49 lines
2.0 KiB
Plaintext
49 lines
2.0 KiB
Plaintext
|
// 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
|