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21 lines
817 B
Plaintext
21 lines
817 B
Plaintext
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namespace Eigen {
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/**
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\eigenManualPage MatrixfreeSolverExample Matrix-free solvers
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Iterative solvers such as ConjugateGradient and BiCGSTAB can be used in a matrix free context. To this end, user must provide a wrapper class inheriting EigenBase<> and implementing the following methods:
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- Index rows() and Index cols(): returns number of rows and columns respectively
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- operator* with and Eigen dense column vector
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- resize(rows,cols): needed for source compatibility (can stay empty)
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Eigen::internal::traits<> must also be specialized for the wrapper type.
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For efficiency purpose, one might also want to provide a custom preconditioner. Here is an example using ConjugateGradient and implementing also a custom Jacobi preconditioner:
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\include matrixfree_cg.cpp
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Output: \verbinclude matrixfree_cg.out
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*/
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} |