Re: [eigen] Conjugate gradient

[Karl Rupp <rupp@xxxxxxxxxxxxxxxx>]

Hi Gael,

I've discussed with Benoit the iterative solvers and GPU acceleration at 
this place some months ago, so maybe you want to have again a look at 
the following for the iterative solvers:
http://viennacl.sourceforge.net/viennacl-examples-eigen.html

Best regards,
Karli


On 07/26/2011 10:37 AM, Gael Guennebaud wrote:
> Hi,
>
> finally I've committed a conjugate gradient solver in Eigen. Currently
> it is in unsupported/Eigen/src/IterativesSolvers/
>
> Its design may sound a bit cumbersome at a first glance but I designed
> it this way to be compatible with the other decomposition based
> solvers.
>
> Have a look at its documentation for typical usage examples., and
> discover the proposed API.
>
> Any suggestions regarding any aspects (API or implementation) are very welcome.
>
> I also have at hand a BiCGSTAB, a block diagonal preconditioner and an
> incomplete LLT that needs some polishing....
>
>
> cheers,
> Gael