Eigen求解大型稀疏对称矩阵（Cholesky分解）

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;
}