Eigen::SparseLLT< _MatrixType, Backend > Class Template Reference

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Detailed Description

template<typename _MatrixType, typename Backend = DefaultBackend>
class Eigen::SparseLLT< _MatrixType, Backend >

LLT Cholesky decomposition of a sparse matrix and associated features.

Parameters:

MatrixType

the type of the matrix of which we are computing the LLT Cholesky decomposition

See also:

class LLT, class LDLT

Definition at line 40 of file SparseExtra.

Inheritance diagram for Eigen::SparseLLT< _MatrixType, Backend >:

List of all members.

Public Types
typedef SparseMatrix< Scalar >	CholMatrixType
typedef _MatrixType	MatrixType
typedef MatrixType::Index	Index
Public Member Functions
	SparseLLT (int flags=0)
	Creates a dummy LLT factorization object with flags flags.
	SparseLLT (const MatrixType &matrix, int flags=0)
	Creates a LLT object and compute the respective factorization of matrix using flags flags.
void	setPrecision (RealScalar v)
	Sets the relative threshold value used to prune zero coefficients during the decomposition.
RealScalar	precision () const
void	setFlags (int f)
	Sets the flags.
int	flags () const
void	compute (const MatrixType &matrix)
	Computes/re-computes the LLT factorization.
const CholMatrixType &	matrixL (void) const
template<typename Derived >
bool	solveInPlace (MatrixBase< Derived > &b) const
	Computes b = L^-T L^-1 b.
template<typename Rhs >
const internal::solve_retval < SparseLLT< MatrixType >, Rhs >	solve (const MatrixBase< Rhs > &b) const
Index	cols () const
Index	rows () const
bool	succeeded (void) const
Protected Types
enum	{ SupernodalFactorIsDirty = 0x10000, MatrixLIsDirty = 0x20000 }
typedef _MatrixType::Scalar	Scalar
typedef NumTraits< typename _MatrixType::Scalar >::Real	RealScalar
Protected Attributes
CholMatrixType	m_matrix
RealScalar	m_precision
int	m_flags
int	m_status
bool	m_succeeded

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Member Typedef Documentation

template<typename _MatrixType, typename Backend = DefaultBackend>

typedef SparseMatrix<Scalar> Eigen::SparseLLT< _MatrixType, Backend >::CholMatrixType

Reimplemented in Eigen::SparseLLT< _MatrixType, Cholmod >.

Definition at line 52 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

typedef MatrixType::Index Eigen::SparseLLT< _MatrixType, Backend >::Index

Reimplemented in Eigen::SparseLLT< _MatrixType, Cholmod >.

Definition at line 54 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

typedef _MatrixType Eigen::SparseLLT< _MatrixType, Backend >::MatrixType

Reimplemented in Eigen::SparseLLT< _MatrixType, Cholmod >.

Definition at line 53 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

typedef NumTraits<typename _MatrixType::Scalar>::Real Eigen::SparseLLT< _MatrixType, Backend >::RealScalar [protected]

Reimplemented in Eigen::SparseLLT< _MatrixType, Cholmod >.

Definition at line 44 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

typedef _MatrixType::Scalar Eigen::SparseLLT< _MatrixType, Backend >::Scalar [protected]

Reimplemented in Eigen::SparseLLT< _MatrixType, Cholmod >.

Definition at line 43 of file SparseExtra.

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Member Enumeration Documentation

template<typename _MatrixType, typename Backend = DefaultBackend>

anonymous enum [protected]

Enumerator:

SupernodalFactorIsDirty
MatrixLIsDirty

Definition at line 46 of file SparseExtra.

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Constructor & Destructor Documentation

template<typename _MatrixType, typename Backend = DefaultBackend>

Eigen::SparseLLT< _MatrixType, Backend >::SparseLLT

(

int

flags = 0

)

[inline]

Creates a dummy LLT factorization object with flags flags.

Reimplemented in Eigen::SparseLLT< _MatrixType, Cholmod >.

Definition at line 57 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

Eigen::SparseLLT< _MatrixType, Backend >::SparseLLT	(	const MatrixType &	matrix,
		int	flags = 0
	)		[inline]

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

Reimplemented in Eigen::SparseLLT< _MatrixType, Cholmod >.

Definition at line 65 of file SparseExtra.

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Member Function Documentation

template<typename _MatrixType, typename Backend = DefaultBackend>

Index Eigen::SparseLLT< _MatrixType, Backend >::cols

(

void

)

const [inline]

Reimplemented in Eigen::SparseLLT< _MatrixType, Cholmod >.

Definition at line 123 of file SparseExtra.

template<typename _MatrixType , typename Backend >

void Eigen::SparseLLT< _MatrixType, Backend >::compute

(

const MatrixType &

matrix

)

Computes/re-computes the LLT factorization.

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

Reimplemented in Eigen::SparseLLT< _MatrixType, Cholmod >.

Definition at line 171 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

int Eigen::SparseLLT< _MatrixType, Backend >::flags

(

)

const [inline]

Returns:

the current flags

Definition at line 104 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

const CholMatrixType& Eigen::SparseLLT< _MatrixType, Backend >::matrixL

(

void

)

const [inline]

Returns:

the lower triangular matrix L

Reimplemented in Eigen::SparseLLT< _MatrixType, Cholmod >.

Definition at line 110 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

RealScalar Eigen::SparseLLT< _MatrixType, Backend >::precision

(

)

const [inline]

Returns:

the current precision.

See also:

setPrecision()

Definition at line 90 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

Index Eigen::SparseLLT< _MatrixType, Backend >::rows

(

void

)

const [inline]

Reimplemented in Eigen::SparseLLT< _MatrixType, Cholmod >.

Definition at line 124 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

void Eigen::SparseLLT< _MatrixType, Backend >::setFlags

(

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()

Definition at line 102 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

void Eigen::SparseLLT< _MatrixType, Backend >::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 LLT 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()

Definition at line 85 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

template<typename Rhs >

const internal::solve_retval<SparseLLT<MatrixType>, Rhs> Eigen::SparseLLT< _MatrixType, Backend >::solve

(

const MatrixBase< Rhs > &

b

)

const [inline]

Reimplemented in Eigen::SparseLLT< _MatrixType, Cholmod >.

Definition at line 117 of file SparseExtra.

template<typename _MatrixType , typename Backend >

template<typename Derived >

bool Eigen::SparseLLT< _MatrixType, Backend >::solveInPlace

(

MatrixBase< Derived > &

b

)

const

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

Reimplemented in Eigen::SparseLLT< _MatrixType, Cholmod >.

Definition at line 235 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

bool Eigen::SparseLLT< _MatrixType, Backend >::succeeded

(

void

)

const [inline]

Returns:

true if the factorization succeeded

Reimplemented in Eigen::SparseLLT< _MatrixType, Cholmod >.

Definition at line 127 of file SparseExtra.

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Member Data Documentation

template<typename _MatrixType, typename Backend = DefaultBackend>

int Eigen::SparseLLT< _MatrixType, Backend >::m_flags [protected]

Definition at line 132 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

CholMatrixType Eigen::SparseLLT< _MatrixType, Backend >::m_matrix [protected]

Definition at line 130 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

RealScalar Eigen::SparseLLT< _MatrixType, Backend >::m_precision [protected]

Definition at line 131 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

int Eigen::SparseLLT< _MatrixType, Backend >::m_status [mutable, protected]

Definition at line 133 of file SparseExtra.

template<typename _MatrixType, typename Backend = DefaultBackend>

bool Eigen::SparseLLT< _MatrixType, Backend >::m_succeeded [protected]

Definition at line 134 of file SparseExtra.