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Eigen
3.2.5
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A sparse direct Cholesky (LLT) factorization and solver based on the PARDISO library. More...
Inherits Eigen::PardisoImpl< PardisoLLT< MatrixType, _UpLo > >.
Public Member Functions | |
Derived & | analyzePattern (const MatrixType &matrix) |
Derived & | factorize (const MatrixType &matrix) |
ComputationInfo | info () const |
Reports whether previous computation was successful. | |
ParameterType & | pardisoParameterArray () |
template<typename Rhs > | |
const internal::sparse_solve_retval < PardisoImpl, Rhs > | solve (const SparseMatrixBase< Rhs > &b) const |
template<typename Rhs > | |
const internal::solve_retval < PardisoImpl, Rhs > | solve (const MatrixBase< Rhs > &b) const |
A sparse direct Cholesky (LLT) factorization and solver based on the PARDISO library.
This class allows to solve for A.X = B sparse linear problems via a LL^T Cholesky factorization using the Intel MKL PARDISO library. The sparse matrix A must be selfajoint and positive definite. The vectors or matrices X and B can be either dense or sparse.
MatrixType | the type of the sparse matrix A, it must be a SparseMatrix<> | |
UpLo | can be any bitwise combination of Upper, Lower. The default is Upper, meaning only the upper triangular part has to be used. Upper|Lower can be used to tell both triangular parts can be used as input. |
Derived & analyzePattern | ( | const MatrixType & | matrix | ) | [inline, inherited] |
Performs a symbolic decomposition on the sparcity of matrix.
This function is particularly useful when solving for several problems having the same structure.
Derived & factorize | ( | const MatrixType & | matrix | ) | [inline, inherited] |
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.
ComputationInfo info | ( | ) | const [inline, inherited] |
Reports whether previous computation was successful.
Success
if computation was succesful, NumericalIssue
if the matrix appears to be negative. ParameterType& pardisoParameterArray | ( | ) | [inline, inherited] |
const internal::sparse_solve_retval<PardisoImpl, Rhs> solve | ( | const SparseMatrixBase< Rhs > & | b | ) | const [inline, inherited] |
const internal::solve_retval<PardisoImpl, Rhs> solve | ( | const MatrixBase< Rhs > & | b | ) | const [inline, inherited] |