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| -rw-r--r-- | src/Eigen/IterativeLinearSolvers | 48 |
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diff --git a/src/Eigen/IterativeLinearSolvers b/src/Eigen/IterativeLinearSolvers new file mode 100644 index 0000000..957d575 --- /dev/null +++ b/src/Eigen/IterativeLinearSolvers @@ -0,0 +1,48 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// This Source Code Form is subject to the terms of the Mozilla +// Public License v. 2.0. If a copy of the MPL was not distributed +// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. + +#ifndef EIGEN_ITERATIVELINEARSOLVERS_MODULE_H +#define EIGEN_ITERATIVELINEARSOLVERS_MODULE_H + +#include "SparseCore" +#include "OrderingMethods" + +#include "src/Core/util/DisableStupidWarnings.h" + +/** + * \defgroup IterativeLinearSolvers_Module IterativeLinearSolvers module + * + * This module currently provides iterative methods to solve problems of the form \c A \c x = \c b, where \c A is a squared matrix, usually very large and sparse. + * Those solvers are accessible via the following classes: + * - ConjugateGradient for selfadjoint (hermitian) matrices, + * - LeastSquaresConjugateGradient for rectangular least-square problems, + * - BiCGSTAB for general square matrices. + * + * These iterative solvers are associated with some preconditioners: + * - IdentityPreconditioner - not really useful + * - DiagonalPreconditioner - also called Jacobi preconditioner, work very well on diagonal dominant matrices. + * - IncompleteLUT - incomplete LU factorization with dual thresholding + * + * Such problems can also be solved using the direct sparse decomposition modules: SparseCholesky, CholmodSupport, UmfPackSupport, SuperLUSupport. + * + \code + #include <Eigen/IterativeLinearSolvers> + \endcode + */ + +#include "src/IterativeLinearSolvers/SolveWithGuess.h" +#include "src/IterativeLinearSolvers/IterativeSolverBase.h" +#include "src/IterativeLinearSolvers/BasicPreconditioners.h" +#include "src/IterativeLinearSolvers/ConjugateGradient.h" +#include "src/IterativeLinearSolvers/LeastSquareConjugateGradient.h" +#include "src/IterativeLinearSolvers/BiCGSTAB.h" +#include "src/IterativeLinearSolvers/IncompleteLUT.h" +#include "src/IterativeLinearSolvers/IncompleteCholesky.h" + +#include "src/Core/util/ReenableStupidWarnings.h" + +#endif // EIGEN_ITERATIVELINEARSOLVERS_MODULE_H |