Re: [eigen] Sparse Matrices in Eigen

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Besides CG, my interest is in large scale LSQR and/or CGNR and preconditioners for these methods.
For LSQR, CGNR, I am interested in Block Jacobi, RIF and MIQR preconditioners. 
I am probably going to implement them outside the tree first and see how they perform before submitting them.

On Sat, Jun 19, 2010 at 2:36 PM, Daniel Lowengrub <lowdanie@xxxxxxxxx> wrote:
>>> > 3. Iterative Methods
>>> > A library of sparse iterative solvers built on top of the sparse matrix
>>> > support. This may or may not be part of Eigen proper. A very useful
>>> > thing to
>>> > have here are implementations of a variety of basic preconditioning
>>> > schemes.
>>> > Not just for square/symmetric systems but also for rectangular systems
>>> > and
>>> > non-symmetric systems.
>>> This is definitely a must to have, and this is also a good way to test
>>> the basic API is fine. Recently, Daniel Lowengrub kindly proposed his
>>> help to improve the Sparse module, and I oriented him to this
>>> particular task.
>> Is there a plan for what you/Daniel plan to do on this front?
> Nothing precise yet. I guess that when Daniel will be ready to start
> he will start a discussion on this list. Of course, that not mean you
> have to censure yourself during the meantime ;)

The first thing I planned on implementing in this regard is a
conjugate gradient solver.  After that I'll probably implement some
preconditioners like SOR.  Did you have anything else in mind?
Right now I'm pretty busy so I'll only be able to start in a few weeks.


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