SuanShu, a Java numerical and statistical library

Package com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative

Interface Summary
IterationMonitor An instance of this class is passed into an iterative method to monitor each iterate generated in each iteration.
IterativeSolver Iterative methods for solving N-by-N (or non-square) linear systems Ax = b involve a sequence of matrix-vector multiplications.
Tolerance The tolerance criteria for the iterative algorithm to stop.
 

Class Summary
AbsoluteTolerance The stopping criteria is that the norm of the residual r is equal to or smaller than the specified tolerance, that is, ||r||2 ≤ tolerance
CountMonitor This simple IterationMonitor monitors the number of iterates generated, hence iterations.
IteratesMonitor This IterationMonitor stores all iterates generated during iterations.
IterativeSolver.Problem This class models the problem of solving a system of linear equations (Ax = b) using an iterative method.
NullMonitor This IterationMonitor does nothing when a new iterate is added via IterationMonitor.addIterate(com.numericalmethod.suanshu.vector.doubles.Vector).
RelativeTolerance The stopping criteria is that the norm of the residual r relative to the input base is equal to or smaller than the specified tolerance, that is, ||r||2 ------ ≤ tolerance base For example, a Tolerance instance which compares the residual norm relative to the right-hand side b of a linear system Ax = b can be created as follows: Tolerance tolerance = new RelativeTolerance(b.norm()); Or, one which compares the residual norm relative to the initial residual can be created as follows: Tolerance tolerance = new RelativeTolerance(b.minus(A.multiply(x0)).norm());
 

Enum Summary
IterativeSolver.ConvergenceFailure.Reason The reason for the convergence failure.
 

Exception Summary
IterativeSolver.ConvergenceFailure This exception is thrown by IterativeSolver.solve(com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.IterativeSolver.Problem) when the iterative algorithm detects a breakdown or fails to converge.
 


SuanShu, a Java numerical and statistical library

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