Eigen::PardisoLDLT Class Reference

A sparse direct Cholesky (LDLT) factorization and solver based on the PARDISO library. More...

#include <PardisoSupport.h>

Public Types
enum	{ UpLo = Options&(Upper|Lower) }
typedef Base::RealScalar	RealScalar
typedef Base::Scalar	Scalar
typedef Base::StorageIndex	StorageIndex

Public Member Functions
Derived &	compute (const MatrixType &matrix)
void	getMatrix (const MatrixType &matrix)
	PardisoLDLT ()
	PardisoLDLT (const MatrixType &matrix)

Protected Types
typedef PardisoImpl< PardisoLDLT< MatrixType, Options > >	Base

Protected Member Functions
void	pardisoInit (int type)

Protected Attributes
SparseMatrixType	m_matrix

Friends
class	PardisoImpl< PardisoLDLT< MatrixType, Options > >

Detailed Description

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.

By default, it runs in in-core mode. To enable PARDISO's out-of-core feature, set:

solver.pardisoParameterArray()[59] = 1; 

Template Parameters

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.

\implsparsesolverconcept

See also

Sparse solver concept, class SimplicialLDLT

Definition at line 39 of file PardisoSupport.h.

Member Typedef Documentation

Base

typedef PardisoImpl< PardisoLDLT<MatrixType,Options> > Eigen::PardisoLDLT::Base

protected

Definition at line 507 of file PardisoSupport.h.

RealScalar

typedef Base::RealScalar Eigen::PardisoLDLT::RealScalar

Definition at line 515 of file PardisoSupport.h.

Scalar

typedef Base::Scalar Eigen::PardisoLDLT::Scalar

Definition at line 514 of file PardisoSupport.h.

StorageIndex

typedef Base::StorageIndex Eigen::PardisoLDLT::StorageIndex

Definition at line 516 of file PardisoSupport.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Enumerator
UpLo

Definition at line 518 of file PardisoSupport.h.

Constructor & Destructor Documentation

PardisoLDLT() [1/2]

Eigen::PardisoLDLT::PardisoLDLT ( )

inline

Definition at line 520 of file PardisoSupport.h.

PardisoLDLT() [2/2]

Eigen::PardisoLDLT::PardisoLDLT ( const MatrixType &  matrix )

inlineexplicit

Definition at line 526 of file PardisoSupport.h.

Member Function Documentation

compute()

Derived & Eigen::PardisoImpl< Derived >::compute

Definition at line 260 of file PardisoSupport.h.

getMatrix()

void Eigen::PardisoLDLT::getMatrix ( const MatrixType &  matrix )

inline

Definition at line 533 of file PardisoSupport.h.

pardisoInit()

void Eigen::PardisoImpl< Derived >::pardisoInit

inlineprotected

Definition at line 193 of file PardisoSupport.h.

Friends And Related Function Documentation

PardisoImpl< PardisoLDLT< MatrixType, Options > >

friend class PardisoImpl< PardisoLDLT< MatrixType, Options > >

friend

Definition at line 510 of file PardisoSupport.h.

Member Data Documentation

m_matrix

SparseMatrixType Eigen::PardisoImpl< Derived >::m_matrix

mutableprotected

Definition at line 248 of file PardisoSupport.h.

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

• PardisoSupport.h