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54 Commits

Author SHA1 Message Date
Gael Guennebaud
b051bbd64f Make unsupport sparse solvers use SparseSolverBase 2014-09-01 17:21:47 +02:00
Kolja Brix
953ec08089 Correct GMRES: 
* Fix error in calculation of residual at restart.
* Use relative residual as stopping criterion.
* Improve documentation.
 2014-08-02 18:39:15 +02:00
Kolja Brix
e955725ff1 Fix GMRES: Initialize essential Householder vector with correct dimension. Add check if initial guess is already a sufficient approximation. 2014-07-10 08:20:55 +02:00
Gael Guennebaud
904509fbb6 Move using std::abs from Eigen's namespace to function scope. 2014-07-08 10:28:09 +02:00
Chen-Pang He
8ee38d2db6 Fix dox for namespaces 2014-07-05 21:48:48 +08:00
giacomo po
3e42b775ea MINRES, bug #715: add support for zero rhs, and remove square test. 2014-03-17 16:33:52 -07:00
Anton Gladky
4cd4be97a7 Port unsupported constrained CG to Eigen3 2014-01-15 17:49:52 +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
Gael Guennebaud
899c0c2b6c Clean source code and unit tests with respect to -Wunused-local-typedefs 2013-04-10 22:27:35 +02:00
Desire NUENTSA
f350f34560 Add complex support to dgmres and the unit test 2013-03-20 18:38:22 +01:00
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
b9fe79153b Fix a couple of remaining warnings (missing newlines, inline-noinline, meaningless type qualifiers) 2013-03-01 14:42:36 +01:00
Gael Guennebaud
bd8c9c69e4 Protect min with parenthesis in IncompleteLLT 2013-02-22 14:41:32 +01:00
Gael Guennebaud
5154253933 Fix some MPL2/LGPL lisencing confusions 2013-02-06 11:30:33 +01:00
Jitse Niesen
14e2ab02b5 Replace assert() by eigen_assert() (fixes bug #548). 2013-02-02 22:04:42 +00:00
Desire NUENTSA
71cb78e1ba Fix Incomplete Cholesky factorization. Stable but need iterative robust shift 2012-12-07 15:33:26 +01:00
Desire NUENTSA
b40a5b8b48 Improve the IncompleteLLT ... not yet robust 2012-11-13 18:14:34 +01:00
Desire NUENTSA
474716ec5b Add restarted GMRES with deflation 2012-11-12 10:47:55 +01:00
Gael Guennebaud
a76fbbf397 Fix bug #314: 
- remove most of the metaprogramming kung fu in MathFunctions.h (only keep functions that differs from the std)
- remove the overloads for array expression that were in the std namespace
 2012-11-06 15:25:50 +01:00
dnuentsa
f757034001 MINRES solver 2012-10-09 13:07:09 +02:00
Desire NUENTSA
a01371548d Define sparseLU functions as static 2012-09-25 09:53:40 +02:00
giacomo po
fd0441baee some clean-up and new comments. 2012-09-24 09:20:40 -07:00
giacomo po
18c41aa04f Some minor optimization. 2012-09-24 08:33:11 -07:00
giacomo po
dd7ff3f493 moved MINRES to unsupported. Made unit test. 2012-09-24 07:47:38 -07:00
Desire NUENTSA
45672e724e Incomplete Cholesky preconditioner... not yet stable 2012-09-11 12:12:19 +02:00
Benoit Jacob
269be00925 Add a EIGEN_MPL2_ONLY build option to generate compiler errors when including non-MPL2 modules 2012-07-13 14:42:47 -04:00
Benoit Jacob
69124cfca2 Automatic relicensing to MPL2 using Keirs script. Manual fixup follows. 2012-07-13 14:42:47 -04:00
Gael Guennebaud
e46fc8c05c fix GMRES 2012-06-23 19:29:21 +02:00
Jitse Niesen
3c412183b2 Get rid of include directives inside namespace blocks (bug #339). 2012-04-15 11:06:28 +01:00
Desire NUENTSA
22cd65ee33 Adding a householder-GMRES implementation from Kolja Brix 2012-03-29 15:00:55 +02:00
Desire NUENTSA
afeddd80ab Algorithm to equilibrate rows and columns of a square matrix 2012-03-22 16:18:34 +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
Gael Guennebaud
5d43b4049d factorize solving with guess 2011-10-24 09:33:24 +02:00
Gael Guennebaud
3fce43a704 add a basic ILU preconditioner 2011-10-11 20:41:43 +02:00
Gael Guennebaud
15cb4f5b09 extend BiCGSTAB to arbitrary rhs 2011-10-11 19:53:18 +02:00
Gael Guennebaud
5dc8458293 extend CG for multiple right hand sides 2011-10-11 11:29:50 +02:00
Gael Guennebaud
e97879857b DiagonalPrecond: fix potential segfault in case the diagonal contains explciit zeros 2011-10-09 22:17:37 +02:00
Gael Guennebaud
b0adbfbae7 BiCGSTAB does not like starting from 0... 2011-09-21 18:08:08 +02:00
Gael Guennebaud
1d796acb05 fix status after initialization 2011-09-20 18:45:50 +02:00
Gael Guennebaud
9053729d68 add a bi conjugate gradient stabilized solver 2011-09-17 10:54:14 +02:00
Gael Guennebaud
3a2cabc275 compilation fix with conjugate_gradient_solve_retval_with_guess 2011-07-26 14:43:20 +02:00
Gael Guennebaud
51f706b916 add the possibility to configure the preconditioner 2011-07-26 09:22:18 +02:00
Gael Guennebaud
66fa6f39a2 add a naive IdentityPreconditioner 2011-07-26 09:17:18 +02:00
Gael Guennebaud
80b1d1371d add a conjugate gradient solver 2011-07-26 09:04:10 +02:00
Gael Guennebaud
22bff949c8 protect calls to min and max with parentheses to make Eigen compatible with default windows.h 
(transplanted from 49b6e9143e1d74441924c0c313536e263e12a55c
)
 2011-07-21 11:19:36 +02:00
Benoit Jacob
4716040703 bug #86 : use internal:: namespace instead of ei_ prefix 2010-10-25 10:15:22 -04:00
Gael Guennebaud
28e64b0da3 email change 2010-06-24 23:21:58 +02:00
Benoit Jacob
aaaade4b3d the Index types change. 
As discussed on the list (too long to explain here).
 2010-05-30 16:00:58 -04:00
Jitse Niesen
7262716b78 Correct syntax error in doxygen comment. 2009-08-18 11:09:20 +01:00