27 Commits

Author SHA1 Message Date
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
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
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
Jitse Niesen
333905b0c2 Fix typos in docs for IterativeLinearSolvers module 2014-09-21 14:20:08 +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
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
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
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
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
7e0dd17312 Improve BiCGSTAB : With exact preconditioner, the solution should be found in one iteration 2012-09-19 18:32:02 +02:00
Benoit Jacob
69124cfca2 Automatic relicensing to MPL2 using Keirs script. Manual fixup follows. 2012-07-13 14:42:47 -04:00
Jitse Niesen
3c412183b2 Get rid of include directives inside namespace blocks (bug #339). 2012-04-15 11:06:28 +01:00
Gael Guennebaud
ef7f1371b2 some cleaning and add copyrights 2012-02-10 19:38:31 +01:00
Desire NUENTSA
edbebb14de Split the computation of the ILUT into two steps 2012-02-10 18:57:01 +01:00
Desire NUENTSA
a815d962da Add the implementation of the Incomplete LU preconditioner with dual threshold (ILUT)
Modify the BiCGSTAB function to check the residual norm of the initial guess
2012-02-10 10:59:39 +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
53fa851724 move sparse solvers from unsupported/ to main Eigen/ and remove the "not stable yet" warning 2011-11-12 14:11:27 +01:00