added an experimental IterativeSolvers module (currently in unsupported)

with a constrained conjugate gradient algorithm adapted from GMM++/ITL.
This algorithm is needed for Step.

1 files changed, 49 insertions, 0 deletions

diff --git a/unsupported/Eigen/IterativeSolvers b/unsupported/Eigen/IterativeSolvers
new file mode 100644
index 000000000..e60ce4d1e
--- /dev/null
+++ b/unsupported/Eigen/IterativeSolvers
@@ -0,0 +1,49 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. Eigen itself is part of the KDE project.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <g.gael@free.fr>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_ITERATIVE_SOLVERS_MODULE_H
+#define EIGEN_ITERATIVE_SOLVERS_MODULE_H
+
+namespace Eigen {
+
+/** \ingroup Unsupported_modules
+  * \defgroup IterativeSolvers_Module Iterative solvers module
+  * This module aims to provide various iterative linear and non linear solver algorithms.
+  * It currently provides:
+  *  - a constrained conjugate gradient
+  *
+  * \code
+  * #include <unsupported/Eigen/IterativeSolvers>
+  * \endcode
+  */
+//@{
+  
+#include "src/IterativeSolvers/IterationController.h"
+#include "src/IterativeSolvers/ConstrainedConjGrad.h"
+
+//@}
+
+}
+
+#endif // EIGEN_ITERATIVE_SOLVERS_MODULE_H