|
RavEngine
|
A bi conjugate gradient stabilized solver for sparse square problems. More...
#include <BiCGSTAB.h>
Public Types | |
| typedef _MatrixType | MatrixType |
| typedef MatrixType::Scalar | Scalar |
| typedef MatrixType::RealScalar | RealScalar |
| typedef _Preconditioner | Preconditioner |
Public Types inherited from Eigen::IterativeSolverBase< BiCGSTAB< _MatrixType, _Preconditioner > > | |
| enum | |
| typedef internal::traits< BiCGSTAB< _MatrixType, _Preconditioner > >::MatrixType | MatrixType |
| typedef internal::traits< BiCGSTAB< _MatrixType, _Preconditioner > >::Preconditioner | Preconditioner |
| typedef MatrixType::Scalar | Scalar |
| typedef MatrixType::StorageIndex | StorageIndex |
| typedef MatrixType::RealScalar | RealScalar |
Public Member Functions | |
| BiCGSTAB () | |
| template<typename MatrixDerived > | |
| BiCGSTAB (const EigenBase< MatrixDerived > &A) | |
| template<typename Rhs , typename Dest > | |
| void | _solve_vector_with_guess_impl (const Rhs &b, Dest &x) const |
Public Member Functions inherited from Eigen::IterativeSolverBase< BiCGSTAB< _MatrixType, _Preconditioner > > | |
| IterativeSolverBase () | |
| IterativeSolverBase (const EigenBase< MatrixDerived > &A) | |
| BiCGSTAB< _MatrixType, _Preconditioner > & | analyzePattern (const EigenBase< MatrixDerived > &A) |
| BiCGSTAB< _MatrixType, _Preconditioner > & | factorize (const EigenBase< MatrixDerived > &A) |
| BiCGSTAB< _MatrixType, _Preconditioner > & | compute (const EigenBase< MatrixDerived > &A) |
| EIGEN_CONSTEXPR Index | rows () const EIGEN_NOEXCEPT |
| EIGEN_CONSTEXPR Index | cols () const EIGEN_NOEXCEPT |
| RealScalar | tolerance () const |
| BiCGSTAB< _MatrixType, _Preconditioner > & | setTolerance (const RealScalar &tolerance) |
| Preconditioner & | preconditioner () |
| const Preconditioner & | preconditioner () const |
| Index | maxIterations () const |
| BiCGSTAB< _MatrixType, _Preconditioner > & | setMaxIterations (Index maxIters) |
| Index | iterations () const |
| RealScalar | error () const |
| const SolveWithGuess< BiCGSTAB< _MatrixType, _Preconditioner >, Rhs, Guess > | solveWithGuess (const MatrixBase< Rhs > &b, const Guess &x0) const |
| ComputationInfo | info () const |
| void | _solve_with_guess_impl (const Rhs &b, SparseMatrixBase< DestDerived > &aDest) const |
| internal::enable_if< Rhs::ColsAtCompileTime!=1 &&DestDerived::ColsAtCompileTime!=1 >::type | _solve_with_guess_impl (const Rhs &b, MatrixBase< DestDerived > &aDest) const |
| internal::enable_if< Rhs::ColsAtCompileTime==1||DestDerived::ColsAtCompileTime==1 >::type | _solve_with_guess_impl (const Rhs &b, MatrixBase< DestDerived > &dest) const |
| void | _solve_impl (const Rhs &b, Dest &x) const |
| BiCGSTAB< _MatrixType, _Preconditioner > & | derived () |
| const BiCGSTAB< _MatrixType, _Preconditioner > & | derived () const |
Public Member Functions inherited from Eigen::SparseSolverBase< Derived > | |
| SparseSolverBase () | |
| Derived & | derived () |
| const Derived & | derived () const |
| template<typename Rhs > | |
| const Solve< Derived, Rhs > | solve (const MatrixBase< Rhs > &b) const |
| template<typename Rhs > | |
| const Solve< Derived, Rhs > | solve (const SparseMatrixBase< Rhs > &b) const |
| template<typename Rhs , typename Dest > | |
| void | _solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const |
Additional Inherited Members | |
Protected Types inherited from Eigen::IterativeSolverBase< BiCGSTAB< _MatrixType, _Preconditioner > > | |
| typedef SparseSolverBase< BiCGSTAB< _MatrixType, _Preconditioner > > | Base |
| typedef internal::generic_matrix_wrapper< MatrixType > | MatrixWrapper |
| typedef MatrixWrapper::ActualMatrixType | ActualMatrixType |
Protected Member Functions inherited from Eigen::IterativeSolverBase< BiCGSTAB< _MatrixType, _Preconditioner > > | |
| void | init () |
| const ActualMatrixType & | matrix () const |
| void | grab (const InputType &A) |
Protected Attributes inherited from Eigen::IterativeSolverBase< BiCGSTAB< _MatrixType, _Preconditioner > > | |
| MatrixWrapper | m_matrixWrapper |
| Preconditioner | m_preconditioner |
| Index | m_maxIterations |
| RealScalar | m_tolerance |
| RealScalar | m_error |
| Index | m_iterations |
| ComputationInfo | m_info |
| bool | m_analysisIsOk |
| bool | m_factorizationIsOk |
| bool | m_isInitialized |
Protected Attributes inherited from Eigen::SparseSolverBase< Derived > | |
| bool | m_isInitialized |
A bi conjugate gradient stabilized solver for sparse square problems.
This class allows to solve for A.x = b sparse linear problems using a bi conjugate gradient stabilized algorithm. The vectors x and b can be either dense or sparse.
| _MatrixType | the type of the sparse matrix A, can be a dense or a sparse matrix. |
| _Preconditioner | the type of the preconditioner. Default is DiagonalPreconditioner |
\implsparsesolverconcept
The maximal number of iterations and tolerance value can be controlled via the setMaxIterations() and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations and NumTraits<Scalar>::epsilon() for the tolerance.
The tolerance corresponds to the relative residual error: |Ax-b|/|b|
Performance: when using sparse matrices, best performance is achied for a row-major sparse matrix format. Moreover, in this case multi-threading can be exploited if the user code is compiled with OpenMP enabled. See TopicMultiThreading for details.
This class can be used as the direct solver classes. Here is a typical usage example:
By default the iterations start with x=0 as an initial guess of the solution. One can control the start using the solveWithGuess() method.
BiCGSTAB can also be used in a matrix-free context, see the following example .
|
inline |
Default constructor.
|
inlineexplicit |
Initialize the solver with matrix A for further Ax=b solving.
This constructor is a shortcut for the default constructor followed by a call to compute().