A Cholesky factorization and solver based on Cholmod. More...
#include <CholmodSupport.h>
Public Types | |
| enum | { UpLo = _UpLo } |
| typedef MatrixType | CholMatrixType |
| typedef MatrixType::Index | Index |
| typedef _MatrixType | MatrixType |
| typedef MatrixType::RealScalar | RealScalar |
| typedef MatrixType::Scalar | Scalar |
Public Member Functions | |
| template<typename Rhs , typename Dest > | |
| void | _solve (const MatrixBase< Rhs > &b, MatrixBase< Dest > &dest) const |
| template<typename RhsScalar , int RhsOptions, typename RhsIndex , typename DestScalar , int DestOptions, typename DestIndex > | |
| void | _solve (const SparseMatrix< RhsScalar, RhsOptions, RhsIndex > &b, SparseMatrix< DestScalar, DestOptions, DestIndex > &dest) const |
| void | analyzePattern (const MatrixType &matrix) |
| cholmod_common & | cholmod () |
| CholmodDecomposition () | |
| CholmodDecomposition (const MatrixType &matrix) | |
| Index | cols () const |
| void | compute (const MatrixType &matrix) |
| template<typename Stream > | |
| void | dumpMemory (Stream &s) |
| void | factorize (const MatrixType &matrix) |
| ComputationInfo | info () const |
| Reports whether previous computation was successful. | |
| Index | rows () const |
| void | setMode (CholmodMode mode) |
| template<typename Rhs > | |
| const internal::solve_retval < CholmodDecomposition, Rhs > | solve (const MatrixBase< Rhs > &b) const |
| template<typename Rhs > | |
| const internal::sparse_solve_retval < CholmodDecomposition, Rhs > | solve (const SparseMatrixBase< Rhs > &b) const |
| ~CholmodDecomposition () | |
Protected Attributes | |
| int | m_analysisIsOk |
| cholmod_common | m_cholmod |
| cholmod_factor * | m_cholmodFactor |
| int | m_factorizationIsOk |
| ComputationInfo | m_info |
| bool | m_isInitialized |
Detailed Description
template<typename _MatrixType, int _UpLo = Lower>
class CholmodDecomposition< _MatrixType, _UpLo >
A Cholesky factorization and solver based on Cholmod.
This class allows to solve for A.X = B sparse linear problems via a LL^T or LDL^T Cholesky factorization using the Cholmod library. The sparse matrix A must be selfajoint and positive definite. The vectors or matrices X and B can be either dense or sparse.
- Template Parameters:
-
_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 164 of file CholmodSupport.h.
Member Typedef Documentation
| typedef MatrixType CholmodDecomposition< _MatrixType, _UpLo >::CholMatrixType |
Definition at line 171 of file CholmodSupport.h.
| typedef MatrixType::Index CholmodDecomposition< _MatrixType, _UpLo >::Index |
Definition at line 172 of file CholmodSupport.h.
| typedef _MatrixType CholmodDecomposition< _MatrixType, _UpLo >::MatrixType |
Definition at line 167 of file CholmodSupport.h.
| typedef MatrixType::RealScalar CholmodDecomposition< _MatrixType, _UpLo >::RealScalar |
Definition at line 170 of file CholmodSupport.h.
| typedef MatrixType::Scalar CholmodDecomposition< _MatrixType, _UpLo >::Scalar |
Definition at line 169 of file CholmodSupport.h.
Member Enumeration Documentation
| anonymous enum |
Definition at line 168 of file CholmodSupport.h.
Constructor & Destructor Documentation
| CholmodDecomposition< _MatrixType, _UpLo >::CholmodDecomposition | ( | ) | [inline] |
Definition at line 176 of file CholmodSupport.h.
| CholmodDecomposition< _MatrixType, _UpLo >::CholmodDecomposition | ( | const MatrixType & | matrix | ) | [inline] |
Definition at line 183 of file CholmodSupport.h.
| CholmodDecomposition< _MatrixType, _UpLo >::~CholmodDecomposition | ( | ) | [inline] |
Definition at line 190 of file CholmodSupport.h.
Member Function Documentation
| void CholmodDecomposition< _MatrixType, _UpLo >::_solve | ( | const MatrixBase< Rhs > & | b, |
| MatrixBase< Dest > & | dest | ||
| ) | const [inline] |
Definition at line 317 of file CholmodSupport.h.
| void CholmodDecomposition< _MatrixType, _UpLo >::_solve | ( | const SparseMatrix< RhsScalar, RhsOptions, RhsIndex > & | b, |
| SparseMatrix< DestScalar, DestOptions, DestIndex > & | dest | ||
| ) | const [inline] |
Definition at line 337 of file CholmodSupport.h.
| void CholmodDecomposition< _MatrixType, _UpLo >::analyzePattern | ( | const MatrixType & | matrix | ) | [inline] |
Performs a symbolic decomposition on the sparcity of matrix.
This function is particularly useful when solving for several problems having the same structure.
- See also:
- factorize()
Definition at line 278 of file CholmodSupport.h.
| cholmod_common& CholmodDecomposition< _MatrixType, _UpLo >::cholmod | ( | ) | [inline] |
Returns a reference to the Cholmod's configuration structure to get a full control over the performed operations. See the Cholmod user guide for details.
Definition at line 312 of file CholmodSupport.h.
| Index CholmodDecomposition< _MatrixType, _UpLo >::cols | ( | void | ) | const [inline] |
Definition at line 197 of file CholmodSupport.h.
| void CholmodDecomposition< _MatrixType, _UpLo >::compute | ( | const MatrixType & | matrix | ) | [inline] |
Computes the sparse Cholesky decomposition of matrix
Definition at line 238 of file CholmodSupport.h.
| void CholmodDecomposition< _MatrixType, _UpLo >::dumpMemory | ( | Stream & | s | ) | [inline] |
Definition at line 357 of file CholmodSupport.h.
| void CholmodDecomposition< _MatrixType, _UpLo >::factorize | ( | const MatrixType & | matrix | ) | [inline] |
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.
- See also:
- analyzePattern()
Definition at line 300 of file CholmodSupport.h.
| ComputationInfo CholmodDecomposition< _MatrixType, _UpLo >::info | ( | ) | const [inline] |
Reports whether previous computation was successful.
- Returns:
Successif computation was succesful,NumericalIssueif the matrix.appears to be negative.
Definition at line 231 of file CholmodSupport.h.
| Index CholmodDecomposition< _MatrixType, _UpLo >::rows | ( | void | ) | const [inline] |
Definition at line 198 of file CholmodSupport.h.
| void CholmodDecomposition< _MatrixType, _UpLo >::setMode | ( | CholmodMode | mode | ) | [inline] |
Definition at line 200 of file CholmodSupport.h.
| const internal::solve_retval<CholmodDecomposition, Rhs> CholmodDecomposition< _MatrixType, _UpLo >::solve | ( | const MatrixBase< Rhs > & | b | ) | const [inline] |
- Returns:
- the solution x of
using the current decomposition of A.
- See also:
- compute()
Definition at line 250 of file CholmodSupport.h.
| const internal::sparse_solve_retval<CholmodDecomposition, Rhs> CholmodDecomposition< _MatrixType, _UpLo >::solve | ( | const SparseMatrixBase< Rhs > & | b | ) | const [inline] |
- Returns:
- the solution x of using the current decomposition of A.
- See also:
- compute()
Definition at line 264 of file CholmodSupport.h.
Member Data Documentation
int CholmodDecomposition< _MatrixType, _UpLo >::m_analysisIsOk [protected] |
Definition at line 366 of file CholmodSupport.h.
cholmod_common CholmodDecomposition< _MatrixType, _UpLo >::m_cholmod [mutable, protected] |
Definition at line 361 of file CholmodSupport.h.
cholmod_factor* CholmodDecomposition< _MatrixType, _UpLo >::m_cholmodFactor [protected] |
Definition at line 362 of file CholmodSupport.h.
int CholmodDecomposition< _MatrixType, _UpLo >::m_factorizationIsOk [protected] |
Definition at line 365 of file CholmodSupport.h.
ComputationInfo CholmodDecomposition< _MatrixType, _UpLo >::m_info [mutable, protected] |
Definition at line 363 of file CholmodSupport.h.
bool CholmodDecomposition< _MatrixType, _UpLo >::m_isInitialized [protected] |
Definition at line 364 of file CholmodSupport.h.
The documentation for this class was generated from the following file: