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

#include <PardisoSupport.h>

Inheritance diagram for Eigen::PardisoLLT< MatrixType, _UpLo >:

Public Types
enum	{ UpLo = _UpLo }

typedef Base::RealScalar	RealScalar

typedef Base::Scalar	Scalar

typedef Base::StorageIndex	StorageIndex

Public Types inherited from Eigen::PardisoImpl< PardisoLLT< MatrixType, _UpLo > >
enum

typedef Matrix< StorageIndex, MatrixType::RowsAtCompileTime, 1 >	IntColVectorType

typedef Matrix< StorageIndex, 1, MatrixType::ColsAtCompileTime >	IntRowVectorType

typedef Traits::MatrixType	MatrixType

typedef Array< StorageIndex, 64, 1, DontAlign >	ParameterType

typedef Traits::RealScalar	RealScalar

typedef Traits::Scalar	Scalar

typedef SparseMatrix< Scalar, RowMajor, StorageIndex >	SparseMatrixType

typedef Traits::StorageIndex	StorageIndex

typedef Matrix< Scalar, Dynamic, 1 >	VectorType

Public Member Functions
	PardisoLLT ()

	PardisoLLT (const MatrixType &matrix)

Public Member Functions inherited from Eigen::PardisoImpl< PardisoLLT< MatrixType, _UpLo > >
void	_solve_impl (const MatrixBase< Rhs > &b, MatrixBase< Dest > &dest) const

void	_solve_impl (const MatrixBase< BDerived > &b, MatrixBase< XDerived > &x) const

PardisoLLT< MatrixType, _UpLo > &	analyzePattern (const MatrixType &matrix)

Index	cols () const

PardisoLLT< MatrixType, _UpLo > &	compute (const MatrixType &matrix)

PardisoLLT< MatrixType, _UpLo > &	factorize (const MatrixType &matrix)

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

	PardisoImpl ()

ParameterType &	pardisoParameterArray ()

Index	rows () const

	~PardisoImpl ()

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

PardisoLLT< MatrixType, _UpLo > &	derived ()

const PardisoLLT< MatrixType, _UpLo > &	derived () const

const Solve< PardisoLLT< MatrixType, _UpLo >, Rhs >	solve (const MatrixBase< Rhs > &b) const

const Solve< PardisoLLT< MatrixType, _UpLo >, Rhs >	solve (const SparseMatrixBase< Rhs > &b) const

	SparseSolverBase ()

	~SparseSolverBase ()

Protected Types
typedef PardisoImpl< PardisoLLT< MatrixType, _UpLo > >	Base

Protected Types inherited from Eigen::PardisoImpl< PardisoLLT< MatrixType, _UpLo > >
typedef SparseSolverBase< PardisoLLT< MatrixType, _UpLo > >	Base

typedef internal::pardiso_traits< PardisoLLT< MatrixType, _UpLo > >	Traits

Protected Member Functions
void	getMatrix (const MatrixType &matrix)

Protected Member Functions inherited from Eigen::PardisoImpl< PardisoLLT< MatrixType, _UpLo > >
void	manageErrorCode (Index error) const

void	pardisoInit (int type)

void	pardisoRelease ()

Friends
class	PardisoImpl< PardisoLLT< MatrixType, _UpLo > >

Additional Inherited Members
Protected Attributes inherited from Eigen::PardisoImpl< PardisoLLT< MatrixType, _UpLo > >
bool	m_analysisIsOk

bool	m_factorizationIsOk

ComputationInfo	m_info

ParameterType	m_iparm

SparseMatrixType	m_matrix

StorageIndex	m_msglvl

IntColVectorType	m_perm

void *	m_pt [64]

Index	m_size

StorageIndex	m_type

Protected Attributes inherited from Eigen::SparseSolverBase< PardisoLLT< MatrixType, _UpLo > >
bool	m_isInitialized

Detailed Description

template<typename MatrixType, int _UpLo>
class Eigen::PardisoLLT< MatrixType, _UpLo >

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

This class allows to solve for A.X = B sparse linear problems via a LL^T Cholesky factorization using the Intel MKL PARDISO library. The sparse matrix A must be selfajoint and positive definite. 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<>
UpLo	can be any bitwise combination of Upper, Lower. The default is Upper, meaning only the upper triangular part has to be used. Upper\|Lower can be used to tell both triangular parts can be used as input.

See also: Sparse solver concept, class SimplicialLLT

Definition at line 38 of file PardisoSupport.h.