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Eigen
3.4.0
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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 .
Inheritance diagram for Eigen::SimplicialLDLT< _MatrixType, _UpLo, _Ordering >: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 |
Public Member Functions inherited from Eigen::SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo, _Ordering > > | |
| ComputationInfo | info () const |
| Reports whether previous computation was successful. | |
| const PermutationMatrix< Dynamic, Dynamic, StorageIndex > & | permutationP () const |
| const PermutationMatrix< Dynamic, Dynamic, StorageIndex > & | permutationPinv () const |
| SimplicialLDLT< _MatrixType, _UpLo, _Ordering > & | setShift (const RealScalar &offset, const RealScalar &scale=1) |
| SimplicialCholeskyBase () | |
Public Member Functions inherited from Eigen::SparseSolverBase< Derived > | |
| template<typename Rhs > | |
| const Solve< Derived, Rhs > | solve (const MatrixBase< Rhs > &b) const |
| template<typename Rhs > | |
| const Solve< Derived, Rhs > | solve (const SparseMatrixBase< Rhs > &b) const |
| SparseSolverBase () | |
Additional Inherited Members | |
Protected Member Functions inherited from Eigen::SimplicialCholeskyBase< SimplicialLDLT< _MatrixType, _UpLo, _Ordering > > | |
| void | compute (const MatrixType &matrix) |
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Default constructor
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Constructs and performs the LLT factorization of matrix
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Performs a symbolic decomposition on the sparcity of matrix.
This function is particularly useful when solving for several problems having the same structure.
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Computes the sparse Cholesky decomposition of matrix
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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.
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