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oj! Algorithms - ojAlgo - is Open Source Java code that has to do with mathematics, linear algebra and optimisation.

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/*
 * Copyright 1997-2024 Optimatika
 *
 * Permission is hereby granted, free of charge, to any person obtaining a copy
 * of this software and associated documentation files (the "Software"), to deal
 * in the Software without restriction, including without limitation the rights
 * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
 * copies of the Software, and to permit persons to whom the Software is
 * furnished to do so, subject to the following conditions:
 *
 * The above copyright notice and this permission notice shall be included in
 * all copies or substantial portions of the Software.
 *
 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
 * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
 * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
 * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
 * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
 * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
 * SOFTWARE.
 */
package org.ojalgo.matrix.task.iterative;

import static org.ojalgo.function.constant.PrimitiveMath.*;

import org.ojalgo.RecoverableCondition;
import org.ojalgo.function.aggregator.Aggregator;
import org.ojalgo.matrix.store.MatrixStore;
import org.ojalgo.matrix.store.PhysicalStore;
import org.ojalgo.matrix.store.R064Store;
import org.ojalgo.matrix.store.TransformableRegion;
import org.ojalgo.structure.Access2D;
import org.ojalgo.type.context.NumberContext;

/**
 * For solving [A][x]=[b] where [A] has non-zero elements on the diagonal.
 * 

* It's most likely better to instead use {@link GaussSeidelSolver} or {@link ConjugateGradientSolver}. * * @author apete * @see https://en.wikipedia.org/wiki/Jacobi_method */ public final class JacobiSolver extends StationaryIterativeSolver { public JacobiSolver() { super(); } @Override @SuppressWarnings("unchecked") public MatrixStore solve(final Access2D body, final Access2D rhs, final PhysicalStore current) throws RecoverableCondition { MatrixStore tmpBody = null; if (body instanceof MatrixStore && body.get(0L) instanceof Double) { tmpBody = (MatrixStore) body; } else { tmpBody = R064Store.FACTORY.makeWrapper(body); } MatrixStore tmpBodyDiagonal = R064Store.FACTORY.column(tmpBody.sliceDiagonal()); MatrixStore tmpRHS = null; if (rhs instanceof MatrixStore && rhs.get(0L) instanceof Double) { tmpRHS = (MatrixStore) rhs; } else { tmpRHS = R064Store.FACTORY.makeWrapper(rhs); } PhysicalStore tmpIncrement = this.preallocate(body, rhs); TransformableRegion incremetReceiver = body.isFat() ? tmpIncrement.regionByLimits((int) body.countRows(), 1) : tmpIncrement; double tmpNormErr = POSITIVE_INFINITY; double tmpNormRHS = tmpRHS.aggregateAll(Aggregator.NORM2); int tmpIterations = 0; int tmpLimit = this.getIterationsLimit(); NumberContext tmpCntxt = this.getAccuracyContext(); double tmpRelaxation = this.getRelaxationFactor(); do { current.premultiply(tmpBody).onMatching(tmpRHS, SUBTRACT).supplyTo(incremetReceiver); tmpNormErr = tmpIncrement.aggregateAll(Aggregator.NORM2); tmpIncrement.modifyMatching(DIVIDE, tmpBodyDiagonal); if (this.getAccuracyContext().isDifferent(ONE, tmpRelaxation)) { tmpIncrement.multiply(tmpRelaxation); } current.modifyMatching(ADD, tmpIncrement); tmpIterations++; if (this.isDebugPrinterSet()) { this.debug(tmpIterations, tmpNormErr / tmpNormRHS, current); } } while (tmpIterations < tmpLimit && !tmpCntxt.isSmall(tmpNormRHS, tmpNormErr)); return current; } }





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