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| BiCGSTAB () |
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template<typename MatrixDerived > |
| BiCGSTAB (const EigenBase< MatrixDerived > &A) |
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| ~BiCGSTAB () |
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template<typename Rhs , typename Dest > |
void | _solve_vector_with_guess_impl (const Rhs &b, Dest &x) const |
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| IterativeSolverBase () |
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| IterativeSolverBase (const EigenBase< MatrixDerived > &A) |
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| ~IterativeSolverBase () |
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BiCGSTAB< _MatrixType, _Preconditioner > & | analyzePattern (const EigenBase< MatrixDerived > &A) |
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BiCGSTAB< _MatrixType, _Preconditioner > & | factorize (const EigenBase< MatrixDerived > &A) |
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BiCGSTAB< _MatrixType, _Preconditioner > & | compute (const EigenBase< MatrixDerived > &A) |
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EIGEN_CONSTEXPR Index | rows () const EIGEN_NOEXCEPT |
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EIGEN_CONSTEXPR Index | cols () const EIGEN_NOEXCEPT |
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RealScalar | tolerance () const |
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BiCGSTAB< _MatrixType, _Preconditioner > & | setTolerance (const RealScalar &tolerance) |
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Preconditioner & | preconditioner () |
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const Preconditioner & | preconditioner () const |
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Index | maxIterations () const |
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BiCGSTAB< _MatrixType, _Preconditioner > & | setMaxIterations (Index maxIters) |
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Index | iterations () const |
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RealScalar | error () const |
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const SolveWithGuess< BiCGSTAB< _MatrixType, _Preconditioner >, Rhs, Guess > | solveWithGuess (const MatrixBase< Rhs > &b, const Guess &x0) const |
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ComputationInfo | info () const |
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void | _solve_with_guess_impl (const Rhs &b, SparseMatrixBase< DestDerived > &aDest) const |
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internal::enable_if< Rhs::ColsAtCompileTime!=1 &&DestDerived::ColsAtCompileTime!=1 >::type | _solve_with_guess_impl (const Rhs &b, MatrixBase< DestDerived > &aDest) const |
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internal::enable_if< Rhs::ColsAtCompileTime==1||DestDerived::ColsAtCompileTime==1 >::type | _solve_with_guess_impl (const Rhs &b, MatrixBase< DestDerived > &dest) const |
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void | _solve_impl (const Rhs &b, Dest &x) const |
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BiCGSTAB< _MatrixType, _Preconditioner > & | derived () |
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const BiCGSTAB< _MatrixType, _Preconditioner > & | derived () const |
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| SparseSolverBase () |
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| ~SparseSolverBase () |
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Derived & | derived () |
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const Derived & | derived () const |
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template<typename Rhs > |
const Solve< Derived, Rhs > | solve (const MatrixBase< Rhs > &b) const |
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template<typename Rhs > |
const Solve< Derived, Rhs > | solve (const SparseMatrixBase< Rhs > &b) const |
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template<typename Rhs , typename Dest > |
void | _solve_impl (const SparseMatrixBase< Rhs > &b, SparseMatrixBase< Dest > &dest) const |
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template<typename _MatrixType, typename _Preconditioner>
class Eigen::BiCGSTAB< _MatrixType, _Preconditioner >
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.
- Template Parameters
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_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 .
- See also
- class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner