SparseCholesky module

Detailed Description

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
class	Eigen::SimplicialCholesky< MatrixType_, UpLo_, Ordering_ >
class	Eigen::SimplicialCholeskyBase< Derived >
	A base class for direct sparse Cholesky factorizations. More...
class	Eigen::SimplicialLDLT< MatrixType_, UpLo_, Ordering_ >
	A direct sparse LDLT Cholesky factorizations without square root. More...
class	Eigen::SimplicialLLT< MatrixType_, UpLo_, Ordering_ >
	A direct sparse LLT Cholesky factorizations. More...
class	Eigen::SimplicialNonHermitianLDLT< MatrixType_, UpLo_, Ordering_ >
	A direct sparse LDLT Cholesky factorizations without square root, for symmetric non-hermitian matrices. More...
class	Eigen::SimplicialNonHermitianLLT< MatrixType_, UpLo_, Ordering_ >
	A direct sparse LLT Cholesky factorizations, for symmetric non-hermitian matrices. More...