Public Member Functions | Protected Types | Protected Attributes | List of all members
SparseLDLT< MatrixType, Backend > Class Template Reference

LDLT Cholesky decomposition of a sparse matrix and associated features. More...

Public Member Functions

bool _numeric (const MatrixType &matrix)
void _symbolic (const MatrixType &matrix)
void compute (const MatrixType &matrix)
int flags () const
const CholMatrixTypematrixL (void) const
RealScalar precision () const
void setPrecision (RealScalar v)
void settagss (int f)
template<typename Derived >
bool solveInPlace (MatrixBase< Derived > &b) const
 SparseLDLT (int flags=0)
 SparseLDLT (const MatrixType &matrix, int flags=0)
bool succeeded (void) const
VectorType vectorD (void) const

Protected Types

enum  {
  SupernodalFactorIsDirty,
  MatrixLIsDirty
}
typedef SparseMatrix< Scalar,
LowerTriangular|UnitDiagBit > 
CholMatrixType
typedef NumTraits< typename
MatrixType::Scalar >::Real 
RealScalar
typedef MatrixType::Scalar Scalar
typedef Matrix< Scalar,
MatrixType::ColsAtCompileTime, 1 > 
VectorType

Protected Attributes

VectorType m_diag
int m_flags
CholMatrixType m_matrix
VectorXi m_nonZerosPerCol
VectorXi m_parent
RealScalar m_precision
int m_status
bool m_succeeded

Detailed Description

template<typename MatrixType, int Backend = DefaultBackend>
class Eigen::SparseLDLT< MatrixType, Backend >

LDLT Cholesky decomposition of a sparse matrix and associated features.

Parameters
MatrixTypethe type of the matrix of which we are computing the LDLT Cholesky decomposition
See Also
class LDLT, class LDLT

Constructor & Destructor Documentation

SparseLDLT ( int  flags = 0)
inline

Creates a dummy LDLT factorization object with flags flags.

SparseLDLT ( const MatrixType &  matrix,
int  flags = 0 
)
inline

Creates a LDLT object and compute the respective factorization of matrix using flags flags.

Member Function Documentation

bool _numeric ( const MatrixType &  matrix)

Perform the actual factorization using the previously computed symbolic factorization

void _symbolic ( const MatrixType &  matrix)

Perform a symbolic factorization

void compute ( const MatrixType &  a)

Computes/re-computes the LDLT factorization

Computes / recomputes the LDLT decomposition of matrix a using the default algorithm.

int flags ( ) const
inline
Returns
the current flags
const CholMatrixType& matrixL ( void  ) const
inline
Returns
the lower triangular matrix L
RealScalar precision ( ) const
inline
Returns
the current precision.
See Also
setPrecision()
void setPrecision ( RealScalar  v)
inline

Sets the relative threshold value used to prune zero coefficients during the decomposition.

Setting a value greater than zero speeds up computation, and yields to an imcomplete factorization with fewer non zero coefficients. Such approximate factors are especially useful to initialize an iterative solver.

Warning
if precision is greater that zero, the LDLT factorization is not guaranteed to succeed even if the matrix is positive definite.

Note that the exact meaning of this parameter might depends on the actual backend. Moreover, not all backends support this feature.

See Also
precision()
void settagss ( int  f)
inline

Sets the flags. Possible values are:

  • CompleteFactorization
  • IncompleteFactorization
  • MemoryEfficient (hint to use the memory most efficient method offered by the backend)
  • SupernodalMultifrontal (implies a complete factorization if supported by the backend, overloads the MemoryEfficient flags)
  • SupernodalLeftLooking (implies a complete factorization if supported by the backend, overloads the MemoryEfficient flags)
See Also
flags()
bool solveInPlace ( MatrixBase< Derived > &  b) const

Computes b = L^-T L^-1 b

bool succeeded ( void  ) const
inline
Returns
true if the factorization succeeded
VectorType vectorD ( void  ) const
inline
Returns
the coefficients of the diagonal matrix D

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