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Eigen  3.3.90 (git rev 4a77eda1fdaebd7f92d587dfc0158a20dc0d2625)
Eigen::SimplicialLLT Class Reference

Detailed Description

A direct sparse LLT Cholesky factorizations.

This class provides a LL^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.

In order to reduce the fill-in, a symmetric permutation P is applied prior to the factorization such that the factorized matrix is P A P^-1.

Template Parameters
_MatrixTypethe type of the sparse matrix A, it must be a SparseMatrix<>
_UpLothe triangular part that will be used for the computations. It can be Lower or Upper. Default is Lower.
_OrderingThe ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>

This class follows the sparse solver concept .

See also
class SimplicialLDLT, class AMDOrdering, class NaturalOrdering

Public Member Functions

void analyzePattern (const MatrixType &a)
 
SimplicialLLTcompute (const MatrixType &matrix)
 
Scalar determinant () const
 
void factorize (const MatrixType &a)
 
const MatrixL matrixL () const
 
const MatrixU matrixU () const
 
 SimplicialLLT ()
 
 SimplicialLLT (const MatrixType &matrix)
 

Constructor & Destructor Documentation

◆ SimplicialLLT() [1/2]

Eigen::SimplicialLLT::SimplicialLLT ( )
inline

Default constructor

◆ SimplicialLLT() [2/2]

Eigen::SimplicialLLT::SimplicialLLT ( const MatrixType &  matrix)
inlineexplicit

Constructs and performs the LLT factorization of matrix

Member Function Documentation

◆ analyzePattern()

void Eigen::SimplicialLLT::analyzePattern ( const MatrixType &  a)
inline

Performs a symbolic decomposition on the sparcity of matrix.

This function is particularly useful when solving for several problems having the same structure.

See also
factorize()

◆ compute()

SimplicialLLT& Eigen::SimplicialLLT::compute ( const MatrixType &  matrix)
inline

Computes the sparse Cholesky decomposition of matrix

◆ determinant()

Scalar Eigen::SimplicialLLT::determinant ( ) const
inline
Returns
the determinant of the underlying matrix from the current factorization

◆ factorize()

void Eigen::SimplicialLLT::factorize ( const MatrixType &  a)
inline

Performs a numeric decomposition of matrix

The given matrix must has the same sparcity than the matrix on which the symbolic decomposition has been performed.

See also
analyzePattern()

◆ matrixL()

const MatrixL Eigen::SimplicialLLT::matrixL ( ) const
inline
Returns
an expression of the factor L

◆ matrixU()

const MatrixU Eigen::SimplicialLLT::matrixU ( ) const
inline
Returns
an expression of the factor U (= L^*)

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