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With inspiration from other libraries
/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math3.linear;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.MaxCountExceededException;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.util.IterationManager;
import org.apache.commons.math3.util.MathUtils;
/**
*
* This abstract class defines preconditioned iterative solvers. When A is
* ill-conditioned, instead of solving system A · x = b directly, it is
* preferable to solve either
*
* (M · A) · x = M · b
*
* (left preconditioning), or
*
* (A · M) · y = b, followed by
* M · y = x
*
* (right preconditioning), where M approximates in some way A-1,
* while matrix-vector products of the type M · y remain comparatively
* easy to compute. In this library, M (not M-1!) is called the
* preconditionner.
*
*
* Concrete implementations of this abstract class must be provided with the
* preconditioner M, as a {@link RealLinearOperator}.
*
*
* @since 3.0
*/
public abstract class PreconditionedIterativeLinearSolver
extends IterativeLinearSolver {
/**
* Creates a new instance of this class, with default iteration manager.
*
* @param maxIterations the maximum number of iterations
*/
public PreconditionedIterativeLinearSolver(final int maxIterations) {
super(maxIterations);
}
/**
* Creates a new instance of this class, with custom iteration manager.
*
* @param manager the custom iteration manager
* @throws NullArgumentException if {@code manager} is {@code null}
*/
public PreconditionedIterativeLinearSolver(final IterationManager manager)
throws NullArgumentException {
super(manager);
}
/**
* Returns an estimate of the solution to the linear system A · x =
* b.
*
* @param a the linear operator A of the system
* @param m the preconditioner, M (can be {@code null})
* @param b the right-hand side vector
* @param x0 the initial guess of the solution
* @return a new vector containing the solution
* @throws NullArgumentException if one of the parameters is {@code null}
* @throws NonSquareOperatorException if {@code a} or {@code m} is not
* square
* @throws DimensionMismatchException if {@code m}, {@code b} or
* {@code x0} have dimensions inconsistent with {@code a}
* @throws MaxCountExceededException at exhaustion of the iteration count,
* unless a custom
* {@link org.apache.commons.math3.util.Incrementor.MaxCountExceededCallback callback}
* has been set at construction of the {@link IterationManager}
*/
public RealVector solve(final RealLinearOperator a,
final RealLinearOperator m, final RealVector b, final RealVector x0)
throws NullArgumentException, NonSquareOperatorException,
DimensionMismatchException, MaxCountExceededException {
MathUtils.checkNotNull(x0);
return solveInPlace(a, m, b, x0.copy());
}
/** {@inheritDoc} */
@Override
public RealVector solve(final RealLinearOperator a, final RealVector b)
throws NullArgumentException, NonSquareOperatorException,
DimensionMismatchException, MaxCountExceededException {
MathUtils.checkNotNull(a);
final RealVector x = new ArrayRealVector(a.getColumnDimension());
x.set(0.);
return solveInPlace(a, null, b, x);
}
/** {@inheritDoc} */
@Override
public RealVector solve(final RealLinearOperator a, final RealVector b,
final RealVector x0)
throws NullArgumentException, NonSquareOperatorException,
DimensionMismatchException, MaxCountExceededException {
MathUtils.checkNotNull(x0);
return solveInPlace(a, null, b, x0.copy());
}
/**
* Performs all dimension checks on the parameters of
* {@link #solve(RealLinearOperator, RealLinearOperator, RealVector, RealVector) solve}
* and
* {@link #solveInPlace(RealLinearOperator, RealLinearOperator, RealVector, RealVector) solveInPlace},
* and throws an exception if one of the checks fails.
*
* @param a the linear operator A of the system
* @param m the preconditioner, M (can be {@code null})
* @param b the right-hand side vector
* @param x0 the initial guess of the solution
* @throws NullArgumentException if one of the parameters is {@code null}
* @throws NonSquareOperatorException if {@code a} or {@code m} is not
* square
* @throws DimensionMismatchException if {@code m}, {@code b} or
* {@code x0} have dimensions inconsistent with {@code a}
*/
protected static void checkParameters(final RealLinearOperator a,
final RealLinearOperator m, final RealVector b, final RealVector x0)
throws NullArgumentException, NonSquareOperatorException,
DimensionMismatchException {
checkParameters(a, b, x0);
if (m != null) {
if (m.getColumnDimension() != m.getRowDimension()) {
throw new NonSquareOperatorException(m.getColumnDimension(),
m.getRowDimension());
}
if (m.getRowDimension() != a.getRowDimension()) {
throw new DimensionMismatchException(m.getRowDimension(),
a.getRowDimension());
}
}
}
/**
* Returns an estimate of the solution to the linear system A · x =
* b.
*
* @param a the linear operator A of the system
* @param m the preconditioner, M (can be {@code null})
* @param b the right-hand side vector
* @return a new vector containing the solution
* @throws NullArgumentException if one of the parameters is {@code null}
* @throws NonSquareOperatorException if {@code a} or {@code m} is not
* square
* @throws DimensionMismatchException if {@code m} or {@code b} have
* dimensions inconsistent with {@code a}
* @throws MaxCountExceededException at exhaustion of the iteration count,
* unless a custom
* {@link org.apache.commons.math3.util.Incrementor.MaxCountExceededCallback callback}
* has been set at construction of the {@link IterationManager}
*/
public RealVector solve(RealLinearOperator a, RealLinearOperator m,
RealVector b) throws NullArgumentException, NonSquareOperatorException,
DimensionMismatchException, MaxCountExceededException {
MathUtils.checkNotNull(a);
final RealVector x = new ArrayRealVector(a.getColumnDimension());
return solveInPlace(a, m, b, x);
}
/**
* Returns an estimate of the solution to the linear system A · x =
* b. The solution is computed in-place (initial guess is modified).
*
* @param a the linear operator A of the system
* @param m the preconditioner, M (can be {@code null})
* @param b the right-hand side vector
* @param x0 the initial guess of the solution
* @return a reference to {@code x0} (shallow copy) updated with the
* solution
* @throws NullArgumentException if one of the parameters is {@code null}
* @throws NonSquareOperatorException if {@code a} or {@code m} is not
* square
* @throws DimensionMismatchException if {@code m}, {@code b} or
* {@code x0} have dimensions inconsistent with {@code a}
* @throws MaxCountExceededException at exhaustion of the iteration count,
* unless a custom
* {@link org.apache.commons.math3.util.Incrementor.MaxCountExceededCallback callback}
* has been set at construction of the {@link IterationManager}
*/
public abstract RealVector solveInPlace(RealLinearOperator a,
RealLinearOperator m, RealVector b, RealVector x0) throws
NullArgumentException, NonSquareOperatorException,
DimensionMismatchException, MaxCountExceededException;
/** {@inheritDoc} */
@Override
public RealVector solveInPlace(final RealLinearOperator a,
final RealVector b, final RealVector x0) throws
NullArgumentException, NonSquareOperatorException,
DimensionMismatchException, MaxCountExceededException {
return solveInPlace(a, null, b, x0);
}
}