Lines Matching refs:Matrix
33 * where L is a lower triangular factor, S is a diagonal scaling matrix, and P is a
36 * \b Shifting \b strategy: Let \f$ B = S P A P' S \f$ be the scaled matrix on which the factorization is carried out,
38 * on the matrix B. Otherwise, the factorization is performed on the shifted matrix \f$ B + (\sigma+|\beta| I \f$ where
62 typedef Matrix<Scalar,Dynamic,1> VectorSx;
63 typedef Matrix<RealScalar,Dynamic,1> VectorRx;
64 typedef Matrix<StorageIndex,Dynamic, 1> VectorIx;
81 /** Constructor computing the incomplete factorization for the given matrix \a matrix.
84 IncompleteCholesky(const MatrixType& matrix) : m_initialShift(1e-3),m_factorizationIsOk(false)
86 compute(matrix);
89 /** \returns number of rows of the factored matrix */
92 /** \returns number of columns of the factored matrix */
102 * \c NumericalIssue if the matrix appears to be negative.
130 /** \brief Performs the numerical factorization of the input matrix \a mat
133 * with a matrix having the same pattern.
140 /** Computes or re-computes the incomplete Cholesky factorization of the input matrix \a mat
179 VectorRx m_scale; // The vector for scaling the matrix
201 // Dropping strategy : Keep only the p largest elements per column, where p is the number of elements in the column of the original matrix. Other strategies will be added
251 // Scale and compute the shift for the matrix
273 // Apply the shift to the diagonal elements of the matrix
355 // Insert the largest p elements in the matrix
