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Iterative solvers such as ConjugateGradient and BiCGSTAB can be used in a matrix free context. To this end, user must provide a wrapper class inheriting EigenBase<> and implementing the following methods:
- \c Index \c rows() and \c Index \c cols(): returns number of rows and columns respectively
- \c operator* with your type and an %Eigen dense column vector (its actual implementation goes in a specialization of the internal::generic_product_impl class)
\c Eigen::internal::traits<> must also be specialized for the wrapper type.
Here is a complete example wrapping an Eigen::SparseMatrix: