ConjugateGradient.Solve Method

ConjugateGradientSolve Method

Solves a real symmetric positive or negative definite system

using a conjugate gradient method with or without preconditioning.

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public double[] Solve(
	double[] b
)

Public Function Solve ( 
	b As Double()
) As Double()

public:
array<double>^ Solve(
	array<double>^ b
)

member Solve : 
        b : float[] -> float[]

b: Type: SystemDouble
A double vector of length n containing the right-hand side.

Type: Double
A double vector of length n containing the approximate solution to the linear system.

Exceptions

Exception	Condition
ArgumentException	is thrown if the length of b is not consistent with the order n of A.
SingularPreconditionMatrixException	is thrown if the preconditioning matrix is singular.
NotDefinitePreconditionMatrixException	is thrown if the preconditioning matrix is not definite.
SingularMatrixException	is thrown if input matrix A is singular.
NotDefiniteAMatrixException	is thrown if matrix A is not definite.
NoConvergenceException	is thrown if the algorithm is not convergent within MaxIterations iterations.
NotDefiniteJacobiPreconditionerException	is thrown if the Jacobi preconditioner is not definite.