diff options
| author |  Gael Guennebaud <g.gael@free.fr> | 2015-03-04 09:34:27 +0100 |
|---|---|---|
| committer | Gael Guennebaud <g.gael@free.fr> | 2015-03-04 09:34:27 +0100 |
| commit | 05274219a7c5fdf04bfda089dc3f9eb2923fcc7e (patch) | |
| tree | 1f5faca59ebd457ccf1d4beb9dbbb69a448f9376 /Eigen/IterativeLinearSolvers | |
| parent | f8390995127f9f73f2376c43f93eaa27bbad3675 (diff) | |
Add a CG-based solver for rectangular least-square problems (bug #975).
Diffstat (limited to 'Eigen/IterativeLinearSolvers')
| -rw-r--r-- | Eigen/IterativeLinearSolvers | 10 |
1 files changed, 6 insertions, 4 deletions
diff --git a/Eigen/IterativeLinearSolvers b/Eigen/IterativeLinearSolvers index c06668bd2..0594feb41 100644 --- a/Eigen/IterativeLinearSolvers +++ b/Eigen/IterativeLinearSolvers @@ -12,24 +12,26 @@ * 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, + * - LSCG 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. - * - IncompleteILUT - incomplete LU factorization with dual thresholding + * - 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 + \code + #include <Eigen/IterativeLinearSolvers> + \endcode */ #include "src/IterativeLinearSolvers/SolveWithGuess.h" #include "src/IterativeLinearSolvers/IterativeSolverBase.h" #include "src/IterativeLinearSolvers/BasicPreconditioners.h" #include "src/IterativeLinearSolvers/ConjugateGradient.h" +#include "src/IterativeLinearSolvers/LeastSquareConjugateGradient.h" #include "src/IterativeLinearSolvers/BiCGSTAB.h" #include "src/IterativeLinearSolvers/IncompleteLUT.h" |