参考自Eigen文档
代码如下:
#include <Eigen/Sparse>
typedef Eigen::SparseMatrix<double> SpMat;
typedef Eigen::Triplet<double> Trip;
int main()
{
//设置Triplet列表,该列表可以表示稀疏矩阵
std::vector<Trip> tripletList(9);
tripletList.push_back(Trip(0, 0, 10));
tripletList.push_back(Trip(0, 1, -2));
tripletList.push_back(Trip(0, 2, -2));
tripletList.push_back(Trip(1, 0, -2));
tripletList.push_back(Trip(1, 1, 10));
tripletList.push_back(Trip(1, 2, -1));
tripletList.push_back(Trip(2, 0, -2));
tripletList.push_back(Trip(2, 1, -1));
tripletList.push_back(Trip(2, 2, 3));
//用Triplet列表构造稀疏矩阵
SpMat mat(3, 3);
mat.setFromTriplets(tripletList.begin(), tripletList.end());
//使用Cholesky分解矩阵mat(LDLT分解)
Eigen::SimplicialLDLT<SpMat> chol(mat);
//构造右端项
Eigen::VectorXd b(3);
b.coeffRef(0) = 1.0;
b.coeffRef(1) = 0.5;
b.coeffRef(2) = 1.0;
//求解方程,回代
Eigen::VectorXd x = chol.solve(b);
//输出结果
for (int i = 0; i < 3; i++)
{
std::cout << x.coeffRef(i) << std::endl;
}
return 0;
}