SparseCholesky module

Classes
class	SimplicialCholesky< _MatrixType, _UpLo >
class	SimplicialCholeskyBase< Derived >
	A direct sparse Cholesky factorizations. More...
class	SimplicialLDLt< _MatrixType, _UpLo >
	A direct sparse LDLt Cholesky factorizations without square root. More...
class	SimplicialLLt< _MatrixType, _UpLo >
	A direct sparse LLt Cholesky factorizations. More...

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Detailed Description

This module currently provides two variants of the direct sparse Cholesky decomposition for selfadjoint (hermitian) matrices. Those decompositions are accessible via the following classes:

• SimplicialLLt,
• SimplicialLDLt

Such problems can also be solved using the ConjugateGradient solver from the IterativeLinearSolvers module.

 #include <Eigen/SparseCholesky>