Parallel Colt 0.7.2

cern.colt.matrix.tfloat.algo.solver
Class FloatCGLS

java.lang.Object
  extended by cern.colt.matrix.tfloat.algo.solver.AbstractFloatIterativeSolver
      extended by cern.colt.matrix.tfloat.algo.solver.FloatCGLS
All Implemented Interfaces:
FloatIterativeSolver

public class FloatCGLS
extends AbstractFloatIterativeSolver

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 float sqrteps
           
 
Constructor Summary
FloatCGLS()
           
 
Method Summary
 FloatMatrix1D solve(FloatMatrix2D A, FloatMatrix1D b, FloatMatrix1D x)
          Solves the given problem, writing result into the vector.
 
Methods inherited from class cern.colt.matrix.tfloat.algo.solver.AbstractFloatIterativeSolver
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 float sqrteps
Constructor Detail

FloatCGLS

public FloatCGLS()
Method Detail

solve

public FloatMatrix1D solve(FloatMatrix2D A,
                           FloatMatrix1D b,
                           FloatMatrix1D x)
                    throws IterativeSolverFloatNotConvergedException
Description copied from interface: FloatIterativeSolver
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:
IterativeSolverFloatNotConvergedException

Parallel Colt 0.7.2

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