Spec-Zone.ru › Eigen3 Eigen::SimplicialLLT
template<typename _MatrixType, int _UpLo, typename _Ordering> A direct sparse LLT Cholesky factorizations.
This class provides a LL^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.
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
_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 .
See also
class SimplicialLDLT , class AMDOrdering , class NaturalOrdering
void
analyzePattern (const MatrixType &a)
SimplicialLLT &
compute (const MatrixType &matrix)
Scalar
determinant () const
void
factorize (const MatrixType &a)
const MatrixL
matrixL () const
const MatrixU
matrixU () const
SimplicialLLT ()
SimplicialLLT (const MatrixType &matrix)
Eigen::SimplicialCholeskyBase< SimplicialLLT< _MatrixType, _UpLo, _Ordering > >
ComputationInfo
info () const
Reports whether previous computation was successful. More...
const PermutationMatrix < Dynamic, Dynamic, StorageIndex > &
permutationP () const
const PermutationMatrix < Dynamic, Dynamic, StorageIndex > &
permutationPinv () const
SimplicialLLT < _MatrixType, _UpLo, _Ordering > &
setShift (const RealScalar &offset, const RealScalar &scale=1)
SimplicialCholeskyBase ()
Eigen::SparseSolverBase< SimplicialLLT< _MatrixType, _UpLo, _Ordering > >
const Solve < SimplicialLLT < _MatrixType, _UpLo, _Ordering >, Rhs >
solve (const MatrixBase < Rhs > &b) const
const Solve < SimplicialLLT < _MatrixType, _UpLo, _Ordering >, Rhs >
solve (const SparseMatrixBase < Rhs > &b) const
SparseSolverBase ()
SimplicialLLT() [1/2]
template<typename _MatrixType , int _UpLo, typename _Ordering >
SimplicialLLT() [2/2]
template<typename _MatrixType , int _UpLo, typename _Ordering >
Constructs and performs the LLT factorization of matrix
analyzePattern() template<typename _MatrixType , int _UpLo, typename _Ordering >
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()
compute() template<typename _MatrixType , int _UpLo, typename _Ordering >
Computes the sparse Cholesky decomposition of matrix
determinant() template<typename _MatrixType , int _UpLo, typename _Ordering >
Returns
the determinant of the underlying matrix from the current factorization
factorize() template<typename _MatrixType , int _UpLo, typename _Ordering >
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()
matrixL() template<typename _MatrixType , int _UpLo, typename _Ordering >
Returns
an expression of the factor L
matrixU() template<typename _MatrixType , int _UpLo, typename _Ordering >
Returns
an expression of the factor U (= L^*)
The documentation for this class was generated from the following file:
Public Member Functions inherited from Eigen::SimplicialCholeskyBase< SimplicialLLT< _MatrixType, _UpLo, _Ordering > >
