MatrixfreeSolverExample.dox
817 Bytes
namespace Eigen {
/**
\eigenManualPage MatrixfreeSolverExample Matrix-free solvers
Iterative solvers such as ConjugateGradient and BiCGSTAB can be used in a matrix free context. To this end, user must provide a wrapper class inheriting EigenBase<> and implementing the following methods:
- Index rows() and Index cols(): returns number of rows and columns respectively
- operator* with and Eigen dense column vector
- resize(rows,cols): needed for source compatibility (can stay empty)
Eigen::internal::traits<> must also be specialized for the wrapper type.
For efficiency purpose, one might also want to provide a custom preconditioner. Here is an example using ConjugateGradient and implementing also a custom Jacobi preconditioner:
\include matrixfree_cg.cpp
Output: \verbinclude matrixfree_cg.out
*/
}