Eigen::SimplicialLLT
template<typename _MatrixType, int _UpLo, typename _Ordering>
class Eigen::SimplicialLLT< _MatrixType, _UpLo, _Ordering >
A direct sparse LLT Cholesky factorizations.
This class provides a LL^T Cholesky factorizations of sparse matrices that are selfadjoint and positive definite. The factorization allows 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
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| _MatrixType |
the type of the sparse matrix A, it must be a SparseMatrix<> |
| _UpLo |
the triangular part that will be used for the computations. It can be Lower or Upper. Default is Lower. |
| _Ordering |
The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<> |
This class follows the sparse solver concept .
- See also
- class SimplicialLDLT, class AMDOrdering, class NaturalOrdering
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| void |
analyzePattern (const MatrixType &a) |
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SimplicialLLT & |
compute (const MatrixType &matrix) |
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| Scalar |
determinant () const |
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| void |
factorize (const MatrixType &a) |
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| const MatrixL |
matrixL () const |
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| const MatrixU |
matrixU () const |
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SimplicialLLT () |
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SimplicialLLT (const MatrixType &matrix) |
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 Public Member Functions inherited from Eigen::SimplicialCholeskyBase< SimplicialLLT< _MatrixType, _UpLo, _Ordering > >
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ComputationInfo |
info () const |
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Reports whether previous computation was successful. More...
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| const PermutationMatrix< Dynamic, Dynamic, StorageIndex > & |
permutationP () const |
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| const PermutationMatrix< Dynamic, Dynamic, StorageIndex > & |
permutationPinv () const |
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SimplicialLLT< _MatrixType, _UpLo, _Ordering > & |
setShift (const RealScalar &offset, const RealScalar &scale=1) |
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SimplicialCholeskyBase () |
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Public Member Functions inherited from Eigen::SparseSolverBase< SimplicialLLT< _MatrixType, _UpLo, _Ordering > >
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| const Solve< SimplicialLLT< _MatrixType, _UpLo, _Ordering >, Rhs > |
solve (const MatrixBase< Rhs > &b) const |
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| const Solve< SimplicialLLT< _MatrixType, _UpLo, _Ordering >, Rhs > |
solve (const SparseMatrixBase< Rhs > &b) const |
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SparseSolverBase () |
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SimplicialLLT() [1/2]
template<typename _MatrixType , int _UpLo, typename _Ordering >
SimplicialLLT() [2/2]
template<typename _MatrixType , int _UpLo, typename _Ordering >
Constructs and performs the LLT factorization of matrix
analyzePattern()
template<typename _MatrixType , int _UpLo, typename _Ordering >
Performs a symbolic decomposition on the sparcity of matrix.
This function is particularly useful when solving for several problems having the same structure.
- See also
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factorize()
compute()
template<typename _MatrixType , int _UpLo, typename _Ordering >
Computes the sparse Cholesky decomposition of matrix
determinant()
template<typename _MatrixType , int _UpLo, typename _Ordering >
- Returns
- the determinant of the underlying matrix from the current factorization
factorize()
template<typename _MatrixType , int _UpLo, typename _Ordering >
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.
- See also
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analyzePattern()
matrixL()
template<typename _MatrixType , int _UpLo, typename _Ordering >
- Returns
- an expression of the factor L
matrixU()
template<typename _MatrixType , int _UpLo, typename _Ordering >
- Returns
- an expression of the factor U (= L^*)
The documentation for this class was generated from the following file:
