Support for iterative linear solvers
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Key: MATH-581
URL: https://issues.apache.org/jira/browse/MATH-581
Project: Commons Math
Issue Type: New Feature
Affects Versions: 3.0, Nightly Builds
Reporter: Sébastien Brisard
Dear all,
this issue has already been discussed on the forum. The idea is to implement
the most popular linear iterative solvers (CG, SYMMLQ, etc...) in commons-math.
The beauty of these solvers is that they do not need direct access to the
coefficients of the matrix, only matrix-vector products are necessary. This is
goof, as sometimes it is inetficient to store the coefficients of the matrix.
So basically, before implementing the iterative solvers, we need to define an
interface slightly more general than a matrix, namely LinearOperator, with only
one basic operation: matrix-vector product.
Here are a few interfaces and abstract classes that do that. Nothing fancy yet,
I just wanted to have you advice on the implementation before I commit some
solvers.
I thought these classes could go in a package
org.apache.commons.math.linearoperator, but really, I haven't got a clue...
Best regards,
Sebastien
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