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Diffstat (limited to 'extern/Eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h')
-rw-r--r--extern/Eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h24
1 files changed, 6 insertions, 18 deletions
diff --git a/extern/Eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h b/extern/Eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
index 6fc6ab85225..5512219076b 100644
--- a/extern/Eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
+++ b/extern/Eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
@@ -39,7 +39,6 @@ bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
int maxIters = iters;
int n = mat.cols();
- x = precond.solve(x);
VectorType r = rhs - mat * x;
VectorType r0 = r;
@@ -61,6 +60,7 @@ bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
VectorType s(n), t(n);
RealScalar tol2 = tol*tol;
+ RealScalar eps2 = NumTraits<Scalar>::epsilon()*NumTraits<Scalar>::epsilon();
int i = 0;
int restarts = 0;
@@ -69,7 +69,7 @@ bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
Scalar rho_old = rho;
rho = r0.dot(r);
- if (internal::isMuchSmallerThan(rho,r0_sqnorm))
+ if (abs(rho) < eps2*r0_sqnorm)
{
// The new residual vector became too orthogonal to the arbitrarily choosen direction r0
// Let's restart with a new r0:
@@ -142,7 +142,7 @@ struct traits<BiCGSTAB<_MatrixType,_Preconditioner> >
* SparseMatrix<double> A(n,n);
* // fill A and b
* BiCGSTAB<SparseMatrix<double> > solver;
- * solver(A);
+ * solver.compute(A);
* x = solver.solve(b);
* std::cout << "#iterations: " << solver.iterations() << std::endl;
* std::cout << "estimated error: " << solver.error() << std::endl;
@@ -151,20 +151,7 @@ struct traits<BiCGSTAB<_MatrixType,_Preconditioner> >
* \endcode
*
* By default the iterations start with x=0 as an initial guess of the solution.
- * One can control the start using the solveWithGuess() method. Here is a step by
- * step execution example starting with a random guess and printing the evolution
- * of the estimated error:
- * * \code
- * x = VectorXd::Random(n);
- * solver.setMaxIterations(1);
- * int i = 0;
- * do {
- * x = solver.solveWithGuess(b,x);
- * std::cout << i << " : " << solver.error() << std::endl;
- * ++i;
- * } while (solver.info()!=Success && i<100);
- * \endcode
- * Note that such a step by step excution is slightly slower.
+ * One can control the start using the solveWithGuess() method.
*
* \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
*/
@@ -199,7 +186,8 @@ public:
* this class becomes invalid. Call compute() to update it with the new
* matrix A, or modify a copy of A.
*/
- BiCGSTAB(const MatrixType& A) : Base(A) {}
+ template<typename MatrixDerived>
+ explicit BiCGSTAB(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
~BiCGSTAB() {}