SparseCholesky module

Detailed Description

This module currently provides two variants of the direct sparse Cholesky decomposition for selfadjoint (hermitian) positive definite matrices. They are not intended for general selfadjoint or positive semidefinite matrices. Those decompositions are accessible via the following classes:

• SimplicialLLT,
• SimplicialLDLT

Such problems can also be solved using the ConjugateGradient solver from the IterativeLinearSolvers module.

#include <Eigen/SparseCholesky>

Classes
class	Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >
class	Eigen::SimplicialCholeskyBase< Derived >
	A base class for direct sparse Cholesky factorizations. More...
class	Eigen::SimplicialLDLT< MatrixType_, UpLo_, Ordering_ >
	A direct sparse LDLT Cholesky factorizations without square root. More...
class	Eigen::SimplicialLLT< MatrixType_, UpLo_, Ordering_ >
	A direct sparse LLT Cholesky factorizations. More...
class	Eigen::SimplicialNonHermitianLDLT< MatrixType_, UpLo_, Ordering_ >
	A direct sparse LDLT Cholesky factorizations without square root, for symmetric non-hermitian matrices. More...
class	Eigen::SimplicialNonHermitianLLT< MatrixType_, UpLo_, Ordering_ >
	A direct sparse LLT Cholesky factorizations, for symmetric non-hermitian matrices. More...