A sparse direct Cholesky (LDLT) factorization and solver based on the PARDISO library. More...
#include <PardisoSupport.h>
Public Types | |
enum | { UpLo = Options&(Upper|Lower) } |
Public Member Functions | |
void | getMatrix (const MatrixType &matrix) |
PardisoLDLT () | |
PardisoLDLT (const MatrixType &matrix) | |
Protected Types | |
typedef PardisoImpl < PardisoLDLT< MatrixType, Options > > | Base |
typedef Base::Index | Index |
typedef Base::RealScalar | RealScalar |
typedef Base::Scalar | Scalar |
Private Member Functions | |
PardisoLDLT (PardisoLDLT &) | |
Friends | |
class | PardisoImpl< PardisoLDLT< MatrixType, Options > > |
A sparse direct Cholesky (LDLT) factorization and solver based on the PARDISO library.
This class allows to solve for A.X = B sparse linear problems via a LDL^T Cholesky factorization using the Intel MKL PARDISO library. The sparse matrix A is assumed to be selfajoint and positive definite. For complex matrices, A can also be symmetric only, see the Options template parameter. 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<> |
Options | can be any bitwise combination of Upper, Lower, and Symmetric. The default is Upper, meaning only the upper triangular part has to be used. Symmetric can be used for symmetric, non-selfadjoint complex matrices, the default being to assume a selfadjoint matrix. Upper|Lower can be used to tell both triangular parts can be used as input. |
Definition at line 518 of file PardisoSupport.h.
typedef PardisoImpl< PardisoLDLT<MatrixType,Options> > Eigen::PardisoLDLT< MatrixType, Options >::Base [protected] |
Definition at line 521 of file PardisoSupport.h.
typedef Base::Index Eigen::PardisoLDLT< MatrixType, Options >::Index [protected] |
Reimplemented from Eigen::PardisoImpl< Derived >.
Definition at line 523 of file PardisoSupport.h.
typedef Base::RealScalar Eigen::PardisoLDLT< MatrixType, Options >::RealScalar [protected] |
Reimplemented from Eigen::PardisoImpl< Derived >.
Definition at line 524 of file PardisoSupport.h.
typedef Base::Scalar Eigen::PardisoLDLT< MatrixType, Options >::Scalar [protected] |
Reimplemented from Eigen::PardisoImpl< Derived >.
Definition at line 522 of file PardisoSupport.h.
anonymous enum |
Definition at line 533 of file PardisoSupport.h.
Eigen::PardisoLDLT< MatrixType, Options >::PardisoLDLT | ( | ) | [inline] |
Definition at line 535 of file PardisoSupport.h.
Eigen::PardisoLDLT< MatrixType, Options >::PardisoLDLT | ( | const MatrixType & | matrix | ) | [inline] |
Definition at line 541 of file PardisoSupport.h.
Eigen::PardisoLDLT< MatrixType, Options >::PardisoLDLT | ( | PardisoLDLT< MatrixType, Options > & | ) | [inline, private] |
Definition at line 557 of file PardisoSupport.h.
void Eigen::PardisoLDLT< MatrixType, Options >::getMatrix | ( | const MatrixType & | matrix | ) | [inline] |
Definition at line 548 of file PardisoSupport.h.
friend class PardisoImpl< PardisoLDLT< MatrixType, Options > > [friend] |
Definition at line 527 of file PardisoSupport.h.