IMSL C# Numerical Library

ConjugateGradient.SetJacobi Method 

Defines a Jacobi preconditioner as the preconditioning matrix, that is, M is the diagonal of A.

public void SetJacobi(
   double[] diagonal
);

Parameters

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

Exceptions

Exception Type Condition
ArgumentException is thrown if the length of vector diagonal is not equal to the order n of input matrix A.

See Also

ConjugateGradient Class | Imsl.Math Namespace