com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.preconditioner
Class JacobiPreconditioner

java.lang.Object
  com.numericalmethod.suanshu.matrix.doubles.matrixtype.sparse.solver.iterative.preconditioner.JacobiPreconditioner

All Implemented Interfaces:

Preconditioner

public class JacobiPreconditioner
extends java.lang.Object
implements Preconditioner

The Jacobi (or diagonal) preconditioner is one of the simplest forms of preconditioning, in which the preconditioner is chosen to be the diagonal of the matrix P = diag(A).

Constructor Summary

JacobiPreconditioner(Matrix A)

Method Summary

Vector	solve(Vector x) Return P-1x, where P is the diagonal matrix with the same diagonal as A.
Vector	transposeSolve(Vector x) P-t = P-1 for this preconditioner.

Methods inherited from class java.lang.Object

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

Constructor Detail

JacobiPreconditioner

public JacobiPreconditioner(Matrix A)

Method Detail

solve

public Vector solve(Vector x)

Return P^-1x, where P is the diagonal matrix with the same diagonal as A. Therefore, the output vector v has entries:

v_i = x_i / A_i

Specified by:

solve in interface Preconditioner

Parameters:

x - the input Vector

Returns:

P^-1x

transposeSolve

public Vector transposeSolve(Vector x)

P^-t = P^-1 for this preconditioner.

Specified by:

transposeSolve in interface Preconditioner

Parameters:

x -

Returns:

solve(x)