IterativeLinearSolvers_Module

Classes

class  Eigen::DiagonalPreconditioner< Scalar_ >
 A preconditioner based on the digonal entries. More...
 
class  Eigen::LeastSquareDiagonalPreconditioner< Scalar_ >
 Jacobi preconditioner for LeastSquaresConjugateGradient. More...
 
class  Eigen::IdentityPreconditioner
 A naive preconditioner which approximates any matrix as the identity matrix. More...
 
class  Eigen::BiCGSTAB< MatrixType_, Preconditioner_ >
 A bi conjugate gradient stabilized solver for sparse square problems. More...
 
class  Eigen::ConjugateGradient< MatrixType_, UpLo_, Preconditioner_ >
 A conjugate gradient solver for sparse (or dense) self-adjoint problems. More...
 
class  Eigen::IterativeSolverBase< Derived >
 Base class for linear iterative solvers. More...
 
class  Eigen::LeastSquaresConjugateGradient< MatrixType_, Preconditioner_ >
 A conjugate gradient solver for sparse (or dense) least-square problems. More...
 
class  Eigen::DGMRES< MatrixType_, Preconditioner_ >
 A Restarted GMRES with deflation. This class implements a modification of the GMRES solver for sparse linear systems. The basis is built with modified Gram-Schmidt. At each restart, a few approximated eigenvectors corresponding to the smallest eigenvalues are used to build a preconditioner for the next cycle. This preconditioner for deflation can be combined with any other preconditioner, the IncompleteLUT for instance. The preconditioner is applied at right of the matrix and the combination is multiplicative. More...
 
class  Eigen::GMRES< MatrixType_, Preconditioner_ >
 A GMRES solver for sparse square problems. More...
 
class  Eigen::IDRS< MatrixType_, Preconditioner_ >
 The Induced Dimension Reduction method (IDR(s)) is a short-recurrences Krylov method for sparse square problems. More...
 
class  Eigen::IDRSTABL< MatrixType_, Preconditioner_ >
 The IDR(s)STAB(l) is a combination of IDR(s) and BiCGSTAB(l). It is a short-recurrences Krylov method for sparse square problems. It can outperform both IDR(s) and BiCGSTAB(l). IDR(s)STAB(l) generally closely follows the optimal GMRES convergence in terms of the number of Matrix-Vector products. However, without the increasing cost per iteration of GMRES. IDR(s)STAB(l) is suitable for both indefinite systems and systems with complex eigenvalues. More...
 
class  Eigen::MINRES< MatrixType_, UpLo_, Preconditioner_ >
 A minimal residual solver for sparse symmetric problems. More...
 
class  Eigen::IncompleteLUT< Scalar_, StorageIndex_ >
 Incomplete LU factorization with dual-threshold strategy. More...
 
class  Eigen::SolveWithGuess< Decomposition, RhsType, GuessType >
 Pseudo expression representing a solving operation. More...
 

Detailed Description