EigenCholSolver Class Reference

creates solver class using pardiso for factorising, solving and selectively inverting linear system. More...

#include <EigenCholSolver.h>

Inheritance diagram for EigenCholSolver:

Public Member Functions
	EigenCholSolver (int &MPI_rank)
	constructor. initialises parameters, check pardiso license.
void	symbolic_factorization (SpMat &Q, int &init)
	performs the symbolic factorisation.
void	factorize (SpMat &Q, double &log_det, double &t_priorLatChol)
	numerical factorisation.
void	factorize_w_constr (SpMat &Q, const MatrixXd &D, double &log_det, MatrixXd &V)
void	factorize_solve (SpMat &Q, Vect &rhs, Vect &sol, double &log_det, double &t_condLatChol, double &t_condLatSolve)
	factorises and solves matrix in one call (to reuse pardiso objects)
void	factorize_solve_w_constr (SpMat &Q, Vect &rhs, const MatrixXd &Dxy, double &log_det, Vect &sol, MatrixXd &V)
void	selected_inversion (SpMat &Q, Vect &inv_diag)
	selected inversion of the diagonal elements of Q.
void	selected_inversion_w_constr (SpMat &Q, const MatrixXd &D, Vect &inv_diag, MatrixXd &V)
void	compute_full_inverse (MatrixXd &H, MatrixXd &C)
	inversion of the entire matrix (only meant for small matrices) by means of using identity right-hand side.
	~EigenCholSolver ()
	class destructor. Frees memory allocated by pardiso.

Private Attributes
int	MPI_rank
int	init
int	n
SpMat	Q
SimplicialLDLT< SpMat >	solverEigenQ

Additional Inherited Members
Protected Attributes inherited from Solver
int	init
double	log_det
SpMat	Q
Vect	rhs
Vect	sol

Detailed Description

creates solver class using pardiso for factorising, solving and selectively inverting linear system.

divided into set up, symbolic factorisation, numerical factorisation, numerical factorisation & solve and selected inversion (of the diagonal elements)

Member Function Documentation

compute_full_inverse()

void EigenCholSolver::compute_full_inverse	(	MatrixXd &	H,
		MatrixXd &	C
	)

inversion of the entire matrix (only meant for small matrices) by means of using identity right-hand side.

Parameters

[in]	H	dense matrix.
[in,out]	C	inverse of H.

factorize()

void EigenCholSolver::factorize ( SpMat &  Q, double &  log_det, double &  t_priorLatChol  )

virtual

numerical factorisation.

Parameters

[in]	Q	precision matrix to be factorised.
[in,out]	log_det	computes log determinant of Q.

Implements Solver.

factorize_solve()

void EigenCholSolver::factorize_solve ( SpMat &  Q, Vect &  rhs, Vect &  sol, double &  log_det, double &  t_condLatChol, double &  t_condLatSolve  )

virtual

factorises and solves matrix in one call (to reuse pardiso objects)

Parameters

[in]	Q	precision matrix.
[in]	rhs	right-hand side of the system.
[in,out]	sol	solution of the system.
[in,out]	log_det	log determinant of Q.

Implements Solver.

factorize_solve_w_constr()

void EigenCholSolver::factorize_solve_w_constr ( SpMat &  Q, Vect &  rhs, const MatrixXd &  Dxy, double &  log_det, Vect &  sol, MatrixXd &  V  )

virtual

Implements Solver.

factorize_w_constr()

void EigenCholSolver::factorize_w_constr ( SpMat &  Q, const MatrixXd &  D, double &  log_det, MatrixXd &  V  )

virtual

Implements Solver.

selected_inversion()

void EigenCholSolver::selected_inversion ( SpMat &  Q, Vect &  inv_diag  )

virtual

selected inversion of the diagonal elements of Q.

Parameters

[in]	Q	precision matrix.
[in,out]	inv_diag	inverse diagonal to hold the solution vector.

Implements Solver.

selected_inversion_w_constr()

void EigenCholSolver::selected_inversion_w_constr ( SpMat &  Q, const MatrixXd &  D, Vect &  inv_diag, MatrixXd &  V  )

virtual

Implements Solver.

symbolic_factorization()

void EigenCholSolver::symbolic_factorization ( SpMat &  Q, int &  init  )

virtual

performs the symbolic factorisation.

Parameters

[in]	Q	precision matrix to be factorised.
[in,out]	init	integer value indicating status of symbolic factorisation. Changed to one at the end of the function.

For each PardisoSolver object symbolic factorisation only needs to be performed once as sparsity patters if assumed to remain the same.

Implements Solver.

Member Data Documentation

MPI_rank

int EigenCholSolver::MPI_rank

private

pass on current MPI rank

n

int EigenCholSolver::n

private

size of the matrix

Q

SpMat EigenCholSolver::Q

private

sparse precision matrix Q. Eigen format.

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

• INLA_main/EigenCholSolver.h
• INLA_main/EigenCholSolver.cpp