Eigen
3.3.9

A sparse direct incomplete LU factorization and solver based on the SuperLU library.
This class allows to solve for an approximate solution of A.X = B sparse linear problems via an incomplete LU factorization using the SuperLU library. This class is aimed to be used as a preconditioner of the iterative linear solvers.
_MatrixType  the type of the sparse matrix A, it must be a SparseMatrix<> 
This class follows the sparse solver concept .
Public Member Functions  
void  analyzePattern (const MatrixType &matrix) 
void  factorize (const MatrixType &matrix) 
Public Member Functions inherited from Eigen::SuperLUBase< _MatrixType, SuperILU< _MatrixType > >  
void  analyzePattern (const MatrixType &) 
void  compute (const MatrixType &matrix) 
ComputationInfo  info () const 
Reports whether previous computation was successful. More...  
superlu_options_t &  options () 
Public Member Functions inherited from Eigen::SparseSolverBase< SuperILU< _MatrixType > >  
const Solve< SuperILU< _MatrixType >, Rhs >  solve (const MatrixBase< Rhs > &b) const 
const Solve< SuperILU< _MatrixType >, Rhs >  solve (const SparseMatrixBase< Rhs > &b) const 
SparseSolverBase ()  

inline 
Performs a symbolic decomposition on the sparcity of matrix.
This function is particularly useful when solving for several problems having the same structure.
void Eigen::SuperILU< MatrixType >::factorize  (  const MatrixType &  matrix  ) 
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.