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help with MINRES sparse solver

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n2k
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help with MINRES sparse solver

Thu Aug 30, 2012 8:29 am
Hi,

I wrote a buit-in MINRES solver for Eigen, which can be found at:
https://bitbucket.org/gpo/eigen-minres/ ... s/MINRES.h

I basically copied the ConjugateGradient class and changed the underlying algorithm. The solver is working but it still misses the use of the preconditioner because I'm not sure how the preconditioned algorithm looks like.

Does anybody have a reference for the preconditioned MINRES algorithm?

Thanks.


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