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Rename LSCG to LeastSquaresConjugateGradient
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@ -12,7 +12,7 @@
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* 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.
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* Those solvers are accessible via the following classes:
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* - ConjugateGradient for selfadjoint (hermitian) matrices,
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* - LSCG for rectangular least-square problems,
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* - LeastSquaresConjugateGradient for rectangular least-square problems,
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* - BiCGSTAB for general square matrices.
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*
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* These iterative solvers are associated with some preconditioners:
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@ -102,7 +102,7 @@ class DiagonalPreconditioner
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};
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/** \ingroup IterativeLinearSolvers_Module
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* \brief Jacobi preconditioner for LSCG
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* \brief Jacobi preconditioner for LeastSquaresConjugateGradient
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*
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* This class allows to approximately solve for A' A x = A' b problems assuming A' A is a diagonal matrix.
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* In other words, this preconditioner neglects all off diagonal entries and, in Eigen's language, solves for:
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@ -114,7 +114,7 @@ class DiagonalPreconditioner
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*
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* The diagonal entries are pre-inverted and stored into a dense vector.
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*
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* \sa class LSCG, class DiagonalPreconditioner
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* \sa class LeastSquaresConjugateGradient, class DiagonalPreconditioner
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*/
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template <typename _Scalar>
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class LeastSquareDiagonalPreconditioner : public DiagonalPreconditioner<_Scalar>
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@ -139,7 +139,7 @@ struct traits<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
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* By default the iterations start with x=0 as an initial guess of the solution.
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* One can control the start using the solveWithGuess() method.
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*
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* \sa class LSCG, class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
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* \sa class LeastSquaresConjugateGradient, class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
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*/
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template< typename _MatrixType, int _UpLo, typename _Preconditioner>
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class ConjugateGradient : public IterativeSolverBase<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
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@ -95,12 +95,12 @@ void least_square_conjugate_gradient(const MatrixType& mat, const Rhs& rhs, Dest
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template< typename _MatrixType,
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typename _Preconditioner = LeastSquareDiagonalPreconditioner<typename _MatrixType::Scalar> >
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class LSCG;
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class LeastSquaresConjugateGradient;
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namespace internal {
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template< typename _MatrixType, typename _Preconditioner>
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struct traits<LSCG<_MatrixType,_Preconditioner> >
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struct traits<LeastSquaresConjugateGradient<_MatrixType,_Preconditioner> >
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{
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typedef _MatrixType MatrixType;
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typedef _Preconditioner Preconditioner;
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@ -129,7 +129,7 @@ struct traits<LSCG<_MatrixType,_Preconditioner> >
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VectorXd x(n), b(m);
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SparseMatrix<double> A(m,n);
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// fill A and b
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LSCG<SparseMatrix<double> > lscg;
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LeastSquaresConjugateGradient<SparseMatrix<double> > lscg;
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lscg.compute(A);
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x = lscg.solve(b);
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std::cout << "#iterations: " << lscg.iterations() << std::endl;
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@ -144,9 +144,9 @@ struct traits<LSCG<_MatrixType,_Preconditioner> >
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* \sa class ConjugateGradient, SparseLU, SparseQR
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*/
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template< typename _MatrixType, typename _Preconditioner>
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class LSCG : public IterativeSolverBase<LSCG<_MatrixType,_Preconditioner> >
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class LeastSquaresConjugateGradient : public IterativeSolverBase<LeastSquaresConjugateGradient<_MatrixType,_Preconditioner> >
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{
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typedef IterativeSolverBase<LSCG> Base;
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typedef IterativeSolverBase<LeastSquaresConjugateGradient> Base;
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using Base::mp_matrix;
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using Base::m_error;
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using Base::m_iterations;
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@ -161,7 +161,7 @@ public:
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public:
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/** Default constructor. */
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LSCG() : Base() {}
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LeastSquaresConjugateGradient() : Base() {}
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/** Initialize the solver with matrix \a A for further \c Ax=b solving.
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*
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@ -173,9 +173,9 @@ public:
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* this class becomes invalid. Call compute() to update it with the new
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* matrix A, or modify a copy of A.
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*/
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explicit LSCG(const MatrixType& A) : Base(A) {}
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explicit LeastSquaresConjugateGradient(const MatrixType& A) : Base(A) {}
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~LSCG() {}
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~LeastSquaresConjugateGradient() {}
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/** \internal */
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template<typename Rhs,typename Dest>
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@ -12,8 +12,8 @@
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template<typename T> void test_lscg_T()
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{
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LSCG<SparseMatrix<T> > lscg_colmajor_diag;
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LSCG<SparseMatrix<T>, IdentityPreconditioner> lscg_colmajor_I;
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LeastSquaresConjugateGradient<SparseMatrix<T> > lscg_colmajor_diag;
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LeastSquaresConjugateGradient<SparseMatrix<T>, IdentityPreconditioner> lscg_colmajor_I;
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CALL_SUBTEST( check_sparse_square_solving(lscg_colmajor_diag) );
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CALL_SUBTEST( check_sparse_square_solving(lscg_colmajor_I) );
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