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Allows Lower|Upper as a template argument of CG and MINRES: in this case the full matrix will be considered.

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Gael Guennebaud
2015-02-10 18:57:41 +01:00
parent f9931a0392
commit 7b35b4cacc
5 changed files with 43 additions and 13 deletions
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13
Eigen/src/IterativeLinearSolvers/ConjugateGradient.h
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@@ -112,9 +112,9 @@ struct traits<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
* This class allows to solve for A.x = b sparse linear problems using a conjugate gradient algorithm.
* The sparse matrix A must be selfadjoint. The vectors x and b can be either dense or sparse.
*
* \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix.
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
* or Upper. Default is Lower.
* \tparam _MatrixType the type of the matrix A, can be a dense or a sparse matrix.
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower,
* Upper, or Lower|Upper in which the full matrix entries will be considered. Default is Lower.
* \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
*
* The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
@@ -213,6 +213,10 @@ public:
template<typename Rhs,typename Dest>
void _solveWithGuess(const Rhs& b, Dest& x) const
{
typedef typename internal::conditional<UpLo==(Lower|Upper),
const MatrixType&,
SparseSelfAdjointView<const MatrixType, UpLo>
>::type MatrixWrapperType;
m_iterations = Base::maxIterations();
m_error = Base::m_tolerance;
@@ -222,8 +226,7 @@ public:
m_error = Base::m_tolerance;
typename Dest::ColXpr xj(x,j);
internal::conjugate_gradient(mp_matrix->template selfadjointView<UpLo>(), b.col(j), xj,
Base::m_preconditioner, m_iterations, m_error);
internal::conjugate_gradient(MatrixWrapperType(*mp_matrix), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error);
}
m_isInitialized = true;