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Eigen::SimplicialCholeskyBase< Derived > Class Template Reference

Detailed Description

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

A base class for direct sparse Cholesky factorizations.

This is a base class for LL^T and LDL^T Cholesky factorizations of sparse matrices that are selfadjoint and positive definite. These factorizations allow 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
Derivedthe type of the derived class, that is the actual factorization type.
+ Inheritance diagram for Eigen::SimplicialCholeskyBase< Derived >:

Classes

struct  keep_diag
 

Public Member Functions

ComputationInfo info () const
 Reports whether previous computation was successful. More...
 
const PermutationMatrix
< Dynamic, Dynamic,
StorageIndex > & 
permutationP () const
 
const PermutationMatrix
< Dynamic, Dynamic,
StorageIndex > & 
permutationPinv () const
 
Derived & setShift (const RealScalar &offset, const RealScalar &scale=1)
 
 SimplicialCholeskyBase ()
 
- Public Member Functions inherited from Eigen::SparseSolverBase< Derived >
template<typename Rhs >
const Solve< Derived, Rhs > solve (const MatrixBase< Rhs > &b) const
 
template<typename Rhs >
const Solve< Derived, Rhs > solve (const SparseMatrixBase< Rhs > &b) const
 
 SparseSolverBase ()
 

Protected Member Functions

template<bool DoLDLT>
void compute (const MatrixType &matrix)
 

Constructor & Destructor Documentation

template<typename Derived>
Eigen::SimplicialCholeskyBase< Derived >::SimplicialCholeskyBase ( )
inline

Default constructor

Member Function Documentation

template<typename Derived>
template<bool DoLDLT>
void Eigen::SimplicialCholeskyBase< Derived >::compute ( const MatrixType &  matrix)
inlineprotected

Computes the sparse Cholesky decomposition of matrix

template<typename Derived>
ComputationInfo Eigen::SimplicialCholeskyBase< Derived >::info ( ) const
inline

Reports whether previous computation was successful.

Returns
Success if computation was succesful, NumericalIssue if the matrix.appears to be negative.
template<typename Derived>
const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& Eigen::SimplicialCholeskyBase< Derived >::permutationP ( ) const
inline
Returns
the permutation P
See Also
permutationPinv()
template<typename Derived>
const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& Eigen::SimplicialCholeskyBase< Derived >::permutationPinv ( ) const
inline
Returns
the inverse P^-1 of the permutation P
See Also
permutationP()
template<typename Derived>
Derived& Eigen::SimplicialCholeskyBase< 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.

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