cern.colt.matrix.tdouble.algo.solver
Class DoubleCGLS
java.lang.Object
cern.colt.matrix.tdouble.algo.solver.AbstractDoubleIterativeSolver
cern.colt.matrix.tdouble.algo.solver.DoubleCGLS
- All Implemented Interfaces:
- DoubleIterativeSolver
public class DoubleCGLS
- extends AbstractDoubleIterativeSolver
CGLS is Conjugate Gradient for Least Squares method used for solving
large-scale, ill-posed inverse problems of the form: b = A*x + noise.
Reference:
A. Bjorck, "Numerical Methods for Least Squares Problems" SIAM, 1996, pg.
289.
- Author:
- Piotr Wendykier (piotr.wendykier@gmail.com)
Field Summary |
static double |
sqrteps
|
sqrteps
public static final double sqrteps
DoubleCGLS
public DoubleCGLS()
solve
public DoubleMatrix1D solve(DoubleMatrix2D A,
DoubleMatrix1D b,
DoubleMatrix1D x)
throws IterativeSolverDoubleNotConvergedException
- Description copied from interface:
DoubleIterativeSolver
- Solves the given problem, writing result into the vector.
- Parameters:
A
- Matrix of the problemb
- Right hand sidex
- Solution is stored here. Also used as initial guess
- Returns:
- The solution vector x
- Throws:
IterativeSolverDoubleNotConvergedException
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