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10 #ifndef EIGEN_LEAST_SQUARE_CONJUGATE_GRADIENT_H
11 #define EIGEN_LEAST_SQUARE_CONJUGATE_GRADIENT_H
26 template<
typename MatrixType,
typename Rhs,
typename Dest,
typename Preconditioner>
29 const Preconditioner& precond,
Index& iters,
39 Index maxIters = iters;
55 RealScalar residualNorm2 = normal_residual.squaredNorm();
56 if (residualNorm2 < threshold)
59 tol_error =
sqrt(residualNorm2 / rhsNorm2);
64 p = precond.solve(normal_residual);
71 tmp.noalias() =
mat *
p;
75 residual -=
alpha * tmp;
76 normal_residual =
mat.adjoint() * residual;
78 residualNorm2 = normal_residual.squaredNorm();
79 if(residualNorm2 < threshold)
82 z = precond.solve(normal_residual);
90 tol_error =
sqrt(residualNorm2 / rhsNorm2);
96 template<
typename _MatrixType,
97 typename _Preconditioner = LeastSquareDiagonalPreconditioner<typename _MatrixType::Scalar> >
102 template<
typename _MatrixType,
typename _Preconditioner>
148 template<
typename _MatrixType,
typename _Preconditioner>
178 template<
typename MatrixDerived>
184 template<
typename Rhs,
typename Dest>
198 #endif // EIGEN_LEAST_SQUARE_CONJUGATE_GRADIENT_H
Namespace containing all symbols from the Eigen library.
MatrixType::Scalar Scalar
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MatrixType::RealScalar RealScalar
IterativeSolverBase< LeastSquaresConjugateGradient > Base
double beta(double a, double b)
_Preconditioner Preconditioner
LeastSquaresConjugateGradient()
void _solve_vector_with_guess_impl(const Rhs &b, Dest &x) const
Index maxIterations() const
Map< Matrix< T, Dynamic, Dynamic, ColMajor >, 0, OuterStride<> > matrix(T *data, int rows, int cols, int stride)
Base class for linear iterative solvers.
NumTraits< Scalar >::Real RealScalar
A conjugate gradient solver for sparse (or dense) least-square problems.
_Preconditioner Preconditioner
LeastSquaresConjugateGradient(const EigenBase< MatrixDerived > &A)
const ActualMatrixType & matrix() const
~LeastSquaresConjugateGradient()
Preconditioner m_preconditioner
Jet< T, N > sqrt(const Jet< T, N > &f)
EIGEN_DONT_INLINE void least_square_conjugate_gradient(const MatrixType &mat, const Rhs &rhs, Dest &x, const Preconditioner &precond, Index &iters, typename Dest::RealScalar &tol_error)
EIGEN_DEFAULT_DENSE_INDEX_TYPE Index
The Index type as used for the API.
#define EIGEN_DONT_INLINE
gtsam
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autogenerated on Fri Nov 1 2024 03:33:06