EigenproblemSolver.hpp

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// This file is part of GQCG-GQCP.
//
// Copyright (C) 2017-2020  the GQCG developers
//
// GQCG-GQCP is free software: you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// GQCG-GQCP is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public License
// along with GQCG-GQCP.  If not, see <http://www.gnu.org/licenses/>.
 
#pragma once
 
 
#include "Mathematical/Algorithm/Algorithm.hpp"
#include "Mathematical/Optimization/Eigenproblem/DenseDiagonalization.hpp"
 
 
namespace GQCP {
namespace EigenproblemSolver {
 
 
template <typename Scalar>
Algorithm<EigenproblemEnvironment<Scalar>> Dense() {
 
    // Use Eigen's routines to diagonalize a matrix.
    StepCollection<EigenproblemEnvironment<Scalar>> steps {};
    steps.add(DenseDiagonalization<Scalar>());
 
    return Algorithm<EigenproblemEnvironment<Scalar>>(steps);
}
 
// We should note that we cannot add the analogous Davidson solver here, because that would cause a cyclic dependence since one of the Davidson steps requires a dense diagonalization.
 
 
}  // namespace EigenproblemSolver
}  // namespace GQCP