IMSL C# Numerical Library

ConjugateGradient.GetJacobi Method 

Returns the Jacobi preconditioning matrix.

public double[] GetJacobi();

Return Value

a double vector diagonal containing the diagonal of the Jacobi preconditioner M, that is, diagonal[i]=A_{i,i}, A the input matrix.

See Also

ConjugateGradient Class | Imsl.Math Namespace