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95 lines
2.8 KiB
Plaintext
95 lines
2.8 KiB
Plaintext
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// Copyright (C) 2008-2009 Gael Guennebaud <g.gael@free.fr>
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_ITERATIVE_SOLVERS_MODULE_H
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#define EIGEN_ITERATIVE_SOLVERS_MODULE_H
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#include "../../Eigen/Sparse"
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#include "../../Eigen/Jacobi"
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#include "../../Eigen/Householder"
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/**
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* \defgroup IterativeLinearSolvers_Module Iterative Solvers module
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* This module aims to provide various iterative linear and non linear solver algorithms.
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* It currently provides:
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* - a constrained conjugate gradient
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* - a Householder GMRES implementation
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* - an IDR(s) implementation
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* - a DGMRES implementation
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* - a MINRES implementation
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*
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* 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.
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* \dot width=50%
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* digraph g {
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* node [ fontname=Arial, fontsize=11];
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* edge [ fontname=Helvetica, fontsize=10 ];
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* A1[label="hermitian",shape="box"];
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* A2[label="positive definite",shape="box"];
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* CG[shape="plaintext"];
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* A3[label="ill conditioned",shape="box"];
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* A4[label="good preconditioner",shape="box"];
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* A5[label="flexible preconditioner",shape="box"];
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* A6[label="strongly indefinite",shape="box"];
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* A8[label="large imaginary eigenvalue",shape="box"];
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* A7[label="large imaginary eigenvalue",shape="box"];
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*
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* SYMMLQ[shape="plaintext"];
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* MINRES[shape="plaintext"];
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* GCR[shape="plaintext"];
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* GMRES[shape="plaintext"];
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* IDRSTABL[shape="plaintext"];
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* IDRS[shape="plaintext"];
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* BICGSTABL[shape="plaintext"];
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* BICGSTAB[shape="plaintext"];
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*
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* A1 -> A2 [label="yes"];
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* A2 -> CG [label="yes"];
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* A2 -> A3 [label="no"];
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* A3 -> SYMMLQ [label="yes"];
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* A3 -> MINRES [label="no"];
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*
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* A1 -> A4 [label="no"];
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* A4 -> A5 [label="yes"];
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* A5 -> GCR [label="yes"];
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* A5 -> GMRES [label="no"];
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*
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* A4 -> A6 [label="no"];
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* A6 -> A8 [label="yes"];
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* A6 -> A7 [label="no"];
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* A7 -> BICGSTABL [label="yes"];
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* A7 -> BICGSTAB [label="no"];
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* A8 -> IDRSTABL [label="yes"];
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* A8 -> IDRS [label="no"];
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* }
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* \enddot
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* \code
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* #include <unsupported/Eigen/IterativeSolvers>
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* \endcode
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*/
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#include "../../Eigen/src/Core/util/DisableStupidWarnings.h"
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#ifndef EIGEN_MPL2_ONLY
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#include "src/IterativeSolvers/IterationController.h"
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#include "src/IterativeSolvers/ConstrainedConjGrad.h"
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#endif
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#include "src/IterativeSolvers/IncompleteLU.h"
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#include "src/IterativeSolvers/GMRES.h"
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#include "src/IterativeSolvers/DGMRES.h"
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#include "src/IterativeSolvers/MINRES.h"
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#include "src/IterativeSolvers/IDRS.h"
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#include "../../Eigen/src/Core/util/ReenableStupidWarnings.h"
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#endif // EIGEN_ITERATIVE_SOLVERS_MODULE_H
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