Modified Incomplete Cholesky with dual threshold. More...

Inheritance diagram for Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >:

Public Types
enum	{ UpLo = _UpLo }

typedef SparseMatrix< Scalar, ColMajor >	MatrixType

typedef _OrderingType	OrderingType

typedef MatrixType::RealScalar	RealScalar

typedef MatrixType::Index	Index

typedef PermutationMatrix< Dynamic, Dynamic, Index >	PermutationType

typedef Matrix< Scalar, Dynamic, 1 >	ScalarType

typedef Matrix< Index, Dynamic, 1 >	IndexType

typedef std::vector< std::list< Index > >	VectorList

Public Member Functions
	IncompleteCholesky (const MatrixType &matrix)

Index	rows () const

Index	cols () const

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

void	setShift (Scalar shift)
	Set the initial shift parameter.

template<typename MatrixType >
void	analyzePattern (const MatrixType &mat)
	Computes the fill reducing permutation vector.

template<typename MatrixType >
void	factorize (const MatrixType &amat)

template<typename MatrixType >
void	compute (const MatrixType &matrix)

template<typename Rhs , typename Dest >
void	_solve (const Rhs &b, Dest &x) const

template<typename Rhs >
const internal::solve_retval< IncompleteCholesky, Rhs >	solve (const MatrixBase< Rhs > &b) const

template<typename _MatrixType >
void	factorize (const _MatrixType &mat)

Protected Attributes
SparseMatrix< Scalar, ColMajor >	m_L

ScalarType	m_scal

Scalar	m_shift

bool	m_analysisIsOk

bool	m_factorizationIsOk

bool	m_isInitialized

ComputationInfo	m_info

PermutationType	m_perm

Detailed Description

Modified Incomplete Cholesky with dual threshold.

References : C-J. Lin and J. J. Moré, Incomplete Cholesky Factorizations with Limited memory, SIAM J. Sci. Comput. 21(1), pp. 24-45, 1999

Template Parameters

_MatrixType	The type of the sparse matrix. It should be a symmetric matrix. It is advised to give a row-oriented sparse matrix
_UpLo	The triangular part of the matrix to reference.
_OrderingType

Member Function Documentation

template<typename Scalar , int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int>>

ComputationInfo Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >::info ( ) const

inline

Reports whether previous computation was successful.

Returns: Success if computation was succesful, NumericalIssue if the matrix appears to be negative.

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