blob: 957d5750b2cd6f9a429c7140335487a4d8b87b25 (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
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
|
