org.apache.commons.math3.linear
Class IterativeLinearSolver

java.lang.Object
  org.apache.commons.math3.linear.IterativeLinearSolver

Direct Known Subclasses:

PreconditionedIterativeLinearSolver

public abstract class IterativeLinearSolver
extends Object

This abstract class defines an iterative solver for the linear system A · x = b. In what follows, the residual r is defined as r = b - A · x, where A is the linear operator of the linear system, b is the right-hand side vector, and x the current estimate of the solution.

Since:

3.0

Version:

$Id: IterativeLinearSolver.java 1416643 2012-12-03 19:37:14Z tn $

Constructor Summary

IterativeLinearSolver(int maxIterations)
Creates a new instance of this class, with default iteration manager.

IterativeLinearSolver(IterationManager manager)
Creates a new instance of this class, with custom iteration manager.

Method Summary

protected static void	checkParameters(RealLinearOperator a, RealVector b, RealVector x0) Performs all dimension checks on the parameters of solve and solveInPlace, and throws an exception if one of the checks fails.
IterationManager	getIterationManager() Returns the iteration manager attached to this solver.
RealVector	solve(RealLinearOperator a, RealVector b) Returns an estimate of the solution to the linear system A · x = b.
RealVector	solve(RealLinearOperator a, RealVector b, RealVector x0) Returns an estimate of the solution to the linear system A · x = b.
abstract RealVector	solveInPlace(RealLinearOperator a, RealVector b, RealVector x0) Returns an estimate of the solution to the linear system A · x = b.

Methods inherited from class java.lang.Object

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

Constructor Detail

IterativeLinearSolver

public IterativeLinearSolver(int maxIterations)

Creates a new instance of this class, with default iteration manager.

Parameters:

maxIterations - the maximum number of iterations

IterativeLinearSolver

public IterativeLinearSolver(IterationManager manager)
                      throws NullArgumentException

Creates a new instance of this class, with custom iteration manager.

Parameters:

manager - the custom iteration manager

Throws:

NullArgumentException - if manager is null

Method Detail

checkParameters

protected static void checkParameters(RealLinearOperator a,
                                      RealVector b,
                                      RealVector x0)
                               throws NullArgumentException,
                                      NonSquareOperatorException,
                                      DimensionMismatchException

Performs all dimension checks on the parameters of solve and solveInPlace, and throws an exception if one of the checks fails.

Parameters:

a - the linear operator A of the system

b - the right-hand side vector

x0 - the initial guess of the solution

Throws:

NullArgumentException - if one of the parameters is null

NonSquareOperatorException - if a is not square

DimensionMismatchException - if b or x0 have dimensions inconsistent with a

getIterationManager

public IterationManager getIterationManager()

Returns the iteration manager attached to this solver.

Returns:

the manager

solve

public RealVector solve(RealLinearOperator a,
                        RealVector b)
                 throws NullArgumentException,
                        NonSquareOperatorException,
                        DimensionMismatchException,
                        MaxCountExceededException

Returns an estimate of the solution to the linear system A · x = b.

Parameters:

a - the linear operator A of the system

b - the right-hand side vector

Returns:

a new vector containing the solution

Throws:

NullArgumentException - if one of the parameters is null

NonSquareOperatorException - if a is not square

DimensionMismatchException - if b has dimensions inconsistent with a

MaxCountExceededException - at exhaustion of the iteration count, unless a custom callback has been set at construction of the IterationManager

solve

public RealVector solve(RealLinearOperator a,
                        RealVector b,
                        RealVector x0)
                 throws NullArgumentException,
                        NonSquareOperatorException,
                        DimensionMismatchException,
                        MaxCountExceededException

Returns an estimate of the solution to the linear system A · x = b.

Parameters:

a - the linear operator A of the system

b - the right-hand side vector

x0 - the initial guess of the solution

Returns:

a new vector containing the solution

Throws:

NullArgumentException - if one of the parameters is null

NonSquareOperatorException - if a is not square

DimensionMismatchException - if b or x0 have dimensions inconsistent with a

MaxCountExceededException - at exhaustion of the iteration count, unless a custom callback has been set at construction of the IterationManager

solveInPlace

public abstract RealVector solveInPlace(RealLinearOperator a,
                                        RealVector b,
                                        RealVector x0)
                                 throws NullArgumentException,
                                        NonSquareOperatorException,
                                        DimensionMismatchException,
                                        MaxCountExceededException

Returns an estimate of the solution to the linear system A · x = b. The solution is computed in-place (initial guess is modified).

Parameters:

a - the linear operator A of the system

b - the right-hand side vector

x0 - initial guess of the solution

Returns:

a reference to x0 (shallow copy) updated with the solution

Throws:

NullArgumentException - if one of the parameters is null

NonSquareOperatorException - if a is not square

DimensionMismatchException - if b or x0 have dimensions inconsistent with a

MaxCountExceededException - at exhaustion of the iteration count, unless a custom callback has been set at construction of the IterationManager