Auxiliary class to hold the results of a Cholesky factorization of a sparse matrix.
This implementation does not allow updating/downdating.
Usage example:
Definition at line 360 of file CSparseMatrix.h.
#include <mrpt/math/CSparseMatrix.h>
Public Member Functions | |
CholeskyDecomp (const CSparseMatrix &A) | |
Constructor from a square definite-positive sparse matrix A, which can be use to solve Ax=b The actual Cholesky decomposition takes places in this constructor. More... | |
virtual | ~CholeskyDecomp () |
Destructor. More... | |
CMatrixDouble | get_L () const |
Return the L matrix (L*L' = M), as a dense matrix. More... | |
void | get_L (CMatrixDouble &out_L) const |
Return the L matrix (L*L' = M), as a dense matrix. More... | |
template<class VECTOR > | |
VECTOR | backsub (const VECTOR &b) const |
Return the vector from a back-substitution step that solves: Ux=b More... | |
void | backsub (const Eigen::VectorXd &b, Eigen::VectorXd &result_x) const |
Return the vector from a back-substitution step that solves: Ux=b. More... | |
void | backsub (const double *b, double *result, const size_t N) const |
void | update (const CSparseMatrix &new_SM) |
Update the Cholesky factorization from an updated vesion of the original input, square definite-positive sparse matrix. More... | |
Private Attributes | |
css * | m_symbolic_structure |
csn * | m_numeric_structure |
const CSparseMatrix * | m_originalSM |
A const reference to the original matrix used to build this decomposition. More... | |
mrpt::math::CSparseMatrix::CholeskyDecomp::CholeskyDecomp | ( | const CSparseMatrix & | A | ) |
Constructor from a square definite-positive sparse matrix A, which can be use to solve Ax=b The actual Cholesky decomposition takes places in this constructor.
std::runtime_error | On non-square input matrix. |
mrpt::math::CExceptionNotDefPos | On non-definite-positive matrix as input. |
|
virtual |
Destructor.
void mrpt::math::CSparseMatrix::CholeskyDecomp::backsub | ( | const double * | b, |
double * | result, | ||
const size_t | N | ||
) | const |
void mrpt::math::CSparseMatrix::CholeskyDecomp::backsub | ( | const Eigen::VectorXd & | b, |
Eigen::VectorXd & | result_x | ||
) | const |
Return the vector from a back-substitution step that solves: Ux=b.
Vectors can be Eigen::VectorXd or mrpt::math::CVectorDouble
|
inline |
Return the vector from a back-substitution step that solves: Ux=b
Definition at line 387 of file CSparseMatrix.h.
References backsub().
Referenced by backsub().
|
inline |
Return the L matrix (L*L' = M), as a dense matrix.
Definition at line 380 of file CSparseMatrix.h.
References get_L().
Referenced by get_L().
void mrpt::math::CSparseMatrix::CholeskyDecomp::get_L | ( | CMatrixDouble & | out_L | ) | const |
Return the L matrix (L*L' = M), as a dense matrix.
void mrpt::math::CSparseMatrix::CholeskyDecomp::update | ( | const CSparseMatrix & | new_SM | ) |
Update the Cholesky factorization from an updated vesion of the original input, square definite-positive sparse matrix.
NOTE: This new matrix MUST HAVE exactly the same sparse structure than the original one.
|
private |
Definition at line 364 of file CSparseMatrix.h.
|
private |
A const reference to the original matrix used to build this decomposition.
Definition at line 365 of file CSparseMatrix.h.
|
private |
Definition at line 363 of file CSparseMatrix.h.
Page generated by Doxygen 1.9.2 for MRPT 1.4.0 SVN: at Mon Sep 20 00:21:41 UTC 2021 |