of the sparse matrix A, must be a column-major SparseMatrix<> NOTE

Definition at line 15 of file SuiteSparseQRSupport.h.

Member Typedef Documentation

◆ Index

template<typename _MatrixType >

typedef UF_long Eigen::SPQR< _MatrixType >::Index

Definition at line 62 of file SuiteSparseQRSupport.h.

◆ MatrixType

template<typename _MatrixType >

typedef SparseMatrix<Scalar, ColMajor, Index> Eigen::SPQR< _MatrixType >::MatrixType

Definition at line 63 of file SuiteSparseQRSupport.h.

◆ PermutationType

template<typename _MatrixType >

typedef PermutationMatrix<Dynamic, Dynamic> Eigen::SPQR< _MatrixType >::PermutationType

Definition at line 64 of file SuiteSparseQRSupport.h.

◆ RealScalar

template<typename _MatrixType >

typedef _MatrixType::RealScalar Eigen::SPQR< _MatrixType >::RealScalar

Definition at line 61 of file SuiteSparseQRSupport.h.

◆ Scalar

template<typename _MatrixType >

typedef _MatrixType::Scalar Eigen::SPQR< _MatrixType >::Scalar

Definition at line 60 of file SuiteSparseQRSupport.h.

Constructor & Destructor Documentation

◆ SPQR() [1/2]

template<typename _MatrixType >

Eigen::SPQR< _MatrixType >::SPQR ( )

inline

Definition at line 66 of file SuiteSparseQRSupport.h.

◆ SPQR() [2/2]

template<typename _MatrixType >

Eigen::SPQR< _MatrixType >::SPQR ( const _MatrixType & matrix )

inline

Definition at line 74 of file SuiteSparseQRSupport.h.

◆ ~SPQR()

template<typename _MatrixType >

Eigen::SPQR< _MatrixType >::~SPQR ( )

inline

Definition at line 83 of file SuiteSparseQRSupport.h.

Member Function Documentation

◆ _solve()

template<typename _MatrixType >

template<typename Rhs , typename Dest >

void Eigen::SPQR< _MatrixType >::_solve	(	const MatrixBase< Rhs > &	b,
		MatrixBase< Dest > &	dest
	)		const

inline

Definition at line 136 of file SuiteSparseQRSupport.h.

◆ cholmodCommon()

template<typename _MatrixType >

cholmod_common* Eigen::SPQR< _MatrixType >::cholmodCommon ( ) const

inline

Returns: a pointer to the SPQR workspace

Definition at line 195 of file SuiteSparseQRSupport.h.

◆ cols()

template<typename _MatrixType >

Index Eigen::SPQR< _MatrixType >::cols ( void ) const

inline

Get the number of columns of the input matrix.

Definition at line 120 of file SuiteSparseQRSupport.h.

◆ colsPermutation()

template<typename _MatrixType >

PermutationType Eigen::SPQR< _MatrixType >::colsPermutation ( ) const

inline

Get the permutation that was applied to columns of A.

Definition at line 171 of file SuiteSparseQRSupport.h.

◆ compute()

template<typename _MatrixType >

void Eigen::SPQR< _MatrixType >::compute ( const _MatrixType & matrix )

inline

Definition at line 93 of file SuiteSparseQRSupport.h.

◆ info()

template<typename _MatrixType >

ComputationInfo Eigen::SPQR< _MatrixType >::info ( ) const

inline

Reports whether previous computation was successful.

Returns: Success if computation was succesful, NumericalIssue if the sparse QR can not be computed

Definition at line 203 of file SuiteSparseQRSupport.h.

◆ matrixQ()

template<typename _MatrixType >

SPQRMatrixQReturnType<SPQR> Eigen::SPQR< _MatrixType >::matrixQ ( void ) const

inline

Get an expression of the matrix Q.

Definition at line 166 of file SuiteSparseQRSupport.h.

◆ matrixR()

template<typename _MatrixType >

const MatrixType Eigen::SPQR< _MatrixType >::matrixR ( void ) const

inline

Returns: the sparse triangular factor R. It is a sparse matrix

Definition at line 156 of file SuiteSparseQRSupport.h.

◆ rank()

template<typename _MatrixType >

Index Eigen::SPQR< _MatrixType >::rank ( ) const

inline

Gets the rank of the matrix. It should be equal to matrixQR().cols if the matrix is full-rank

Definition at line 184 of file SuiteSparseQRSupport.h.

◆ rows()

template<typename _MatrixType >

Index Eigen::SPQR< _MatrixType >::rows ( void ) const

inline

Get the number of rows of the input matrix and the Q matrix

Definition at line 115 of file SuiteSparseQRSupport.h.

◆ setPivotThreshold()

template<typename _MatrixType >

void Eigen::SPQR< _MatrixType >::setPivotThreshold ( const RealScalar & tol )

inline

Set the tolerance tol to treat columns with 2-norm < =tol as zero.

Definition at line 192 of file SuiteSparseQRSupport.h.

◆ setSPQROrdering()

template<typename _MatrixType >

void Eigen::SPQR< _MatrixType >::setSPQROrdering ( int ord )

inline

Set the fill-reducing ordering method to be used.

Definition at line 190 of file SuiteSparseQRSupport.h.

◆ solve()

template<typename _MatrixType >

template<typename Rhs >

const internal::solve_retval<SPQR, Rhs> Eigen::SPQR< _MatrixType >::solve ( const MatrixBase< Rhs > & B ) const

inline

Returns: the solution X of using the current decomposition of A.

See also: compute()

Definition at line 127 of file SuiteSparseQRSupport.h.

Friends And Related Function Documentation

◆ SPQR_QProduct

template<typename _MatrixType >

template<typename , typename >

friend struct SPQR_QProduct

friend

Definition at line 225 of file SuiteSparseQRSupport.h.

Member Data Documentation

◆ m_allow_tol

template<typename _MatrixType >

int Eigen::SPQR< _MatrixType >::m_allow_tol

protected

Definition at line 215 of file SuiteSparseQRSupport.h.

◆ m_analysisIsOk

template<typename _MatrixType >

bool Eigen::SPQR< _MatrixType >::m_analysisIsOk

protected

Definition at line 210 of file SuiteSparseQRSupport.h.

◆ m_cc

template<typename _MatrixType >

cholmod_common Eigen::SPQR< _MatrixType >::m_cc

mutableprotected

Definition at line 224 of file SuiteSparseQRSupport.h.

◆ m_cR

template<typename _MatrixType >

cholmod_sparse* Eigen::SPQR< _MatrixType >::m_cR

mutableprotected

Definition at line 217 of file SuiteSparseQRSupport.h.

◆ m_E

template<typename _MatrixType >

Index* Eigen::SPQR< _MatrixType >::m_E

mutableprotected

Definition at line 219 of file SuiteSparseQRSupport.h.

◆ m_factorizationIsOk

template<typename _MatrixType >

bool Eigen::SPQR< _MatrixType >::m_factorizationIsOk

protected

Definition at line 211 of file SuiteSparseQRSupport.h.

◆ m_H

template<typename _MatrixType >

cholmod_sparse* Eigen::SPQR< _MatrixType >::m_H

mutableprotected

Definition at line 220 of file SuiteSparseQRSupport.h.

◆ m_HPinv

template<typename _MatrixType >

Index* Eigen::SPQR< _MatrixType >::m_HPinv

mutableprotected

Definition at line 221 of file SuiteSparseQRSupport.h.

◆ m_HTau

template<typename _MatrixType >

cholmod_dense* Eigen::SPQR< _MatrixType >::m_HTau

mutableprotected

Definition at line 222 of file SuiteSparseQRSupport.h.

◆ m_info

template<typename _MatrixType >

ComputationInfo Eigen::SPQR< _MatrixType >::m_info

mutableprotected

Definition at line 213 of file SuiteSparseQRSupport.h.

◆ m_isInitialized

template<typename _MatrixType >

bool Eigen::SPQR< _MatrixType >::m_isInitialized

protected

Definition at line 209 of file SuiteSparseQRSupport.h.

◆ m_isRUpToDate

template<typename _MatrixType >

bool Eigen::SPQR< _MatrixType >::m_isRUpToDate

mutableprotected

Definition at line 212 of file SuiteSparseQRSupport.h.

◆ m_ordering

template<typename _MatrixType >

int Eigen::SPQR< _MatrixType >::m_ordering

protected

Definition at line 214 of file SuiteSparseQRSupport.h.

◆ m_R

template<typename _MatrixType >

MatrixType Eigen::SPQR< _MatrixType >::m_R

mutableprotected

Definition at line 218 of file SuiteSparseQRSupport.h.

◆ m_rank

template<typename _MatrixType >

Index Eigen::SPQR< _MatrixType >::m_rank

mutableprotected

Definition at line 223 of file SuiteSparseQRSupport.h.

◆ m_tolerance

template<typename _MatrixType >

RealScalar Eigen::SPQR< _MatrixType >::m_tolerance

protected

Definition at line 216 of file SuiteSparseQRSupport.h.

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

SuiteSparseQRSupport.h

Public Types

Public Member Functions

Protected Attributes

Friends

Detailed Description

template<typename _MatrixType> class Eigen::SPQR< _MatrixType >

Member Typedef Documentation

◆ Index

◆ MatrixType

◆ PermutationType

◆ RealScalar

◆ Scalar

Constructor & Destructor Documentation

◆ SPQR() [1/2]

◆ SPQR() [2/2]

◆ ~SPQR()

Member Function Documentation

◆ _solve()

◆ cholmodCommon()

◆ cols()

◆ colsPermutation()

◆ compute()

◆ info()

◆ matrixQ()

◆ matrixR()

◆ rank()

◆ rows()

◆ setPivotThreshold()

◆ setSPQROrdering()

◆ solve()

Friends And Related Function Documentation

◆ SPQR_QProduct

Member Data Documentation

◆ m_allow_tol

◆ m_analysisIsOk

◆ m_cc

◆ m_cR

◆ m_E

◆ m_factorizationIsOk

◆ m_H

◆ m_HPinv

◆ m_HTau

◆ m_info

◆ m_isInitialized

◆ m_isRUpToDate

◆ m_ordering

◆ m_R

◆ m_rank

◆ m_tolerance

template<typename _MatrixType>
class Eigen::SPQR< _MatrixType >