/*
* Copyright (C) 2003-2006 Bjørn-Ove Heimsund
*
* This file is part of MTJ.
*
* This library is free software; you can redistribute it and/or modify it
* under the terms of the GNU Lesser General Public License as published by the
* Free Software Foundation; either version 2.1 of the License, or (at your
* option) any later version.
*
* This library is distributed in the hope that it will be useful, but WITHOUT
* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
* FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License
* for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with this library; if not, write to the Free Software Foundation,
* Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
/*
* Derived from public domain software at http://www.netlib.org/templates
*/
package cern.colt.matrix.tfloat.algo.solver;
import cern.colt.matrix.tfloat.FloatMatrix1D;
import cern.colt.matrix.tfloat.FloatMatrix2D;
import cern.jet.math.tfloat.FloatFunctions;
/**
* 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.
*
* @author Templates
*/
public class FloatChebyshev extends AbstractFloatIterativeSolver {
/**
* Estimates for the eigenvalue of the matrix
*/
private float eigmin, eigmax;
/**
* Vectors for use in the iterative solution process
*/
private FloatMatrix1D p, z, r, q;
/**
* 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
*
* @param template
* Vector to use as template for the work vectors needed in the
* solution process
* @param eigmin
* Smallest eigenvalue. Must be positive
* @param eigmax
* Largest eigenvalue. Must be positive
*/
public FloatChebyshev(FloatMatrix1D template, float eigmin, float eigmax) {
p = template.copy();
z = template.copy();
r = template.copy();
q = template.copy();
setEigenvalues(eigmin, eigmax);
}
/**
* Sets the eigenvalue estimates.
*
* @param eigmin
* Smallest eigenvalue. Must be positive
* @param eigmax
* Largest eigenvalue. Must be positive
*/
public void setEigenvalues(float eigmin, float eigmax) {
this.eigmin = eigmin;
this.eigmax = eigmax;
if (eigmin <= 0)
throw new IllegalArgumentException("eigmin <= 0");
if (eigmax <= 0)
throw new IllegalArgumentException("eigmax <= 0");
if (eigmin > eigmax)
throw new IllegalArgumentException("eigmin > eigmax");
}
public FloatMatrix1D solve(FloatMatrix2D A, FloatMatrix1D b, FloatMatrix1D x)
throws IterativeSolverFloatNotConvergedException {
checkSizes(A, b, x);
float alpha = 0, beta = 0, c = 0, d = 0;
A.zMult(x, r.assign(b), -1, 1, false);
c = (eigmax - eigmin) / 2;
d = (eigmax + eigmin) / 2;
for (iter.setFirst(); !iter.converged(r, x); iter.next()) {
M.apply(r, z);
if (iter.isFirst()) {
p.assign(z);
alpha = 2.0f / d;
} else {
beta = (alpha * c) / 2.0f;
beta *= beta;
alpha = 1.0f / (d - beta);
p.assign(z, FloatFunctions.plusMultFirst(beta));
}
A.zMult(p, q);
x.assign(p, FloatFunctions.plusMultSecond(alpha));
r.assign(q, FloatFunctions.plusMultSecond(-alpha));
}
return x;
}
}
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