SimplicialCholeskyBase< Derived > Class Template Reference

A direct sparse Cholesky factorizations. More...

List of all members.

Classes
struct	keep_diag
Public Types
enum	{ UpLo }
typedef SparseMatrix< Scalar, ColMajor, Index >	CholMatrixType
typedef MatrixType::Index	Index
typedef internal::traits < Derived >::MatrixType	MatrixType
typedef MatrixType::RealScalar	RealScalar
typedef MatrixType::Scalar	Scalar
typedef Matrix< Scalar, Dynamic, 1 >	VectorType
Public Member Functions
Index	cols () const
Derived &	compute (const MatrixType &matrix)
Derived &	derived ()
const Derived &	derived () const
ComputationInfo	info () const
	Reports whether previous computation was successful.
const PermutationMatrix < Dynamic, Dynamic, Index > &	permutationP () const
const PermutationMatrix < Dynamic, Dynamic, Index > &	permutationPinv () const
Index	rows () const
Derived &	setShift (const RealScalar &offset, const RealScalar &scale=1)
	SimplicialCholeskyBase ()
	SimplicialCholeskyBase (const MatrixType &matrix)
template<typename Rhs >
const internal::solve_retval < SimplicialCholeskyBase, Rhs >	solve (const MatrixBase< Rhs > &b) const
template<typename Rhs >
const internal::sparse_solve_retval < SimplicialCholeskyBase, Rhs >	solve (const SparseMatrixBase< Rhs > &b) const
	~SimplicialCholeskyBase ()
Protected Member Functions
void	analyzePattern (const MatrixType &a, bool doLDLT)
template<bool DoLDLT>
void	factorize (const MatrixType &a)
Protected Attributes
bool	m_analysisIsOk
VectorType	m_diag
bool	m_factorizationIsOk
ComputationInfo	m_info
bool	m_isInitialized
CholMatrixType	m_matrix
VectorXi	m_nonZerosPerCol
PermutationMatrix< Dynamic, Dynamic, Index >	m_P
VectorXi	m_parent
PermutationMatrix< Dynamic, Dynamic, Index >	m_Pinv
RealScalar	m_shiftOffset
RealScalar	m_shiftScale

---

Detailed Description

template<typename Derived>
class Eigen::SimplicialCholeskyBase< Derived >

A direct sparse Cholesky factorizations.

These classes provide LL^T and LDL^T Cholesky factorizations of sparse matrices that are selfadjoint and positive definite. The factorization allows for solving A.X = B where 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	the triangular part that will be used for the computations. It can be Lower or Upper. Default is Lower.

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Member Typedef Documentation

typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType

Reimplemented in SimplicialCholesky< _MatrixType, _UpLo >, SimplicialLDLT< _MatrixType, _UpLo >, and SimplicialLLT< _MatrixType, _UpLo >.

typedef MatrixType::Index Index

Reimplemented in SimplicialCholesky< _MatrixType, _UpLo >, SimplicialLDLT< _MatrixType, _UpLo >, and SimplicialLLT< _MatrixType, _UpLo >.

typedef internal::traits<Derived>::MatrixType MatrixType

Reimplemented in SimplicialCholesky< _MatrixType, _UpLo >, SimplicialLDLT< _MatrixType, _UpLo >, and SimplicialLLT< _MatrixType, _UpLo >.

typedef MatrixType::RealScalar RealScalar

Reimplemented in SimplicialCholesky< _MatrixType, _UpLo >, SimplicialLDLT< _MatrixType, _UpLo >, and SimplicialLLT< _MatrixType, _UpLo >.

typedef MatrixType::Scalar Scalar

Reimplemented in SimplicialCholesky< _MatrixType, _UpLo >, SimplicialLDLT< _MatrixType, _UpLo >, and SimplicialLLT< _MatrixType, _UpLo >.

typedef Matrix<Scalar,Dynamic,1> VectorType

Reimplemented in SimplicialCholesky< _MatrixType, _UpLo >, SimplicialLDLT< _MatrixType, _UpLo >, and SimplicialLLT< _MatrixType, _UpLo >.

---

Member Enumeration Documentation

anonymous enum

Enumerator:

UpLo

---

Constructor & Destructor Documentation

SimplicialCholeskyBase

(

)

[inline]

Default constructor

SimplicialCholeskyBase

(

const MatrixType &

matrix

)

[inline]

~SimplicialCholeskyBase

(

)

[inline]

---

Member Function Documentation

void analyzePattern	(	const MatrixType &	a,
		bool	doLDLT
	)		[protected]

Index cols

(

void

)

const [inline]

Derived& compute

(

const MatrixType &

matrix

)

[inline]

Computes the sparse Cholesky decomposition of matrix

Derived& derived

(

)

[inline]

const Derived& derived

(

)

const [inline]

void factorize

(

const MatrixType &

a

)

[protected]

Reimplemented in SimplicialCholesky< _MatrixType, _UpLo >, SimplicialLDLT< _MatrixType, _UpLo >, and SimplicialLLT< _MatrixType, _UpLo >.

ComputationInfo info

(

)

const [inline]

Reports whether previous computation was successful.

Returns:

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

const PermutationMatrix<Dynamic,Dynamic,Index>& permutationP

(

)

const [inline]

Returns:

the permutation P

See also:

permutationPinv()

const PermutationMatrix<Dynamic,Dynamic,Index>& permutationPinv

(

)

const [inline]

Returns:

the inverse P^-1 of the permutation P

See also:

permutationP()

Index rows

(

void

)

const [inline]

Derived& setShift	(	const RealScalar &	offset,
		const RealScalar &	scale = 1
	)		[inline]

Sets the shift parameters that will be used to adjust the diagonal coefficients during the numerical factorization.

During the numerical factorization, the diagonal coefficients are transformed by the following linear model:
d_ii = offset + scale * d_ii

The default is the identity transformation with offset=0, and scale=1.

Returns:

a reference to *this.

const internal::solve_retval<SimplicialCholeskyBase, Rhs> solve

(

const MatrixBase< Rhs > &

b

)

const [inline]

Returns:

the solution x of using the current decomposition of A.

See also:

compute()

const internal::sparse_solve_retval<SimplicialCholeskyBase, Rhs> solve

(

const SparseMatrixBase< Rhs > &

b

)

const [inline]

Returns:

the solution x of using the current decomposition of A.

See also:

compute()

---

Member Data Documentation

bool m_analysisIsOk [protected]

VectorType m_diag [protected]

bool m_factorizationIsOk [protected]

ComputationInfo m_info [mutable, protected]

bool m_isInitialized [protected]

CholMatrixType m_matrix [protected]

VectorXi m_nonZerosPerCol [protected]

PermutationMatrix<Dynamic,Dynamic,Index> m_P [protected]

VectorXi m_parent [protected]

PermutationMatrix<Dynamic,Dynamic,Index> m_Pinv [protected]

RealScalar m_shiftOffset [protected]

RealScalar m_shiftScale [protected]

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