From 05274219a7c5fdf04bfda089dc3f9eb2923fcc7e Mon Sep 17 00:00:00 2001 From: Gael Guennebaud Date: Wed, 4 Mar 2015 09:34:27 +0100 Subject: Add a CG-based solver for rectangular least-square problems (bug #975). --- Eigen/IterativeLinearSolvers | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) (limited to 'Eigen/IterativeLinearSolvers') 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 - * \endcode + \code + #include + \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" -- cgit v1.2.3