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

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

#include <PardisoSupport.h>

+ Inheritance diagram for PardisoLDLT< MatrixType, Options >:

Public Types

enum  { ScalarIsComplex }
enum  { UpLo }
typedef Matrix< Index,
MatrixType::RowsAtCompileTime, 1 > 
IntColVectorType
typedef Matrix< Index,
1, MatrixType::ColsAtCompileTime > 
IntRowVectorType
typedef Traits::MatrixType MatrixType
typedef SparseMatrix< Scalar,
RowMajor, Index
SparseMatrixType
typedef Matrix< Scalar,
Dynamic, 1 > 
VectorType

Public Member Functions

template<typename BDerived , typename XDerived >
bool _solve (const MatrixBase< BDerived > &b, MatrixBase< XDerived > &x) const
template<typename Rhs , typename DestScalar , int DestOptions, typename DestIndex >
void _solve_sparse (const Rhs &b, SparseMatrix< DestScalar, DestOptions, DestIndex > &dest) const
Derived & analyzePattern (const MatrixType &matrix)
Index cols () const
Derived & compute (const MatrixType &matrix)
Derived & derived ()
const Derived & derived () const
Derived & factorize (const MatrixType &matrix)
void getMatrix (const MatrixType &matrix)
ComputationInfo info () const
 Reports whether previous computation was successful.
 PardisoLDLT ()
 PardisoLDLT (const MatrixType &matrix)
Array< Index, 64, 1 > & pardisoParameterArray ()
Index rows () const
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

Protected Types

typedef PardisoImpl
< PardisoLDLT< MatrixType,
Options > > 
Base
typedef Base::Index Index
typedef Base::RealScalar RealScalar
typedef Base::Scalar Scalar

Protected Member Functions

void manageErrorCode (Index error)
void pardisoInit (int type)
void pardisoRelease ()

Protected Attributes

bool m_analysisIsOk
bool m_factorizationIsOk
ComputationInfo m_info
bool m_initialized
Array< Index, 64, 1 > m_iparm
SparseMatrixType m_matrix
Index m_msglvl
IntColVectorType m_perm
void * m_pt [64]
Index m_size
Index m_type

Detailed Description

template<typename MatrixType, int Options>
class Eigen::PardisoLDLT< MatrixType, Options >

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

This class allows to solve for A.X = B sparse linear problems via a LDL^T Cholesky factorization using the Intel MKL PARDISO library. The sparse matrix A is assumed to be selfajoint and positive definite. For complex matrices, A can also be symmetric only, see the Options template parameter. 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<>
Optionscan be any bitwise combination of Upper, Lower, and Symmetric. The default is Upper, meaning only the upper triangular part has to be used. Symmetric can be used for symmetric, non-selfadjoint complex matrices, the default being to assume a selfadjoint matrix. Upper|Lower can be used to tell both triangular parts can be used as input.
See Also
Solving linear problems

Member Typedef Documentation

typedef PardisoImpl< PardisoLDLT<MatrixType,Options> > Base
protected
typedef Base::Index Index
protected
typedef Matrix<Index, MatrixType::RowsAtCompileTime, 1> IntColVectorType
inherited
typedef Matrix<Index, 1, MatrixType::ColsAtCompileTime> IntRowVectorType
inherited
typedef Traits::MatrixType MatrixType
inherited
typedef Base::RealScalar RealScalar
protected
typedef Base::Scalar Scalar
protected
typedef Matrix<Scalar,Dynamic,1> VectorType
inherited

Member Enumeration Documentation

anonymous enum
inherited
Enumerator:
ScalarIsComplex 
anonymous enum
Enumerator:
UpLo 

Constructor & Destructor Documentation

PardisoLDLT ( )
inline
PardisoLDLT ( const MatrixType matrix)
inline

Member Function Documentation

bool _solve ( const MatrixBase< BDerived > &  b,
MatrixBase< XDerived > &  x 
) const
inherited
void _solve_sparse ( const Rhs &  b,
SparseMatrix< DestScalar, DestOptions, DestIndex > &  dest 
) const
inlineinherited
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()

References eigen_assert.

Index cols ( void  ) const
inlineinherited
Derived & compute ( const MatrixType matrix)
inherited
Derived& derived ( )
inlineinherited
const Derived& derived ( ) const
inlineinherited
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()

References eigen_assert.

void getMatrix ( const MatrixType matrix)
inline
ComputationInfo info ( ) const
inlineinherited

Reports whether previous computation was successful.

Returns
Success if computation was succesful, NumericalIssue if the matrix appears to be negative.
void manageErrorCode ( Index  error)
inlineprotectedinherited
void pardisoInit ( int  type)
inlineprotectedinherited
Array<Index,64,1>& 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.
void pardisoRelease ( )
inlineprotectedinherited
Index rows ( void  ) const
inlineinherited
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()
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()

Member Data Documentation

bool m_analysisIsOk
protectedinherited
bool m_factorizationIsOk
protectedinherited
ComputationInfo m_info
protectedinherited
bool m_initialized
protectedinherited
Array<Index,64,1> m_iparm
mutableprotectedinherited
SparseMatrixType m_matrix
mutableprotectedinherited
Index m_msglvl
protectedinherited
IntColVectorType m_perm
mutableprotectedinherited
void* m_pt[64]
mutableprotectedinherited
Index m_size
protectedinherited
Index m_type
protectedinherited

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