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

Interface Summary

Preconditioner

Preconditioning is usually used to reduce the condition number of the coefficient matrix of a linear system, so as to accelerate the convergence when the system is solved by an iterative method.

Class Summary

IdentityPreconditioner	This identity preconditioner is used when no preconditioning is applied.
JacobiPreconditioner	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).
SsorPreconditioner	SSOR preconditioner is derived from the symmetric coefficient matrix A which is decomposed as A = D + L + Lt The SSOR preconditioning matrix is defined as M = (D + L)D-1(D + L)t or, parameterized by ω M(ω) = (1/(2 - ω))(D / ω + L)(D / ω)-1(D / ω + L)t The optimal value of ω will reduce the number of iterations to a lower order.