cern.colt.matrix.tfloat.algo.solver

Class FloatCGLS

java.lang.Object

cern.colt.matrix.tfloat.algo.solver.AbstractFloatIterativeSolver

cern.colt.matrix.tfloat.algo.solver.FloatCGLS

All Implemented Interfaces:

FloatIterativeSolver

public class FloatCGLS
extends AbstractFloatIterativeSolver

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 float	sqrteps

Constructor Summary

Constructors

Constructor and Description
FloatCGLS()

Method Summary

Methods

Modifier and Type	Method and Description
FloatMatrix1D	solve(FloatMatrix2D A, FloatMatrix1D b, FloatMatrix1D x) Solves the given problem, writing result into the vector.

Methods inherited from class cern.colt.matrix.tfloat.algo.solver.AbstractFloatIterativeSolver

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 float sqrteps

Constructor Detail

FloatCGLS

public FloatCGLS()

Method Detail

solve

public FloatMatrix1D solve(FloatMatrix2D A,
                  FloatMatrix1D b,
                  FloatMatrix1D x)
                    throws IterativeSolverFloatNotConvergedException

Description copied from interface: FloatIterativeSolver

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:

IterativeSolverFloatNotConvergedException