Base class for linear iterative solvers. More...

#include <IterativeSolverBase.h>

Inheritance diagram for Eigen::IterativeSolverBase< Derived >:

Public Types
typedef MatrixType::Index	Index
typedef internal::traits < Derived >::MatrixType	MatrixType
typedef internal::traits < Derived >::Preconditioner	Preconditioner
typedef MatrixType::RealScalar	RealScalar
typedef MatrixType::Scalar	Scalar
Public Member Functions
template<typename Rhs , typename DestScalar , int DestOptions, typename DestIndex >
void	_solve_sparse (const Rhs &b, SparseMatrix< DestScalar, DestOptions, DestIndex > &dest) const
Derived &	analyzePattern (const MatrixType &A)
Index	cols () const
Derived &	compute (const MatrixType &A)
Derived &	derived ()
const Derived &	derived () const
RealScalar	error () const
Derived &	factorize (const MatrixType &A)
ComputationInfo	info () const
int	iterations () const
	IterativeSolverBase ()
	IterativeSolverBase (const MatrixType &A)
int	maxIterations () const
Preconditioner &	preconditioner ()
const Preconditioner &	preconditioner () const
Index	rows () const
Derived &	setMaxIterations (int maxIters)
Derived &	setTolerance (RealScalar tolerance)
template<typename Rhs >
const internal::solve_retval < Derived, Rhs >	solve (const MatrixBase< Rhs > &b) const
template<typename Rhs >
const internal::sparse_solve_retval < IterativeSolverBase, Rhs >	solve (const SparseMatrixBase< Rhs > &b) const
RealScalar	tolerance () const
	~IterativeSolverBase ()
Protected Member Functions
void	init ()
Protected Attributes
bool	m_analysisIsOk
RealScalar	m_error
bool	m_factorizationIsOk
ComputationInfo	m_info
bool	m_isInitialized
int	m_iterations
int	m_maxIterations
Preconditioner	m_preconditioner
RealScalar	m_tolerance
const MatrixType *	mp_matrix

Detailed Description

template<typename Derived>
class Eigen::IterativeSolverBase< Derived >

Base class for linear iterative solvers.

See also:: class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner

Definition at line 21 of file IterativeSolverBase.h.

Member Typedef Documentation

template<typename Derived>

typedef MatrixType::Index Eigen::IterativeSolverBase< Derived >::Index

Reimplemented in Eigen::GMRES< _MatrixType, _Preconditioner >, Eigen::BiCGSTAB< _MatrixType, _Preconditioner >, and Eigen::ConjugateGradient< _MatrixType, _UpLo, _Preconditioner >.

Definition at line 27 of file IterativeSolverBase.h.

template<typename Derived>

typedef internal::traits<Derived>::MatrixType Eigen::IterativeSolverBase< Derived >::MatrixType

Reimplemented in Eigen::GMRES< _MatrixType, _Preconditioner >, Eigen::BiCGSTAB< _MatrixType, _Preconditioner >, and Eigen::ConjugateGradient< _MatrixType, _UpLo, _Preconditioner >.

Definition at line 24 of file IterativeSolverBase.h.

template<typename Derived>

typedef internal::traits<Derived>::Preconditioner Eigen::IterativeSolverBase< Derived >::Preconditioner

Reimplemented in Eigen::GMRES< _MatrixType, _Preconditioner >, Eigen::BiCGSTAB< _MatrixType, _Preconditioner >, and Eigen::ConjugateGradient< _MatrixType, _UpLo, _Preconditioner >.

Definition at line 25 of file IterativeSolverBase.h.

template<typename Derived>

typedef MatrixType::RealScalar Eigen::IterativeSolverBase< Derived >::RealScalar

Reimplemented in Eigen::GMRES< _MatrixType, _Preconditioner >, Eigen::BiCGSTAB< _MatrixType, _Preconditioner >, and Eigen::ConjugateGradient< _MatrixType, _UpLo, _Preconditioner >.

Definition at line 28 of file IterativeSolverBase.h.

template<typename Derived>

typedef MatrixType::Scalar Eigen::IterativeSolverBase< Derived >::Scalar

Reimplemented in Eigen::GMRES< _MatrixType, _Preconditioner >, Eigen::BiCGSTAB< _MatrixType, _Preconditioner >, and Eigen::ConjugateGradient< _MatrixType, _UpLo, _Preconditioner >.

Definition at line 26 of file IterativeSolverBase.h.

Constructor & Destructor Documentation

template<typename Derived>

Eigen::IterativeSolverBase< Derived >::IterativeSolverBase ( ) [inline]

Default constructor.

Definition at line 36 of file IterativeSolverBase.h.

template<typename Derived>

Eigen::IterativeSolverBase< Derived >::IterativeSolverBase ( const MatrixType & A ) [inline]

Initialize the solver with matrix A for further Ax=b solving.

This constructor is a shortcut for the default constructor followed by a call to compute().

Warning:: this class stores a reference to the matrix A as well as some precomputed values that depend on it. Therefore, if A is changed this class becomes invalid. Call compute() to update it with the new matrix A, or modify a copy of A.

Definition at line 52 of file IterativeSolverBase.h.

template<typename Derived>

Eigen::IterativeSolverBase< Derived >::~IterativeSolverBase ( ) [inline]

Definition at line 58 of file IterativeSolverBase.h.

Member Function Documentation

template<typename Derived>

template<typename Rhs , typename DestScalar , int DestOptions, typename DestIndex >

void Eigen::IterativeSolverBase< Derived >::_solve_sparse	(	const Rhs &	b,
		SparseMatrix< DestScalar, DestOptions, DestIndex > &	dest
	)		const `[inline]`

Definition at line 198 of file IterativeSolverBase.h.

template<typename Derived>

Derived& Eigen::IterativeSolverBase< Derived >::analyzePattern ( const MatrixType & A ) [inline]

Initializes the iterative solver for the sparcity pattern of the matrix A for further solving Ax=b problems.

Currently, this function mostly call analyzePattern on the preconditioner. In the future we might, for instance, implement column reodering for faster matrix vector products.

Definition at line 65 of file IterativeSolverBase.h.

template<typename Derived>

Index Eigen::IterativeSolverBase< Derived >::cols ( void ) const [inline]

Definition at line 117 of file IterativeSolverBase.h.

template<typename Derived>

Derived& Eigen::IterativeSolverBase< Derived >::compute ( const MatrixType & A ) [inline]

Initializes the iterative solver with the matrix A for further solving Ax=b problems.

Currently, this function mostly initialized/compute the preconditioner. In the future we might, for instance, implement column reodering for faster matrix vector products.

Warning:: this class stores a reference to the matrix A as well as some precomputed values that depend on it. Therefore, if A is changed this class becomes invalid. Call compute() to update it with the new matrix A, or modify a copy of A.

Definition at line 103 of file IterativeSolverBase.h.

template<typename Derived>

Derived& Eigen::IterativeSolverBase< Derived >::derived ( ) [inline]

Definition at line 32 of file IterativeSolverBase.h.

template<typename Derived>

const Derived& Eigen::IterativeSolverBase< Derived >::derived ( ) const [inline]

Definition at line 33 of file IterativeSolverBase.h.

template<typename Derived>

RealScalar Eigen::IterativeSolverBase< Derived >::error ( ) const [inline]

Returns:: the tolerance error reached during the last solve

Definition at line 156 of file IterativeSolverBase.h.

template<typename Derived>

Derived& Eigen::IterativeSolverBase< Derived >::factorize ( const MatrixType & A ) [inline]

Initializes the iterative solver with the numerical values of the matrix A for further solving Ax=b problems.

Currently, this function mostly call factorize on the preconditioner.

Warning:: this class stores a reference to the matrix A as well as some precomputed values that depend on it. Therefore, if A is changed this class becomes invalid. Call compute() to update it with the new matrix A, or modify a copy of A.

Definition at line 83 of file IterativeSolverBase.h.

template<typename Derived>

ComputationInfo Eigen::IterativeSolverBase< Derived >::info ( ) const [inline]

Returns:: Success if the iterations converged, and NoConvergence otherwise.

Definition at line 190 of file IterativeSolverBase.h.

template<typename Derived>

void Eigen::IterativeSolverBase< Derived >::init ( ) [inline, protected]

Definition at line 215 of file IterativeSolverBase.h.

template<typename Derived>

int Eigen::IterativeSolverBase< Derived >::iterations ( ) const [inline]

Returns:: the number of iterations performed during the last solve

Definition at line 149 of file IterativeSolverBase.h.

template<typename Derived>

int Eigen::IterativeSolverBase< Derived >::maxIterations ( ) const [inline]

Returns:: the max number of iterations

Definition at line 136 of file IterativeSolverBase.h.

template<typename Derived>

Preconditioner& Eigen::IterativeSolverBase< Derived >::preconditioner ( ) [inline]

Returns:: a read-write reference to the preconditioner for custom configuration.

Definition at line 130 of file IterativeSolverBase.h.

template<typename Derived>

const Preconditioner& Eigen::IterativeSolverBase< Derived >::preconditioner ( ) const [inline]

Returns:: a read-only reference to the preconditioner.

Definition at line 133 of file IterativeSolverBase.h.

template<typename Derived>

Index Eigen::IterativeSolverBase< Derived >::rows ( void ) const [inline]

Definition at line 115 of file IterativeSolverBase.h.

template<typename Derived>

Derived& Eigen::IterativeSolverBase< Derived >::setMaxIterations ( int maxIters ) [inline]

Sets the max number of iterations

Definition at line 142 of file IterativeSolverBase.h.

template<typename Derived>

Derived& Eigen::IterativeSolverBase< Derived >::setTolerance ( RealScalar tolerance ) [inline]

Sets the tolerance threshold used by the stopping criteria

Definition at line 123 of file IterativeSolverBase.h.

template<typename Derived>

template<typename Rhs >

const internal::solve_retval<Derived, Rhs> Eigen::IterativeSolverBase< Derived >::solve ( const MatrixBase< Rhs > & b ) const [inline]

Returns:: the solution x of using the current decomposition of A.

See also:: compute()

Definition at line 167 of file IterativeSolverBase.h.

template<typename Derived>

template<typename Rhs >

const internal::sparse_solve_retval<IterativeSolverBase, Rhs> Eigen::IterativeSolverBase< Derived >::solve ( const SparseMatrixBase< Rhs > & b ) const [inline]