Base class for linear iterative solvers. More...

#include <IterativeSolverBase.h>

Inheritance diagram for Eigen::IterativeSolverBase< Derived >:

Public Types
enum	{ ColsAtCompileTime = MatrixType::ColsAtCompileTime, MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }

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

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

typedef MatrixType::RealScalar	RealScalar

typedef MatrixType::Scalar	Scalar

typedef MatrixType::StorageIndex	StorageIndex

Public Member Functions
template<typename Rhs , typename DestDerived >
void	_solve_impl (const Rhs &b, SparseMatrixBase< DestDerived > &aDest) const

template<typename MatrixDerived >
Derived &	analyzePattern (const EigenBase< MatrixDerived > &A)

Index	cols () const

template<typename MatrixDerived >
Derived &	compute (const EigenBase< MatrixDerived > &A)

RealScalar	error () const

template<typename MatrixDerived >
Derived &	factorize (const EigenBase< MatrixDerived > &A)

ComputationInfo	info () const

Index	iterations () const

	IterativeSolverBase ()

template<typename MatrixDerived >
	IterativeSolverBase (const EigenBase< MatrixDerived > &A)

Index	maxIterations () const

Preconditioner &	preconditioner ()

const Preconditioner &	preconditioner () const

Index	rows () const

Derived &	setMaxIterations (Index maxIters)

Derived &	setTolerance (const RealScalar &tolerance)

template<typename Rhs , typename Guess >
const SolveWithGuess< Derived, Rhs, Guess >	solveWithGuess (const MatrixBase< Rhs > &b, const Guess &x0) const

RealScalar	tolerance () const

	~IterativeSolverBase ()

Public Member Functions inherited from Eigen::SparseSolverBase< Derived >
template<typename Rhs , typename Dest >
void	_solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const

Derived &	derived ()

const Derived &	derived () const

template<typename Rhs >
const Solve< Derived, Rhs >	solve (const MatrixBase< Rhs > &b) const

template<typename Rhs >
const Solve< Derived, Rhs >	solve (const SparseMatrixBase< Rhs > &b) const

	SparseSolverBase ()

	~SparseSolverBase ()

Protected Types
typedef MatrixWrapper::ActualMatrixType	ActualMatrixType

typedef SparseSolverBase< Derived >	Base

typedef internal::generic_matrix_wrapper< MatrixType >	MatrixWrapper

Protected Member Functions
template<typename InputType >
void	grab (const InputType &A)

void	init ()

const ActualMatrixType &	matrix () const

Protected Attributes
bool	m_analysisIsOk

RealScalar	m_error

bool	m_factorizationIsOk

ComputationInfo	m_info

Index	m_iterations

MatrixWrapper	m_matrixWrapper

Index	m_maxIterations

Preconditioner	m_preconditioner

RealScalar	m_tolerance

Protected Attributes inherited from Eigen::SparseSolverBase< Derived >
bool	m_isInitialized

Detailed Description

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

Base class for linear iterative solvers.

See also: class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner

Definition at line 143 of file IterativeSolverBase.h.

Member Typedef Documentation

template<typename Derived>

typedef MatrixWrapper::ActualMatrixType Eigen::IterativeSolverBase< Derived >::ActualMatrixType

protected

Definition at line 367 of file IterativeSolverBase.h.

template<typename Derived>

typedef SparseSolverBase<Derived> Eigen::IterativeSolverBase< Derived >::Base

protected

Definition at line 146 of file IterativeSolverBase.h.

template<typename Derived>

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

Definition at line 150 of file IterativeSolverBase.h.

template<typename Derived>

typedef internal::generic_matrix_wrapper<MatrixType> Eigen::IterativeSolverBase< Derived >::MatrixWrapper

protected

Definition at line 366 of file IterativeSolverBase.h.

template<typename Derived>

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

Definition at line 151 of file IterativeSolverBase.h.

template<typename Derived>

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

Definition at line 154 of file IterativeSolverBase.h.

template<typename Derived>

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

Definition at line 152 of file IterativeSolverBase.h.

template<typename Derived>

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

Definition at line 153 of file IterativeSolverBase.h.

Member Enumeration Documentation

template<typename Derived>

anonymous enum

Enumerator
ColsAtCompileTime
MaxColsAtCompileTime

Definition at line 156 of file IterativeSolverBase.h.

Constructor & Destructor Documentation

template<typename Derived>

Eigen::IterativeSolverBase< Derived >::IterativeSolverBase ( )

inline

Default constructor.

Definition at line 166 of file IterativeSolverBase.h.

template<typename Derived>

template<typename MatrixDerived >

Eigen::IterativeSolverBase< Derived >::IterativeSolverBase ( const EigenBase< MatrixDerived > & A )

inlineexplicit

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 182 of file IterativeSolverBase.h.

template<typename Derived>

Eigen::IterativeSolverBase< Derived >::~IterativeSolverBase ( )

inline

Definition at line 189 of file IterativeSolverBase.h.

Member Function Documentation

template<typename Derived>

template<typename Rhs , typename DestDerived >

void Eigen::IterativeSolverBase< Derived >::_solve_impl	(	const Rhs &	b,
		SparseMatrixBase< DestDerived > &	aDest
	)		const

inline

Definition at line 334 of file IterativeSolverBase.h.

template<typename Derived>

template<typename MatrixDerived >

Derived& Eigen::IterativeSolverBase< Derived >::analyzePattern ( const EigenBase< MatrixDerived > & A )

inline

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

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

Definition at line 197 of file IterativeSolverBase.h.

template<typename Derived>

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

inline

Definition at line 253 of file IterativeSolverBase.h.

template<typename Derived>

template<typename MatrixDerived >

Derived& Eigen::IterativeSolverBase< Derived >::compute ( const EigenBase< MatrixDerived > & A )

inline

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

Currently, this function mostly initializes/computes the preconditioner. In the future we might, for instance, implement column reordering 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 238 of file IterativeSolverBase.h.

template<typename Derived>

RealScalar Eigen::IterativeSolverBase< Derived >::error ( ) const

inline

Returns: the tolerance error reached during the last solve. It is a close approximation of the true relative residual error |Ax-b|/|b|.

Definition at line 305 of file IterativeSolverBase.h.

template<typename Derived>

template<typename MatrixDerived >

Derived& Eigen::IterativeSolverBase< Derived >::factorize ( const EigenBase< MatrixDerived > & A )

inline

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

Currently, this function mostly calls 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 217 of file IterativeSolverBase.h.

template<typename Derived>

template<typename InputType >

void Eigen::IterativeSolverBase< Derived >::grab ( const InputType & A )

inlineprotected

Definition at line 375 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 326 of file IterativeSolverBase.h.

template<typename Derived>

void Eigen::IterativeSolverBase< Derived >::init ( )

inlineprotected

Definition at line 357 of file IterativeSolverBase.h.

template<typename Derived>

Index Eigen::IterativeSolverBase< Derived >::iterations ( ) const

inline

Returns: the number of iterations performed during the last solve

Definition at line 296 of file IterativeSolverBase.h.

template<typename Derived>

const ActualMatrixType& Eigen::IterativeSolverBase< Derived >::matrix ( ) const

inlineprotected

Definition at line 369 of file IterativeSolverBase.h.

template<typename Derived>

Index Eigen::IterativeSolverBase< Derived >::maxIterations ( ) const

inline

Returns: the max number of iterations. It is either the value setted by setMaxIterations or, by default, twice the number of columns of the matrix.

Definition at line 281 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 272 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 275 of file IterativeSolverBase.h.

template<typename Derived>

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

inline

Definition at line 250 of file IterativeSolverBase.h.

template<typename Derived>

Derived& Eigen::IterativeSolverBase< Derived >::setMaxIterations ( Index maxIters )

inline

Sets the max number of iterations. Default is twice the number of columns of the matrix.

Definition at line 289 of file IterativeSolverBase.h.

template<typename Derived>

Derived& Eigen::IterativeSolverBase< Derived >::setTolerance ( const RealScalar & tolerance )

inline

Sets the tolerance threshold used by the stopping criteria.

This value is used as an upper bound to the relative residual error: |Ax-b|/|b|. The default value is the machine precision given by NumTraits<Scalar>::epsilon()

Definition at line 265 of file IterativeSolverBase.h.

template<typename Derived>

template<typename Rhs , typename Guess >