ruby-eigen 0.0.9 → 0.0.10.pre1

data/ext/eigen/eigen3/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h

@@ -0,0 +1,149 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_BASIC_PRECONDITIONERS_H
+#define EIGEN_BASIC_PRECONDITIONERS_H
+
+namespace Eigen { 
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief A preconditioner based on the digonal entries
+  *
+  * This class allows to approximately solve for A.x = b problems assuming A is a diagonal matrix.
+  * In other words, this preconditioner neglects all off diagonal entries and, in Eigen's language, solves for:
+  * \code
+  * A.diagonal().asDiagonal() . x = b
+  * \endcode
+  *
+  * \tparam _Scalar the type of the scalar.
+  *
+  * This preconditioner is suitable for both selfadjoint and general problems.
+  * The diagonal entries are pre-inverted and stored into a dense vector.
+  *
+  * \note A variant that has yet to be implemented would attempt to preserve the norm of each column.
+  *
+  */
+template <typename _Scalar>
+class DiagonalPreconditioner
+{
+    typedef _Scalar Scalar;
+    typedef Matrix<Scalar,Dynamic,1> Vector;
+    typedef typename Vector::Index Index;
+
+  public:
+    // this typedef is only to export the scalar type and compile-time dimensions to solve_retval
+    typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType;
+
+    DiagonalPreconditioner() : m_isInitialized(false) {}
+
+    template<typename MatType>
+    DiagonalPreconditioner(const MatType& mat) : m_invdiag(mat.cols())
+    {
+      compute(mat);
+    }
+
+    Index rows() const { return m_invdiag.size(); }
+    Index cols() const { return m_invdiag.size(); }
+    
+    template<typename MatType>
+    DiagonalPreconditioner& analyzePattern(const MatType& )
+    {
+      return *this;
+    }
+    
+    template<typename MatType>
+    DiagonalPreconditioner& factorize(const MatType& mat)
+    {
+      m_invdiag.resize(mat.cols());
+      for(int j=0; j<mat.outerSize(); ++j)
+      {
+        typename MatType::InnerIterator it(mat,j);
+        while(it && it.index()!=j) ++it;
+        if(it && it.index()==j && it.value()!=Scalar(0))
+          m_invdiag(j) = Scalar(1)/it.value();
+        else
+          m_invdiag(j) = Scalar(1);
+      }
+      m_isInitialized = true;
+      return *this;
+    }
+    
+    template<typename MatType>
+    DiagonalPreconditioner& compute(const MatType& mat)
+    {
+      return factorize(mat);
+    }
+
+    template<typename Rhs, typename Dest>
+    void _solve(const Rhs& b, Dest& x) const
+    {
+      x = m_invdiag.array() * b.array() ;
+    }
+
+    template<typename Rhs> inline const internal::solve_retval<DiagonalPreconditioner, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "DiagonalPreconditioner is not initialized.");
+      eigen_assert(m_invdiag.size()==b.rows()
+                && "DiagonalPreconditioner::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::solve_retval<DiagonalPreconditioner, Rhs>(*this, b.derived());
+    }
+
+  protected:
+    Vector m_invdiag;
+    bool m_isInitialized;
+};
+
+namespace internal {
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<DiagonalPreconditioner<_MatrixType>, Rhs>
+  : solve_retval_base<DiagonalPreconditioner<_MatrixType>, Rhs>
+{
+  typedef DiagonalPreconditioner<_MatrixType> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+}
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief A naive preconditioner which approximates any matrix as the identity matrix
+  *
+  * \sa class DiagonalPreconditioner
+  */
+class IdentityPreconditioner
+{
+  public:
+
+    IdentityPreconditioner() {}
+
+    template<typename MatrixType>
+    IdentityPreconditioner(const MatrixType& ) {}
+    
+    template<typename MatrixType>
+    IdentityPreconditioner& analyzePattern(const MatrixType& ) { return *this; }
+    
+    template<typename MatrixType>
+    IdentityPreconditioner& factorize(const MatrixType& ) { return *this; }
+
+    template<typename MatrixType>
+    IdentityPreconditioner& compute(const MatrixType& ) { return *this; }
+    
+    template<typename Rhs>
+    inline const Rhs& solve(const Rhs& b) const { return b; }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_BASIC_PRECONDITIONERS_H

data/ext/eigen/eigen3/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h

@@ -0,0 +1,263 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_BICGSTAB_H
+#define EIGEN_BICGSTAB_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal Low-level bi conjugate gradient stabilized algorithm
+  * \param mat The matrix A
+  * \param rhs The right hand side vector b
+  * \param x On input and initial solution, on output the computed solution.
+  * \param precond A preconditioner being able to efficiently solve for an
+  *                approximation of Ax=b (regardless of b)
+  * \param iters On input the max number of iteration, on output the number of performed iterations.
+  * \param tol_error On input the tolerance error, on output an estimation of the relative error.
+  * \return false in the case of numerical issue, for example a break down of BiCGSTAB. 
+  */
+template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
+bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
+              const Preconditioner& precond, int& iters,
+              typename Dest::RealScalar& tol_error)
+{
+  using std::sqrt;
+  using std::abs;
+  typedef typename Dest::RealScalar RealScalar;
+  typedef typename Dest::Scalar Scalar;
+  typedef Matrix<Scalar,Dynamic,1> VectorType;
+  RealScalar tol = tol_error;
+  int maxIters = iters;
+
+  int n = mat.cols();
+  VectorType r  = rhs - mat * x;
+  VectorType r0 = r;
+  
+  RealScalar r0_sqnorm = r0.squaredNorm();
+  RealScalar rhs_sqnorm = rhs.squaredNorm();
+  if(rhs_sqnorm == 0)
+  {
+    x.setZero();
+    return true;
+  }
+  Scalar rho    = 1;
+  Scalar alpha  = 1;
+  Scalar w      = 1;
+  
+  VectorType v = VectorType::Zero(n), p = VectorType::Zero(n);
+  VectorType y(n),  z(n);
+  VectorType kt(n), ks(n);
+
+  VectorType s(n), t(n);
+
+  RealScalar tol2 = tol*tol;
+  RealScalar eps2 = NumTraits<Scalar>::epsilon()*NumTraits<Scalar>::epsilon();
+  int i = 0;
+  int restarts = 0;
+
+  while ( r.squaredNorm()/rhs_sqnorm > tol2 && i<maxIters )
+  {
+    Scalar rho_old = rho;
+
+    rho = r0.dot(r);
+    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:
+      r0 = r;
+      rho = r0_sqnorm = r.squaredNorm();
+      if(restarts++ == 0)
+        i = 0;
+    }
+    Scalar beta = (rho/rho_old) * (alpha / w);
+    p = r + beta * (p - w * v);
+    
+    y = precond.solve(p);
+    
+    v.noalias() = mat * y;
+
+    alpha = rho / r0.dot(v);
+    s = r - alpha * v;
+
+    z = precond.solve(s);
+    t.noalias() = mat * z;
+
+    RealScalar tmp = t.squaredNorm();
+    if(tmp>RealScalar(0))
+      w = t.dot(s) / tmp;
+    else
+      w = Scalar(0);
+    x += alpha * y + w * z;
+    r = s - w * t;
+    ++i;
+  }
+  tol_error = sqrt(r.squaredNorm()/rhs_sqnorm);
+  iters = i;
+  return true; 
+}
+
+}
+
+template< typename _MatrixType,
+          typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> >
+class BiCGSTAB;
+
+namespace internal {
+
+template< typename _MatrixType, typename _Preconditioner>
+struct traits<BiCGSTAB<_MatrixType,_Preconditioner> >
+{
+  typedef _MatrixType MatrixType;
+  typedef _Preconditioner Preconditioner;
+};
+
+}
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief A bi conjugate gradient stabilized solver for sparse square problems
+  *
+  * This class allows to solve for A.x = b sparse linear problems using a bi conjugate gradient
+  * stabilized algorithm. The vectors x and b can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix.
+  * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
+  *
+  * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
+  * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
+  * and NumTraits<Scalar>::epsilon() for the tolerance.
+  * 
+  * This class can be used as the direct solver classes. Here is a typical usage example:
+  * \code
+  * int n = 10000;
+  * VectorXd x(n), b(n);
+  * SparseMatrix<double> A(n,n);
+  * // fill A and b
+  * BiCGSTAB<SparseMatrix<double> > solver;
+  * solver.compute(A);
+  * x = solver.solve(b);
+  * std::cout << "#iterations:     " << solver.iterations() << std::endl;
+  * std::cout << "estimated error: " << solver.error()      << std::endl;
+  * // update b, and solve again
+  * x = solver.solve(b);
+  * \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.
+  * 
+  * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
+  */
+template< typename _MatrixType, typename _Preconditioner>
+class BiCGSTAB : public IterativeSolverBase<BiCGSTAB<_MatrixType,_Preconditioner> >
+{
+  typedef IterativeSolverBase<BiCGSTAB> Base;
+  using Base::mp_matrix;
+  using Base::m_error;
+  using Base::m_iterations;
+  using Base::m_info;
+  using Base::m_isInitialized;
+public:
+  typedef _MatrixType MatrixType;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef _Preconditioner Preconditioner;
+
+public:
+
+  /** Default constructor. */
+  BiCGSTAB() : Base() {}
+
+  /** Initialize the solver with matrix \a A for further \c Ax=b solving.
+    * 
+    * This constructor is a shortcut for the default constructor followed
+    * by a call to compute().
+    * 
+    * \warning this class stores a reference to the matrix A as well as some
+    * precomputed values that depend on it. Therefore, if \a A is changed
+    * this class becomes invalid. Call compute() to update it with the new
+    * matrix A, or modify a copy of A.
+    */
+  template<typename MatrixDerived>
+  explicit BiCGSTAB(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
+
+  ~BiCGSTAB() {}
+  
+  /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A
+    * \a x0 as an initial solution.
+    *
+    * \sa compute()
+    */
+  template<typename Rhs,typename Guess>
+  inline const internal::solve_retval_with_guess<BiCGSTAB, Rhs, Guess>
+  solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const
+  {
+    eigen_assert(m_isInitialized && "BiCGSTAB is not initialized.");
+    eigen_assert(Base::rows()==b.rows()
+              && "BiCGSTAB::solve(): invalid number of rows of the right hand side matrix b");
+    return internal::solve_retval_with_guess
+            <BiCGSTAB, Rhs, Guess>(*this, b.derived(), x0);
+  }
+  
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solveWithGuess(const Rhs& b, Dest& x) const
+  {    
+    bool failed = false;
+    for(int j=0; j<b.cols(); ++j)
+    {
+      m_iterations = Base::maxIterations();
+      m_error = Base::m_tolerance;
+      
+      typename Dest::ColXpr xj(x,j);
+      if(!internal::bicgstab(*mp_matrix, b.col(j), xj, Base::m_preconditioner, m_iterations, m_error))
+        failed = true;
+    }
+    m_info = failed ? NumericalIssue
+           : m_error <= Base::m_tolerance ? Success
+           : NoConvergence;
+    m_isInitialized = true;
+  }
+
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solve(const Rhs& b, Dest& x) const
+  {
+//     x.setZero();
+  x = b;
+    _solveWithGuess(b,x);
+  }
+
+protected:
+
+};
+
+
+namespace internal {
+
+  template<typename _MatrixType, typename _Preconditioner, typename Rhs>
+struct solve_retval<BiCGSTAB<_MatrixType, _Preconditioner>, Rhs>
+  : solve_retval_base<BiCGSTAB<_MatrixType, _Preconditioner>, Rhs>
+{
+  typedef BiCGSTAB<_MatrixType, _Preconditioner> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_BICGSTAB_H

data/ext/eigen/eigen3/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h

@@ -0,0 +1,256 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CONJUGATE_GRADIENT_H
+#define EIGEN_CONJUGATE_GRADIENT_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal Low-level conjugate gradient algorithm
+  * \param mat The matrix A
+  * \param rhs The right hand side vector b
+  * \param x On input and initial solution, on output the computed solution.
+  * \param precond A preconditioner being able to efficiently solve for an
+  *                approximation of Ax=b (regardless of b)
+  * \param iters On input the max number of iteration, on output the number of performed iterations.
+  * \param tol_error On input the tolerance error, on output an estimation of the relative error.
+  */
+template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
+EIGEN_DONT_INLINE
+void conjugate_gradient(const MatrixType& mat, const Rhs& rhs, Dest& x,
+                        const Preconditioner& precond, int& iters,
+                        typename Dest::RealScalar& tol_error)
+{
+  using std::sqrt;
+  using std::abs;
+  typedef typename Dest::RealScalar RealScalar;
+  typedef typename Dest::Scalar Scalar;
+  typedef Matrix<Scalar,Dynamic,1> VectorType;
+  
+  RealScalar tol = tol_error;
+  int maxIters = iters;
+  
+  int n = mat.cols();
+
+  VectorType residual = rhs - mat * x; //initial residual
+
+  RealScalar rhsNorm2 = rhs.squaredNorm();
+  if(rhsNorm2 == 0) 
+  {
+    x.setZero();
+    iters = 0;
+    tol_error = 0;
+    return;
+  }
+  RealScalar threshold = tol*tol*rhsNorm2;
+  RealScalar residualNorm2 = residual.squaredNorm();
+  if (residualNorm2 < threshold)
+  {
+    iters = 0;
+    tol_error = sqrt(residualNorm2 / rhsNorm2);
+    return;
+  }
+  
+  VectorType p(n);
+  p = precond.solve(residual);      //initial search direction
+
+  VectorType z(n), tmp(n);
+  RealScalar absNew = numext::real(residual.dot(p));  // the square of the absolute value of r scaled by invM
+  int i = 0;
+  while(i < maxIters)
+  {
+    tmp.noalias() = mat * p;              // the bottleneck of the algorithm
+
+    Scalar alpha = absNew / p.dot(tmp);   // the amount we travel on dir
+    x += alpha * p;                       // update solution
+    residual -= alpha * tmp;              // update residue
+    
+    residualNorm2 = residual.squaredNorm();
+    if(residualNorm2 < threshold)
+      break;
+    
+    z = precond.solve(residual);          // approximately solve for "A z = residual"
+
+    RealScalar absOld = absNew;
+    absNew = numext::real(residual.dot(z));     // update the absolute value of r
+    RealScalar beta = absNew / absOld;            // calculate the Gram-Schmidt value used to create the new search direction
+    p = z + beta * p;                             // update search direction
+    i++;
+  }
+  tol_error = sqrt(residualNorm2 / rhsNorm2);
+  iters = i;
+}
+
+}
+
+template< typename _MatrixType, int _UpLo=Lower,
+          typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> >
+class ConjugateGradient;
+
+namespace internal {
+
+template< typename _MatrixType, int _UpLo, typename _Preconditioner>
+struct traits<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
+{
+  typedef _MatrixType MatrixType;
+  typedef _Preconditioner Preconditioner;
+};
+
+}
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief A conjugate gradient solver for sparse self-adjoint problems
+  *
+  * This class allows to solve for A.x = b sparse linear problems using a conjugate gradient algorithm.
+  * The sparse matrix A must be selfadjoint. The vectors x and b can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the matrix A, can be a dense or a sparse matrix.
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower,
+  *               Upper, or Lower|Upper in which the full matrix entries will be considered. Default is Lower.
+  * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
+  *
+  * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
+  * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
+  * and NumTraits<Scalar>::epsilon() for the tolerance.
+  * 
+  * This class can be used as the direct solver classes. Here is a typical usage example:
+  * \code
+  * int n = 10000;
+  * VectorXd x(n), b(n);
+  * SparseMatrix<double> A(n,n);
+  * // fill A and b
+  * ConjugateGradient<SparseMatrix<double> > cg;
+  * cg.compute(A);
+  * x = cg.solve(b);
+  * std::cout << "#iterations:     " << cg.iterations() << std::endl;
+  * std::cout << "estimated error: " << cg.error()      << std::endl;
+  * // update b, and solve again
+  * x = cg.solve(b);
+  * \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.
+  * 
+  * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
+  */
+template< typename _MatrixType, int _UpLo, typename _Preconditioner>
+class ConjugateGradient : public IterativeSolverBase<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
+{
+  typedef IterativeSolverBase<ConjugateGradient> Base;
+  using Base::mp_matrix;
+  using Base::m_error;
+  using Base::m_iterations;
+  using Base::m_info;
+  using Base::m_isInitialized;
+public:
+  typedef _MatrixType MatrixType;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef _Preconditioner Preconditioner;
+
+  enum {
+    UpLo = _UpLo
+  };
+
+public:
+
+  /** Default constructor. */
+  ConjugateGradient() : Base() {}
+
+  /** Initialize the solver with matrix \a A for further \c Ax=b solving.
+    * 
+    * This constructor is a shortcut for the default constructor followed
+    * by a call to compute().
+    * 
+    * \warning this class stores a reference to the matrix A as well as some
+    * precomputed values that depend on it. Therefore, if \a A is changed
+    * this class becomes invalid. Call compute() to update it with the new
+    * matrix A, or modify a copy of A.
+    */
+  template<typename MatrixDerived>
+  explicit ConjugateGradient(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
+
+  ~ConjugateGradient() {}
+  
+  /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A
+    * \a x0 as an initial solution.
+    *
+    * \sa compute()
+    */
+  template<typename Rhs,typename Guess>
+  inline const internal::solve_retval_with_guess<ConjugateGradient, Rhs, Guess>
+  solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const
+  {
+    eigen_assert(m_isInitialized && "ConjugateGradient is not initialized.");
+    eigen_assert(Base::rows()==b.rows()
+              && "ConjugateGradient::solve(): invalid number of rows of the right hand side matrix b");
+    return internal::solve_retval_with_guess
+            <ConjugateGradient, Rhs, Guess>(*this, b.derived(), x0);
+  }
+
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solveWithGuess(const Rhs& b, Dest& x) const
+  {
+    typedef typename internal::conditional<UpLo==(Lower|Upper),
+                                           const MatrixType&,
+                                           SparseSelfAdjointView<const MatrixType, UpLo>
+                                          >::type MatrixWrapperType;
+    m_iterations = Base::maxIterations();
+    m_error = Base::m_tolerance;
+
+    for(int j=0; j<b.cols(); ++j)
+    {
+      m_iterations = Base::maxIterations();
+      m_error = Base::m_tolerance;
+
+      typename Dest::ColXpr xj(x,j);
+      internal::conjugate_gradient(MatrixWrapperType(*mp_matrix), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error);
+    }
+
+    m_isInitialized = true;
+    m_info = m_error <= Base::m_tolerance ? Success : NoConvergence;
+  }
+  
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solve(const Rhs& b, Dest& x) const
+  {
+    x.setZero();
+    _solveWithGuess(b,x);
+  }
+
+protected:
+
+};
+
+
+namespace internal {
+
+template<typename _MatrixType, int _UpLo, typename _Preconditioner, typename Rhs>
+struct solve_retval<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner>, Rhs>
+  : solve_retval_base<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner>, Rhs>
+{
+  typedef ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CONJUGATE_GRADIENT_H