Sparse linear algebra » Reference » SparseCholesky module module

Contents

This module currently provides two variants of the direct sparse Cholesky decomposition for selfadjoint (hermitian) matrices. Those decompositions are accessible via the following classes:

  • SimplicialLLt,
  • SimplicialLDLt

Such problems can also be solved using the ConjugateGradient solver from the IterativeLinearSolvers module.

#include <Eigen/SparseCholesky>

Classes

template<typename _MatrixType, int _UpLo, typename _Ordering>
class Eigen::SimplicialCholesky deprecated
template<typename Derived>
class Eigen::SimplicialCholeskyBase
A base class for direct sparse Cholesky factorizations.
template<typename _MatrixType, int _UpLo, typename _Ordering>
class Eigen::SimplicialLDLT
A direct sparse LDLT Cholesky factorizations without square root.
template<typename _MatrixType, int _UpLo, typename _Ordering>
class Eigen::SimplicialLLT
A direct sparse LLT Cholesky factorizations.