Base class for linear iterative solvers. More...

#include <IterativeSolverBase.h>

Inheritance diagram for Eigen::IterativeSolverBase< Derived >:

Public Types
enum	{ ColsAtCompileTime = MatrixType::ColsAtCompileTime , MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime }

typedef internal::traits< Derived >::MatrixType	MatrixType

typedef internal::traits< Derived >::Preconditioner	Preconditioner

typedef MatrixType::Scalar	Scalar

typedef MatrixType::StorageIndex	StorageIndex

typedef MatrixType::RealScalar	RealScalar

Public Member Functions
	IterativeSolverBase ()
	Default constructor.

template<typename MatrixDerived >
	IterativeSolverBase (const EigenBase< MatrixDerived > &A)
	Initialize the solver with matrix A for further `Ax=b` solving.

template<typename MatrixDerived >
Derived &	analyzePattern (const EigenBase< MatrixDerived > &A)
	Initializes the iterative solver for the sparsity pattern of the matrix A for further solving `Ax=b` problems.

template<typename MatrixDerived >
Derived &	factorize (const EigenBase< MatrixDerived > &A)
	Initializes the iterative solver with the numerical values of the matrix A for further solving `Ax=b` problems.

template<typename MatrixDerived >
Derived &	compute (const EigenBase< MatrixDerived > &A)
	Initializes the iterative solver with the matrix A for further solving `Ax=b` problems.

EIGEN_CONSTEXPR Index	rows () const EIGEN_NOEXCEPT

EIGEN_CONSTEXPR Index	cols () const EIGEN_NOEXCEPT

RealScalar	tolerance () const

Derived &	setTolerance (const RealScalar &tolerance)
	Sets the tolerance threshold used by the stopping criteria.

Preconditioner &	preconditioner ()

const Preconditioner &	preconditioner () const

Index	maxIterations () const

Derived &	setMaxIterations (Index maxIters)
	Sets the max number of iterations.

Index	iterations () const

RealScalar	error () const

template<typename Rhs , typename Guess >
const SolveWithGuess< Derived, Rhs, Guess >	solveWithGuess (const MatrixBase< Rhs > &b, const Guess &x0) const

ComputationInfo	info () const

template<typename Rhs , typename DestDerived >
void	_solve_with_guess_impl (const Rhs &b, SparseMatrixBase< DestDerived > &aDest) const

template<typename Rhs , typename DestDerived >
internal::enable_if< Rhs::ColsAtCompileTime!=1 &&DestDerived::ColsAtCompileTime!=1 >::type	_solve_with_guess_impl (const Rhs &b, MatrixBase< DestDerived > &aDest) const

template<typename Rhs , typename DestDerived >
internal::enable_if< Rhs::ColsAtCompileTime==1\|\|DestDerived::ColsAtCompileTime==1 >::type	_solve_with_guess_impl (const Rhs &b, MatrixBase< DestDerived > &dest) const

template<typename Rhs , typename Dest >
void	_solve_impl (const Rhs &b, Dest &x) const

Derived &	derived ()

const Derived &	derived () const

Public Member Functions inherited from Eigen::SparseSolverBase< Derived >
	SparseSolverBase ()
	Default constructor.

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

Protected Types
typedef SparseSolverBase< Derived >	Base

typedef internal::generic_matrix_wrapper< MatrixType >	MatrixWrapper

typedef MatrixWrapper::ActualMatrixType	ActualMatrixType

Protected Member Functions
void	init ()

const ActualMatrixType &	matrix () const

template<typename InputType >
void	grab (const InputType &A)

Protected Attributes
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

Detailed Description

template<typename Derived>
class Eigen::IterativeSolverBase< Derived >

Base class for linear iterative solvers.

See also: class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner

Constructor & Destructor Documentation

◆ IterativeSolverBase()

template<typename Derived >

template<typename MatrixDerived >

Eigen::IterativeSolverBase< Derived >::IterativeSolverBase ( const EigenBase< MatrixDerived > & A )

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().

Warning: this class stores a reference to the matrix A as well as some precomputed values that depend on it. Therefore, if A is changed this class becomes invalid. Call compute() to update it with the new matrix A, or modify a copy of A.

Member Function Documentation

◆ analyzePattern()

template<typename Derived >

template<typename MatrixDerived >

Derived & Eigen::IterativeSolverBase< Derived >::analyzePattern ( const EigenBase< MatrixDerived > & A )

inline

Initializes the iterative solver for the sparsity pattern of the matrix A for further solving Ax=b problems.

Currently, this function mostly calls analyzePattern on the preconditioner. In the future we might, for instance, implement column reordering for faster matrix vector products.

◆ compute()

template<typename Derived >

template<typename MatrixDerived >

Derived & Eigen::IterativeSolverBase< Derived >::compute ( const EigenBase< MatrixDerived > & A )

inline

Initializes the iterative solver with the matrix A for further solving Ax=b problems.

Currently, this function mostly initializes/computes the preconditioner. In the future we might, for instance, implement column reordering for faster matrix vector products.

Warning: this class stores a reference to the matrix A as well as some precomputed values that depend on it. Therefore, if A is changed this class becomes invalid. Call compute() to update it with the new matrix A, or modify a copy of A.

◆ error()

template<typename Derived >

RealScalar Eigen::IterativeSolverBase< Derived >::error ( ) const

inline

Returns: the tolerance error reached during the last solve. It is a close approximation of the true relative residual error |Ax-b|/|b|.

◆ factorize()

template<typename Derived >

template<typename MatrixDerived >

Derived & Eigen::IterativeSolverBase< Derived >::factorize ( const EigenBase< MatrixDerived > & A )

inline

Initializes the iterative solver with the numerical values of the matrix A for further solving Ax=b problems.

Currently, this function mostly calls factorize on the preconditioner.

Warning: this class stores a reference to the matrix A as well as some precomputed values that depend on it. Therefore, if A is changed this class becomes invalid. Call compute() to update it with the new matrix A, or modify a copy of A.

◆ info()

template<typename Derived >

ComputationInfo Eigen::IterativeSolverBase< Derived >::info ( ) const

inline

Returns: Success if the iterations converged, and NoConvergence otherwise.

◆ iterations()

template<typename Derived >

Index Eigen::IterativeSolverBase< Derived >::iterations ( ) const

inline

Returns: the number of iterations performed during the last solve

◆ maxIterations()

template<typename Derived >

Index Eigen::IterativeSolverBase< Derived >::maxIterations ( ) const

inline

Returns: the max number of iterations. It is either the value set by setMaxIterations or, by default, twice the number of columns of the matrix.

◆ preconditioner() [1/2]

template<typename Derived >

Preconditioner & Eigen::IterativeSolverBase< Derived >::preconditioner ( )

inline

Returns: a read-write reference to the preconditioner for custom configuration.

◆ preconditioner() [2/2]

template<typename Derived >

const Preconditioner & Eigen::IterativeSolverBase< Derived >::preconditioner ( ) const

inline

Returns: a read-only reference to the preconditioner.

◆ setMaxIterations()

template<typename Derived >

Derived & Eigen::IterativeSolverBase< Derived >::setMaxIterations ( Index maxIters )

inline

Sets the max number of iterations.

Default is twice the number of columns of the matrix.

◆ setTolerance()

template<typename Derived >

Derived & Eigen::IterativeSolverBase< Derived >::setTolerance ( const RealScalar & tolerance )

inline

Sets the tolerance threshold used by the stopping criteria.

This value is used as an upper bound to the relative residual error: |Ax-b|/|b|. The default value is the machine precision given by NumTraits<Scalar>::epsilon()

◆ solveWithGuess()

template<typename Derived >

template<typename Rhs , typename Guess >

const SolveWithGuess< Derived, Rhs, Guess > Eigen::IterativeSolverBase< Derived >::solveWithGuess	(	const MatrixBase< Rhs > &	b,
		const Guess &	x0
	)		const

inline

Returns: the solution x of using the current decomposition of A and x0 as an initial solution.

See also: solve(), compute()

◆ tolerance()

template<typename Derived >

RealScalar Eigen::IterativeSolverBase< Derived >::tolerance ( ) const

inline

Returns: the tolerance threshold used by the stopping criteria.

See also: setTolerance()

The documentation for this class was generated from the following file:

External/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h

Public Types

Public Member Functions

Protected Types

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ IterativeSolverBase()

Member Function Documentation

◆ analyzePattern()

◆ compute()

◆ error()

◆ factorize()

◆ info()

◆ iterations()

◆ maxIterations()

◆ preconditioner() [1/2]

◆ preconditioner() [2/2]

◆ setMaxIterations()

◆ setTolerance()

◆ solveWithGuess()

◆ tolerance()