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<div class="title">Iterative solvers module</div> </div>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<p>This module aims to provide various iterative linear and non linear solver algorithms. It currently provides:</p>
<ul>
<li>a constrained conjugate gradient</li>
<li>a Householder GMRES implementation <div class="fragment"><div class="line">* #include <unsupported/Eigen/IterativeSolvers></div>
<div class="line">* </div>
</div><!-- fragment --> </li>
</ul>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="namespaces"></a>
Namespaces</h2></td></tr>
<tr class="memitem:namespaceEigen"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceEigen.html">Eigen</a></td></tr>
<tr class="memdesc:namespaceEigen"><td class="mdescLeft"> </td><td class="mdescRight">iterative scaling algorithm to equilibrate rows and column norms in matrices <br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
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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_1IterationController.html">IterationController</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Controls the iterations of the iterative solvers. <a href="classEigen_1_1IterationController.html#details">More...</a><br/></td></tr>
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Functions</h2></td></tr>
<tr class="memitem:ga1c2f99746877fd46158af4a6b7dce2f9"><td class="memTemplParams" colspan="2">template<typename TMatrix , typename CMatrix , typename VectorX , typename VectorB , typename VectorF > </td></tr>
<tr class="memitem:ga1c2f99746877fd46158af4a6b7dce2f9"><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="group__IterativeSolvers__Module.html#ga1c2f99746877fd46158af4a6b7dce2f9">constrained_cg</a> (const TMatrix &A, const CMatrix &C, VectorX &x, const VectorB &b, const VectorF &f, IterationController &iter)</td></tr>
<tr class="separator:ga1c2f99746877fd46158af4a6b7dce2f9"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ga58a0ccf0e71d88beeb5dcf72ed0bdd5f"><td class="memTemplParams" colspan="2">template<typename CMatrix , typename CINVMatrix > </td></tr>
<tr class="memitem:ga58a0ccf0e71d88beeb5dcf72ed0bdd5f"><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="group__IterativeSolvers__Module.html#ga58a0ccf0e71d88beeb5dcf72ed0bdd5f">pseudo_inverse</a> (const CMatrix &C, CINVMatrix &CINV)</td></tr>
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<h2 class="groupheader">Function Documentation</h2>
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<td class="memname">void Eigen::internal::constrained_cg </td>
<td>(</td>
<td class="paramtype">const TMatrix & </td>
<td class="paramname"><em>A</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const CMatrix & </td>
<td class="paramname"><em>C</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">VectorX & </td>
<td class="paramname"><em>x</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const VectorB & </td>
<td class="paramname"><em>b</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const VectorF & </td>
<td class="paramname"><em>f</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">IterationController & </td>
<td class="paramname"><em>iter</em> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
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<p>Constrained conjugate gradient</p>
<p>Computes the minimum of <img class="formulaInl" alt="$ 1/2((Ax).x) - bx $" src="form_62.png"/> under the contraint <img class="formulaInl" alt="$ Cx \le f $" src="form_63.png"/> </p>
<p>References <a class="el" href="group__IterativeSolvers__Module.html#ga58a0ccf0e71d88beeb5dcf72ed0bdd5f">Eigen::internal::pseudo_inverse()</a>.</p>
</div>
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<td class="memname">void Eigen::internal::pseudo_inverse </td>
<td>(</td>
<td class="paramtype">const CMatrix & </td>
<td class="paramname"><em>C</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">CINVMatrix & </td>
<td class="paramname"><em>CINV</em> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
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<p>Compute the pseudo inverse of the non-square matrix C such that <img class="formulaInl" alt="$ CINV = (C * C^T)^{-1} * C $" src="form_61.png"/> based on a conjugate gradient method.</p>
<p>This function is internally used by constrained_cg. </p>
<p>Referenced by <a class="el" href="group__IterativeSolvers__Module.html#ga1c2f99746877fd46158af4a6b7dce2f9">Eigen::internal::constrained_cg()</a>.</p>
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