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 } |
 Public Types inherited from Eigen::PardisoImpl< Derived > | |
| enum | { ScalarIsComplex = NumTraits<Scalar>::IsComplex } |
| typedef Traits::MatrixType | MatrixType |
| typedef Traits::Scalar | Scalar |
| typedef Traits::RealScalar | RealScalar |
| typedef Traits::Index | Index |
| typedef SparseMatrix< Scalar, RowMajor, Index > | SparseMatrixType |
| typedef Matrix< Scalar, Dynamic, 1 > | VectorType |
| typedef Matrix< Index, 1, MatrixType::ColsAtCompileTime > | IntRowVectorType |
| typedef Matrix< Index, MatrixType::RowsAtCompileTime, 1 > | IntColVectorType |
| typedef Array< Index, 64, 1, DontAlign > | ParameterType |
Public Member Functions | |
| PardisoLLT (const MatrixType &matrix) | |
| Public Member Functions inherited from Eigen::PardisoImpl< Derived > | |
| Index | cols () const |
| Index | rows () const |
| ComputationInfo | info () const |
| Reports whether previous computation was successful. More... | |
| ParameterType & | pardisoParameterArray () |
| Derived & | analyzePattern (const MatrixType &matrix) |
| Performs a symbolic decomposition on the sparcity of matrix. More... | |
| Derived & | factorize (const MatrixType &matrix) |
| Performs a numeric decomposition of matrix. More... | |
| Derived & | compute (const MatrixType &matrix) |
| template<typename Rhs > | |
| const internal::solve_retval< PardisoImpl, Rhs > | solve (const MatrixBase< Rhs > &b) const |
| template<typename Rhs > | |
| const internal::sparse_solve_retval< PardisoImpl, Rhs > | solve (const SparseMatrixBase< Rhs > &b) const |
| Derived & | derived () |
| const Derived & | derived () const |
| template<typename BDerived , typename XDerived > | |
| bool | _solve (const MatrixBase< BDerived > &b, MatrixBase< XDerived > &x) const |
Protected Types | |
| typedef PardisoImpl< PardisoLLT< MatrixType, _UpLo > > | Base |
| typedef Base::Scalar | Scalar |
| typedef Base::Index | Index |
| typedef Base::RealScalar | RealScalar |
Protected Member Functions | |
| void | getMatrix (const MatrixType &matrix) |
| Protected Member Functions inherited from Eigen::PardisoImpl< Derived > | |
| void | pardisoRelease () |
| void | pardisoInit (int type) |
| void | manageErrorCode (Index error) |
Friends | |
| class | PardisoImpl< PardisoLLT< MatrixType, _UpLo > > |
Additional Inherited Members | |
| Protected Attributes inherited from Eigen::PardisoImpl< Derived > | |
| SparseMatrixType | m_matrix |
| ComputationInfo | m_info |
| bool | m_initialized |
| bool | m_analysisIsOk |
| bool | m_factorizationIsOk |
| Index | m_type |
| Index | m_msglvl |
| void * | m_pt [64] |
| ParameterType | m_iparm |
| IntColVectorType | m_perm |
| Index | m_size |
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.
- 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 solvers
The documentation for this class was generated from the following file:
- vendor/eigen/Eigen/src/PardisoSupport/PardisoSupport.h
