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>
| 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... |
|
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Licensed under the MPL2 License.
https://eigen.tuxfamily.org/dox/group__IterativeLinearSolvers__Module.html