cern.colt.matrix.tdouble.algo.solver

Class DoubleCG

java.lang.Object

cern.colt.matrix.tdouble.algo.solver.AbstractDoubleIterativeSolver

cern.colt.matrix.tdouble.algo.solver.DoubleCG

All Implemented Interfaces:

DoubleIterativeSolver

public class DoubleCG
extends AbstractDoubleIterativeSolver

Conjugate Gradients solver. CG solves the symmetric positive definite linear system Ax=b using the Conjugate Gradient method.

Author:

Templates

Constructor Summary

Constructors

Constructor and Description
DoubleCG(DoubleMatrix1D template) Constructor for CG.

Method Summary

Methods

Modifier and Type	Method and Description
DoubleMatrix1D	solve(DoubleMatrix2D A, DoubleMatrix1D b, DoubleMatrix1D x) Solves the given problem, writing result into the vector.

Methods inherited from class cern.colt.matrix.tdouble.algo.solver.AbstractDoubleIterativeSolver

getIterationMonitor, getPreconditioner, setIterationMonitor, setPreconditioner

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DoubleCG

public DoubleCG(DoubleMatrix1D template)

Constructor for CG. Uses the given vector as template for creating scratch vectors. Typically, the solution or the right hand side vector can be passed, and the template is not modified

Parameters:

template - Vector to use as template for the work vectors needed in the solution process

Method Detail

solve

public DoubleMatrix1D solve(DoubleMatrix2D A,
                   DoubleMatrix1D b,
                   DoubleMatrix1D x)
                     throws IterativeSolverDoubleNotConvergedException

Description copied from interface: DoubleIterativeSolver

Solves the given problem, writing result into the vector.

Parameters:

A - Matrix of the problem

b - Right hand side

x - Solution is stored here. Also used as initial guess

Returns:

The solution vector x

Throws:

IterativeSolverDoubleNotConvergedException