IMSL C# Numerical Library

GenMinRes.IPreconditioner.Preconditioner Method 

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.

void Preconditioner(
   double[] r,
   double[] z
);

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.

See Also

GenMinRes.IPreconditioner Interface | Imsl.Math Namespace