Eigen  3.3.90 (mercurial changeset d63bd3cb7378)
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IterativeLinearSolvers module

Detailed Description

This module currently provides iterative methods to solve problems of the form A x = b, where A is a squared matrix, usually very large and sparse. Those solvers are accessible via the following classes:

These iterative solvers are associated with some preconditioners:

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

#include <Eigen/IterativeLinearSolvers>

Classes

class  Eigen::BiCGSTAB< _MatrixType, _Preconditioner >
 A bi conjugate gradient stabilized solver for sparse square problems. More...
 
class  Eigen::ConjugateGradient< _MatrixType, _UpLo, _Preconditioner >
 A conjugate gradient solver for sparse (or dense) self-adjoint problems. More...
 
class  Eigen::DiagonalPreconditioner< _Scalar >
 A preconditioner based on the digonal entries. More...
 
class  Eigen::IdentityPreconditioner
 A naive preconditioner which approximates any matrix as the identity matrix. More...
 
class  Eigen::IncompleteLUT< _Scalar, _StorageIndex >
 Incomplete LU factorization with dual-threshold strategy. More...
 
class  Eigen::IterativeSolverBase< Derived >
 Base class for linear iterative solvers. More...
 
class  Eigen::LeastSquareDiagonalPreconditioner< _Scalar >
 Jacobi preconditioner for LeastSquaresConjugateGradient. More...
 
class  Eigen::LeastSquaresConjugateGradient< _MatrixType, _Preconditioner >
 A conjugate gradient solver for sparse (or dense) least-square problems. More...
 
class  Eigen::SolveWithGuess< Decomposition, RhsType, GuessType >
 Pseudo expression representing a solving operation. More...