FDenseMatrixSolver

Methods to solves sets of Linear equations stored as AX = B where A is an NxN matrix, and X.B are Nx1 column vectors.

Windows
MacOS
Linux

References

Module

Chaos

Header

/Engine/Source/Runtime/Experimental/Chaos/Public/Chaos/DenseMatrix.h

Include

#include "Chaos/DenseMatrix.h"

Syntax

class FDenseMatrixSolver

Remarks

Methods to solves sets of Linear equations stored as AX = B where A is an NxN matrix, and X.B are Nx1 column vectors.

Functions

Name Description

Public function Static

bool

 

CholeskyFactorize

(
    TDenseMatrix< T_E >& A
)

Overwrite A with its Cholesky Factor (A must be Positive Definite).

Public function Static

void

 

SolveCholeskyFactorized

(
    const TDenseMatrix< T_EA >& G,
    const TDenseMatrix< T_EB >& B,
    TDenseMatrix< T_EX >& X
)

This solves AX = B, where A is positive definite and has been Cholesky Factorized to produce G, where A = GGt, G is lower triangular.

Public function Static

bool

 

SolvePositiveDefinite

(
    const TDenseMatrix< T_EA >& A,
    const TDenseMatrix< T_EB >& B,
    TDenseMatrix< T_EX >& X
)

Solve AX = B, for positive-definite NxN matrix A, and Nx1 column vectors B and X.
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