基于Eigen调用Pardiso求解线性方程组

 1 #include <Eigen/Sparse>
 2 #include <Eigen/IterativeLinearSolvers>
 3 #include <Eigen/PardisoSupport>
 4 using namespace Eigen;
 5 using namespace std;
 6 typedef Eigen::SparseMatrix<double> SpMat;
 7 typedef Eigen::PardisoLU <SpMat> PLUSolver;
 8 typedef Eigen::PardisoLDLT <SpMat> PLDLTSolver;
 9 
10 //构造稀疏矩阵，按照行列号插入非零元素
11 SpMat A(8, 8); 
12 A.insert(0, 0) = 7.0; 
13 A.insert(0, 2) = 1.0;
14 ……
15 A.makeCompressed();
16 VectorXd b(8), x(8);

//使用Eigen自带CG求解器求解对称稀疏矩阵线性方程组
ConjugateGradient<SparseMatrix<double>, Eigen::Upper> solver;
x = solver.compute(A).solve(b);

//调用pardiso求解非对称稀疏矩阵线性方程组
PLUSolver solver;
solver.analyzePattern(A);
solver.factorize(A);
x = solver.solve(b);

//调用pardiso求解对称稀疏矩阵线性方程组
PLDLTSolver solver;
solver.analyzePattern(A);
solver.factorize(A);
x = solver.solve(b);