Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > Class Template Reference

#include <SimplicialCholesky.h>

Inheritance diagram for Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >:

Public Types
enum	{ UpLo = UpLo_ }
typedef MatrixType_	MatrixType
typedef SimplicialCholeskyBase< SimplicialCholesky >	Base
typedef MatrixType::Scalar	Scalar
typedef MatrixType::RealScalar	RealScalar
typedef MatrixType::StorageIndex	StorageIndex
typedef SparseMatrix< Scalar, ColMajor, StorageIndex >	CholMatrixType
typedef Matrix< Scalar, Dynamic, 1 >	VectorType
typedef internal::traits< SimplicialLDLT< MatrixType, UpLo > >	LDLTTraits
typedef internal::traits< SimplicialLLT< MatrixType, UpLo > >	LLTTraits
Public Types inherited from Eigen::SimplicialCholeskyBase< SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > >
enum
enum
typedef internal::traits< SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > >::MatrixType	MatrixType
typedef internal::traits< SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > >::OrderingType	OrderingType
typedef MatrixType::Scalar	Scalar
typedef MatrixType::RealScalar	RealScalar
typedef internal::traits< SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > >::DiagonalScalar	DiagonalScalar
typedef MatrixType::StorageIndex	StorageIndex
typedef SparseMatrix< Scalar, ColMajor, StorageIndex >	CholMatrixType
typedef CholMatrixType const *	ConstCholMatrixPtr
typedef Matrix< Scalar, Dynamic, 1 >	VectorType
typedef Matrix< StorageIndex, Dynamic, 1 >	VectorI

Public Member Functions
	SimplicialCholesky ()
	SimplicialCholesky (const MatrixType &matrix)
SimplicialCholesky &	setMode (SimplicialCholeskyMode mode)
const VectorType	vectorD () const
const CholMatrixType	rawMatrix () const
SimplicialCholesky &	compute (const MatrixType &matrix)
void	analyzePattern (const MatrixType &a)
void	factorize (const MatrixType &a)
template<typename Rhs , typename Dest >
void	_solve_impl (const MatrixBase< Rhs > &b, MatrixBase< Dest > &dest) const
template<typename Rhs , typename Dest >
void	_solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const
Scalar	determinant () const
Public Member Functions inherited from Eigen::SimplicialCholeskyBase< SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > >
	SimplicialCholeskyBase ()
	SimplicialCholeskyBase (const MatrixType &matrix)
	~SimplicialCholeskyBase ()
SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > &	derived ()
const SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > &	derived () const
SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > &	derived ()
const SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > &	derived () const
Index	cols () const
Index	rows () const
ComputationInfo	info () const
	Reports whether previous computation was successful. More...
const PermutationMatrix< Dynamic, Dynamic, StorageIndex > &	permutationP () const
const PermutationMatrix< Dynamic, Dynamic, StorageIndex > &	permutationPinv () const
SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > &	setShift (const DiagonalScalar &offset, const DiagonalScalar &scale=1)
void	dumpMemory (Stream &s)
void	_solve_impl (const MatrixBase< Rhs > &b, MatrixBase< Dest > &dest) const
void	_solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const
Public Member Functions inherited from Eigen::SparseSolverBase< SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > >
	SparseSolverBase ()
	SparseSolverBase (SparseSolverBase &&other)
	~SparseSolverBase ()
SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > &	derived ()
const SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > &	derived () const
const Solve< SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >, Rhs >	solve (const MatrixBase< Rhs > &b) const
const Solve< SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >, Rhs >	solve (const SparseMatrixBase< Rhs > &b) const
void	_solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const

Protected Attributes
bool	m_LDLT
Protected Attributes inherited from Eigen::SimplicialCholeskyBase< SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > >
ComputationInfo	m_info
bool	m_factorizationIsOk
bool	m_analysisIsOk
CholMatrixType	m_matrix
VectorType	m_diag
VectorI	m_parent
VectorI	m_workSpace
PermutationMatrix< Dynamic, Dynamic, StorageIndex >	m_P
PermutationMatrix< Dynamic, Dynamic, StorageIndex >	m_Pinv
DiagonalScalar	m_shiftOffset
DiagonalScalar	m_shiftScale
Protected Attributes inherited from Eigen::SparseSolverBase< SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > >
bool	m_isInitialized

Additional Inherited Members
Protected Member Functions inherited from Eigen::SimplicialCholeskyBase< SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > >
void	compute (const MatrixType &matrix)
void	factorize (const MatrixType &a)
void	factorize_preordered (const CholMatrixType &a)
void	analyzePattern (const MatrixType &a)
void	analyzePattern_preordered (const CholMatrixType &a, bool doLDLT)
void	ordering (const MatrixType &a, ConstCholMatrixPtr &pmat, CholMatrixType &ap)
DiagonalScalar	getDiag (Scalar x)
Scalar	getSymm (Scalar x)

Detailed Description

template<typename MatrixType_, int UpLo_, typename Ordering_>
class Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >

Deprecated:

use SimplicialLDLT or class SimplicialLLT

See also

class SimplicialLDLT, class SimplicialLLT

Member Typedef Documentation

Base

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

typedef SimplicialCholeskyBase<SimplicialCholesky> Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::Base

CholMatrixType

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

typedef SparseMatrix<Scalar, ColMajor, StorageIndex> Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::CholMatrixType

LDLTTraits

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

typedef internal::traits<SimplicialLDLT<MatrixType, UpLo> > Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::LDLTTraits

LLTTraits

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

typedef internal::traits<SimplicialLLT<MatrixType, UpLo> > Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::LLTTraits

MatrixType

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

typedef MatrixType_ Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::MatrixType

RealScalar

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

typedef MatrixType::RealScalar Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::RealScalar

Scalar

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

typedef MatrixType::Scalar Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::Scalar

StorageIndex

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

typedef MatrixType::StorageIndex Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::StorageIndex

VectorType

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

typedef Matrix<Scalar, Dynamic, 1> Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::VectorType

Member Enumeration Documentation

anonymous enum

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

anonymous enum

Enumerator
UpLo

{ UpLo = UpLo_ };

Constructor & Destructor Documentation

SimplicialCholesky() [1/2]

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::SimplicialCholesky ( )

inline

: Base(), m_LDLT(true) {}

SimplicialCholesky() [2/2]

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::SimplicialCholesky ( const MatrixType &  matrix )

inlineexplicit

: Base(), m_LDLT(true) { compute(matrix); }

References Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::compute(), and matrix().

Member Function Documentation

_solve_impl() [1/2]

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

template<typename Rhs , typename Dest >

void Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::_solve_impl ( const MatrixBase< Rhs > &  b, MatrixBase< Dest > &  dest  ) const

inline

                                                                           {
    eigen_assert(Base::m_factorizationIsOk &&
                 "The decomposition is not in a valid state for solving, you must first call either compute() or "
                 "symbolic()/numeric()");
    eigen_assert(Base::m_matrix.rows() == b.rows());
 
    if (Base::m_info != Success) return;
 
    if (Base::m_P.size() > 0)
      dest = Base::m_P * b;
    else
      dest = b;
 
    if (Base::m_matrix.nonZeros() > 0)  // otherwise L==I
    {
      if (m_LDLT)
        LDLTTraits::getL(Base::m_matrix).solveInPlace(dest);
      else
        LLTTraits::getL(Base::m_matrix).solveInPlace(dest);
    }
 
    if (Base::m_diag.size() > 0) dest = Base::m_diag.real().asDiagonal().inverse() * dest;
 
    if (Base::m_matrix.nonZeros() > 0)  // otherwise I==I
    {
      if (m_LDLT)
        LDLTTraits::getU(Base::m_matrix).solveInPlace(dest);
      else
        LLTTraits::getU(Base::m_matrix).solveInPlace(dest);
    }
 
    if (Base::m_P.size() > 0) dest = Base::m_Pinv * dest;
  }

References b, eigen_assert, Eigen::SimplicialCholeskyBase< Derived >::m_diag, Eigen::SimplicialCholeskyBase< Derived >::m_factorizationIsOk, Eigen::SimplicialCholeskyBase< Derived >::m_info, Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::m_LDLT, Eigen::SimplicialCholeskyBase< Derived >::m_matrix, Eigen::SimplicialCholeskyBase< Derived >::m_P, Eigen::SimplicialCholeskyBase< Derived >::m_Pinv, Eigen::SimplicialCholeskyBase< SimplicialCholesky< MatrixType_, UpLo_, Ordering_ > >::rows(), size, and Eigen::Success.

_solve_impl() [2/2]

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

template<typename Rhs , typename Dest >

void Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::_solve_impl ( const SparseMatrixBase< Rhs > &  b, SparseMatrixBase< Dest > &  dest  ) const

inline

                                                                                       {
    internal::solve_sparse_through_dense_panels(*this, b, dest);
  }

References b, and Eigen::internal::solve_sparse_through_dense_panels().

analyzePattern()

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

void Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::analyzePattern ( const MatrixType &  a )

inline

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()

                                           {
    if (m_LDLT)
      Base::template analyzePattern<true, false>(a);
    else
      Base::template analyzePattern<false, false>(a);
  }

References a, and Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::m_LDLT.

compute()

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

SimplicialCholesky& Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::compute ( const MatrixType &  matrix )

inline

Computes the sparse Cholesky decomposition of matrix

                                                        {
    if (m_LDLT)
      Base::template compute<true, false>(matrix);
    else
      Base::template compute<false, false>(matrix);
    return *this;
  }

References Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::m_LDLT, and matrix().

Referenced by Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::SimplicialCholesky().

determinant()

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

Scalar Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::determinant ( ) const

inline

                             {
    if (m_LDLT) {
      return Base::m_diag.prod();
    } else {
      Scalar detL = Diagonal<const CholMatrixType>(Base::m_matrix).prod();
      return numext::abs2(detL);
    }
  }

References Eigen::numext::abs2(), Eigen::SimplicialCholeskyBase< Derived >::m_diag, Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::m_LDLT, and Eigen::SimplicialCholeskyBase< Derived >::m_matrix.

factorize()

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

void Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::factorize ( const MatrixType &  a )

inline

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()

                                      {
    if (m_LDLT)
      Base::template factorize<true, false>(a);
    else
      Base::template factorize<false, false>(a);
  }

References a, and Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::m_LDLT.

rawMatrix()

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

const CholMatrixType Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::rawMatrix ( ) const

inline

                                                {
    eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized");
    return Base::m_matrix;
  }

References eigen_assert, Eigen::SimplicialCholeskyBase< Derived >::m_factorizationIsOk, and Eigen::SimplicialCholeskyBase< Derived >::m_matrix.

setMode()

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

SimplicialCholesky& Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::setMode ( SimplicialCholeskyMode  mode )

inline

                                                           {
    switch (mode) {
      case SimplicialCholeskyLLT:
        m_LDLT = false;
        break;
      case SimplicialCholeskyLDLT:
        m_LDLT = true;
        break;
      default:
        break;
    }
 
    return *this;
  }

References Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::m_LDLT, Eigen::SimplicialCholeskyLDLT, and Eigen::SimplicialCholeskyLLT.

vectorD()

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

const VectorType Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::vectorD ( ) const

inline

                                          {
    eigen_assert(Base::m_factorizationIsOk && "Simplicial Cholesky not factorized");
    return Base::m_diag;
  }

References eigen_assert, Eigen::SimplicialCholeskyBase< Derived >::m_diag, and Eigen::SimplicialCholeskyBase< Derived >::m_factorizationIsOk.

Member Data Documentation

m_LDLT

template<typename MatrixType_ , int UpLo_, typename Ordering_ >

bool Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::m_LDLT

protected

Referenced by Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::_solve_impl(), Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::analyzePattern(), Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::compute(), Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::determinant(), Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::factorize(), and Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >::setMode().

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

• SimplicialCholesky.h