Sparse linear algebra » Reference » Support modules » PardisoSupport module module

Contents

This module brings support for the Intel(R) MKL PARDISO direct sparse solvers.

#include <Eigen/PardisoSupport>

In order to use this module, the MKL headers must be accessible from the include paths, and your binary must be linked to the MKL library and its dependencies. See this page for more information on MKL-Eigen integration.

Classes

template<typename MatrixType, int Options>
class Eigen::PardisoLDLT
A sparse direct Cholesky (LDLT) factorization and solver based on the PARDISO library.
template<typename MatrixType, int _UpLo>
class Eigen::PardisoLLT
A sparse direct Cholesky (LLT) factorization and solver based on the PARDISO library.
template<typename MatrixType>
class Eigen::PardisoLU
A sparse direct LU factorization and solver based on the PARDISO library.