no.uib.cipr.matrix.sparse.IR Maven / Gradle / Ivy
/*
* Copyright (C) 2003-2006 Bjørn-Ove Heimsund
*
* This file is part of MTJ.
*
* This library is free software; you can redistribute it and/or modify it
* under the terms of the GNU Lesser General Public License as published by the
* Free Software Foundation; either version 2.1 of the License, or (at your
* option) any later version.
*
* This library is distributed in the hope that it will be useful, but WITHOUT
* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
* FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License
* for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with this library; if not, write to the Free Software Foundation,
* Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
/*
* Derived from public domain software at http://www.netlib.org/templates
*/
package no.uib.cipr.matrix.sparse;
import no.uib.cipr.matrix.Matrix;
import no.uib.cipr.matrix.Vector;
/**
* Iterative Refinement. IR solves the unsymmetric linear system
* Ax = b using Iterative Refinement (preconditioned Richardson
* iteration).
*
* @author Templates
*/
public class IR extends AbstractIterativeSolver {
/**
* Vectors for use in the iterative solution process
*/
private Vector z, r;
/**
* Constructor for IR. 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
*
* @param template
* Vector to use as template for the work vectors needed in the
* solution process
*/
public IR(Vector template) {
z = template.copy();
r = template.copy();
}
public Vector solve(Matrix A, Vector b, Vector x)
throws IterativeSolverNotConvergedException {
checkSizes(A, b, x);
A.multAdd(-1, x, r.set(b));
for (iter.setFirst(); !iter.converged(r, x); iter.next()) {
M.apply(r, z);
x.add(z);
A.multAdd(-1, x, r.set(b));
}
return x;
}
}