SPQR.h file
SuiteSparseQR multifrontal sparse QR solver wrapper.
This header provides a wrapper for SPQR (SuiteSparseQR) from SuiteSparse, a high-performance direct solver using multifrontal sparse QR factorization.
Algorithm
SPQR computes:
where is a fill-reducing permutation, is orthogonal, and is upper triangular. The multifrontal method processes the matrix efficiently using an elimination tree.
Applicability
- General sparse matrices
- Rank-deficient systems
- Least-squares problems
- Overdetermined systems
- Problems requiring excellent numerical stability
Usage Example
Problem problem(u, v); problem = Integral(Grad(u), Grad(v)) - Integral(f, v); Solver::SPQR solver(problem); solver.setTolerance(1e-10).solve();