Sparse linear system solver based on Cholesky. This class implements a sparse linear system solver based on the Cholesky LDL^T algorithm from Eigen. More...
#include <LSSolver.h>
Public Member Functions | |
virtual void | initialize (const SparseMatrix &A) overridefinal |
Prefactorize the sparse matrix (A = LDL^T). | |
virtual VectorX | solve (const VectorX &b) const overridefinal |
Solve the linear system by applying twice backsubstitution. | |
Sparse linear system solver based on Cholesky. This class implements a sparse linear system solver based on the Cholesky LDL^T algorithm from Eigen.