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35 Commits

Author SHA1 Message Date
Alexander Karatarakis
4ba872bd75 Avoid leading underscore followed by cap in template identifiers 2021-08-04 22:41:52 +00:00
Bernardo Bahia Monteiro
54a0a9c9dd
Bugfix: conjugate_gradient did not compile with lazy-evaluated RealScalar 
The error generated by the compiler was:

    no matching function for call to 'maxi'
    RealScalar threshold = numext::maxi(tol*tol*rhsNorm2,considerAsZero);

The important part in the following notes was:

    candidate template ignored: deduced conflicting
    types for parameter 'T'"
    ('codi::Multiply11<...>' vs. 'codi::ActiveReal<...>')
    EIGEN_ALWAYS_INLINE T maxi(const T& x, const T& y)

I am using CoDiPack to provide the RealScalar type.
This bug was introduced in bc000deaa Fix conjugate-gradient for very small rhs
 2020-03-29 19:44:12 -04:00
Gael Guennebaud
f0fb95135d Iterative solvers: unify and fix handling of multiple rhs. 
m_info was not properly computed and the logic was repeated in several places.
 2018-10-15 23:47:46 +02:00
Gael Guennebaud
1141bcf794 Fix conjugate-gradient for very small rhs 2018-09-13 23:53:28 +02:00
Gael Guennebaud
b37036afce Implement wrapper for matrix-free iterative solvers 2015-12-07 12:23:22 +01:00
Gael Guennebaud
a5324a131f bug #1092: fix iterative solver ctors for expressions as input 2015-10-26 16:16:24 +01:00
Gael Guennebaud
64242b8bf3 Doc: add link to doc of sparse solver concept 2015-10-08 10:50:39 +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
fd78874888 Fix compilation of iterative solvers with dense matrices 2015-03-09 21:31:03 +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
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
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
Christoph Hertzberg
36448c9e28 Make constructors explicit if they could lead to unintended implicit conversion 2014-09-23 14:28:23 +02:00
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
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
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
62670c83a0 Fix bug #314: move remaining math functions from internal to numext namespace 2013-06-10 23:40:56 +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
Benoit Jacob
69124cfca2 Automatic relicensing to MPL2 using Keirs script. Manual fixup follows. 2012-07-13 14:42:47 -04:00
Gael Guennebaud
fd32697074 Fix stopping criteria of CG 2012-06-06 17:11:16 +02:00
Jitse Niesen
3c412183b2 Get rid of include directives inside namespace blocks (bug #339). 2012-04-15 11:06:28 +01:00
Gael Guennebaud
bdee0c9baa set the default number of iteration to the size of the problem 2011-12-27 16:38:05 +01:00
Gael Guennebaud
e759086dcd improve documentation of some sparse related classes 2011-12-02 19:02:49 +01:00
Gael Guennebaud
2d4fe54b73 fix CG example 2011-11-24 08:19:13 +01:00
Gael Guennebaud
53fa851724 move sparse solvers from unsupported/ to main Eigen/ and remove the "not stable yet" warning 2011-11-12 14:11:27 +01:00