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IterativeLinearSolvers

IterativeLinearSolvers 2.0 KB
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  1. // This file is part of Eigen, a lightweight C++ template library
    2. 

  2. // for linear algebra.
    3. 

  3. //
    4. 

  4. // This Source Code Form is subject to the terms of the Mozilla
    5. 

  5. // Public License v. 2.0. If a copy of the MPL was not distributed
    6. 

  6. // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
    7. 

  7. 

  8. #ifndef EIGEN_ITERATIVELINEARSOLVERS_MODULE_H
    9. 

  9. #define EIGEN_ITERATIVELINEARSOLVERS_MODULE_H
    10. 

  10. 

  11. #include "SparseCore"
    12. 

  12. #include "OrderingMethods"
    13. 

  13. 

  14. #include "src/Core/util/DisableStupidWarnings.h"
    15. 

  15. 

  16. /** 
    17. 

  17.   * \defgroup IterativeLinearSolvers_Module IterativeLinearSolvers module
    18. 

  18.   *
    19. 

  19.   * 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.
    20. 

  20.   * Those solvers are accessible via the following classes:
    21. 

  21.   *  - ConjugateGradient for selfadjoint (hermitian) matrices,
    22. 

  22.   *  - LeastSquaresConjugateGradient for rectangular least-square problems,
    23. 

  23.   *  - BiCGSTAB for general square matrices.
    24. 

  24.   *
    25. 

  25.   * These iterative solvers are associated with some preconditioners:
    26. 

  26.   *  - IdentityPreconditioner - not really useful
    27. 

  27.   *  - DiagonalPreconditioner - also called Jacobi preconditioner, work very well on diagonal dominant matrices.
    28. 

  28.   *  - IncompleteLUT - incomplete LU factorization with dual thresholding
    29. 

  29.   *
    30. 

  30.   * Such problems can also be solved using the direct sparse decomposition modules: SparseCholesky, CholmodSupport, UmfPackSupport, SuperLUSupport.
    31. 

  31.   *
    32. 

  32.     \code
    33. 

  33.     #include <Eigen/IterativeLinearSolvers>
    34. 

  34.     \endcode
    35. 

  35.   */
    36. 

  36. 

  37. #include "src/IterativeLinearSolvers/SolveWithGuess.h"
    38. 

  38. #include "src/IterativeLinearSolvers/IterativeSolverBase.h"
    39. 

  39. #include "src/IterativeLinearSolvers/BasicPreconditioners.h"
    40. 

  40. #include "src/IterativeLinearSolvers/ConjugateGradient.h"
    41. 

  41. #include "src/IterativeLinearSolvers/LeastSquareConjugateGradient.h"
    42. 

  42. #include "src/IterativeLinearSolvers/BiCGSTAB.h"
    43. 

  43. #include "src/IterativeLinearSolvers/IncompleteLUT.h"
    44. 

  44. #include "src/IterativeLinearSolvers/IncompleteCholesky.h"
    45. 

  45. 

  46. #include "src/Core/util/ReenableStupidWarnings.h"
    47. 

  47. 

  48. #endif // EIGEN_ITERATIVELINEARSOLVERS_MODULE_H
    49.