Eigen
3.3.9

This module currently provides iterative methods to solve problems of the form A
x
= b
, where A
is a squared matrix, usually very large and sparse. Those solvers are accessible via the following classes:
These iterative solvers are associated with some preconditioners:
Such problems can also be solved using the direct sparse decomposition modules: SparseCholesky, CholmodSupport, UmfPackSupport, SuperLUSupport.
Classes  
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) selfadjoint problems. More...  
class  Eigen::DiagonalPreconditioner< _Scalar > 
A preconditioner based on the digonal entries. More...  
class  Eigen::IdentityPreconditioner 
A naive preconditioner which approximates any matrix as the identity matrix. More...  
class  Eigen::IncompleteLUT< _Scalar, _StorageIndex > 
Incomplete LU factorization with dualthreshold strategy. More...  
class  Eigen::IterativeSolverBase< Derived > 
Base class for linear iterative solvers. More...  
class  Eigen::LeastSquareDiagonalPreconditioner< _Scalar > 
Jacobi preconditioner for LeastSquaresConjugateGradient. More...  
class  Eigen::LeastSquaresConjugateGradient< _MatrixType, _Preconditioner > 
A conjugate gradient solver for sparse (or dense) leastsquare problems. More...  
class  Eigen::SolveWithGuess< Decomposition, RhsType, GuessType > 
Pseudo expression representing a solving operation. More...  