Eigen::PardisoLLT< MatrixType, UpLo_ > Class Template Reference

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

#include <PardisoSupport.h>

Inheritance diagram for Eigen::PardisoLLT< MatrixType, UpLo_ >:

Public Types
enum	{ UpLo = UpLo_ }
typedef Base::Scalar	Scalar
typedef Base::RealScalar	RealScalar
typedef Base::StorageIndex	StorageIndex
Public Types inherited from Eigen::PardisoImpl< PardisoLLT< MatrixType, UpLo_ > >
enum
typedef Traits::MatrixType	MatrixType
typedef Traits::Scalar	Scalar
typedef Traits::RealScalar	RealScalar
typedef Traits::StorageIndex	StorageIndex
typedef SparseMatrix< Scalar, RowMajor, StorageIndex >	SparseMatrixType
typedef Matrix< Scalar, Dynamic, 1 >	VectorType
typedef Matrix< StorageIndex, 1, MatrixType::ColsAtCompileTime >	IntRowVectorType
typedef Matrix< StorageIndex, MatrixType::RowsAtCompileTime, 1 >	IntColVectorType
typedef Array< StorageIndex, 64, 1, DontAlign >	ParameterType

Public Member Functions
	PardisoLLT ()
	PardisoLLT (const MatrixType &matrix)
Public Member Functions inherited from Eigen::PardisoImpl< PardisoLLT< MatrixType, UpLo_ > >
	PardisoImpl ()
	~PardisoImpl ()
Index	cols () const
Index	rows () const
ComputationInfo	info () const
	Reports whether previous computation was successful. More...
ParameterType &	pardisoParameterArray ()
PardisoLLT< MatrixType, UpLo_ > &	analyzePattern (const MatrixType &matrix)
PardisoLLT< MatrixType, UpLo_ > &	factorize (const MatrixType &matrix)
PardisoLLT< MatrixType, UpLo_ > &	compute (const MatrixType &matrix)
void	_solve_impl (const MatrixBase< Rhs > &b, MatrixBase< Dest > &dest) const
void	_solve_impl (const MatrixBase< BDerived > &b, MatrixBase< XDerived > &x) const
void	_solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const
Public Member Functions inherited from Eigen::SparseSolverBase< Derived >
	SparseSolverBase ()
	SparseSolverBase (SparseSolverBase &&other)
	~SparseSolverBase ()
Derived &	derived ()
const Derived &	derived () const
template<typename Rhs >
const Solve< Derived, Rhs >	solve (const MatrixBase< Rhs > &b) const
template<typename Rhs >
const Solve< Derived, Rhs >	solve (const SparseMatrixBase< Rhs > &b) const
template<typename Rhs , typename Dest >
void	_solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const

Protected Types
typedef PardisoImpl< PardisoLLT< MatrixType, UpLo_ > >	Base
Protected Types inherited from Eigen::PardisoImpl< PardisoLLT< MatrixType, UpLo_ > >
typedef SparseSolverBase< PardisoLLT< MatrixType, UpLo_ > >	Base
typedef internal::pardiso_traits< PardisoLLT< MatrixType, UpLo_ > >	Traits

Protected Member Functions
void	getMatrix (const MatrixType &matrix)
Protected Member Functions inherited from Eigen::PardisoImpl< PardisoLLT< MatrixType, UpLo_ > >
void	pardisoRelease ()
void	pardisoInit (int type)
void	manageErrorCode (Index error) const
PardisoLLT< MatrixType, UpLo_ > &	derived ()
const PardisoLLT< MatrixType, UpLo_ > &	derived () const

Friends
class	PardisoImpl< PardisoLLT< MatrixType, UpLo_ > >

Additional Inherited Members
Protected Attributes inherited from Eigen::PardisoImpl< PardisoLLT< MatrixType, UpLo_ > >
SparseMatrixType	m_matrix
ComputationInfo	m_info
bool	m_analysisIsOk
bool	m_factorizationIsOk
StorageIndex	m_type
StorageIndex	m_msglvl
void *	m_pt [64]
ParameterType	m_iparm
IntColVectorType	m_perm
Index	m_size
bool	m_isInitialized
Protected Attributes inherited from Eigen::SparseSolverBase< Derived >
bool	m_isInitialized

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

MatrixType	the type of the sparse matrix A, it must be a SparseMatrix<>
UpLo	can 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.

\implsparsesolverconcept

See also

Sparse solver concept, class SimplicialLLT

Member Typedef Documentation

Base

template<typename MatrixType , int UpLo_>

typedef PardisoImpl<PardisoLLT<MatrixType, UpLo_> > Eigen::PardisoLLT< MatrixType, UpLo_ >::Base

protected

RealScalar

template<typename MatrixType , int UpLo_>

typedef Base::RealScalar Eigen::PardisoLLT< MatrixType, UpLo_ >::RealScalar

Scalar

template<typename MatrixType , int UpLo_>

typedef Base::Scalar Eigen::PardisoLLT< MatrixType, UpLo_ >::Scalar

StorageIndex

template<typename MatrixType , int UpLo_>

typedef Base::StorageIndex Eigen::PardisoLLT< MatrixType, UpLo_ >::StorageIndex

Member Enumeration Documentation

anonymous enum

template<typename MatrixType , int UpLo_>

anonymous enum

Enumerator
UpLo

{ UpLo = UpLo_ };

Constructor & Destructor Documentation

PardisoLLT() [1/2]

template<typename MatrixType , int UpLo_>

Eigen::PardisoLLT< MatrixType, UpLo_ >::PardisoLLT ( )

inline

: Base() { pardisoInit(Base::ScalarIsComplex ? 4 : 2); }

References Eigen::PardisoImpl< PardisoLLT< MatrixType, UpLo_ > >::pardisoInit(), and Eigen::PardisoImpl< PardisoLLT< MatrixType, UpLo_ > >::ScalarIsComplex.

PardisoLLT() [2/2]

template<typename MatrixType , int UpLo_>

Eigen::PardisoLLT< MatrixType, UpLo_ >::PardisoLLT ( const MatrixType &  matrix )

inlineexplicit

                                                : Base() {
    pardisoInit(Base::ScalarIsComplex ? 4 : 2);
    compute(matrix);
  }

References Eigen::PardisoImpl< PardisoLLT< MatrixType, UpLo_ > >::compute(), matrix(), Eigen::PardisoImpl< PardisoLLT< MatrixType, UpLo_ > >::pardisoInit(), and Eigen::PardisoImpl< PardisoLLT< MatrixType, UpLo_ > >::ScalarIsComplex.

Member Function Documentation

getMatrix()

template<typename MatrixType , int UpLo_>

void Eigen::PardisoLLT< MatrixType, UpLo_ >::getMatrix ( const MatrixType &  matrix )

inlineprotected

                                           {
    // PARDISO supports only upper, row-major matrices
    PermutationMatrix<Dynamic, Dynamic, StorageIndex> p_null;
    m_matrix.resize(matrix.rows(), matrix.cols());
    m_matrix.template selfadjointView<Upper>() = matrix.template selfadjointView<UpLo>().twistedBy(p_null);
    m_matrix.makeCompressed();
  }

References Eigen::PardisoImpl< PardisoLLT< MatrixType, UpLo_ > >::m_matrix, Eigen::SparseMatrix< Scalar_, Options_, StorageIndex_ >::makeCompressed(), matrix(), and Eigen::SparseMatrix< Scalar_, Options_, StorageIndex_ >::resize().

Friends And Related Function Documentation

PardisoImpl< PardisoLLT< MatrixType, UpLo_ > >

template<typename MatrixType , int UpLo_>

friend class PardisoImpl< PardisoLLT< MatrixType, UpLo_ > >

friend

---

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

• PardisoSupport.h