Eigen  3.3.3
Eigen::SimplicialCholeskyBase< Derived > Class Template Reference

Detailed Description

template<typename Derived>
class Eigen::SimplicialCholeskyBase< Derived >

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.

Template Parameters:
Derivedthe type of the derived class, that is the actual factorization type.
+ Inheritance diagram for Eigen::SimplicialCholeskyBase< Derived >:

List of all members.

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)

Constructor & Destructor Documentation

template<typename Derived>
Eigen::SimplicialCholeskyBase< Derived >::SimplicialCholeskyBase ( ) [inline]

Default constructor


Member Function Documentation

template<typename Derived>
template<bool DoLDLT>
void Eigen::SimplicialCholeskyBase< Derived >::compute ( const MatrixType &  matrix) [inline, protected]
template<typename Derived>
ComputationInfo Eigen::SimplicialCholeskyBase< Derived >::info ( ) const [inline]

Reports whether previous computation was successful.

Returns:
Success if computation was succesful, NumericalIssue if the matrix.appears to be negative.
template<typename Derived>
const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& Eigen::SimplicialCholeskyBase< Derived >::permutationP ( ) const [inline]
Returns:
the permutation P
See also:
permutationPinv()
template<typename Derived>
const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& Eigen::SimplicialCholeskyBase< Derived >::permutationPinv ( ) const [inline]
Returns:
the inverse P^-1 of the permutation P
See also:
permutationP()
template<typename Derived>
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.

Returns:
a reference to *this.

The documentation for this class was generated from the following files:
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