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

#include <SuiteSparseQRSupport.h>

Public Types
enum	{ ColsAtCompileTime = Dynamic, MaxColsAtCompileTime = Dynamic }

typedef SparseMatrix< Scalar, ColMajor, StorageIndex >	MatrixType

typedef Map< PermutationMatrix< Dynamic, Dynamic, StorageIndex > >	PermutationType

typedef _MatrixType::RealScalar	RealScalar

typedef _MatrixType::Scalar	Scalar

typedef SuiteSparse_long	StorageIndex

Public Member Functions
template<typename Rhs , typename Dest >
void	_solve_impl (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...

	SPQR ()

	SPQR (const _MatrixType &matrix)

void	SPQR_free ()

	~SPQR ()

Protected Types
typedef SparseSolverBase< SPQR< _MatrixType > >	Base

Protected Attributes
int	m_allow_tol

bool	m_analysisIsOk

cholmod_common	m_cc

cholmod_sparse *	m_cR

StorageIndex *	m_E

bool	m_factorizationIsOk

cholmod_sparse *	m_H

StorageIndex *	m_HPinv

cholmod_dense *	m_HTau

ComputationInfo	m_info

bool	m_isInitialized

bool	m_isRUpToDate

int	m_ordering

MatrixType	m_R

Index	m_rank

Index	m_rows

RealScalar	m_tolerance

bool	m_useDefaultThreshold

Friends
template<typename , typename >
struct	SPQR_QProduct

Detailed Description

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 SuiteSparse_long. You can get it with SPQR::Index

Template Parameters

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

\implsparsesolverconcept

Definition at line 16 of file SuiteSparseQRSupport.h.

Member Typedef Documentation

◆ Base

typedef SparseSolverBase<SPQR<_MatrixType> > Eigen::SPQR::Base

protected

Definition at line 63 of file SuiteSparseQRSupport.h.

◆ MatrixType

typedef SparseMatrix<Scalar, ColMajor, StorageIndex> Eigen::SPQR::MatrixType

Definition at line 69 of file SuiteSparseQRSupport.h.

◆ PermutationType

typedef Map<PermutationMatrix<Dynamic, Dynamic, StorageIndex> > Eigen::SPQR::PermutationType

Definition at line 70 of file SuiteSparseQRSupport.h.

◆ RealScalar

typedef _MatrixType::RealScalar Eigen::SPQR::RealScalar

Definition at line 67 of file SuiteSparseQRSupport.h.

◆ Scalar

typedef _MatrixType::Scalar Eigen::SPQR::Scalar

Definition at line 66 of file SuiteSparseQRSupport.h.

◆ StorageIndex

typedef SuiteSparse_long Eigen::SPQR::StorageIndex

Definition at line 68 of file SuiteSparseQRSupport.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Enumerator
ColsAtCompileTime
MaxColsAtCompileTime

Definition at line 71 of file SuiteSparseQRSupport.h.

Constructor & Destructor Documentation

◆ SPQR() [1/2]

Eigen::SPQR::SPQR ( )

inline

Definition at line 76 of file SuiteSparseQRSupport.h.

◆ SPQR() [2/2]

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

inlineexplicit

Definition at line 93 of file SuiteSparseQRSupport.h.

◆ ~SPQR()

Eigen::SPQR::~SPQR ( )

inline

Definition at line 111 of file SuiteSparseQRSupport.h.

Member Function Documentation

◆ _solve_impl()

template<typename Rhs , typename Dest >

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

inline

Definition at line 172 of file SuiteSparseQRSupport.h.

◆ cholmodCommon()

cholmod_common* Eigen::SPQR::cholmodCommon ( ) const

inline

Returns: a pointer to the SPQR workspace

Definition at line 240 of file SuiteSparseQRSupport.h.

◆ cols()

Index Eigen::SPQR::cols ( ) const

inline

Get the number of columns of the input matrix.

Definition at line 169 of file SuiteSparseQRSupport.h.

◆ colsPermutation()

PermutationType Eigen::SPQR::colsPermutation ( ) const

inline

Get the permutation that was applied to columns of A.

Definition at line 216 of file SuiteSparseQRSupport.h.

◆ compute()

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

inline

Definition at line 125 of file SuiteSparseQRSupport.h.

◆ info()

ComputationInfo Eigen::SPQR::info ( ) const

inline

Reports whether previous computation was successful.

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

Definition at line 248 of file SuiteSparseQRSupport.h.

◆ matrixQ()

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

inline

Get an expression of the matrix Q.

Definition at line 211 of file SuiteSparseQRSupport.h.

◆ matrixR()

const MatrixType Eigen::SPQR::matrixR ( ) const

inline

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

Definition at line 201 of file SuiteSparseQRSupport.h.

◆ rank()

Index Eigen::SPQR::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 225 of file SuiteSparseQRSupport.h.

◆ rows()

Index Eigen::SPQR::rows ( ) const

inline

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

Definition at line 164 of file SuiteSparseQRSupport.h.

◆ setPivotThreshold()

void Eigen::SPQR::setPivotThreshold ( const RealScalar & tol )

inline

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

Definition at line 233 of file SuiteSparseQRSupport.h.

◆ setSPQROrdering()

void Eigen::SPQR::setSPQROrdering ( int ord )

inline

Set the fill-reducing ordering method to be used.

Definition at line 231 of file SuiteSparseQRSupport.h.

◆ SPQR_free()

void Eigen::SPQR::SPQR_free ( )

inline

Definition at line 116 of file SuiteSparseQRSupport.h.

Friends And Related Function Documentation

◆ SPQR_QProduct

template<typename , typename >

friend struct SPQR_QProduct

friend

Definition at line 271 of file SuiteSparseQRSupport.h.

Member Data Documentation

◆ m_allow_tol

int Eigen::SPQR::m_allow_tol

protected

Definition at line 259 of file SuiteSparseQRSupport.h.

◆ m_analysisIsOk

bool Eigen::SPQR::m_analysisIsOk

protected

Definition at line 254 of file SuiteSparseQRSupport.h.

◆ m_cc

cholmod_common Eigen::SPQR::m_cc

mutableprotected

Definition at line 268 of file SuiteSparseQRSupport.h.

◆ m_cR

cholmod_sparse* Eigen::SPQR::m_cR

mutableprotected

Definition at line 261 of file SuiteSparseQRSupport.h.

◆ m_E

StorageIndex* Eigen::SPQR::m_E

mutableprotected

Definition at line 263 of file SuiteSparseQRSupport.h.

◆ m_factorizationIsOk

bool Eigen::SPQR::m_factorizationIsOk

protected

Definition at line 255 of file SuiteSparseQRSupport.h.

◆ m_H

cholmod_sparse* Eigen::SPQR::m_H

mutableprotected

Definition at line 264 of file SuiteSparseQRSupport.h.

◆ m_HPinv

StorageIndex* Eigen::SPQR::m_HPinv

mutableprotected

Definition at line 265 of file SuiteSparseQRSupport.h.

◆ m_HTau

cholmod_dense* Eigen::SPQR::m_HTau

mutableprotected

Definition at line 266 of file SuiteSparseQRSupport.h.

◆ m_info

ComputationInfo Eigen::SPQR::m_info

mutableprotected

Definition at line 257 of file SuiteSparseQRSupport.h.

◆ m_isInitialized

bool Eigen::SparseSolverBase< Derived >::m_isInitialized

mutableprotected

Definition at line 119 of file SparseSolverBase.h.

◆ m_isRUpToDate

bool Eigen::SPQR::m_isRUpToDate

mutableprotected

Definition at line 256 of file SuiteSparseQRSupport.h.

◆ m_ordering

int Eigen::SPQR::m_ordering

protected

Definition at line 258 of file SuiteSparseQRSupport.h.

◆ m_R

MatrixType Eigen::SPQR::m_R

mutableprotected

Definition at line 262 of file SuiteSparseQRSupport.h.

◆ m_rank

Index Eigen::SPQR::m_rank

mutableprotected

Definition at line 267 of file SuiteSparseQRSupport.h.

◆ m_rows

Index Eigen::SPQR::m_rows

protected

Definition at line 270 of file SuiteSparseQRSupport.h.

◆ m_tolerance

RealScalar Eigen::SPQR::m_tolerance

protected

Definition at line 260 of file SuiteSparseQRSupport.h.

◆ m_useDefaultThreshold

bool Eigen::SPQR::m_useDefaultThreshold

protected

Definition at line 269 of file SuiteSparseQRSupport.h.

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

SuiteSparseQRSupport.h

Public Types

Public Member Functions

Protected Types

Protected Attributes

Friends

Detailed Description

Member Typedef Documentation

◆ Base

◆ MatrixType

◆ PermutationType

◆ RealScalar

◆ Scalar

◆ StorageIndex

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ SPQR() [1/2]

◆ SPQR() [2/2]

◆ ~SPQR()

Member Function Documentation

◆ _solve_impl()

◆ cholmodCommon()

◆ cols()

◆ colsPermutation()

◆ compute()

◆ info()

◆ matrixQ()

◆ matrixR()

◆ rank()

◆ rows()

◆ setPivotThreshold()

◆ setSPQROrdering()

◆ SPQR_free()

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_rows

◆ m_tolerance

◆ m_useDefaultThreshold