// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2008-2009 Gael Guennebaud // // 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_ITERATIVE_SOLVERS_MODULE_H #define EIGEN_ITERATIVE_SOLVERS_MODULE_H #include "../../Eigen/Sparse" #include "../../Eigen/Jacobi" #include "../../Eigen/Householder" /** * \defgroup IterativeLinearSolvers_Module Iterative Solvers module * This module aims to provide various iterative linear and non linear solver algorithms. * It currently provides: * - a constrained conjugate gradient * - a Householder GMRES implementation * - an IDR(s) implementation * - a DGMRES implementation * - a MINRES implementation * * Choosing the best solver for solving \c A \c x = \c b depends a lot on the preconditioner chosen as well as the properties of \c A. The following flowchart might help you. * \dot width=50% * digraph g { * node [ fontname=Arial, fontsize=11]; * edge [ fontname=Helvetica, fontsize=10 ]; * A1[label="hermitian",shape="box"]; * A2[label="positive definite",shape="box"]; * CG[shape="plaintext"]; * A3[label="ill conditioned",shape="box"]; * A4[label="good preconditioner",shape="box"]; * A5[label="flexible preconditioner",shape="box"]; * A6[label="strongly indefinite",shape="box"]; * A8[label="large imaginary eigenvalue",shape="box"]; * A7[label="large imaginary eigenvalue",shape="box"]; * * SYMMLQ[shape="plaintext"]; * MINRES[shape="plaintext"]; * GCR[shape="plaintext"]; * GMRES[shape="plaintext"]; * IDRSTABL[shape="plaintext"]; * IDRS[shape="plaintext"]; * BICGSTABL[shape="plaintext"]; * BICGSTAB[shape="plaintext"]; * * A1 -> A2 [label="yes"]; * A2 -> CG [label="yes"]; * A2 -> A3 [label="no"]; * A3 -> SYMMLQ [label="yes"]; * A3 -> MINRES [label="no"]; * * A1 -> A4 [label="no"]; * A4 -> A5 [label="yes"]; * A5 -> GCR [label="yes"]; * A5 -> GMRES [label="no"]; * * A4 -> A6 [label="no"]; * A6 -> A8 [label="yes"]; * A6 -> A7 [label="no"]; * A7 -> BICGSTABL [label="yes"]; * A7 -> BICGSTAB [label="no"]; * A8 -> IDRSTABL [label="yes"]; * A8 -> IDRS [label="no"]; * } * \enddot * \code * #include * \endcode */ #include "../../Eigen/src/Core/util/DisableStupidWarnings.h" #ifndef EIGEN_MPL2_ONLY #include "src/IterativeSolvers/IterationController.h" #include "src/IterativeSolvers/ConstrainedConjGrad.h" #endif #include "src/IterativeSolvers/IncompleteLU.h" #include "src/IterativeSolvers/GMRES.h" #include "src/IterativeSolvers/DGMRES.h" #include "src/IterativeSolvers/MINRES.h" #include "src/IterativeSolvers/IDRS.h" #include "../../Eigen/src/Core/util/ReenableStupidWarnings.h" #endif // EIGEN_ITERATIVE_SOLVERS_MODULE_H