template<typename MatrixType, int Options>
PardisoLDLT class
A sparse direct Cholesky (LDLT) factorization and solver based on the PARDISO library.
| 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. |
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;
This class follows the sparse solver concept.