<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd"> <html xmlns="http://www.w3.org/1999/xhtml"> <head> <meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/> <meta http-equiv="X-UA-Compatible" content="IE=9"/> <meta name="generator" content="Doxygen 1.8.5"/> <title>Eigen: IterativeLinearSolvers module</title> <link href="tabs.css" rel="stylesheet" type="text/css"/> <script type="text/javascript" src="jquery.js"></script> <script type="text/javascript" src="dynsections.js"></script> <link href="navtree.css" rel="stylesheet" type="text/css"/> <script type="text/javascript" src="resize.js"></script> <script type="text/javascript" src="navtree.js"></script> <script type="text/javascript"> $(document).ready(initResizable); $(window).load(resizeHeight); </script> <link href="search/search.css" rel="stylesheet" type="text/css"/> <script type="text/javascript" src="search/search.js"></script> <script type="text/javascript"> $(document).ready(function() { searchBox.OnSelectItem(0); }); </script> <link href="doxygen.css" rel="stylesheet" type="text/css" /> <link href="eigendoxy.css" rel="stylesheet" type="text/css"> <!-- --> <script type="text/javascript" src="eigen_navtree_hacks.js"></script> <!-- <script type="text/javascript"> --> <!-- </script> --> </head> <body> <div id="top"><!-- do not remove this div, it is closed by doxygen! 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Those solvers are accessible via the following classes:</p> <ul> <li><a class="el" href="classEigen_1_1ConjugateGradient.html" title="A conjugate gradient solver for sparse self-adjoint problems. ">ConjugateGradient</a> for selfadjoint (hermitian) matrices,</li> <li><a class="el" href="classEigen_1_1BiCGSTAB.html" title="A bi conjugate gradient stabilized solver for sparse square problems. ">BiCGSTAB</a> for general square matrices.</li> </ul> <p>These iterative solvers are associated with some preconditioners:</p> <ul> <li><a class="el" href="classEigen_1_1IdentityPreconditioner.html" title="A naive preconditioner which approximates any matrix as the identity matrix. ">IdentityPreconditioner</a> - not really useful</li> <li><a class="el" href="classEigen_1_1DiagonalPreconditioner.html" title="A preconditioner based on the digonal entries. ">DiagonalPreconditioner</a> - also called JAcobi preconditioner, work very well on diagonal dominant matrices.</li> <li>IncompleteILUT - incomplete LU factorization with dual thresholding</li> </ul> <p>Such problems can also be solved using the direct sparse decomposition modules: SparseCholesky, CholmodSupport, UmfPackSupport, SuperLUSupport.</p> <div class="fragment"><div class="line">* #include <Eigen/IterativeLinearSolvers></div> <div class="line">* </div> </div><!-- fragment --> <table class="memberdecls"> <tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="nested-classes"></a> Classes</h2></td></tr> <tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classEigen_1_1BiCGSTAB.html">BiCGSTAB< _MatrixType, _Preconditioner ></a></td></tr> <tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">A bi conjugate gradient stabilized solver for sparse square problems. <a href="classEigen_1_1BiCGSTAB.html#details">More...</a><br/></td></tr> <tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr> <tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classEigen_1_1ConjugateGradient.html">ConjugateGradient< _MatrixType, _UpLo, _Preconditioner ></a></td></tr> <tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">A conjugate gradient solver for sparse self-adjoint problems. <a href="classEigen_1_1ConjugateGradient.html#details">More...</a><br/></td></tr> <tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr> <tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classEigen_1_1DiagonalPreconditioner.html">DiagonalPreconditioner< _Scalar ></a></td></tr> <tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">A preconditioner based on the digonal entries. <a href="classEigen_1_1DiagonalPreconditioner.html#details">More...</a><br/></td></tr> <tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr> <tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classEigen_1_1IdentityPreconditioner.html">IdentityPreconditioner</a></td></tr> <tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">A naive preconditioner which approximates any matrix as the identity matrix. <a href="classEigen_1_1IdentityPreconditioner.html#details">More...</a><br/></td></tr> <tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr> <tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classEigen_1_1IncompleteLUT.html">IncompleteLUT< _Scalar ></a></td></tr> <tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Incomplete LU factorization with dual-threshold strategy. <a href="classEigen_1_1IncompleteLUT.html#details">More...</a><br/></td></tr> <tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr> <tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="classEigen_1_1IterativeSolverBase.html">IterativeSolverBase< Derived ></a></td></tr> <tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for linear iterative solvers. <a href="classEigen_1_1IterativeSolverBase.html#details">More...</a><br/></td></tr> <tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr> </table> </div><!-- contents --> </div><!-- doc-content --> <!-- start footer part --> <div id="nav-path" class="navpath"><!-- id is needed for treeview function! --> <ul> <li class="footer">Generated on Mon Oct 28 2013 11:04:27 for Eigen by <a href="http://www.doxygen.org/index.html"> <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.8.5 </li> </ul> </div> <!-- Piwik --> <!-- <script type="text/javascript"> var pkBaseURL = (("https:" == document.location.protocol) ? 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