| [eigen] Conjugate gradient |
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- To: eigen <eigen@xxxxxxxxxxxxxxxxxxx>
- Subject: [eigen] Conjugate gradient
- From: Gael Guennebaud <gael.guennebaud@xxxxxxxxx>
- Date: Tue, 26 Jul 2011 10:37:15 +0200
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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