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Bug 530 - Incomplete Cholesky conjugate gradient method
Summary: Incomplete Cholesky conjugate gradient method
Status: ASSIGNED
Alias: None
Product: Eigen
Classification: Unclassified
Component: Sparse (show other bugs)
Version: 3.2
Hardware: All All
: Normal enhancement
Assignee: Desire NUENTSA
URL:
Whiteboard:
Keywords:
Depends on:
Blocks:
 
Reported: 2012-11-14 11:13 UTC by s.fujiyama
Modified: 2012-12-02 16:28 UTC (History)
1 user (show)



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Description s.fujiyama 2012-11-14 11:13:53 UTC
This is not a bug report but feature request.

It would be very useful if the Eigen library has
fast implementation for ICCG (Incomplete Cholesky
conjugate gradient) method.
Currently, Eigen DOES have fuction for CG method 
but not for Incomplete Cholesky preconditioning.

The method is supported by other libraries such as
MTL, SparseLib++, but both are far from active.

Thank you for all of your development.
The library is very useful and is a great help 
for academic researchers.
Comment 1 Gael Guennebaud 2012-12-02 16:28:59 UTC
There is a start in the devel branch:

unsupported/Eigen/src/IterativeSolvers/IncompleteCholesky.h

Désiré, what's the status?

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