template<typename MatrixType, int _UpLo>
PardisoLLT class
A sparse direct Cholesky (LLT) factorization and solver based on the PARDISO library.
| Template parameters | |
|---|---|
| MatrixType | the type of the sparse matrix A, it must be a SparseMatrix<> |
| _UpLo | |
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;
This class follows the sparse solver concept.