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

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

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

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

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

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_ > >
PardisoLLT< MatrixType, UpLo_ > &	derived ()
const PardisoLLT< MatrixType, UpLo_ > &	derived () const
void	manageErrorCode (Index error) const
void	pardisoInit (int type)
void	pardisoRelease ()

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

This class follows the sparse solver concept .

See also

Sparse solver concept, class SimplicialLLT

Definition at line 443 of file PardisoSupport.h.

Member Typedef Documentation

Base

template<typename MatrixType , int UpLo_>

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

protected

Definition at line 446 of file PardisoSupport.h.

RealScalar

template<typename MatrixType , int UpLo_>

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

Definition at line 454 of file PardisoSupport.h.

Scalar

template<typename MatrixType , int UpLo_>

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

Definition at line 453 of file PardisoSupport.h.

StorageIndex

template<typename MatrixType , int UpLo_>

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

Definition at line 455 of file PardisoSupport.h.

Member Enumeration Documentation

anonymous enum

template<typename MatrixType , int UpLo_>

anonymous enum

Enumerator
UpLo

Definition at line 456 of file PardisoSupport.h.

{ UpLo = UpLo_ };

Constructor & Destructor Documentation

PardisoLLT() [1/2]

template<typename MatrixType , int UpLo_>

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

inline

Definition at line 459 of file PardisoSupport.h.

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

PardisoLLT() [2/2]

template<typename MatrixType , int UpLo_>

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

inlineexplicit

Definition at line 465 of file PardisoSupport.h.

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

Member Function Documentation

getMatrix()

template<typename MatrixType , int UpLo_>

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

inlineprotected

Definition at line 474 of file PardisoSupport.h.

    {
      // 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();
    }

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

• PardisoSupport.h