| // This file is part of Eigen, a lightweight C++ template library | |
| // for linear algebra. | |
| // | |
| // This Source Code Form is subject to the terms of the Mozilla | |
| // Public License v. 2.0. If a copy of the MPL was not distributed | |
| // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. | |
| #ifndef EIGEN_ITERATIVELINEARSOLVERS_MODULE_H | |
| #define EIGEN_ITERATIVELINEARSOLVERS_MODULE_H | |
| /** | |
| * \defgroup IterativeLinearSolvers_Module IterativeLinearSolvers module | |
| * | |
| * This module currently provides iterative methods to solve problems of the form \c A \c x = \c b, where \c A is a squared matrix, usually very large and sparse. | |
| * Those solvers are accessible via the following classes: | |
| * - ConjugateGradient for selfadjoint (hermitian) matrices, | |
| * - LeastSquaresConjugateGradient for rectangular least-square problems, | |
| * - 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. | |
| * - IncompleteLUT - incomplete LU factorization with dual thresholding | |
| * | |
| * Such problems can also be solved using the direct sparse decomposition modules: SparseCholesky, CholmodSupport, UmfPackSupport, SuperLUSupport. | |
| * | |
| \code | |
| #include <Eigen/IterativeLinearSolvers> | |
| \endcode | |
| */ | |
| #endif // EIGEN_ITERATIVELINEARSOLVERS_MODULE_H | |