| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame^] | 1 | // This file is part of Eigen, a lightweight C++ template library |
| 2 | // for linear algebra. |
| 3 | // |
| 4 | // This Source Code Form is subject to the terms of the Mozilla |
| 5 | // Public License v. 2.0. If a copy of the MPL was not distributed |
| 6 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. |
| 7 | |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 8 | #ifndef EIGEN_ITERATIVELINEARSOLVERS_MODULE_H |
| 9 | #define EIGEN_ITERATIVELINEARSOLVERS_MODULE_H |
| 10 | |
| 11 | #include "SparseCore" |
| 12 | #include "OrderingMethods" |
| 13 | |
| 14 | #include "src/Core/util/DisableStupidWarnings.h" |
| 15 | |
| 16 | /** |
| 17 | * \defgroup IterativeLinearSolvers_Module IterativeLinearSolvers module |
| 18 | * |
| 19 | * 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. |
| 20 | * Those solvers are accessible via the following classes: |
| 21 | * - ConjugateGradient for selfadjoint (hermitian) matrices, |
| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame^] | 22 | * - LeastSquaresConjugateGradient for rectangular least-square problems, |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 23 | * - BiCGSTAB for general square matrices. |
| 24 | * |
| 25 | * These iterative solvers are associated with some preconditioners: |
| 26 | * - IdentityPreconditioner - not really useful |
| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame^] | 27 | * - DiagonalPreconditioner - also called Jacobi preconditioner, work very well on diagonal dominant matrices. |
| 28 | * - IncompleteLUT - incomplete LU factorization with dual thresholding |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 29 | * |
| 30 | * Such problems can also be solved using the direct sparse decomposition modules: SparseCholesky, CholmodSupport, UmfPackSupport, SuperLUSupport. |
| 31 | * |
| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame^] | 32 | \code |
| 33 | #include <Eigen/IterativeLinearSolvers> |
| 34 | \endcode |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 35 | */ |
| 36 | |
| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame^] | 37 | #include "src/IterativeLinearSolvers/SolveWithGuess.h" |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 38 | #include "src/IterativeLinearSolvers/IterativeSolverBase.h" |
| 39 | #include "src/IterativeLinearSolvers/BasicPreconditioners.h" |
| 40 | #include "src/IterativeLinearSolvers/ConjugateGradient.h" |
| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame^] | 41 | #include "src/IterativeLinearSolvers/LeastSquareConjugateGradient.h" |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 42 | #include "src/IterativeLinearSolvers/BiCGSTAB.h" |
| 43 | #include "src/IterativeLinearSolvers/IncompleteLUT.h" |
| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame^] | 44 | #include "src/IterativeLinearSolvers/IncompleteCholesky.h" |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 45 | |
| 46 | #include "src/Core/util/ReenableStupidWarnings.h" |
| 47 | |
| 48 | #endif // EIGEN_ITERATIVELINEARSOLVERS_MODULE_H |