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.
By default, it runs in in-core mode. To enable PARDISO's out-of-core feature, set:
solver.pardisoParameterArray()[59] = 1;
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. |
This class follows the sparse solver concept .
Inherits Eigen::PardisoImpl< Derived >.
© Eigen.
Licensed under the MPL2 License.
https://eigen.tuxfamily.org/dox/classEigen_1_1PardisoLLT.html