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67 Commits

Author SHA1 Message Date
Gael Guennebaud
e30bc89190 Add missing include of std vector 2015-10-08 15:20:50 +02:00
Gael Guennebaud
1b148d9e2e Move IncompleteCholesky to official modules 2015-10-08 11:32:46 +02:00
Gael Guennebaud
64242b8bf3 Doc: add link to doc of sparse solver concept 2015-10-08 10:50:39 +02:00
Gael Guennebaud
aa768add0b Since there is no reason for evaluators to be nested by reference, let's remove the evaluator<>::nestedType indirection. 2015-09-02 22:10:39 +02:00
Gael Guennebaud
92b9f0e102 Cleaning pass on evaluators: remove the useless and error prone evaluator<>::type indirection. 2015-09-02 21:38:40 +02:00
Gael Guennebaud
6b99afa5ae Fix LSCG::solve with a sparse destination. 2015-09-02 15:34:03 +02:00
Gael Guennebaud
506964fc29 Propagate precondition info to the iterative solver. 2015-08-04 16:13:34 +02:00
Gael Guennebaud
555b9c6843 Doc: explain perf and multithreading issues in sparse iterative solvers 2015-06-26 10:49:40 +02:00
Gael Guennebaud
7f824dd613 Optimize CG to enable faster spare row-major * dense vector products when the input matrix is complete (Upper|Lower) but column major. 2015-06-25 17:17:38 +02:00
Gael Guennebaud
973b0a90db Clarify documentation of the tolerance and error returned in iterative solvers 2015-06-25 13:51:13 +02:00
Gael Guennebaud
56d4ef7ad6 BiCGSTAB: set default guess to 0, and improve restart mechanism by recomputing the accurate residual. 2015-06-05 14:37:57 +02:00
Gael Guennebaud
ebf8ca4fa8 Fix bug #1010: m_isInitialized was improperly updated 2015-05-07 14:20:42 +02:00
Gael Guennebaud
fd78874888 Fix compilation of iterative solvers with dense matrices 2015-03-09 21:31:03 +01:00
Gael Guennebaud
224a1fe4c6 bug #963: make IncompleteLUT compatible with non-default storage index types. 2015-03-09 13:55:20 +01:00
Gael Guennebaud
4c8b95d5c5 Rename LSCG to LeastSquaresConjugateGradient 2015-03-05 10:16:32 +01:00
Jan Blechta
168ceb271e Really use zero guess in ConjugateGradients::solve as documented 
and expected for consistency with other methods.
 2015-02-18 14:26:10 +01:00
Gael Guennebaud
05274219a7 Add a CG-based solver for rectangular least-square problems (bug #975). 2015-03-04 09:34:27 +01:00
Gael Guennebaud
0f464d9d87 bug #897: fix regression in BiCGSTAB(mat) ctor (an all other iterative solvers). 
Add respective regression unit test.
 2015-02-16 17:05:10 +01:00
Gael Guennebaud
cc641aabb7 Remove deprecated usage of expr::Index. 2015-02-16 14:46:51 +01:00
Gael Guennebaud
aa6c516ec1 Fix many long to int conversion warnings: 
- fix usage of Index (API) versus StorageIndex (when multiple indexes are stored)
 - use StorageIndex(val) when the input has already been check
 - use internal::convert_index<StorageIndex>(val) when val is potentially unsafe (directly comes from user input)
 2015-02-16 13:19:05 +01:00
Gael Guennebaud
fc202bab39 Index refactoring: StorageIndex must be used for storage only (and locally when it make sense). In all other cases use the global Index type. 2015-02-13 18:57:41 +01:00
Gael Guennebaud
fe51319980 Merge Index-refactoring branch with default, fix PastixSupport, remove some useless typedefs 2015-02-13 10:03:53 +01:00
Jan Blechta
c3f3580b8f Fix bug #733: step by step solving is not a good example for solveWithGuess 2015-02-10 14:24:39 +01:00
Gael Guennebaud
c6e8caf090 Allows Lower|Upper as a template argument of CG and MINRES: in this case the full matrix will be considered. 2015-02-10 18:57:41 +01:00
Gael Guennebaud
87629cd639 bug #897: makes iterative sparse solvers use a Ref<SparseMatrix> instead of a SparseMatrix pointer. This fixes usage of iterative solvers with a Map<SparseMatrix>. 2015-02-09 11:41:25 +01:00
Christoph Hertzberg
e8cdbedefb bug #877, bug #572: Introduce a global Index typedef. Rename Sparse*::Index to StorageIndex, make Dense*::StorageIndex an alias to DenseIndex. Overall this commit gets rid of all Index conversion warnings. 2014-12-04 22:48:53 +01:00
Gael Guennebaud
4b886e6b39 bug #889: fix protected typedef 2014-10-08 07:48:30 +02:00
Christoph Hertzberg
36448c9e28 Make constructors explicit if they could lead to unintended implicit conversion 2014-09-23 14:28:23 +02:00
Jitse Niesen
333905b0c2 Fix typos in docs for IterativeLinearSolvers module 2014-09-21 14:20:08 +01:00
Jitse Niesen
5fa69422a2 Fix copy-and-paste typo in SolveWithGuess assignment 
This fixes compilation of code snippets in BiCGSTAB docs.
 2014-09-21 14:19:23 +01:00
Gael Guennebaud
0ca43f7e9a Remove deprecated code not used by evaluators 2014-09-18 15:15:27 +02:00
Gael Guennebaud
1c4b69c5fb Factorize solveWithGuess in IterativeSolverBase 2014-09-01 17:19:51 +02:00
Gael Guennebaud
8a74ce922c Make IncompleteLUT use SparseSolverBase. 2014-09-01 17:19:16 +02:00
Gael Guennebaud
85c7659574 Refactoring of sparse solvers through a SparseSolverBase class and usage of the Solve<> expression. Introduce a SolveWithGuess expression on top of Solve. 2014-09-01 15:00:19 +02:00
Gael Guennebaud
b49ef99617 Do not apply the preconditioner before starting the iterations as this might destroy a very good initial guess. 2014-08-21 22:14:25 +02:00
Gael Guennebaud
bf334b8ae5 Fix regeression in bicgstab: the threshold used to detect the need for a restart was much too large. 2014-07-01 22:29:04 +02:00
Gael Guennebaud
c06ec0f464 Fix Jacobi preconditioner with zero diagonal entries 2014-06-17 23:47:30 +02:00
Gael Guennebaud
285112fc55 Fix bug #688: make it clearer that CG is for both dense and sparse matrices. 2013-10-28 15:56:30 +01:00
Gael Guennebaud
c6da881849 Fix bug #674: typo in documentation example for BiCGSTAB. They are now proper snippet files. 2013-10-16 15:25:39 +02:00
Gael Guennebaud
bd689ccc28 IncompleteLUT should not raise an assert in compute if factorize failed. 2013-07-17 09:21:07 +02:00
Gael Guennebaud
1caeb814f0 Fix bicgstab for complexes, and avoid a duplicate computation 2013-07-02 08:14:10 +02:00
Gael Guennebaud
22820e950e Improve BiCGSTAB robustness: fix a divide by zero and allow to restart with a new initial residual reference. 2013-07-01 11:49:23 +02:00
Gael Guennebaud
62670c83a0 Fix bug #314: move remaining math functions from internal to numext namespace 2013-06-10 23:40:56 +02:00
Desire NUENTSA
d97cd746ae Replace int by Index 2013-04-08 08:51:58 +02:00
Christoph Hertzberg
9b33ab62da Fixing bug #578. Thanks to Angelos <filiatra@gmail.com> 2013-04-03 16:29:16 +02:00
Desire NUENTSA
da6219b19d Bug567 : Fix iterative solvers to immediately return when the initial guess is the true solution and for trivial solution 2013-03-20 16:15:18 +01:00
Desire NUENTSA
4107b371e3 Handle zero right hand side in CG and GMRES 2013-03-20 11:22:45 +01:00
Gael Guennebaud
12a1313b09 bug #482: pass scalar arguments by const references. Still remains a few cases that might affect the ABI (see the bug entry) 2013-02-25 18:05:57 +01:00
Gael Guennebaud
7262cf783c Cleaning documentation pass in ordering and ILUT 2013-01-12 11:56:56 +01:00
Desire NUENTSA
7e0dd17312 Improve BiCGSTAB : With exact preconditioner, the solution should be found in one iteration 2012-09-19 18:32:02 +02:00