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Eigen
3.3.3
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A direct sparse LDLT Cholesky factorizations without square root.
This class provides a LDL^T Cholesky factorizations without square root 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.
_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 .
Public Member Functions | |
void | analyzePattern (const MatrixType &a) |
SimplicialLDLT & | compute (const MatrixType &matrix) |
Scalar | determinant () const |
void | factorize (const MatrixType &a) |
const MatrixL | matrixL () const |
const MatrixU | matrixU () const |
SimplicialLDLT () | |
SimplicialLDLT (const MatrixType &matrix) | |
const VectorType | vectorD () const |
Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::SimplicialLDLT | ( | ) | [inline] |
Default constructor
Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::SimplicialLDLT | ( | const MatrixType & | matrix | ) | [inline, explicit] |
Constructs and performs the LLT factorization of matrix
void Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::analyzePattern | ( | const MatrixType & | a | ) | [inline] |
Performs a symbolic decomposition on the sparcity of matrix.
This function is particularly useful when solving for several problems having the same structure.
SimplicialLDLT& Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::compute | ( | const MatrixType & | matrix | ) | [inline] |
Computes the sparse Cholesky decomposition of matrix
Reimplemented from Eigen::SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo, _Ordering > >.
Scalar Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::determinant | ( | ) | const [inline] |
void Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::factorize | ( | const MatrixType & | a | ) | [inline] |
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.
Reimplemented from Eigen::SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo, _Ordering > >.
const MatrixL Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::matrixL | ( | ) | const [inline] |
const MatrixU Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::matrixU | ( | ) | const [inline] |
const VectorType Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >::vectorD | ( | ) | const [inline] |