Adding a householder-GMRES implementation from Kolja Brix

1 files changed, 48 insertions, 0 deletions

diff --git a/unsupported/test/gmres.cpp b/unsupported/test/gmres.cpp
new file mode 100644
index 000000000..30ebe8979
--- /dev/null
+++ b/unsupported/test/gmres.cpp
@@ -0,0 +1,48 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <g.gael@free.fr>
+// Copyright (C) 2012 Kolja Brix <brix@igpm.rwth-aaachen.de>
+//
+// 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/>.
+
+#include "../../test/sparse_solver.h"
+#include <Eigen/IterativeSolvers>
+
+template<typename T> void test_gmres_T()
+{
+  GMRES<SparseMatrix<T>, DiagonalPreconditioner<T> > gmres_colmajor_diag;
+  GMRES<SparseMatrix<T>, IdentityPreconditioner    > gmres_colmajor_I;
+  GMRES<SparseMatrix<T>, IncompleteLUT<T> >           gmres_colmajor_ilut;
+  //GMRES<SparseMatrix<T>, SSORPreconditioner<T> >     gmres_colmajor_ssor;
+
+  CALL_SUBTEST( check_sparse_square_solving(gmres_colmajor_diag)  );
+//   CALL_SUBTEST( check_sparse_square_solving(gmres_colmajor_I)     );
+  CALL_SUBTEST( check_sparse_square_solving(gmres_colmajor_ilut)     );
+  //CALL_SUBTEST( check_sparse_square_solving(gmres_colmajor_ssor)     );
+}
+
+void test_gmres()
+{
+  for(int i = 0; i < g_repeat; i++) {
+    CALL_SUBTEST_1(test_gmres_T<double>());
+    CALL_SUBTEST_2(test_gmres_T<std::complex<double> >());
+  }
+}