Package cern.colt.matrix.tdouble.algo.solver

Iterative solvers BiCG - BiConjugate gradients. BiCGstab - BiConjugate gradients stabilized. CG - Conjugate gradients. CGS - Conjugate gradients squared. Chebyshev - The Chebyshev iteration for symmetrical, positive definite matrices. GMRES - Generalized minimal residual using restart. IR - Iterative refinement (Richardson's method). QMR - Quasi-minimal residual. HyBR - Hybrid Bidiagonalization Regularization. MRNSD - Modified Residual Norm Steepest Descent. CGLS - Conjugate Gradient for Least Squares.

See: Description

Interface Summary

Interface	Description
DoubleIterationMonitor	Monitors the iterative solution process for convergence and divergence.
DoubleIterationReporter	Reports on the progress of an iterative solver
DoubleIterativeSolver	Iterative linear solver.

Class Summary

Class	Description
AbstractDoubleIterationMonitor	Partial implementation of an iteration reporter
AbstractDoubleIterativeSolver	Partial implementation of an iterative solver
CGLSDoubleIterationMonitor
DefaultDoubleIterationMonitor	Default iteration monitor.
DoubleBiCG	BiCG solver.
DoubleBiCGstab	BiCG stablized solver.
DoubleCG	Conjugate Gradients solver.
DoubleCGLS	CGLS is Conjugate Gradient for Least Squares method used for solving large-scale, ill-posed inverse problems of the form: b = A*x + noise.
DoubleCGS	Conjugate Gradients squared solver.
DoubleChebyshev	Chebyshev solver.
DoubleGivensRotation	Givens plane rotation
DoubleGMRES	GMRES solver.
DoubleHyBR	HyBR is a Hybrid Bidiagonalization Regularization method used for solving large-scale, ill-posed inverse problems of the form: b = A*x + noise The method combines an iterative Lanczos Bidiagonalization (LBD) Method with an SVD-based regularization method to stabilize the semiconvergence behavior that is characteristic of many ill-posed problems.
DoubleIR	Iterative Refinement.
DoubleMRNSD	MRNSD is Modified Residual Norm Steepest Descent method used for solving large-scale, ill-posed inverse problems of the form: b = A*x + noise.
DoubleQMR	Quasi-Minimal Residual method.
HyBRDoubleIterationMonitor
MRNSDDoubleIterationMonitor
NoDoubleIterationReporter	An iteration reporter which does nothing.

Enum Summary

Enum	Description
DoubleNotConvergedException.Reason	Possible reasons for lack of convergence
HyBRInnerSolver
HyBRRegularizationMethod

Exception Summary

Exception	Description
DoubleNotConvergedException	Signals lack of convergence of an iterative process
IterativeSolverDoubleNotConvergedException	Exception for lack of convergence in a linear problem.

Package cern.colt.matrix.tdouble.algo.solver Description

Iterative solvers

• BiCG - BiConjugate gradients.
• BiCGstab - BiConjugate gradients stabilized.
• CG - Conjugate gradients.
• CGS - Conjugate gradients squared.
• Chebyshev - The Chebyshev iteration for symmetrical, positive definite matrices.
• GMRES - Generalized minimal residual using restart.
• IR - Iterative refinement (Richardson's method).
• QMR - Quasi-minimal residual.
• HyBR - Hybrid Bidiagonalization Regularization.
• MRNSD - Modified Residual Norm Steepest Descent.
• CGLS - Conjugate Gradient for Least Squares.