IterativeLinearSolvers module

Detailed Description

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:

• ConjugateGradient for selfadjoint (hermitian) matrices,
• 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

Such problems can also be solved using the direct sparse decomposition modules: SparseCholesky, CholmodSupport, UmfPackSupport, SuperLUSupport.

* #include <Eigen/IterativeLinearSolvers>
* 

Classes
class	BiCGSTAB< _MatrixType, _Preconditioner >
	A bi conjugate gradient stabilized solver for sparse square problems. More...
class	ConjugateGradient< _MatrixType, _UpLo, _Preconditioner >
	A conjugate gradient solver for sparse self-adjoint problems. More...
class	DiagonalPreconditioner< _Scalar >
	A preconditioner based on the digonal entries. More...
class	IdentityPreconditioner
	A naive preconditioner which approximates any matrix as the identity matrix. More...
class	IncompleteLUT< _Scalar >
	Incomplete LU factorization with dual-threshold strategy. More...
class	IterativeSolverBase< Derived >
	Base class for linear iterative solvers. More...