Re: [eigen] Conjugate gradient

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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:

Best regards,

On 07/26/2011 10:37 AM, Gael Guennebaud wrote:

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

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....


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