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84 Commits

Author SHA1 Message Date
Gael Guennebaud
a7be4cd1b1 Fix LeastSquareDiagonalPreconditioner for complexes (issue introduced in previous commit) 2017-06-09 11:57:53 +02:00
Gael Guennebaud
682b2ef17e bug #1423: fix LSCG\'s Jacobi preconditioner for row-major matrices. 2017-06-08 15:06:27 +02:00
Gael Guennebaud
afc55b1885 Generalize IterativeSolverBase::solve to hanlde any sparse type as the results (instead of SparseMatrix only) 2016-11-06 20:28:18 +01:00
Gael Guennebaud
3ecb343dc3 Fix regression in X = (X*X.transpose())/s with X rectangular by deferring resizing of the destination after the creation of the evaluator of the source expression. 2016-10-26 22:50:41 +02:00
Gael Guennebaud
35a8e94577 bug #1167: simplify installation of header files using cmake's install(DIRECTORY ...) command. 2016-08-29 10:59:37 +02:00
Gael Guennebaud
b39fd8217f Fix nesting of SolveWithGuess, and add unit test. 2016-07-04 17:47:47 +02:00
Gael Guennebaud
fbcfc2f862 Add unit test for solveWithGuess, and fix template resolution. 2016-07-04 17:19:38 +02:00
Gael Guennebaud
66e99ab6a1 Relax mixing-type constraints for binary coefficient-wise operators: 
- Replace internal::scalar_product_traits<A,B> by Eigen::ScalarBinaryOpTraits<A,B,OP>
- Remove the "functor_is_product_like" helper (was pretty ugly)
- Currently, OP is not used, but it is available to the user for fine grained tuning
- Currently, only the following operators have been generalized: *,/,+,-,=,*=,/=,+=,-=
- TODO: generalize all other binray operators (comparisons,pow,etc.)
- TODO: handle "scalar op array" operators (currently only * is handled)
- TODO: move the handling of the "void" scalar type to ScalarBinaryOpTraits
 2016-06-06 15:11:41 +02:00
Gael Guennebaud
fecea26d93 Extend doc on shifting strategy 2016-01-27 15:55:15 +01:00
Gael Guennebaud
369d6d1ae3 Add link to reference paper. 2016-01-23 22:16:03 +01:00
Gael Guennebaud
0caa4b1531 bug #1150: make IncompleteCholesky more robust by iteratively increase the shift until the factorization succeed (with at most 10 attempts). 2016-01-23 22:13:54 +01:00
Gael Guennebaud
8b0d1eb0f7 Fix numerous doxygen shortcomings, and workaround some clang -Wdocumentation warnings 2016-01-01 21:45:06 +01:00
Gael Guennebaud
ad3d68400e Add matrix-free solver example 2015-12-07 12:33:38 +01:00
Gael Guennebaud
b37036afce Implement wrapper for matrix-free iterative solvers 2015-12-07 12:23:22 +01:00
Gael Guennebaud
0bb12fa614 Add LU::transpose().solve() and LU::adjoint().solve() API. 2015-12-01 14:38:47 +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
4704bdc9c0 Make the IterativeLinearSolvers module compatible with MPL2-only mode 
by defaulting to COLAMDOrdering and NaturalOrdering for ILUT and ILLT respectively.
 2015-10-26 15:17:52 +01:00
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