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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 resolved MATH-581.
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Resolution: Fixed
The proposed framework (+ two iterative solvers: conjugate gradient and SYMMLQ)
are satisfactory for the time being. Practical use cases by other people will
tell whether or not the current API needs changes.
> Support for iterative linear solvers
> ------------------------------------
>
> Key: MATH-581
> URL: https://issues.apache.org/jira/browse/MATH-581
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Sébastien Brisard
> Labels: iterative, linear, solver
> Fix For: 3.0
>
> 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,
> conjugate-gradient.zip, conjugate-gradient.zip, exceptions.patch,
> 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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