com.imsl.math

Interface ConjugateGradient.Preconditioner

All Superinterfaces:

ConjugateGradient.Function

All Known Implementing Classes:

ConjugateGradientEx2

Enclosing class:

ConjugateGradient

public static interface ConjugateGradient.Preconditioner
extends ConjugateGradient.Function

Public interface for the user supplied function to ConjugateGradient used for preconditioning.

Method Summary

Modifier and Type	Method and Description
void	preconditioner(double[] r, double[] z) Used to compute $z = M^{-1}r$ where M is the preconditioning matrix and r and z are arrays of length n, the order of matrix M.

Methods inherited from interface com.imsl.math.ConjugateGradient.Function

amultp

Method Detail

preconditioner

void preconditioner(double[] r,
                    double[] z)

Used to compute $z = M^{-1}r$ where M is the preconditioning matrix and r and z are arrays of length n, the order of matrix M.

Parameters:

r - an input double array of length n generated during the implementation of the solve method.

z - an output double array of length n.