Eigen  3.3.4
SparseCholesky module

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:

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

#include <Eigen/SparseCholesky>

Classes

class  Eigen::SimplicialCholesky< _MatrixType, _UpLo, _Ordering >
 
class  Eigen::SimplicialCholeskyBase< Derived >
 A base class for direct sparse Cholesky factorizations. More...
 
class  Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >
 A direct sparse LDLT Cholesky factorizations without square root. More...
 
class  Eigen::SimplicialLLT< _MatrixType, _UpLo, _Ordering >
 A direct sparse LLT Cholesky factorizations. More...