Parallel Colt 0.7.2

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

java.lang.Object
  extended by cern.colt.matrix.tdouble.algo.solver.AbstractDoubleIterativeSolver
      extended by cern.colt.matrix.tdouble.algo.solver.DoubleChebyshev
All Implemented Interfaces:
DoubleIterativeSolver

public class DoubleChebyshev
extends AbstractDoubleIterativeSolver

Chebyshev solver. Solves the symmetric positive definite linear system Ax = b using the Preconditioned Chebyshev Method. Chebyshev requires an acurate estimate on the bounds of the spectrum of the matrix.

Author:
Templates

Constructor Summary
DoubleChebyshev(DoubleMatrix1D template, double eigmin, double eigmax)
          Constructor for Chebyshev.
 
Method Summary
 void setEigenvalues(double eigmin, double eigmax)
          Sets the eigenvalue estimates.
 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
 

Constructor Detail

DoubleChebyshev

public DoubleChebyshev(DoubleMatrix1D template,
                       double eigmin,
                       double eigmax)
Constructor for Chebyshev. Uses the given vector as template for creating scratch vectors. Typically, the solution or the right hand side vector can be passed, and the template is not modified. Eigenvalue estimates must also be provided

Parameters:
template - Vector to use as template for the work vectors needed in the solution process
eigmin - Smallest eigenvalue. Must be positive
eigmax - Largest eigenvalue. Must be positive
Method Detail

setEigenvalues

public void setEigenvalues(double eigmin,
                           double eigmax)
Sets the eigenvalue estimates.

Parameters:
eigmin - Smallest eigenvalue. Must be positive
eigmax - Largest eigenvalue. Must be positive

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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