Detailed Description

This module aims to provide various iterative linear and non linear solver algorithms. It currently provides:

a constrained conjugate gradient
a Householder GMRES implementation
* #include <unsupported/Eigen/IterativeSolvers>

*

Namespaces
	Eigen
	iterative scaling algorithm to equilibrate rows and column norms in matrices

Classes
class	IterationController
	Controls the iterations of the iterative solvers. More...

Functions
template<typename TMatrix , typename CMatrix , typename VectorX , typename VectorB , typename VectorF >
void	constrained_cg (const TMatrix &A, const CMatrix &C, VectorX &x, const VectorB &b, const VectorF &f, IterationController &iter)

template<typename CMatrix , typename CINVMatrix >
void	pseudo_inverse (const CMatrix &C, CINVMatrix &CINV)

Function Documentation

void Eigen::internal::constrained_cg	(	const TMatrix &	A,
		const CMatrix &	C,
		VectorX &	x,
		const VectorB &	b,
		const VectorF &	f,
		IterationController &	iter
	)

Constrained conjugate gradient

Computes the minimum of $ 1/2((Ax).x) - bx $ under the contraint $Cx \le f$

void Eigen::internal::pseudo_inverse	(	const CMatrix &	C,
		CINVMatrix &	CINV
	)

Compute the pseudo inverse of the non-square matrix C such that $CINV = (C * C^T)^{-1} * C$ based on a conjugate gradient method.

This function is internally used by constrained_cg.