A direct sparse Cholesky factorization. More...
#include <SimplicialCholesky.h>
A direct sparse Cholesky factorization.
This class allows to solve for A.X = B sparse linear problems via a LL^T or LDL^T Cholesky factorization. The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices X and B can be either dense or sparse.
_MatrixType | the type of the sparse matrix A, it must be a SparseMatrix<> |
_UpLo | the triangular part that will be used for the computations. It can be Lower or Upper. Default is Lower. |
Definition at line 83 of file SimplicialCholesky.h.
typedef SparseMatrix<Scalar,ColMajor,Index> SimplicialCholesky< _MatrixType, _UpLo >::CholMatrixType |
Definition at line 91 of file SimplicialCholesky.h.
typedef MatrixType::Index SimplicialCholesky< _MatrixType, _UpLo >::Index |
Definition at line 90 of file SimplicialCholesky.h.
typedef _MatrixType SimplicialCholesky< _MatrixType, _UpLo >::MatrixType |
Definition at line 86 of file SimplicialCholesky.h.
typedef MatrixType::RealScalar SimplicialCholesky< _MatrixType, _UpLo >::RealScalar |
Definition at line 89 of file SimplicialCholesky.h.
typedef MatrixType::Scalar SimplicialCholesky< _MatrixType, _UpLo >::Scalar |
Definition at line 88 of file SimplicialCholesky.h.
typedef Matrix<Scalar,MatrixType::ColsAtCompileTime,1> SimplicialCholesky< _MatrixType, _UpLo >::VectorType |
Definition at line 92 of file SimplicialCholesky.h.
anonymous enum |
Definition at line 87 of file SimplicialCholesky.h.
SimplicialCholesky< _MatrixType, _UpLo >::SimplicialCholesky | ( | ) | [inline] |
Definition at line 96 of file SimplicialCholesky.h.
SimplicialCholesky< _MatrixType, _UpLo >::SimplicialCholesky | ( | const MatrixType & | matrix | ) | [inline] |
Definition at line 100 of file SimplicialCholesky.h.
SimplicialCholesky< _MatrixType, _UpLo >::~SimplicialCholesky | ( | ) | [inline] |
Definition at line 106 of file SimplicialCholesky.h.
void SimplicialCholesky< _MatrixType, _UpLo >::_solve | ( | const MatrixBase< Rhs > & | b, |
MatrixBase< Dest > & | dest | ||
) | const [inline] |
Definition at line 207 of file SimplicialCholesky.h.
void SimplicialCholesky< _MatrixType, _UpLo >::analyzePattern | ( | const MatrixType & | a | ) |
This function is particularly useful when solving for several problems having the same structure.
Definition at line 290 of file SimplicialCholesky.h.
Index SimplicialCholesky< _MatrixType, _UpLo >::cols | ( | void | ) | const [inline] |
Definition at line 110 of file SimplicialCholesky.h.
SimplicialCholesky& SimplicialCholesky< _MatrixType, _UpLo >::compute | ( | const MatrixType & | matrix | ) | [inline] |
Computes the sparse Cholesky decomposition of matrix
Definition at line 142 of file SimplicialCholesky.h.
void SimplicialCholesky< _MatrixType, _UpLo >::dumpMemory | ( | Stream & | s | ) | [inline] |
Definition at line 254 of file SimplicialCholesky.h.
void SimplicialCholesky< _MatrixType, _UpLo >::factorize | ( | const MatrixType & | a | ) |
Performs a numeric decomposition of matrix
The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.
Definition at line 357 of file SimplicialCholesky.h.
ComputationInfo SimplicialCholesky< _MatrixType, _UpLo >::info | ( | ) | const [inline] |
Reports whether previous computation was successful.
Success
if computation was succesful, NumericalIssue
if the matrix.appears to be negative. Definition at line 135 of file SimplicialCholesky.h.
const PermutationMatrix<Dynamic>& SimplicialCholesky< _MatrixType, _UpLo >::permutationP | ( | ) | const [inline] |
Definition at line 196 of file SimplicialCholesky.h.
const PermutationMatrix<Dynamic>& SimplicialCholesky< _MatrixType, _UpLo >::permutationPinv | ( | ) | const [inline] |
Definition at line 201 of file SimplicialCholesky.h.
Index SimplicialCholesky< _MatrixType, _UpLo >::rows | ( | void | ) | const [inline] |
Definition at line 111 of file SimplicialCholesky.h.
SimplicialCholesky& SimplicialCholesky< _MatrixType, _UpLo >::setMode | ( | SimplicialCholeskyMode | mode | ) | [inline] |
Definition at line 113 of file SimplicialCholesky.h.
const internal::solve_retval<SimplicialCholesky, Rhs> SimplicialCholesky< _MatrixType, _UpLo >::solve | ( | const MatrixBase< Rhs > & | b | ) | const [inline] |
Definition at line 155 of file SimplicialCholesky.h.
bool SimplicialCholesky< _MatrixType, _UpLo >::m_analysisIsOk [protected] |
Definition at line 278 of file SimplicialCholesky.h.
VectorType SimplicialCholesky< _MatrixType, _UpLo >::m_diag [protected] |
Definition at line 282 of file SimplicialCholesky.h.
bool SimplicialCholesky< _MatrixType, _UpLo >::m_factorizationIsOk [protected] |
Definition at line 277 of file SimplicialCholesky.h.
ComputationInfo SimplicialCholesky< _MatrixType, _UpLo >::m_info [mutable, protected] |
Definition at line 275 of file SimplicialCholesky.h.
bool SimplicialCholesky< _MatrixType, _UpLo >::m_isInitialized [protected] |
Definition at line 276 of file SimplicialCholesky.h.
bool SimplicialCholesky< _MatrixType, _UpLo >::m_LDLt [protected] |
Definition at line 279 of file SimplicialCholesky.h.
CholMatrixType SimplicialCholesky< _MatrixType, _UpLo >::m_matrix [protected] |
Definition at line 281 of file SimplicialCholesky.h.
VectorXi SimplicialCholesky< _MatrixType, _UpLo >::m_nonZerosPerCol [protected] |
Definition at line 284 of file SimplicialCholesky.h.
PermutationMatrix<Dynamic> SimplicialCholesky< _MatrixType, _UpLo >::m_P [protected] |
Definition at line 285 of file SimplicialCholesky.h.
VectorXi SimplicialCholesky< _MatrixType, _UpLo >::m_parent [protected] |
Definition at line 283 of file SimplicialCholesky.h.
PermutationMatrix<Dynamic> SimplicialCholesky< _MatrixType, _UpLo >::m_Pinv [protected] |
Definition at line 286 of file SimplicialCholesky.h.