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diff --git a/eigen/doc/MatrixfreeSolverExample.dox b/eigen/doc/MatrixfreeSolverExample.dox new file mode 100644 index 0000000..9921c72 --- /dev/null +++ b/eigen/doc/MatrixfreeSolverExample.dox @@ -0,0 +1,21 @@ + +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 + +*/ + +}
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