diff options
Diffstat (limited to 'Eigen/IterativeLinearSolvers')
| -rw-r--r-- | Eigen/IterativeLinearSolvers | 24 |
1 files changed, 16 insertions, 8 deletions
diff --git a/Eigen/IterativeLinearSolvers b/Eigen/IterativeLinearSolvers index 0f4159dc1..957d5750b 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" |