cern.colt.matrix.tdouble.algo.solver.preconditioner

Class DoubleILUT

java.lang.Object

cern.colt.matrix.tdouble.algo.solver.preconditioner.DoubleILUT

All Implemented Interfaces:

DoublePreconditioner

public class DoubleILUT
extends java.lang.Object
implements DoublePreconditioner

ILU preconditioner with fill-in. Uses the dual threshold approach of Saad.

Constructor Summary

Constructors

Constructor and Description
DoubleILUT(int n) Sets up the preconditioner for the given problem size.
DoubleILUT(int n, double tau, int p) Sets up the preconditioner for the problem size

Method Summary

Modifier and Type	Method and Description
DoubleMatrix1D	apply(DoubleMatrix1D b, DoubleMatrix1D x) Solves the approximate problem with the given right hand side.
void	setMatrix(DoubleMatrix2D A) Sets the operator matrix for the preconditioner.
DoubleMatrix1D	transApply(DoubleMatrix1D b, DoubleMatrix1D x) Solves the approximate transpose problem with the given right hand side.

Methods inherited from class java.lang.Object

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

Constructor Detail

DoubleILUT

public DoubleILUT(int n,
                  double tau,
                  int p)

Sets up the preconditioner for the problem size

Parameters:

n - Problem size (number of rows)

tau - Drop tolerance

p - Number of entries to keep on each row in of the factored matrix. This is in addition to the entries of the original matrix

DoubleILUT

public DoubleILUT(int n)

Sets up the preconditioner for the given problem size. Uses a drop-tolerance of 10^-6, and keeps 25 entries on each row, including the main diagonal and any previous entries in the matrix structure

Parameters:

n - Problem size (number of rows)

Method Detail

apply

public DoubleMatrix1D apply(DoubleMatrix1D b,
                            DoubleMatrix1D x)

Description copied from interface: DoublePreconditioner

Solves the approximate problem with the given right hand side. Result is stored in given solution vector

Specified by:

apply in interface DoublePreconditioner

Parameters:

b - Right hand side of problem

x - Result is stored here

Returns:

x

transApply

public DoubleMatrix1D transApply(DoubleMatrix1D b,
                                 DoubleMatrix1D x)

Description copied from interface: DoublePreconditioner

Solves the approximate transpose problem with the given right hand side. Result is stored in given solution vector

Specified by:

transApply in interface DoublePreconditioner

Parameters:

b - Right hand side of problem

x - Result is stored here

Returns:

x

setMatrix

public void setMatrix(DoubleMatrix2D A)

Description copied from interface: DoublePreconditioner

Sets the operator matrix for the preconditioner. This method must be called before a preconditioner is used by an iterative solver

Specified by:

setMatrix in interface DoublePreconditioner

Parameters:

A - Matrix to setup the preconditioner for. Not modified