Adding eigen linear solver to the corresponding class

examples/main.cpp

@@ -12,9 +12,8 @@ int main() {
 
   CheckOpenMP();
 
-
   Eigen::Matrix2f A, b;
-  A << 2, -1, -1, 3; // sorted line by line
+  A << 2, -1, -1, 3; 
   b << 1, 2, 3, 1;
   std::cout << "Here is the matrix A:\n" << A << std::endl;
   std::cout << "Here is the right hand side b:\n" << b << std::endl;
@@ -23,6 +22,13 @@ int main() {
 
   Eigen::Matrix2f x2 = A.llt().solve(b);
   std::cout << "The solution is:\n" << x2 << std::endl;
+  std::cout << '\n';
+
+  LinearSolver LinSolver(A,b); 
+  LinSolver.solve_llt();
+  LinSolver.solve_ldtl();
+  LinSolver.solve_PartialPivLu();
+  std::cout << '\n';
 
 
   // Define variables

src/demeter/solve/linear_solver.cpp

@@ -2,19 +2,25 @@
 
 #include <cmath>
 #include <iostream>
+#include <Eigen/Dense>
 
 namespace Demeter {
 
 void LinearSolver::solve_llt() {
-  std::cout << "Standard Cholesky decomposition" << std::endl;
+  std::cout << "Method: Standard Cholesky decomposition" << std::endl;
+  Eigen::Matrix2f x1 = A_.llt().solve(b_);
+  std::cout << "The solution is:\n" << x1 << std::endl;
 }
 
 void LinearSolver::solve_ldtl() {
-  std::cout << "Robust Cholesky decomposition with pivoting" << std::endl;
+  std::cout << "Method: Robust Cholesky decomposition with pivoting" << std::endl;
+  Eigen::Matrix2f x1 = A_.ldlt().solve(b_);
+  std::cout << "The solution is:\n" << x1 << std::endl;
 }
 
 void LinearSolver::solve_PartialPivLu() {
- std::cout << "Partial LU pivoting" << std::endl;
+ std::cout << "Method: Partial LU pivoting" << std::endl;
+ Eigen::Matrix2f x1 = A_.partialPivLu().solve(b_);
+ std::cout << "The solution is:\n" << x1 << std::endl;
 }
-
 }  // namespace Demeterr

src/demeter/solve/linear_solver.hpp

@@ -1,6 +1,7 @@
 #pragma once
 
 #include <Eigen/Core>
+#include <Eigen/Dense>
 
 #include "methods.hpp"
 #include "demeter/common.hpp"
@@ -12,16 +13,20 @@ class LinearSolver {
  public: 
 
   // Constructeur vide
-  LinearSolver() {
+  LinearSolver(const Eigen::Matrix2f& A, const Eigen::Matrix2f& b) 
+      : A_(A), b_(b) {
       // Initialisation par défaut
-      std::cout << "Constructeur vide" << std::endl;
+      std::cout << "Initialisation constructeur" << std::endl;
   } 
 
   void solve_llt();
   void solve_ldtl();
   void solve_PartialPivLu();	
 
  private:
+  Eigen::Matrix2f A_; 
+  Eigen::Matrix2f b_;
+
   double tolerance = 1e-5;
 
 };