A direct sparse LDLT Cholesky factorizations without square root. More...

#include <SimplicialCholesky.h>

Inheritance diagram for Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >:

Public Types
enum	{ UpLo = _UpLo }

typedef SimplicialCholeskyBase< SimplicialLDLT >	Base

typedef SparseMatrix< Scalar, ColMajor, StorageIndex >	CholMatrixType

typedef Traits::MatrixL	MatrixL

typedef _MatrixType	MatrixType

typedef Traits::MatrixU	MatrixU

typedef MatrixType::RealScalar	RealScalar

typedef MatrixType::Scalar	Scalar

typedef MatrixType::StorageIndex	StorageIndex

typedef internal::traits< SimplicialLDLT >	Traits

typedef Matrix< Scalar, Dynamic, 1 >	VectorType

Public Types inherited from Eigen::SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo, _Ordering > >
enum

enum

typedef SparseMatrix< Scalar, ColMajor, StorageIndex >	CholMatrixType

typedef CholMatrixType const *	ConstCholMatrixPtr

typedef internal::traits< SimplicialLDLT< _MatrixType, _UpLo, _Ordering > >::MatrixType	MatrixType

typedef internal::traits< SimplicialLDLT< _MatrixType, _UpLo, _Ordering > >::OrderingType	OrderingType

typedef MatrixType::RealScalar	RealScalar

typedef MatrixType::Scalar	Scalar

typedef MatrixType::StorageIndex	StorageIndex

typedef Matrix< StorageIndex, Dynamic, 1 >	VectorI

typedef Matrix< Scalar, Dynamic, 1 >	VectorType

Public Member Functions
void	analyzePattern (const MatrixType &a)

SimplicialLDLT &	compute (const MatrixType &matrix)

Scalar	determinant () const

void	factorize (const MatrixType &a)

const MatrixL	matrixL () const

const MatrixU	matrixU () const

	SimplicialLDLT ()

	SimplicialLDLT (const MatrixType &matrix)

const VectorType	vectorD () const

Public Member Functions inherited from Eigen::SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo, _Ordering > >
void	_solve_impl (const MatrixBase< Rhs > &b, MatrixBase< Dest > &dest) const

void	_solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const

Index	cols () const

SimplicialLDLT< _MatrixType, _UpLo, _Ordering > &	derived ()

const SimplicialLDLT< _MatrixType, _UpLo, _Ordering > &	derived () const

void	dumpMemory (Stream &s)

ComputationInfo	info () const
	Reports whether previous computation was successful. More...

const PermutationMatrix< Dynamic, Dynamic, StorageIndex > &	permutationP () const

const PermutationMatrix< Dynamic, Dynamic, StorageIndex > &	permutationPinv () const

Index	rows () const

SimplicialLDLT< _MatrixType, _UpLo, _Ordering > &	setShift (const RealScalar &offset, const RealScalar &scale=1)

	SimplicialCholeskyBase ()

	SimplicialCholeskyBase (const MatrixType &matrix)

	~SimplicialCholeskyBase ()

Public Member Functions inherited from Eigen::SparseSolverBase< SimplicialLDLT< _MatrixType, _UpLo, _Ordering > >
void	_solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const

SimplicialLDLT< _MatrixType, _UpLo, _Ordering > &	derived ()

const SimplicialLDLT< _MatrixType, _UpLo, _Ordering > &	derived () const

const Solve< SimplicialLDLT< _MatrixType, _UpLo, _Ordering >, Rhs >	solve (const MatrixBase< Rhs > &b) const

const Solve< SimplicialLDLT< _MatrixType, _UpLo, _Ordering >, Rhs >	solve (const SparseMatrixBase< Rhs > &b) const

	SparseSolverBase ()

	~SparseSolverBase ()

Additional Inherited Members
Protected Member Functions inherited from Eigen::SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo, _Ordering > >
void	analyzePattern (const MatrixType &a, bool doLDLT)

void	analyzePattern_preordered (const CholMatrixType &a, bool doLDLT)

void	compute (const MatrixType &matrix)

void	factorize (const MatrixType &a)

void	factorize_preordered (const CholMatrixType &a)

void	ordering (const MatrixType &a, ConstCholMatrixPtr &pmat, CholMatrixType &ap)

Protected Attributes inherited from Eigen::SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo, _Ordering > >
bool	m_analysisIsOk

VectorType	m_diag

bool	m_factorizationIsOk

ComputationInfo	m_info

CholMatrixType	m_matrix

VectorI	m_nonZerosPerCol

PermutationMatrix< Dynamic, Dynamic, StorageIndex >	m_P

VectorI	m_parent

PermutationMatrix< Dynamic, Dynamic, StorageIndex >	m_Pinv

RealScalar	m_shiftOffset

RealScalar	m_shiftScale

Protected Attributes inherited from Eigen::SparseSolverBase< SimplicialLDLT< _MatrixType, _UpLo, _Ordering > >
bool	m_isInitialized

Detailed Description

template<typename _MatrixType, int _UpLo, typename _Ordering>
class Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >

A direct sparse LDLT Cholesky factorizations without square root.

This class provides a LDL^T Cholesky factorizations without square root of sparse matrices that are selfadjoint and positive definite. The factorization allows for solving A.X = B where X and B can be either dense or sparse.

In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization such that the factorized matrix is P A P^-1.

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.
_Ordering	The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>

See also: class SimplicialLLT, class AMDOrdering, class NaturalOrdering

Definition at line 267 of file SimplicialCholesky.h.

Member Typedef Documentation

template<typename _MatrixType , int _UpLo, typename _Ordering >

typedef SimplicialCholeskyBase<SimplicialLDLT> Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::Base

Definition at line 426 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

typedef SparseMatrix<Scalar,ColMajor,StorageIndex> Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::CholMatrixType

Definition at line 430 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

typedef Traits::MatrixL Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::MatrixL

Definition at line 433 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

typedef _MatrixType Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::MatrixType

Definition at line 424 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

typedef Traits::MatrixU Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::MatrixU

Definition at line 434 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

typedef MatrixType::RealScalar Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::RealScalar

Definition at line 428 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

typedef MatrixType::Scalar Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::Scalar

Definition at line 427 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

typedef MatrixType::StorageIndex Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::StorageIndex

Definition at line 429 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

typedef internal::traits<SimplicialLDLT> Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::Traits

Definition at line 432 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

typedef Matrix<Scalar,Dynamic,1> Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::VectorType

Definition at line 431 of file SimplicialCholesky.h.

Member Enumeration Documentation

template<typename _MatrixType , int _UpLo, typename _Ordering >

anonymous enum

Enumerator
UpLo

Definition at line 425 of file SimplicialCholesky.h.

Constructor & Destructor Documentation

template<typename _MatrixType , int _UpLo, typename _Ordering >

Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::SimplicialLDLT ( )

inline

Default constructor

Definition at line 437 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::SimplicialLDLT ( const MatrixType & matrix )

inlineexplicit

Constructs and performs the LLT factorization of matrix

Definition at line 440 of file SimplicialCholesky.h.

Member Function Documentation

template<typename _MatrixType , int _UpLo, typename _Ordering >

void Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::analyzePattern ( const MatrixType & a )

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 473 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

SimplicialLDLT& Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::compute ( const MatrixType & matrix )

inline

Computes the sparse Cholesky decomposition of matrix

Definition at line 461 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

Scalar Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::determinant ( ) const

inline

Returns: the determinant of the underlying matrix from the current factorization

Definition at line 490 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

void Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::factorize ( const MatrixType & a )

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 484 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

const MatrixL Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::matrixL ( ) const

inline

Returns: an expression of the factor L

Definition at line 449 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

const MatrixU Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::matrixU ( ) const

inline

Returns: an expression of the factor U (= L^*)

Definition at line 455 of file SimplicialCholesky.h.

template<typename _MatrixType , int _UpLo, typename _Ordering >

const VectorType Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::vectorD ( ) const

inline

Returns: a vector expression of the diagonal D

Definition at line 444 of file SimplicialCholesky.h.

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

SimplicialCholesky.h

Public Types

Public Member Functions

Additional Inherited Members

Detailed Description

template<typename _MatrixType, int _UpLo, typename _Ordering> class Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

template<typename _MatrixType, int _UpLo, typename _Ordering>
class Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >