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Bug 334 - Implement LU, ILU0 and solve in SparseExtra
Summary: Implement LU, ILU0 and solve in SparseExtra
Status: NEW
Alias: None
Product: Eigen
Classification: Unclassified
Component: Sparse (show other bugs)
Version: unspecified
Hardware: All All
: --- Unknown
Assignee: Nobody
URL:
Whiteboard:
Keywords:
Depends on:
Blocks:
 
Reported: 2011-08-25 10:07 UTC by Donald McGillavry
Modified: 2011-12-05 10:04 UTC (History)
1 user (show)



Attachments
SparseLU.h (4.41 KB, patch)
2011-09-30 12:42 UTC, Donald McGillavry
no flags Details | Diff

Description Donald McGillavry 2011-08-25 10:07:00 UTC
As advised in irc create a new track here.
I want to implement the functions of LU-decomposition and solution in module SparseExtra.
Comment 1 Donald McGillavry 2011-09-30 12:42:55 UTC
Created attachment 215 [details]
SparseLU.h

Zero Fill-in ILU (ILU(0)) in SparseExtra module.
Function solve() can be used after solving Bug 356 ( http://eigen.tuxfamily.org/bz/show_bug.cgi?id=356 )
Comment 2 Gael Guennebaud 2011-12-05 10:04:52 UTC
Sorry I did not noticed this entry earlier. Actually, there is now such a ILU(0) in unsupported/src/IterativeSolvers/IncompleteLU.h. Both algorithms seems to have the same complexity but the one in IncompleteLU.h is more general since it exploits the iterator abstraction layer. It is still in unsupported because such a ILU(0) reduces the convergence more often than it increases it.

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