CholeskySolver Class Reference

The CholeskySolver class is used to solve linear systems with a symmetric matrix with a pivoted Cholesky decomposition. More...

Inheritance diagram for CholeskySolver:

Public Member Functions
	CholeskySolver ()
	Constructor.
	~CholeskySolver ()
	Destructor.
bool	is_factorized () const override
	Query to determine if the matrix of the solver has been factored.
void	factorize (const MatrixXd &A) override
	Perform the matrix factorization for the linear solver matrix. More...
void	solve (const MatrixXd &A, const MatrixXd &b, MatrixXd &x) override
	Find a solution to Ax = b. More...
void	solve (const MatrixXd &b, MatrixXd &x) override
	Find a solution to Ax = b when A is already factorized. More...
Public Member Functions inherited from LinearSolverBase
	LinearSolverBase ()
	Constructor.
	~LinearSolverBase ()
	Destructor.

Private Attributes
std::shared_ptr< Eigen::LDLT< MatrixXd > >	LDLT_Ptr
	Cached LDL^T factorization.

Additional Inherited Members
Public Types inherited from LinearSolverBase
enum	SOLVER_TYPE {   CHOLESKY, EQ_CONS_LEAST_SQ_REGRESSION, LASSO_REGRESSION, LEAST_ANGLE_REGRESSION,   LU, ORTHOG_MATCH_PURSUIT, QR_LEAST_SQ_REGRESSION, SVD_LEAST_SQ_REGRESSION }
	How best to Doxygenate class enums? RWH.
Static Public Member Functions inherited from LinearSolverBase
static SOLVER_TYPE	solver_type (const std::string &solver_name)
	Convert solver name to enum type. More...

Detailed Description

The CholeskySolver class is used to solve linear systems with a symmetric matrix with a pivoted Cholesky decomposition.

Member Function Documentation

factorize()

void factorize ( const MatrixXd &  A )

overridevirtual

Perform the matrix factorization for the linear solver matrix.

Parameters

[in]

A

The incoming matrix to factorize.

Reimplemented from LinearSolverBase.

References CholeskySolver::LDLT_Ptr.

Referenced by CholeskySolver::solve().

solve() [1/2]

void solve ( const MatrixXd &  A, const MatrixXd &  b, MatrixXd &  x  )

overridevirtual

Find a solution to Ax = b.

Parameters

[in]	A	The linear system left-hand-side matrix.
[in]	b	The linear system right-hand-side (multi-)vector.
[in]	x	The linear system solution (multi-)vector.

Reimplemented from LinearSolverBase.

References CholeskySolver::factorize().

solve() [2/2]

void solve ( const MatrixXd &  b, MatrixXd &  x  )

overridevirtual

Find a solution to Ax = b when A is already factorized.

Parameters

[in]	b	The linear system right-hand-side (multi-)vector.
[in]	x	The linear system solution (multi-)vector.

Reimplemented from LinearSolverBase.

References CholeskySolver::LDLT_Ptr.

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The documentation for this class was generated from the following files:

• UtilLinearSolvers.hpp
• UtilLinearSolvers.cpp