cern.colt.matrix.tfloat.algo.solver
Class FloatCGLS
java.lang.Object
cern.colt.matrix.tfloat.algo.solver.AbstractFloatIterativeSolver
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)
sqrteps
public static final float sqrteps
FloatCGLS
public FloatCGLS()
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 problemb
- Right hand sidex
- Solution is stored here. Also used as initial guess
- Returns:
- The solution vector x
- Throws:
IterativeSolverFloatNotConvergedException
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