JMSLTM Numerical Library 6.1

com.imsl.math
Interface ConjugateGradient.Preconditioner

All Superinterfaces:
ConjugateGradient.Function
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
 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.

JMSLTM Numerical Library 6.1

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Built July 30 2010.