Detailed Description
template<typename MatrixType, int _UpLo>
class Eigen::PardisoLLT< MatrixType, _UpLo >
A sparse direct Cholesky (LLT) factorization and solver based on the PARDISO library.
This class allows to solve for A.X = B sparse linear problems via a LL^T Cholesky factorization using the Intel MKL PARDISO library. The sparse matrix A must be selfajoint and positive definite. The vectors or matrices X and B can be either dense or sparse.
- Template Parameters
-
MatrixType | the type of the sparse matrix A, it must be a SparseMatrix<> |
UpLo | can be any bitwise combination of Upper, Lower. The default is Upper, meaning only the upper triangular part has to be used. Upper|Lower can be used to tell both triangular parts can be used as input. |
- See Also
- Sparse solvers
Inherits PardisoImpl< Derived >.
Public Member Functions |
Derived & | analyzePattern (const MatrixType &matrix) |
Derived & | factorize (const MatrixType &matrix) |
ComputationInfo | info () const |
| Reports whether previous computation was successful.
|
ParameterType & | pardisoParameterArray () |
template<typename Rhs > |
const internal::solve_retval
< PardisoImpl, Rhs > | solve (const MatrixBase< Rhs > &b) const |
template<typename Rhs > |
const
internal::sparse_solve_retval
< PardisoImpl, Rhs > | solve (const SparseMatrixBase< Rhs > &b) const |
Member Function Documentation
Derived & analyzePattern |
( |
const MatrixType & |
matrix | ) |
|
|
inherited |
Performs a symbolic decomposition on the sparcity of matrix.
This function is particularly useful when solving for several problems having the same structure.
- See Also
- factorize()
Derived & factorize |
( |
const MatrixType & |
matrix | ) |
|
|
inherited |
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.
- See Also
- analyzePattern()
Reports whether previous computation was successful.
- Returns
Success
if computation was succesful, NumericalIssue
if the matrix appears to be negative.
- Warning
- for advanced usage only.
- Returns
- a reference to the parameter array controlling PARDISO. See the PARDISO manual to know how to use it.
const internal::solve_retval<PardisoImpl, Rhs> solve |
( |
const MatrixBase< Rhs > & |
b | ) |
const |
|
inlineinherited |
- Returns
- the solution x of
using the current decomposition of A.
- See Also
- compute()
const internal::sparse_solve_retval<PardisoImpl, Rhs> solve |
( |
const SparseMatrixBase< Rhs > & |
b | ) |
const |
|
inlineinherited |
- Returns
- the solution x of
using the current decomposition of A.
- See Also
- compute()
The documentation for this class was generated from the following file: