slp::RegularizedLDLT< Scalar > Class Template Reference

Solves systems of linear equations using a regularized LDLT factorization. More...

#include </home/runner/work/allwpilib/allwpilib/wpimath/src/main/native/thirdparty/sleipnir/include/sleipnir/optimization/solver/util/regularized_ldlt.hpp>

Public Types
using	DenseMatrix = Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic>
	Type alias for dense matrix.
using	DenseVector = Eigen::Vector<Scalar, Eigen::Dynamic>
	Type alias for dense vector.
using	SparseMatrix = Eigen::SparseMatrix<Scalar>
	Type alias for sparse matrix.

Public Member Functions
	RegularizedLDLT (int num_decision_variables, int num_equality_constraints)
	Constructs a RegularizedLDLT instance.
Eigen::ComputationInfo	info () const
	Reports whether previous computation was successful.
RegularizedLDLT &	compute (const SparseMatrix &lhs)
	Computes the regularized LDLT factorization of a matrix.
template<typename Rhs>
DenseVector	solve (const Eigen::MatrixBase< Rhs > &rhs)
	Solves the system of equations using a regularized LDLT factorization.
template<typename Rhs>
DenseVector	solve (const Eigen::SparseMatrixBase< Rhs > &rhs)
	Solves the system of equations using a regularized LDLT factorization.
Scalar	hessian_regularization () const
	Returns the Hessian regularization factor.

Detailed Description

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

Solves systems of linear equations using a regularized LDLT factorization.

Template Parameters

Scalar

Scalar type.

Member Typedef Documentation

DenseMatrix

template<typename Scalar>

using slp::RegularizedLDLT< Scalar >::DenseMatrix = Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic>

Type alias for dense matrix.

DenseVector

template<typename Scalar>

using slp::RegularizedLDLT< Scalar >::DenseVector = Eigen::Vector<Scalar, Eigen::Dynamic>

Type alias for dense vector.

SparseMatrix

template<typename Scalar>

using slp::RegularizedLDLT< Scalar >::SparseMatrix = Eigen::SparseMatrix<Scalar>

Type alias for sparse matrix.

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 SparseMatrix & 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>

DenseVector 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>

DenseVector 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.

---

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

• /home/runner/work/allwpilib/allwpilib/wpimath/src/main/native/thirdparty/sleipnir/include/sleipnir/optimization/solver/util/regularized_ldlt.hpp