Classes | Public Types | Public Member Functions | Protected Member Functions | Protected Attributes | Private Types | Private Attributes | List of all members
Eigen::SimplicialCholeskyBase< Derived > Class Template Reference

A base class for direct sparse Cholesky factorizations. More...

#include <SimplicialCholesky.h>

Inheritance diagram for Eigen::SimplicialCholeskyBase< Derived >:
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Classes

struct  keep_diag
 

Public Types

enum  { UpLo = internal::traits<Derived>::UpLo }
 
enum  { ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }
 
typedef SparseMatrix< Scalar, ColMajor, StorageIndexCholMatrixType
 
typedef const CholMatrixTypeConstCholMatrixPtr
 
typedef internal::traits< Derived >::MatrixType MatrixType
 
typedef internal::traits< Derived >::OrderingType OrderingType
 
typedef MatrixType::RealScalar RealScalar
 
typedef MatrixType::Scalar Scalar
 
typedef MatrixType::StorageIndex StorageIndex
 
typedef Matrix< StorageIndex, Dynamic, 1 > VectorI
 
typedef Matrix< Scalar, Dynamic, 1 > VectorType
 

Public Member Functions

template<typename Rhs , typename Dest >
void _solve_impl (const MatrixBase< Rhs > &b, MatrixBase< Dest > &dest) const
 
template<typename Rhs , typename Dest >
void _solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const
 
Index cols () const
 
Derived & derived ()
 
Derived & derived ()
 
const Derived & derived () const
 
const Derived & derived () const
 
template<typename Stream >
void dumpMemory (Stream &s)
 
ComputationInfo info () const
 Reports whether previous computation was successful. More...
 
const PermutationMatrix< Dynamic, Dynamic, StorageIndex > & permutationP () const
 
const PermutationMatrix< Dynamic, Dynamic, StorageIndex > & permutationPinv () const
 
Index rows () const
 
Derived & setShift (const RealScalar &offset, const RealScalar &scale=1)
 
 SimplicialCholeskyBase ()
 
 SimplicialCholeskyBase (const MatrixType &matrix)
 
 ~SimplicialCholeskyBase ()
 
- Public Member Functions inherited from Eigen::SparseSolverBase< Derived >
template<typename Rhs , typename Dest >
void _solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const
 
Derived & derived ()
 
const Derived & derived () const
 
template<typename Rhs >
const Solve< Derived, Rhs > solve (const MatrixBase< Rhs > &b) const
 
template<typename Rhs >
const Solve< Derived, Rhs > solve (const SparseMatrixBase< Rhs > &b) const
 
 SparseSolverBase ()
 
 ~SparseSolverBase ()
 

Protected Member Functions

void analyzePattern (const MatrixType &a, bool doLDLT)
 
void analyzePattern_preordered (const CholMatrixType &a, bool doLDLT)
 
template<bool DoLDLT>
void compute (const MatrixType &matrix)
 
template<bool DoLDLT>
void factorize (const MatrixType &a)
 
template<bool DoLDLT>
void factorize_preordered (const CholMatrixType &a)
 
void ordering (const MatrixType &a, ConstCholMatrixPtr &pmat, CholMatrixType &ap)
 

Protected Attributes

bool m_analysisIsOk
 
VectorType m_diag
 
bool m_factorizationIsOk
 
ComputationInfo m_info
 
CholMatrixType m_matrix
 
VectorI m_nonZerosPerCol
 
PermutationMatrix< Dynamic, Dynamic, StorageIndexm_P
 
VectorI m_parent
 
PermutationMatrix< Dynamic, Dynamic, StorageIndexm_Pinv
 
RealScalar m_shiftOffset
 
RealScalar m_shiftScale
 
- Protected Attributes inherited from Eigen::SparseSolverBase< Derived >
bool m_isInitialized
 

Private Types

typedef SparseSolverBase< Derived > Base
 

Private Attributes

bool m_isInitialized
 

Detailed Description

template<typename Derived>
class Eigen::SimplicialCholeskyBase< Derived >

A base class for direct sparse Cholesky factorizations.

This is a base class for LL^T and LDL^T Cholesky factorizations of sparse matrices that are selfadjoint and positive definite. These factorizations allow for solving A.X = B where X and B can be either dense or sparse.

In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization such that the factorized matrix is P A P^-1.

Template Parameters
Derivedthe type of the derived class, that is the actual factorization type.

Definition at line 55 of file SimplicialCholesky.h.

Member Typedef Documentation

◆ Base

template<typename Derived >
typedef SparseSolverBase<Derived> Eigen::SimplicialCholeskyBase< Derived >::Base
private

Definition at line 57 of file SimplicialCholesky.h.

◆ CholMatrixType

template<typename Derived >
typedef SparseMatrix<Scalar,ColMajor,StorageIndex> Eigen::SimplicialCholeskyBase< Derived >::CholMatrixType

Definition at line 67 of file SimplicialCholesky.h.

◆ ConstCholMatrixPtr

template<typename Derived >
typedef const CholMatrixType* Eigen::SimplicialCholeskyBase< Derived >::ConstCholMatrixPtr

Definition at line 68 of file SimplicialCholesky.h.

◆ MatrixType

template<typename Derived >
typedef internal::traits<Derived>::MatrixType Eigen::SimplicialCholeskyBase< Derived >::MatrixType

Definition at line 61 of file SimplicialCholesky.h.

◆ OrderingType

template<typename Derived >
typedef internal::traits<Derived>::OrderingType Eigen::SimplicialCholeskyBase< Derived >::OrderingType

Definition at line 62 of file SimplicialCholesky.h.

◆ RealScalar

template<typename Derived >
typedef MatrixType::RealScalar Eigen::SimplicialCholeskyBase< Derived >::RealScalar

Definition at line 65 of file SimplicialCholesky.h.

◆ Scalar

template<typename Derived >
typedef MatrixType::Scalar Eigen::SimplicialCholeskyBase< Derived >::Scalar

Definition at line 64 of file SimplicialCholesky.h.

◆ StorageIndex

template<typename Derived >
typedef MatrixType::StorageIndex Eigen::SimplicialCholeskyBase< Derived >::StorageIndex

Definition at line 66 of file SimplicialCholesky.h.

◆ VectorI

template<typename Derived >
typedef Matrix<StorageIndex,Dynamic,1> Eigen::SimplicialCholeskyBase< Derived >::VectorI

Definition at line 70 of file SimplicialCholesky.h.

◆ VectorType

template<typename Derived >
typedef Matrix<Scalar,Dynamic,1> Eigen::SimplicialCholeskyBase< Derived >::VectorType

Definition at line 69 of file SimplicialCholesky.h.

Member Enumeration Documentation

◆ anonymous enum

template<typename Derived >
anonymous enum
Enumerator
UpLo 

Definition at line 63 of file SimplicialCholesky.h.

◆ anonymous enum

template<typename Derived >
anonymous enum
Enumerator
ColsAtCompileTime 
MaxColsAtCompileTime 

Definition at line 72 of file SimplicialCholesky.h.

Constructor & Destructor Documentation

◆ SimplicialCholeskyBase() [1/2]

template<typename Derived >
Eigen::SimplicialCholeskyBase< Derived >::SimplicialCholeskyBase ( )
inline

Default constructor

Definition at line 82 of file SimplicialCholesky.h.

◆ SimplicialCholeskyBase() [2/2]

template<typename Derived >
Eigen::SimplicialCholeskyBase< Derived >::SimplicialCholeskyBase ( const MatrixType matrix)
inlineexplicit

Definition at line 90 of file SimplicialCholesky.h.

◆ ~SimplicialCholeskyBase()

template<typename Derived >
Eigen::SimplicialCholeskyBase< Derived >::~SimplicialCholeskyBase ( )
inline

Definition at line 100 of file SimplicialCholesky.h.

Member Function Documentation

◆ _solve_impl() [1/2]

template<typename Derived >
template<typename Rhs , typename Dest >
void Eigen::SimplicialCholeskyBase< Derived >::_solve_impl ( const MatrixBase< Rhs > &  b,
MatrixBase< Dest > &  dest 
) const
inline

Definition at line 164 of file SimplicialCholesky.h.

◆ _solve_impl() [2/2]

template<typename Derived >
template<typename Rhs , typename Dest >
void Eigen::SimplicialCholeskyBase< Derived >::_solve_impl ( const SparseMatrixBase< Rhs > &  b,
SparseMatrixBase< Dest > &  dest 
) const
inline

Definition at line 191 of file SimplicialCholesky.h.

◆ analyzePattern()

template<typename Derived >
void Eigen::SimplicialCholeskyBase< Derived >::analyzePattern ( const MatrixType a,
bool  doLDLT 
)
inlineprotected

Definition at line 238 of file SimplicialCholesky.h.

◆ analyzePattern_preordered()

template<typename Derived >
void Eigen::SimplicialCholeskyBase< Derived >::analyzePattern_preordered ( const CholMatrixType a,
bool  doLDLT 
)
protected

Definition at line 26 of file SimplicialCholesky_impl.h.

◆ cols()

template<typename Derived >
Index Eigen::SimplicialCholeskyBase< Derived >::cols ( ) const
inline

Definition at line 107 of file SimplicialCholesky.h.

◆ compute()

template<typename Derived >
template<bool DoLDLT>
void Eigen::SimplicialCholeskyBase< Derived >::compute ( const MatrixType matrix)
inlineprotected

Computes the sparse Cholesky decomposition of matrix

Definition at line 202 of file SimplicialCholesky.h.

◆ derived() [1/4]

template<typename Derived >
Derived& Eigen::SparseSolverBase< Derived >::derived
inline

Definition at line 79 of file SparseSolverBase.h.

◆ derived() [2/4]

template<typename Derived >
Derived& Eigen::SimplicialCholeskyBase< Derived >::derived ( )
inline

Definition at line 104 of file SimplicialCholesky.h.

◆ derived() [3/4]

template<typename Derived >
const Derived& Eigen::SparseSolverBase< Derived >::derived
inline

Definition at line 80 of file SparseSolverBase.h.

◆ derived() [4/4]

template<typename Derived >
const Derived& Eigen::SimplicialCholeskyBase< Derived >::derived ( ) const
inline

Definition at line 105 of file SimplicialCholesky.h.

◆ dumpMemory()

template<typename Derived >
template<typename Stream >
void Eigen::SimplicialCholeskyBase< Derived >::dumpMemory ( Stream &  s)
inline

Definition at line 150 of file SimplicialCholesky.h.

◆ factorize()

template<typename Derived >
template<bool DoLDLT>
void Eigen::SimplicialCholeskyBase< Derived >::factorize ( const MatrixType a)
inlineprotected

Definition at line 214 of file SimplicialCholesky.h.

◆ factorize_preordered()

template<typename Derived >
template<bool DoLDLT>
void Eigen::SimplicialCholeskyBase< Derived >::factorize_preordered ( const CholMatrixType a)
protected

Definition at line 76 of file SimplicialCholesky_impl.h.

◆ info()

template<typename Derived >
ComputationInfo Eigen::SimplicialCholeskyBase< Derived >::info ( ) const
inline

Reports whether previous computation was successful.

Returns
Success if computation was successful, NumericalIssue if the matrix.appears to be negative.

Definition at line 115 of file SimplicialCholesky.h.

◆ ordering()

template<typename Derived >
void Eigen::SimplicialCholeskyBase< Derived >::ordering ( const MatrixType a,
ConstCholMatrixPtr pmat,
CholMatrixType ap 
)
protected

Definition at line 658 of file SimplicialCholesky.h.

◆ permutationP()

template<typename Derived >
const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& Eigen::SimplicialCholeskyBase< Derived >::permutationP ( ) const
inline
Returns
the permutation P
See also
permutationPinv()

Definition at line 123 of file SimplicialCholesky.h.

◆ permutationPinv()

template<typename Derived >
const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& Eigen::SimplicialCholeskyBase< Derived >::permutationPinv ( ) const
inline
Returns
the inverse P^-1 of the permutation P
See also
permutationP()

Definition at line 128 of file SimplicialCholesky.h.

◆ rows()

template<typename Derived >
Index Eigen::SimplicialCholeskyBase< Derived >::rows ( ) const
inline

Definition at line 108 of file SimplicialCholesky.h.

◆ setShift()

template<typename Derived >
Derived& Eigen::SimplicialCholeskyBase< Derived >::setShift ( const RealScalar offset,
const RealScalar scale = 1 
)
inline

Sets the shift parameters that will be used to adjust the diagonal coefficients during the numerical factorization.

During the numerical factorization, the diagonal coefficients are transformed by the following linear model:
d_ii = offset + scale * d_ii

The default is the identity transformation with offset=0, and scale=1.

Returns
a reference to *this.

Definition at line 140 of file SimplicialCholesky.h.

Member Data Documentation

◆ m_analysisIsOk

template<typename Derived >
bool Eigen::SimplicialCholeskyBase< Derived >::m_analysisIsOk
protected

Definition at line 261 of file SimplicialCholesky.h.

◆ m_diag

template<typename Derived >
VectorType Eigen::SimplicialCholeskyBase< Derived >::m_diag
protected

Definition at line 264 of file SimplicialCholesky.h.

◆ m_factorizationIsOk

template<typename Derived >
bool Eigen::SimplicialCholeskyBase< Derived >::m_factorizationIsOk
protected

Definition at line 260 of file SimplicialCholesky.h.

◆ m_info

template<typename Derived >
ComputationInfo Eigen::SimplicialCholeskyBase< Derived >::m_info
mutableprotected

Definition at line 259 of file SimplicialCholesky.h.

◆ m_isInitialized

template<typename Derived >
bool Eigen::SparseSolverBase< Derived >::m_isInitialized
mutableprivate

Definition at line 119 of file SparseSolverBase.h.

◆ m_matrix

template<typename Derived >
CholMatrixType Eigen::SimplicialCholeskyBase< Derived >::m_matrix
protected

Definition at line 263 of file SimplicialCholesky.h.

◆ m_nonZerosPerCol

template<typename Derived >
VectorI Eigen::SimplicialCholeskyBase< Derived >::m_nonZerosPerCol
protected

Definition at line 266 of file SimplicialCholesky.h.

◆ m_P

template<typename Derived >
PermutationMatrix<Dynamic,Dynamic,StorageIndex> Eigen::SimplicialCholeskyBase< Derived >::m_P
protected

Definition at line 267 of file SimplicialCholesky.h.

◆ m_parent

template<typename Derived >
VectorI Eigen::SimplicialCholeskyBase< Derived >::m_parent
protected

Definition at line 265 of file SimplicialCholesky.h.

◆ m_Pinv

template<typename Derived >
PermutationMatrix<Dynamic,Dynamic,StorageIndex> Eigen::SimplicialCholeskyBase< Derived >::m_Pinv
protected

Definition at line 268 of file SimplicialCholesky.h.

◆ m_shiftOffset

template<typename Derived >
RealScalar Eigen::SimplicialCholeskyBase< Derived >::m_shiftOffset
protected

Definition at line 270 of file SimplicialCholesky.h.

◆ m_shiftScale

template<typename Derived >
RealScalar Eigen::SimplicialCholeskyBase< Derived >::m_shiftScale
protected

Definition at line 271 of file SimplicialCholesky.h.


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


gtsam
Author(s):
autogenerated on Sat Nov 16 2024 04:11:54