46 Commits

Author	SHA1	Message	Date
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
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	c06ec0f464	Fix Jacobi preconditioner with zero diagonal entries	2014-06-17 23:47:30 +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	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	bd689ccc28	IncompleteLUT should not raise an assert in compute if factorize failed.	2013-07-17 09:21:07 +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
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	d97cd746ae	Replace int by Index	2013-04-08 08:51:58 +02:00
Christoph Hertzberg	9b33ab62da	Fixing bug #578. Thanks to Angelos <filiatra@gmail.com>	2013-04-03 16:29:16 +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
Gael Guennebaud	12a1313b09	bug #482: pass scalar arguments by const references. Still remains a few cases that might affect the ABI (see the bug entry)	2013-02-25 18:05:57 +01:00
Gael Guennebaud	7262cf783c	Cleaning documentation pass in ordering and ILUT	2013-01-12 11:56:56 +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
Desire NUENTSA	45672e724e	Incomplete Cholesky preconditioner... not yet stable	2012-09-11 12:12:19 +02:00
Gael Guennebaud	46b1c7a0ce	fix bug #485: conflict between a typedef and template type parameter	2012-07-13 20:54:38 +02:00
Benoit Jacob	0733e622a3	Manual MPL2 relicensing fixes	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	fd32697074	Fix stopping criteria of CG	2012-06-06 17:11:16 +02:00
Gael Guennebaud	a2ae063491	add a noncopyable base class for decompositions	2012-06-04 13:21:15 +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	0d3d46573e	fix assertion condition	2012-02-27 19:04:34 +01:00
Gael Guennebaud	eb168ef8ed	add analyzePattern/factorize API to iterative solvers and basic preconditioners	2012-02-27 14:10:26 +01:00
Gael Guennebaud	4cc6d7aa62	clean a bit the ILUT code	2012-02-14 22:07:19 +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	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