slp::RegularizedLDLT< Scalar > Class Template Reference

#include <sleipnir/optimization/solver/util/regularized_ldlt.hpp>

Public Member Functions
	RegularizedLDLT (int num_decision_variables, int num_equality_constraints)
Eigen::ComputationInfo	info () const
RegularizedLDLT &	compute (const Eigen::SparseMatrix< Scalar > &lhs)
template<typename Rhs >
Eigen::Vector< Scalar, Eigen::Dynamic >	solve (const Eigen::MatrixBase< Rhs > &rhs)
template<typename Rhs >
Eigen::Vector< Scalar, Eigen::Dynamic >	solve (const Eigen::SparseMatrixBase< Rhs > &rhs)
Scalar	hessian_regularization () const

Detailed Description

template<typename Scalar>
class slp::RegularizedLDLT< Scalar >

Solves systems of linear equations using a regularized LDLT factorization.

Template Parameters

Scalar

Scalar type.

Constructor & Destructor Documentation

RegularizedLDLT()

template<typename Scalar >

slp::RegularizedLDLT< Scalar >::RegularizedLDLT ( int  num_decision_variables, int  num_equality_constraints  )

inline

Constructs a RegularizedLDLT instance.

Parameters

num_decision_variables	The number of decision variables in the system.
num_equality_constraints	The number of equality constraints in the system.

Member Function Documentation

compute()

template<typename Scalar >

RegularizedLDLT & slp::RegularizedLDLT< Scalar >::compute ( const Eigen::SparseMatrix< Scalar > &  lhs )

inline

Computes the regularized LDLT factorization of a matrix.

Parameters

lhs	Left-hand side of the system.

Returns

The factorization.

hessian_regularization()

template<typename Scalar >

Scalar slp::RegularizedLDLT< Scalar >::hessian_regularization ( ) const

inline

Returns the Hessian regularization factor.

Returns

Hessian regularization factor.

info()

template<typename Scalar >

Eigen::ComputationInfo slp::RegularizedLDLT< Scalar >::info ( ) const

inline

Reports whether previous computation was successful.

Returns

Whether previous computation was successful.

solve() [1/2]

template<typename Scalar >

template<typename Rhs >

Eigen::Vector< Scalar, Eigen::Dynamic > slp::RegularizedLDLT< Scalar >::solve ( const Eigen::MatrixBase< Rhs > &  rhs )

inline

Solves the system of equations using a regularized LDLT factorization.

Parameters

rhs	Right-hand side of the system.

Returns

The solution.

solve() [2/2]

template<typename Scalar >

template<typename Rhs >

Eigen::Vector< Scalar, Eigen::Dynamic > slp::RegularizedLDLT< Scalar >::solve ( const Eigen::SparseMatrixBase< Rhs > &  rhs )

inline

Solves the system of equations using a regularized LDLT factorization.

Parameters

rhs	Right-hand side of the system.

Returns

The solution.

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

• include/sleipnir/optimization/solver/util/regularized_ldlt.hpp