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https://issues.apache.org/jira/browse/MATH-581?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Sébastien Brisard updated MATH-581:
-----------------------------------
Attachment: MATH-581-06.zip
Hi,
attached are some classes entering the heart of the matter.
* Abstract classes
** {{AbstractIterativeLinearSolver}}
** {{AbstractPreconditionedIterativeLinearSolver}}
** {{AbstractIterativeLinearSolverMonitor}}
* Concrete implementations
** {{ConjugateGradient}}
** {{JacobiPreconditioner}}
** {{StoppingCriterion2}} (the "2" comes from the name this stopping criterion
received in the "templates")
* Unit tests
** {{ConjugateGradientTest}}
* Supporting classes for unit tests
** {{HilbertMatrix}}
** {{InverseHilbertMatrix}}
Hope you like it!
Sébastien
> Support for iterative linear solvers
> ------------------------------------
>
> 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
> Labels: iterative, linear, solver
> Attachments: MATH-581-01.patch, MATH-581-02.zip, MATH-581-03.zip,
> MATH-581-04.zip, MATH-581-05.patch, MATH-581-05.patch, MATH-581-06.zip,
> linearoperator.zip
>
>
> 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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