Spectra::DenseCholesky< Scalar_, Uplo, Flags > Class Template Reference

#include <DenseCholesky.h>

Public Types
using	Scalar = Scalar_

Public Member Functions
Index	cols () const
template<typename Derived >
	DenseCholesky (const Eigen::MatrixBase< Derived > &mat)
CompInfo	info () const
void	lower_triangular_solve (const Scalar *x_in, Scalar *y_out) const
Index	rows () const
void	upper_triangular_solve (const Scalar *x_in, Scalar *y_out) const

Private Types
using	Index = Eigen::Index
using	MapConstVec = Eigen::Map< const Vector >
using	MapVec = Eigen::Map< Vector >
using	Matrix = Eigen::Matrix< Scalar, Eigen::Dynamic, Eigen::Dynamic, Flags >
using	Vector = Eigen::Matrix< Scalar, Eigen::Dynamic, 1 >

Private Attributes
Eigen::LLT< Matrix, Uplo >	m_decomp
CompInfo	m_info
const Index	m_n

Detailed Description

template<typename Scalar_, int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>
class Spectra::DenseCholesky< Scalar_, Uplo, Flags >

This class defines the operations related to Cholesky decomposition on a positive definite matrix, , where is a lower triangular matrix. It is mainly used in the SymGEigsSolver generalized eigen solver in the Cholesky decomposition mode.

Template Parameters

Scalar_	The element type of the matrix, for example, float, double, and long double.
Uplo	Either Eigen::Lower or Eigen::Upper, indicating which triangular part of the matrix is used.
Flags	Either Eigen::ColMajor or Eigen::RowMajor, indicating the storage format of the input matrix.

Definition at line 34 of file DenseCholesky.h.

Member Typedef Documentation

Index

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>

using Spectra::DenseCholesky< Scalar_, Uplo, Flags >::Index = Eigen::Index

private

Definition at line 43 of file DenseCholesky.h.

MapConstVec

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>

using Spectra::DenseCholesky< Scalar_, Uplo, Flags >::MapConstVec = Eigen::Map<const Vector>

private

Definition at line 46 of file DenseCholesky.h.

MapVec

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>

using Spectra::DenseCholesky< Scalar_, Uplo, Flags >::MapVec = Eigen::Map<Vector>

private

Definition at line 47 of file DenseCholesky.h.

Matrix

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>

using Spectra::DenseCholesky< Scalar_, Uplo, Flags >::Matrix = Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic, Flags>

private

Definition at line 44 of file DenseCholesky.h.

Scalar

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>

using Spectra::DenseCholesky< Scalar_, Uplo, Flags >::Scalar = Scalar_

Element type of the matrix.

Definition at line 40 of file DenseCholesky.h.

Vector

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>

using Spectra::DenseCholesky< Scalar_, Uplo, Flags >::Vector = Eigen::Matrix<Scalar, Eigen::Dynamic, 1>

private

Definition at line 45 of file DenseCholesky.h.

Constructor & Destructor Documentation

DenseCholesky()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>

template<typename Derived >

Spectra::DenseCholesky< Scalar_, Uplo, Flags >::DenseCholesky ( const Eigen::MatrixBase< Derived > &  mat )

inline

Constructor to create the matrix operation object.

Parameters

mat	An Eigen matrix object, whose type can be Eigen::Matrix<Scalar, ...> (e.g. Eigen::MatrixXd and Eigen::MatrixXf), or its mapped version (e.g. Eigen::Map<Eigen::MatrixXd>).

Definition at line 63 of file DenseCholesky.h.

Member Function Documentation

cols()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>

Index Spectra::DenseCholesky< Scalar_, Uplo, Flags >::cols ( ) const

inline

Returns the number of columns of the underlying matrix.

Definition at line 86 of file DenseCholesky.h.

info()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>

CompInfo Spectra::DenseCholesky< Scalar_, Uplo, Flags >::info ( ) const

inline

Returns the status of the computation. The full list of enumeration values can be found in Enumerations.

Definition at line 92 of file DenseCholesky.h.

lower_triangular_solve()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>

void Spectra::DenseCholesky< Scalar_, Uplo, Flags >::lower_triangular_solve ( const Scalar *  x_in, Scalar *  y_out  ) const

inline

Performs the lower triangular solving operation .

Parameters

x_in	Pointer to the vector.
y_out	Pointer to the vector.

Definition at line 101 of file DenseCholesky.h.

rows()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>

Index Spectra::DenseCholesky< Scalar_, Uplo, Flags >::rows ( ) const

inline

Returns the number of rows of the underlying matrix.

Definition at line 82 of file DenseCholesky.h.

upper_triangular_solve()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>

void Spectra::DenseCholesky< Scalar_, Uplo, Flags >::upper_triangular_solve ( const Scalar *  x_in, Scalar *  y_out  ) const

inline

Performs the upper triangular solving operation .

Parameters

x_in	Pointer to the vector.
y_out	Pointer to the vector.

Definition at line 115 of file DenseCholesky.h.

Member Data Documentation

m_decomp

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>

Eigen::LLT<Matrix, Uplo> Spectra::DenseCholesky< Scalar_, Uplo, Flags >::m_decomp

private

Definition at line 50 of file DenseCholesky.h.

m_info

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>

CompInfo Spectra::DenseCholesky< Scalar_, Uplo, Flags >::m_info

private

Definition at line 51 of file DenseCholesky.h.

m_n

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor>

const Index Spectra::DenseCholesky< Scalar_, Uplo, Flags >::m_n

private

Definition at line 49 of file DenseCholesky.h.

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

• DenseCholesky.h