// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
/** * \defgroup IterativeLinearSolvers_Module IterativeLinearSolvers module * * 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, * - LeastSquaresConjugateGradient 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. * - 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 <Eigen/IterativeLinearSolvers> \endcode
*/
