Public Member Functions | List of all members
PardisoLLT< MatrixType, _UpLo > Class Template Reference

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

#include <PardisoSupport.h>

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
 

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
Solving linear problems

Member Function Documentation

◆ analyzePattern()

template<class Derived>
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()

◆ factorize()

template<class Derived>
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()

◆ info()

template<class Derived>
ComputationInfo info ( ) const
inlineinherited

Reports whether previous computation was successful.

Returns
Success if computation was succesful, NumericalIssue if the matrix appears to be negative.

◆ pardisoParameterArray()

template<class Derived>
ParameterType & pardisoParameterArray ( )
inlineinherited
Warning
for advanced usage only.
Returns
a reference to the parameter array controlling PARDISO. See the PARDISO manual to know how to use it.

◆ solve() [1/2]

template<class Derived>
template<typename Rhs>
const internal::solve_retval< PardisoImpl, Rhs > solve ( const MatrixBase< Rhs > & b) const
inlineinherited
Returns
the solution x of $ A x = b $ using the current decomposition of A.
See also
compute()

◆ solve() [2/2]

template<class Derived>
template<typename Rhs>
const internal::sparse_solve_retval< PardisoImpl, Rhs > solve ( const SparseMatrixBase< Rhs > & b) const
inlineinherited
Returns
the solution x of $ A x = b $ using the current decomposition of A.
See also
compute()
The documentation for this class was generated from the following file: