cern.colt.matrix.tdouble.algo.solver

Class DoubleGMRES

java.lang.Object

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

cern.colt.matrix.tdouble.algo.solver.DoubleGMRES

All Implemented Interfaces:

DoubleIterativeSolver

public class DoubleGMRES
extends AbstractDoubleIterativeSolver

GMRES solver. GMRES solves the unsymmetric linear system Ax = b using the Generalized Minimum Residual method. The GMRES iteration is restarted after a given number of iterations. By default it is restarted after 30 iterations.

Constructor Summary

Constructors

Constructor and Description
DoubleGMRES(DoubleMatrix1D template) Constructor for GMRES.
DoubleGMRES(DoubleMatrix1D template, int restart) Constructor for GMRES.

Method Summary

Modifier and Type	Method and Description
void	setRestart(int restart) Sets the restart parameter
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

DoubleGMRES

public DoubleGMRES(DoubleMatrix1D template)

Constructor for GMRES. 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. The iteration is restarted every 30 iterations

Parameters:

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

DoubleGMRES

public DoubleGMRES(DoubleMatrix1D template,
                   int restart)

Constructor for GMRES. 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

restart - GMRES iteration is restarted after this number of iterations

Method Detail

setRestart

public void setRestart(int restart)

Sets the restart parameter

Parameters:

restart - GMRES iteration is restarted after this number of iterations

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