A direct sparse Cholesky factorizations. More...
#include <SimplicialCholesky.h>
Inherits noncopyable.
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struct | keep_diag |
Public Types | |
enum | { UpLo } |
typedef SparseMatrix< Scalar, ColMajor, Index > | CholMatrixType |
typedef MatrixType::Index | Index |
typedef internal::traits < Derived >::MatrixType | MatrixType |
typedef MatrixType::RealScalar | RealScalar |
typedef MatrixType::Scalar | Scalar |
typedef Matrix< Scalar, Dynamic, 1 > | VectorType |
Public Member Functions | |
Index | cols () const |
Derived & | derived () |
const Derived & | derived () const |
ComputationInfo | info () const |
Reports whether previous computation was successful. | |
const PermutationMatrix < Dynamic, Dynamic, Index > & | permutationP () const |
const PermutationMatrix < Dynamic, Dynamic, Index > & | permutationPinv () const |
Index | rows () const |
Derived & | setShift (const RealScalar &offset, const RealScalar &scale=1) |
SimplicialCholeskyBase () | |
SimplicialCholeskyBase (const MatrixType &matrix) | |
template<typename Rhs > | |
const internal::solve_retval < SimplicialCholeskyBase, Rhs > | solve (const MatrixBase< Rhs > &b) const |
template<typename Rhs > | |
const internal::sparse_solve_retval < SimplicialCholeskyBase, Rhs > | solve (const SparseMatrixBase< Rhs > &b) const |
~SimplicialCholeskyBase () |
Protected Member Functions | |
void | analyzePattern (const MatrixType &a, bool doLDLT) |
void | analyzePattern_preordered (const CholMatrixType &a, bool doLDLT) |
template<bool DoLDLT> | |
void | compute (const MatrixType &matrix) |
template<bool DoLDLT> | |
void | factorize (const MatrixType &a) |
template<bool DoLDLT> | |
void | factorize_preordered (const CholMatrixType &a) |
void | ordering (const MatrixType &a, CholMatrixType &ap) |
A direct sparse Cholesky factorizations.
These classes provide LL^T and LDL^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.
_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. |
typedef SparseMatrix<Scalar,ColMajor,Index> CholMatrixType |
typedef MatrixType::Index Index |
typedef internal::traits<Derived>::MatrixType MatrixType |
typedef MatrixType::RealScalar RealScalar |
typedef MatrixType::Scalar Scalar |
typedef Matrix<Scalar,Dynamic,1> VectorType |
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Default constructor
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References ei_declare_aligned_stack_constructed_variable, SparseMatrix< _Scalar, _Options, _Index >::rows(), and Eigen::Success.
Referenced by SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo > >::analyzePattern(), and SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo > >::compute().
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Computes the sparse Cholesky decomposition of matrix
Reimplemented in SimplicialCholesky< _MatrixType, _UpLo >, SimplicialLDLT< _MatrixType, _UpLo >, and SimplicialLLT< _MatrixType, _UpLo >.
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Reports whether previous computation was successful.
Success
if computation was succesful, NumericalIssue
if the matrix.appears to be negative.
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References eigen_assert, Eigen::internal::minimum_degree_ordering(), SparseMatrix< _Scalar, _Options, _Index >::resize(), and SparseMatrixBase< Derived >::twistedBy().
Referenced by SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo > >::analyzePattern(), and SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo > >::compute().
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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
.
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Referenced by SimplicialCholesky< _MatrixType, _UpLo >::_solve(), SimplicialLLT< _MatrixType, _UpLo >::matrixL(), SimplicialLDLT< _MatrixType, _UpLo >::matrixL(), SimplicialLLT< _MatrixType, _UpLo >::matrixU(), SimplicialLDLT< _MatrixType, _UpLo >::matrixU(), SimplicialCholesky< _MatrixType, _UpLo >::rawMatrix(), SimplicialLDLT< _MatrixType, _UpLo >::vectorD(), and SimplicialCholesky< _MatrixType, _UpLo >::vectorD().
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Referenced by SimplicialCholesky< _MatrixType, _UpLo >::_solve(), SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo > >::cols(), SimplicialLLT< _MatrixType, _UpLo >::determinant(), SimplicialCholesky< _MatrixType, _UpLo >::determinant(), SimplicialLLT< _MatrixType, _UpLo >::matrixL(), SimplicialLDLT< _MatrixType, _UpLo >::matrixL(), SimplicialLLT< _MatrixType, _UpLo >::matrixU(), SimplicialLDLT< _MatrixType, _UpLo >::matrixU(), SimplicialCholesky< _MatrixType, _UpLo >::rawMatrix(), and SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo > >::rows().
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