template<typename MatrixType>
Eigen::PardisoLU class

A sparse direct LU factorization and solver based on the PARDISO library.

Contents

This class allows to solve for A.X = B sparse linear problems via a direct LU factorization using the Intel MKL PARDISO library. The sparse matrix A must be squared and invertible. 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.

Public functions

template<typename Rhs>
auto solve(const MatrixBase<Rhs>& b) const -> const Solve<Derived, Rhs>
template<typename Rhs>
auto solve(const SparseMatrixBase<Rhs>& b) const -> const Solve<Derived, Rhs>

Function documentation

template<typename MatrixType> template<typename Rhs>
const Solve<Derived, Rhs> Eigen::PardisoLU<MatrixType>::solve(const MatrixBase<Rhs>& b) const

Returns an expression of the solution x of $ A x = b $ using the current decomposition of A.

template<typename MatrixType> template<typename Rhs>
const Solve<Derived, Rhs> Eigen::PardisoLU<MatrixType>::solve(const SparseMatrixBase<Rhs>& b) const

Returns an expression of the solution x of $ A x = b $ using the current decomposition of A.