eigen-3.3.7.0: eigen3/doc/snippets/BiCGSTAB_simple.cpp
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 ... */ x = solver.solve(b); // solve again