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
a5324a131f
bug #1092 : fix iterative solver ctors for expressions as input
2015-10-26 16:16:24 +01:00
Gael Guennebaud
1b148d9e2e
Move IncompleteCholesky to official modules
2015-10-08 11:32:46 +02:00
Gael Guennebaud
632e7705b1
Improve doc of IncompleteCholesky
2015-10-08 10:54:36 +02:00
Gael Guennebaud
131db3c552
Fix return by value versus ref typo in IncompleteCholesky
2015-10-07 16:37:46 +02:00
Gael Guennebaud
752a0e5339
bug #1076 : fix scaling in IncompleteCholesky, improve doc, add read-only access to the different factors, remove debugging code.
2015-10-06 13:25:45 +02:00
Gael Guennebaud
7e0d7a76b8
Remove dense nested loops in IncompleteCholesky
2015-08-04 18:01:38 +02:00
Gael Guennebaud
e31fc50280
Numerous fixes for IncompleteCholesky. Still have to make it fully exploit the sparse structure of the L factor, and improve robustness to illconditionned problems.
2015-08-04 16:16:02 +02:00
Gael Guennebaud
64753af3b7
code simplification
2015-06-09 15:35:34 +02:00
Gael Guennebaud
cacbc5679d
formatting
2015-06-09 15:23:08 +02:00
Gael Guennebaud
04665ef9e1
remove redundant dynamic allocations in GMRES
2015-06-09 15:18:21 +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
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
deecff97ed
typo
2015-02-10 19:22:05 +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
d10d6a40dd
bug #897 : Update unsupported iterative solvers based on IterativeSolverBased.
2015-02-10 13:02:59 +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
fe57b2f963
bug #701 : workaround (min) and (max) blocking ADL by introducing numext::mini and numext::maxi internal functions and a EIGEN_NOT_A_MACRO macro.
2014-10-20 15:55:32 +02:00
Gael Guennebaud
0ca43f7e9a
Remove deprecated code not used by evaluators
2014-09-18 15:15:27 +02:00
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