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>
| 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... |
|
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Licensed under the MPL2 License.
https://eigen.tuxfamily.org/dox/group__SparseCholesky__Module.html