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add a bi conjugate gradient stabilized solver

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This commit is contained in:
Gael Guennebaud
2011-09-17 10:54:14 +02:00
parent f4122e9f94
commit 9053729d68
5 changed files with 489 additions and 118 deletions
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10
unsupported/test/cg.cpp
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@@ -38,7 +38,7 @@ template<typename Scalar,typename Index> void cg(int size)
DenseVector b = DenseVector::Random(size);
DenseVector ref_x(size), x(size);
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag|MakeLowerTriangular, 0, 0);
initSparse<Scalar>(density, refMat2, m2, ForceNonZeroDiag, 0, 0);
// for(int i=0; i<rows; ++i)
// m2.coeffRef(i,i) = refMat2(i,i) = internal::abs(internal::real(refMat2(i,i)));
@@ -79,6 +79,14 @@ template<typename Scalar,typename Index> void cg(int size)
x = ConjugateGradient<SparseMatrixType, Upper, IdentityPreconditioner>(m3_up).solve(b);
VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "ConjugateGradient: solve, upper only, single dense rhs");
ref_x = refMat2.lu().solve(b);
x = BiCGSTAB<SparseMatrixType, IdentityPreconditioner>(m2).solve(b);
VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "BiCGSTAB: solve, I, single dense rhs");
x = BiCGSTAB<SparseMatrixType>(m2).solve(b);
VERIFY(ref_x.isApprox(x,test_precision<Scalar>()) && "BiCGSTAB: solve, diag, single dense rhs");
}
void test_cg()