A sparse direct Cholesky (LDLT) factorization and solver based on the PARDISO library. More...
#include <PardisoSupport.h>
Inheritance diagram for Eigen::PardisoLDLT< MatrixType, Options >:
Public Types | |
| enum | { UpLo = Options&(Upper|Lower) } |
| typedef Base::StorageIndex | StorageIndex |
 Public Types inherited from Eigen::PardisoImpl< PardisoLDLT< MatrixType, Options > > | |
| enum | |
| typedef Traits::MatrixType | MatrixType |
| typedef Traits::Scalar | Scalar |
| typedef Traits::RealScalar | RealScalar |
| typedef Traits::StorageIndex | StorageIndex |
| typedef SparseMatrix< Scalar, RowMajor, StorageIndex > | SparseMatrixType |
| typedef Matrix< Scalar, Dynamic, 1 > | VectorType |
| typedef Matrix< StorageIndex, 1, MatrixType::ColsAtCompileTime > | IntRowVectorType |
| typedef Matrix< StorageIndex, MatrixType::RowsAtCompileTime, 1 > | IntColVectorType |
| typedef Array< StorageIndex, 64, 1, DontAlign > | ParameterType |
Public Member Functions | |
| PardisoLDLT (const MatrixType &matrix) | |
| void | getMatrix (const MatrixType &matrix) |
| Public Member Functions inherited from Eigen::PardisoImpl< PardisoLDLT< MatrixType, Options > > | |
| Index | cols () const |
| Index | rows () const |
| ComputationInfo | info () const |
| Reports whether previous computation was successful. More... | |
| ParameterType & | pardisoParameterArray () |
| PardisoLDLT< MatrixType, Options > & | analyzePattern (const MatrixType &matrix) |
| Performs a symbolic decomposition on the sparcity of matrix. More... | |
| PardisoLDLT< MatrixType, Options > & | factorize (const MatrixType &matrix) |
| Performs a numeric decomposition of matrix. More... | |
| PardisoLDLT< MatrixType, Options > & | compute (const MatrixType &matrix) |
| void | _solve_impl (const MatrixBase< Rhs > &b, MatrixBase< Dest > &dest) const |
| void | _solve_impl (const MatrixBase< BDerived > &b, MatrixBase< XDerived > &x) const |
| Public Member Functions inherited from Eigen::SparseSolverBase< PardisoLDLT< MatrixType, Options > > | |
| SparseSolverBase () | |
| Default constructor. | |
| PardisoLDLT< MatrixType, Options > & | derived () |
| const PardisoLDLT< MatrixType, Options > & | derived () const |
| const Solve< PardisoLDLT< MatrixType, Options >, Rhs > | solve (const MatrixBase< Rhs > &b) const |
| const Solve< PardisoLDLT< MatrixType, Options >, Rhs > | solve (const SparseMatrixBase< Rhs > &b) const |
| void | _solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const |
Protected Types | |
| typedef PardisoImpl< PardisoLDLT< MatrixType, Options > > | Base |
| typedef Base::Scalar | Scalar |
| typedef Base::RealScalar | RealScalar |
| Protected Types inherited from Eigen::PardisoImpl< PardisoLDLT< MatrixType, Options > > | |
| typedef SparseSolverBase< PardisoLDLT< MatrixType, Options > > | Base |
| typedef internal::pardiso_traits< PardisoLDLT< MatrixType, Options > > | Traits |
Friends | |
| class | PardisoImpl< PardisoLDLT< MatrixType, Options > > |
Additional Inherited Members | |
| Protected Member Functions inherited from Eigen::PardisoImpl< PardisoLDLT< MatrixType, Options > > | |
| void | pardisoRelease () |
| void | pardisoInit (int type) |
| void | manageErrorCode (Index error) const |
| Protected Attributes inherited from Eigen::PardisoImpl< PardisoLDLT< MatrixType, Options > > | |
| SparseMatrixType | m_matrix |
| ComputationInfo | m_info |
| bool | m_analysisIsOk |
| bool | m_factorizationIsOk |
| StorageIndex | m_type |
| StorageIndex | m_msglvl |
| void * | m_pt [64] |
| ParameterType | m_iparm |
| IntColVectorType | m_perm |
| Index | m_size |
| Protected Attributes inherited from Eigen::SparseSolverBase< PardisoLDLT< MatrixType, Options > > | |
| bool | m_isInitialized |
Detailed Description
template<typename MatrixType, int Options>
class Eigen::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.
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.
- See also
- Sparse solver concept, class SimplicialLDLT
The documentation for this class was generated from the following file:
- third-party-libs/eigen3/Eigen/src/PardisoSupport/PardisoSupport.h
