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Eigen
3.3.3
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A base class for direct sparse Cholesky factorizations.
This is a base class for LL^T and LDL^T Cholesky factorizations of sparse matrices that are selfadjoint and positive definite. These factorizations allow 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.
Derived | the type of the derived class, that is the actual factorization type. |
Classes | |
struct | keep_diag |
Public Member Functions | |
ComputationInfo | info () const |
Reports whether previous computation was successful. | |
const PermutationMatrix < Dynamic, Dynamic, StorageIndex > & | permutationP () const |
const PermutationMatrix < Dynamic, Dynamic, StorageIndex > & | permutationPinv () const |
Derived & | setShift (const RealScalar &offset, const RealScalar &scale=1) |
SimplicialCholeskyBase () | |
Protected Member Functions | |
template<bool DoLDLT> | |
void | compute (const MatrixType &matrix) |
Eigen::SimplicialCholeskyBase< Derived >::SimplicialCholeskyBase | ( | ) | [inline] |
Default constructor
void Eigen::SimplicialCholeskyBase< Derived >::compute | ( | const MatrixType & | matrix | ) | [inline, protected] |
Computes the sparse Cholesky decomposition of matrix
Reimplemented in Eigen::SimplicialCholesky< _MatrixType, _UpLo, _Ordering >, Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >, and Eigen::SimplicialLLT< _MatrixType, _UpLo, _Ordering >.
ComputationInfo Eigen::SimplicialCholeskyBase< Derived >::info | ( | ) | const [inline] |
Reports whether previous computation was successful.
Success
if computation was succesful, NumericalIssue
if the matrix.appears to be negative. const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& Eigen::SimplicialCholeskyBase< Derived >::permutationP | ( | ) | const [inline] |
const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& Eigen::SimplicialCholeskyBase< Derived >::permutationPinv | ( | ) | const [inline] |
Derived& Eigen::SimplicialCholeskyBase< Derived >::setShift | ( | const RealScalar & | offset, |
const RealScalar & | scale = 1 |
||
) | [inline] |
Sets the shift parameters that will be used to adjust the diagonal coefficients during the numerical factorization.
During the numerical factorization, the diagonal coefficients are transformed by the following linear model:
d_ii
= offset + scale * d_ii
The default is the identity transformation with offset=0, and scale=1.
*this
.