Eigen::PardisoLLT Class Reference

A sparse direct Cholesky (LLT) factorization and solver based on the PARDISO library. More...

#include <PardisoSupport.h>

Public Types
enum	{ UpLo = _UpLo }
typedef Base::StorageIndex	StorageIndex

Public Member Functions
Derived &	compute (const MatrixType &matrix)
	PardisoLLT ()
	PardisoLLT (const MatrixType &matrix)

Protected Types
typedef PardisoImpl< PardisoLLT< MatrixType, _UpLo > >	Base
typedef Base::RealScalar	RealScalar
typedef Base::Scalar	Scalar

Protected Member Functions
void	getMatrix (const MatrixType &matrix)
void	pardisoInit (int type)

Protected Attributes
SparseMatrixType	m_matrix

Friends
class	PardisoImpl< PardisoLLT< MatrixType, _UpLo > >

Detailed Description

A sparse direct Cholesky (LLT) factorization and solver based on the PARDISO library.

This class allows to solve for A.X = B sparse linear problems via a LL^T Cholesky factorization using the Intel MKL PARDISO library. The sparse matrix A must be selfajoint and positive definite. The vectors or matrices X and B can be either dense or sparse.

By default, it runs in in-core mode. To enable PARDISO's out-of-core feature, set:

solver.pardisoParameterArray()[59] = 1; 

Template Parameters

MatrixType	the type of the sparse matrix A, it must be a SparseMatrix<>
UpLo	can be any bitwise combination of Upper, Lower. The default is Upper, meaning only the upper triangular part has to be used. Upper|Lower can be used to tell both triangular parts can be used as input.

\implsparsesolverconcept

See also

TutorialSparseSolverConcept, class SimplicialLLT

Definition at line 38 of file PardisoSupport.h.

Member Typedef Documentation

Base

typedef PardisoImpl< PardisoLLT<MatrixType,_UpLo> > Eigen::PardisoLLT::Base

protected

Definition at line 442 of file PardisoSupport.h.

RealScalar

typedef Base::RealScalar Eigen::PardisoLLT::RealScalar

protected

Definition at line 444 of file PardisoSupport.h.

Scalar

typedef Base::Scalar Eigen::PardisoLLT::Scalar

protected

Definition at line 443 of file PardisoSupport.h.

StorageIndex

typedef Base::StorageIndex Eigen::PardisoLLT::StorageIndex

Definition at line 451 of file PardisoSupport.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Enumerator
UpLo

Definition at line 452 of file PardisoSupport.h.

Constructor & Destructor Documentation

PardisoLLT() [1/2]

Eigen::PardisoLLT::PardisoLLT ( )

inline

Definition at line 455 of file PardisoSupport.h.

PardisoLLT() [2/2]

Eigen::PardisoLLT::PardisoLLT ( const MatrixType &  matrix )

inlineexplicit

Definition at line 461 of file PardisoSupport.h.

Member Function Documentation

compute()

Derived & Eigen::PardisoImpl< Derived >::compute

Definition at line 259 of file PardisoSupport.h.

getMatrix()

void Eigen::PardisoLLT::getMatrix ( const MatrixType &  matrix )

inlineprotected

Definition at line 470 of file PardisoSupport.h.

pardisoInit()

void Eigen::PardisoImpl< Derived >::pardisoInit

inlineprotected

Definition at line 192 of file PardisoSupport.h.

Friends And Related Function Documentation

PardisoImpl< PardisoLLT< MatrixType, _UpLo > >

friend class PardisoImpl< PardisoLLT< MatrixType, _UpLo > >

friend

Definition at line 447 of file PardisoSupport.h.

Member Data Documentation

m_matrix

SparseMatrixType Eigen::PardisoImpl< Derived >::m_matrix

mutableprotected

Definition at line 247 of file PardisoSupport.h.

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

• PardisoSupport.h