Parallel Colt 0.7.2

cern.colt.matrix.tdouble.algo.solver
Class DoubleCGLS

java.lang.Object
  extended by cern.colt.matrix.tdouble.algo.solver.AbstractDoubleIterativeSolver
      extended by 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
           
 
Constructor Summary
DoubleCGLS()
           
 
Method Summary
 DoubleMatrix1D solve(DoubleMatrix2D A, DoubleMatrix1D b, DoubleMatrix1D x)
          Solves the given problem, writing result into the vector.
 
Methods inherited from class cern.colt.matrix.tdouble.algo.solver.AbstractDoubleIterativeSolver
getIterationMonitor, getPreconditioner, setIterationMonitor, setPreconditioner
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

sqrteps

public static final double sqrteps
Constructor Detail

DoubleCGLS

public DoubleCGLS()
Method Detail

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 problem
b - Right hand side
x - Solution is stored here. Also used as initial guess
Returns:
The solution vector x
Throws:
IterativeSolverDoubleNotConvergedException

Parallel Colt 0.7.2

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