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

#include <PardisoSupport.h>

Inheritance diagram for Eigen::PardisoLDLT< MatrixType, Options >:

Public Types
enum	{ UpLo = Options&(Upper\|Lower) }

typedef Base::Scalar	Scalar

typedef Base::RealScalar	RealScalar

typedef Base::StorageIndex	StorageIndex

Public Types inherited from Eigen::PardisoImpl< PardisoLDLT< MatrixType, Options > >
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
	PardisoLDLT ()

	PardisoLDLT (const MatrixType &matrix)

void	getMatrix (const MatrixType &matrix)

Public Member Functions inherited from Eigen::PardisoImpl< PardisoLDLT< MatrixType, Options > >
	PardisoImpl ()

	~PardisoImpl ()

Index	cols () const

Index	rows () const

ComputationInfo	info () const
	Reports whether previous computation was successful. More...

ParameterType &	pardisoParameterArray ()

PardisoLDLT< MatrixType, Options > &	analyzePattern (const MatrixType &matrix)

PardisoLDLT< MatrixType, Options > &	factorize (const MatrixType &matrix)

PardisoLDLT< MatrixType, Options > &	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 ()

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< PardisoLDLT< MatrixType, Options > >	Base

Protected Types inherited from Eigen::PardisoImpl< PardisoLDLT< MatrixType, Options > >
typedef SparseSolverBase< PardisoLDLT< MatrixType, Options > >	Base

typedef internal::pardiso_traits< PardisoLDLT< MatrixType, Options > >	Traits

Friends
class	PardisoImpl< PardisoLDLT< MatrixType, Options > >

Additional Inherited Members
Protected Member Functions inherited from Eigen::PardisoImpl< PardisoLDLT< MatrixType, Options > >
void	pardisoRelease ()

void	pardisoInit (int type)

void	manageErrorCode (Index error) const

PardisoLDLT< MatrixType, Options > &	derived ()

const PardisoLDLT< MatrixType, Options > &	derived () const

Protected Attributes inherited from Eigen::PardisoImpl< PardisoLDLT< MatrixType, Options > >
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 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.

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<>
Options	can 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.

\implsparsesolverconcept

See also: TutorialSparseSolverConcept, class SimplicialLDLT