template<typename Derived>
Eigen::IterativeSolverBase class

Base class for linear iterative solvers.

Contents

Base classes

template<typename Derived>
class SparseSolverBase
A base class for sparse solvers.

Constructors, destructors, conversion operators

IterativeSolverBase()
template<typename MatrixDerived>
IterativeSolverBase(const EigenBase<MatrixDerived>& A) explicit

Public functions

template<typename MatrixDerived>
auto analyzePattern(const EigenBase<MatrixDerived>& A) -> Derived&
template<typename MatrixDerived>
auto compute(const EigenBase<MatrixDerived>& A) -> Derived&
auto error() const -> RealScalar
template<typename MatrixDerived>
auto factorize(const EigenBase<MatrixDerived>& A) -> Derived&
auto info() const -> ComputationInfo
auto iterations() const -> Index
auto maxIterations() const -> Index
auto preconditioner() -> Preconditioner&
auto preconditioner() const -> const Preconditioner&
auto setMaxIterations(Index maxIters) -> Derived&
auto setTolerance(const RealScalar& tolerance) -> Derived&
template<typename Rhs, typename Guess>
auto solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const -> const SolveWithGuess<Derived, Rhs, Guess>
auto tolerance() const -> RealScalar

Function documentation

template<typename Derived>
Eigen::IterativeSolverBase<Derived>::IterativeSolverBase()

Default constructor.

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

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().

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

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.

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

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.

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

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

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

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.

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

Returns Success if the iterations converged, and NoConvergence otherwise.

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

Returns the number of iterations performed during the last solve

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

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.

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

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

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

Returns a read-only reference to the preconditioner.

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

Sets the max number of iterations. Default is twice the number of columns of the matrix.

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

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()

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

Returns the solution x of $ A x = b $ using the current decomposition of A and x0 as an initial solution.

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

Returns the tolerance threshold used by the stopping criteria.