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: 6.5.0.0
Syntax
C# |
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public double[] Solve( double[] b ) |
Visual Basic (Declaration) |
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Public Function Solve ( _ b As Double() _ ) As Double() |
Visual C++ |
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public: array<double>^ Solve( array<double>^ b ) |
Parameters
- b
- Type: array<
System..::.Double
>[]()[]
A double vector of length n containing the right-hand side.
Return Value
A double vector of length n containing the approximate solution to the linear system.
Exceptions
Exception | Condition |
---|---|
System..::.ArgumentException | is thrown if the length of b is not consistent with the order n of A. |
Imsl.Math..::.SingularPreconditionMatrixException | is thrown if the preconditioning matrix is singular. |
Imsl.Math..::.NotDefinitePreconditionMatrixException | is thrown if the preconditioning matrix is not definite. |
Imsl.Math..::.SingularMatrixException | is thrown if input matrix A is singular. |
Imsl.Math..::.NotDefiniteAMatrixException | is thrown if matrix A is not definite. |
Imsl.Math..::.NoConvergenceException | is thrown if the algorithm is not convergent within MaxIterations iterations. |
Imsl.Math..::.NotDefiniteJacobiPreconditionerException | is thrown if the Jacobi preconditioner is not definite. |