matrixfree_cg.cpp File Reference

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Namespaces
	Eigen
	: InteropHeaders
	Eigen::internal

Functions
int	main ()

Function Documentation

main()

int main

(

)

Definition at line 82 of file matrixfree_cg.cpp.

{
  int n = 10;
  Eigen::SparseMatrix<double> S = Eigen::MatrixXd::Random(n,n).sparseView(0.5,1);
  S = S.transpose()*S;
 
  MatrixReplacement A;
  A.attachMyMatrix(S);
 
  Eigen::VectorXd b(n), x;
  b.setRandom();
 
  // Solve Ax = b using various iterative solver with matrix-free version:
  {
    Eigen::ConjugateGradient<MatrixReplacement, Eigen::Lower|Eigen::Upper, Eigen::IdentityPreconditioner> cg;
    cg.compute(A);
    x = cg.solve(b);
    std::cout << "CG:       #iterations: " << cg.iterations() << ", estimated error: " << cg.error() << std::endl;
  }
 
  {
    Eigen::BiCGSTAB<MatrixReplacement, Eigen::IdentityPreconditioner> bicg;
    bicg.compute(A);
    x = bicg.solve(b);
    std::cout << "BiCGSTAB: #iterations: " << bicg.iterations() << ", estimated error: " << bicg.error() << std::endl;
  }
 
  {
    Eigen::GMRES<MatrixReplacement, Eigen::IdentityPreconditioner> gmres;
    gmres.compute(A);
    x = gmres.solve(b);
    std::cout << "GMRES:    #iterations: " << gmres.iterations() << ", estimated error: " << gmres.error() << std::endl;
  }
 
  {
    Eigen::DGMRES<MatrixReplacement, Eigen::IdentityPreconditioner> gmres;
    gmres.compute(A);
    x = gmres.solve(b);
    std::cout << "DGMRES:   #iterations: " << gmres.iterations() << ", estimated error: " << gmres.error() << std::endl;
  }
 
  {
    Eigen::MINRES<MatrixReplacement, Eigen::Lower|Eigen::Upper, Eigen::IdentityPreconditioner> minres;
    minres.compute(A);
    x = minres.solve(b);
    std::cout << "MINRES:   #iterations: " << minres.iterations() << ", estimated error: " << minres.error() << std::endl;
  }
}