cern.colt.matrix.tfloat.algo.solver

Class FloatChebyshev

java.lang.Object

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

cern.colt.matrix.tfloat.algo.solver.FloatChebyshev

All Implemented Interfaces:

FloatIterativeSolver

public class FloatChebyshev
extends AbstractFloatIterativeSolver

Chebyshev solver. Solves the symmetric positive definite linear system Ax = b using the Preconditioned Chebyshev Method. Chebyshev requires an acurate estimate on the bounds of the spectrum of the matrix.

Constructor Summary

Constructors

Constructor and Description
FloatChebyshev(FloatMatrix1D template, float eigmin, float eigmax) Constructor for Chebyshev.

Method Summary

Modifier and Type	Method and Description
void	setEigenvalues(float eigmin, float eigmax) Sets the eigenvalue estimates.
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

Constructor Detail

FloatChebyshev

public FloatChebyshev(FloatMatrix1D template,
                      float eigmin,
                      float eigmax)

Constructor for Chebyshev. 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. Eigenvalue estimates must also be provided

Parameters:

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

eigmin - Smallest eigenvalue. Must be positive

eigmax - Largest eigenvalue. Must be positive

Method Detail

setEigenvalues

public void setEigenvalues(float eigmin,
                           float eigmax)

Sets the eigenvalue estimates.

Parameters:

eigmin - Smallest eigenvalue. Must be positive

eigmax - Largest eigenvalue. Must be positive

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