Squashed 'third_party/eigen/' changes from 61d72f6..cf794d3
Change-Id: I9b814151b01f49af6337a8605d0c42a3a1ed4c72
git-subtree-dir: third_party/eigen
git-subtree-split: cf794d3b741a6278df169e58461f8529f43bce5d
diff --git a/Eigen/IterativeLinearSolvers b/Eigen/IterativeLinearSolvers
index 0f4159d..957d575 100644
--- a/Eigen/IterativeLinearSolvers
+++ b/Eigen/IterativeLinearSolvers
@@ -1,3 +1,10 @@
+// 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
@@ -12,28 +19,29 @@
* 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.
- * - IncompleteILUT - incomplete LU factorization with dual thresholding
+ * - 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
+ \code
+ #include <Eigen/IterativeLinearSolvers>
+ \endcode
*/
-#include "src/misc/Solve.h"
-#include "src/misc/SparseSolve.h"
-
+#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"