cern.colt.matrix.tdouble.algo.solver

Class DoubleCGLS

java.lang.Object

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

cern.colt.matrix.tdouble.algo.solver.DoubleCGLS

All Implemented Interfaces:

DoubleIterativeSolver

public class DoubleCGLS
extends AbstractDoubleIterativeSolver

CGLS is Conjugate Gradient for Least Squares method used for solving large-scale, ill-posed inverse problems of the form: b = A*x + noise.

Reference:

A. Bjorck, "Numerical Methods for Least Squares Problems" SIAM, 1996, pg. 289.

Author:

Piotr Wendykier (piotr.wendykier@gmail.com)

Field Summary

Fields

Modifier and Type	Field and Description
static double	sqrteps

Constructor Summary

Constructors

Constructor and Description
DoubleCGLS()

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

Field Detail

sqrteps

public static final double sqrteps

Constructor Detail

DoubleCGLS

public DoubleCGLS()

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