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Eigen  3.2.5
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IterativeLinearSolvers module
[Reference]

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...

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:

These iterative solvers are associated with some preconditioners:

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

 #include <Eigen/IterativeLinearSolvers>