Eigen  5.0.1-dev+60122df6
 
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Eigen::PardisoLLT< MatrixType, UpLo_ > Class Template Reference

#include <Eigen/src/PardisoSupport/PardisoSupport.h>

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.

By default, it runs in in-core mode. To enable PARDISO's out-of-core feature, set:

solver.pardisoParameterArray()[59] = 1;
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.

This class follows the sparse solver concept .

See also
Sparse solver concept, class SimplicialLLT

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