Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex > Class Template Reference

#include <Spectra/MatOp/SparseCholesky.h>

Public Types
using	Scalar = Scalar_

Public Member Functions
template<typename Derived >
	SparseCholesky (const Eigen::SparseMatrixBase< Derived > &mat)
Index	rows () const
Index	cols () const
CompInfo	info () const
void	lower_triangular_solve (const Scalar *x_in, Scalar *y_out) const
void	upper_triangular_solve (const Scalar *x_in, Scalar *y_out) const

Detailed Description

template<typename Scalar_, int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>
class Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >

This class defines the operations related to Cholesky decomposition on a sparse positive definite matrix, \(B=LL'\), where \(L\) is a lower triangular matrix. It is mainly used in the SymGEigsSolver generalized eigen solver in the Cholesky decomposition mode.

Template Parameters

Scalar_	The element type of the matrix, for example, float, double, and long double.
Uplo	Either Eigen::Lower or Eigen::Upper, indicating which triangular part of the matrix is used.
Flags	Either Eigen::ColMajor or Eigen::RowMajor, indicating the storage format of the input matrix.
StorageIndex	The type of the indices for the sparse matrix.

Definition at line 36 of file SparseCholesky.h.

Member Typedef Documentation

Scalar

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>

using Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::Scalar = Scalar_

Element type of the matrix.

Definition at line 42 of file SparseCholesky.h.

Constructor & Destructor Documentation

SparseCholesky()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>

template<typename Derived >

Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::SparseCholesky ( const Eigen::SparseMatrixBase< Derived > &  mat )

inline

Constructor to create the matrix operation object.

Parameters

mat	An Eigen sparse matrix object, whose type can be Eigen::SparseMatrix<Scalar, ...> or its mapped version Eigen::Map<Eigen::SparseMatrix<Scalar, ...> >.

Definition at line 64 of file SparseCholesky.h.

Member Function Documentation

rows()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>

Index Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::rows ( ) const

inline

Returns the number of rows of the underlying matrix.

Definition at line 83 of file SparseCholesky.h.

cols()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>

Index Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::cols ( ) const

inline

Returns the number of columns of the underlying matrix.

Definition at line 87 of file SparseCholesky.h.

info()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>

CompInfo Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::info ( ) const

inline

Returns the status of the computation. The full list of enumeration values can be found in Enumerations.

Definition at line 93 of file SparseCholesky.h.

lower_triangular_solve()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>

void Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::lower_triangular_solve ( const Scalar *  x_in, Scalar *  y_out  ) const

inline

Performs the lower triangular solving operation \(y=L^{-1}x\).

Parameters

x_in	Pointer to the \(x\) vector.
y_out	Pointer to the \(y\) vector.

Definition at line 102 of file SparseCholesky.h.

upper_triangular_solve()

template<typename Scalar_ , int Uplo = Eigen::Lower, int Flags = Eigen::ColMajor, typename StorageIndex = int>

void Spectra::SparseCholesky< Scalar_, Uplo, Flags, StorageIndex >::upper_triangular_solve ( const Scalar *  x_in, Scalar *  y_out  ) const

inline

Performs the upper triangular solving operation \(y=(L')^{-1}x\).

Parameters

x_in	Pointer to the \(x\) vector.
y_out	Pointer to the \(y\) vector.

Definition at line 117 of file SparseCholesky.h.

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

• Spectra/MatOp/SparseCholesky.h