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Eigen::PardisoLLT< MatrixType, _UpLo > Class Template Reference

A sparse direct Cholesky (LLT) factorization and solver based on the PARDISO library. More...

#include <PardisoSupport.h>

+ Inheritance diagram for Eigen::PardisoLLT< MatrixType, _UpLo >:
+ Collaboration diagram for Eigen::PardisoLLT< MatrixType, _UpLo >:

Public Types

enum  { UpLo = _UpLo }
 
- Public Types inherited from Eigen::PardisoImpl< Derived >
enum  { ScalarIsComplex = NumTraits<Scalar>::IsComplex }
 
typedef Traits::MatrixType MatrixType
 
typedef Traits::Scalar Scalar
 
typedef Traits::RealScalar RealScalar
 
typedef Traits::Index Index
 
typedef SparseMatrix< Scalar, RowMajor, Index > SparseMatrixType
 
typedef Matrix< Scalar, Dynamic, 1 > VectorType
 
typedef Matrix< Index, 1, MatrixType::ColsAtCompileTime > IntRowVectorType
 
typedef Matrix< Index, MatrixType::RowsAtCompileTime, 1 > IntColVectorType
 
typedef Array< Index, 64, 1, DontAlign > ParameterType
 

Public Member Functions

 PardisoLLT (const MatrixType &matrix)
 
- Public Member Functions inherited from Eigen::PardisoImpl< Derived >
Index cols () const
 
Index rows () const
 
ComputationInfo info () const
 Reports whether previous computation was successful. More...
 
ParameterTypepardisoParameterArray ()
 
Derived & analyzePattern (const MatrixType &matrix)
 
Derived & factorize (const MatrixType &matrix)
 
Derived & compute (const MatrixType &matrix)
 
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
 
Derived & derived ()
 
const Derived & derived () const
 
template<typename BDerived , typename XDerived >
bool _solve (const MatrixBase< BDerived > &b, MatrixBase< XDerived > &x) const
 

Protected Types

typedef PardisoImpl< PardisoLLT< MatrixType, _UpLo > > Base
 
typedef Base::Scalar Scalar
 
typedef Base::Index Index
 
typedef Base::RealScalar RealScalar
 

Protected Member Functions

void getMatrix (const MatrixType &matrix)
 
- Protected Member Functions inherited from Eigen::PardisoImpl< Derived >
void pardisoRelease ()
 
void pardisoInit (int type)
 
void manageErrorCode (Index error)
 

Friends

class PardisoImpl< PardisoLLT< MatrixType, _UpLo > >
 

Additional Inherited Members

- Protected Attributes inherited from Eigen::PardisoImpl< Derived >
SparseMatrixType m_matrix
 
ComputationInfo m_info
 
bool m_initialized
 
bool m_analysisIsOk
 
bool m_factorizationIsOk
 
Index m_type
 
Index m_msglvl
 
void * m_pt [64]
 
ParameterType m_iparm
 
IntColVectorType m_perm
 
Index m_size
 

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
MatrixTypethe type of the sparse matrix A, it must be a SparseMatrix<>
UpLocan 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
TutorialSparseDirectSolvers

Definition at line 38 of file PardisoSupport.h.


The documentation for this class was generated from the following file: