Public Member Functions | |
int * | cholesky (cs *csA, cs *csAt, int n, double lambda, css *S, csn *N) |
CholeskyImplCSparse () | |
void | factorize (const SparseSystem &Ab, VectorXd *delta=NULL, double lambda=0) |
int * | get_order () |
void | get_R (SparseSystem &R) |
int * | qr (cs *csA, int n, css *S, csn *N) |
virtual | ~CholeskyImplCSparse () |
Private Member Functions | |
void | of_csparse_transp (const cs *T, SparseSystem &A, int *order) |
void | reset () |
cs * | to_csparse_transp (const SparseMatrix &A) const |
Private Attributes | |
cs * | _L |
int * | _order |
double * | _rhs |
Definition at line 217 of file Cholesky.cpp.
isam::CholeskyImplCSparse::CholeskyImplCSparse | ( | ) | [inline] |
Definition at line 224 of file Cholesky.cpp.
virtual isam::CholeskyImplCSparse::~CholeskyImplCSparse | ( | ) | [inline, virtual] |
Definition at line 227 of file Cholesky.cpp.
int* isam::CholeskyImplCSparse::cholesky | ( | cs * | csA, |
cs * | csAt, | ||
int | n, | ||
double | lambda, | ||
css * | S, | ||
csn * | N | ||
) | [inline] |
Definition at line 248 of file Cholesky.cpp.
void isam::CholeskyImplCSparse::factorize | ( | const SparseSystem & | Ab, |
VectorXd * | delta = NULL , |
||
double | lambda = 0 |
||
) | [inline] |
Definition at line 271 of file Cholesky.cpp.
int* isam::CholeskyImplCSparse::get_order | ( | ) | [inline, virtual] |
Access the variable ordering used for Cholesky factorization.
Implements isam::Cholesky.
Definition at line 338 of file Cholesky.cpp.
void isam::CholeskyImplCSparse::get_R | ( | SparseSystem & | R | ) | [inline, virtual] |
Copy R into a SparseSystem data structure (expensive, so can be avoided during batch factorization).
R | SparseSystem that upon return will contain the R factor. |
Implements isam::Cholesky.
Definition at line 331 of file Cholesky.cpp.
void isam::CholeskyImplCSparse::of_csparse_transp | ( | const cs * | T, |
SparseSystem & | A, | ||
int * | order | ||
) | [inline, private] |
Definition at line 373 of file Cholesky.cpp.
int* isam::CholeskyImplCSparse::qr | ( | cs * | csA, |
int | n, | ||
css * | S, | ||
csn * | N | ||
) | [inline] |
Definition at line 232 of file Cholesky.cpp.
void isam::CholeskyImplCSparse::reset | ( | ) | [inline, private] |
Definition at line 344 of file Cholesky.cpp.
cs* isam::CholeskyImplCSparse::to_csparse_transp | ( | const SparseMatrix & | A | ) | const [inline, private] |
Definition at line 350 of file Cholesky.cpp.
cs* isam::CholeskyImplCSparse::_L [private] |
Definition at line 218 of file Cholesky.cpp.
int* isam::CholeskyImplCSparse::_order [private] |
Definition at line 220 of file Cholesky.cpp.
double* isam::CholeskyImplCSparse::_rhs [private] |
Definition at line 219 of file Cholesky.cpp.