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 | |
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, |
22 | * - LeastSquaresConjugateGradient for rectangular least-square problems, |
23 | * - BiCGSTAB for general square matrices. |
24 | * |
25 | * These iterative solvers are associated with some preconditioners: |
26 | * - IdentityPreconditioner - not really useful |
27 | * - DiagonalPreconditioner - also called Jacobi preconditioner, work very well on diagonal dominant matrices. |
28 | * - IncompleteLUT - incomplete LU factorization with dual thresholding |
29 | * |
30 | * Such problems can also be solved using the direct sparse decomposition modules: SparseCholesky, CholmodSupport, UmfPackSupport, SuperLUSupport. |
31 | * |
32 | \code |
33 | #include <Eigen/IterativeLinearSolvers> |
34 | \endcode |
35 | */ |
36 | |
37 | #include "src/IterativeLinearSolvers/SolveWithGuess.h" |
38 | #include "src/IterativeLinearSolvers/IterativeSolverBase.h" |
39 | #include "src/IterativeLinearSolvers/BasicPreconditioners.h" |
40 | #include "src/IterativeLinearSolvers/ConjugateGradient.h" |
41 | #include "src/IterativeLinearSolvers/LeastSquareConjugateGradient.h" |
42 | #include "src/IterativeLinearSolvers/BiCGSTAB.h" |
43 | #include "src/IterativeLinearSolvers/IncompleteLUT.h" |
44 | #include "src/IterativeLinearSolvers/IncompleteCholesky.h" |
45 | |
46 | #include "src/Core/util/ReenableStupidWarnings.h" |
47 | |
48 | #endif // EIGEN_ITERATIVELINEARSOLVERS_MODULE_H |
49 | |