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Update manual wrt new LSCG solver.

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Gael Guennebaud 2015-03-04 09:35:30 +01:00
parent 05274219a7
commit 3dca4a1efc
2 changed files with 6 additions and 3 deletions
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6
Eigen/Sparse
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@ -11,9 +11,9 @@
* - \ref SparseQR_Module
* - \ref IterativeLinearSolvers_Module
*
* \code
* #include <Eigen/Sparse>
* \endcode
\code
#include <Eigen/Sparse>
\endcode
*/
#include "SparseCore"

3
doc/SparseLinearSystems.dox
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@ -21,6 +21,9 @@ They are summarized in the following table:
<tr><td>ConjugateGradient</td><td>\link IterativeLinearSolvers_Module IterativeLinearSolvers \endlink</td><td>Classic iterative CG</td><td>SPD</td><td>Preconditionning</td>
<td>built-in, MPL2</td>
<td>Recommended for large symmetric problems (e.g., 3D Poisson eq.)</td></tr>
<tr><td>LSCG</td><td>\link IterativeLinearSolvers_Module IterativeLinearSolvers \endlink</td><td>CG for rectangular least-square problem</td><td>Rectangular</td><td>Preconditionning</td>
<td>built-in, MPL2</td>
<td>Solve for min |A'Ax-b|^2 without forming A'A</td></tr>
<tr><td>BiCGSTAB</td><td>\link IterativeLinearSolvers_Module IterativeLinearSolvers \endlink</td><td>Iterative stabilized bi-conjugate gradient</td><td>Square</td><td>Preconditionning</td>
<td>built-in, MPL2</td>
<td>To speedup the convergence, try it with the \ref IncompleteLUT preconditioner.</td></tr>