[
https://issues.apache.org/jira/browse/MATH-735?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Sébastien Brisard closed MATH-735.
----------------------------------
Fixed in 3.0.
> Improvements to linear iterative solvers
> ----------------------------------------
>
> Key: MATH-735
> URL: https://issues.apache.org/jira/browse/MATH-735
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 3.0
> Reporter: Sébastien Brisard
> Assignee: Sébastien Brisard
> Labels: event, linear, solver
>
> Before we release version 3.0, I would like to perform some changes to the
> general framework for linear iterative solvers.
> # Remove interface {{InvertibleRealLinearOperator}}: this was only proposed
> for handling preconditioners. Let {{M}} be this preconditioner. In the course
> of the iterations, only matrix-vector products of the form {{M^(-1) . y}} are
> needed, never direct products {{M . x}}. So it's just as simple to provide
> {{M^(-1)}} as a standard {{RealLinearOperator}}, rather than {{M}} as an
> {{InvertibleRealLinearOperator}}. This removes a little bit of clutter in the
> class hierarchy.
> # {{o.a.c.m.util.IterationEvent}} should at the very least have a method to
> get the current iteration number. Overwise, I find myself keeping track of
> the number of times
> {{o.a.c.m.util.IterationManager.fireIterationPerformedEvent(IterationEvent)}}
> is called, which is both ugly and painfull.
> # {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to
> access the norm of the residual. I was reluctant to specify such a method in
> the interface at the start, because I was not sure any iterative solver
> provides an updated estimate of this quantity at each iteration. In fact,
> I've realized that most (if not all) solvers do, and it's quite nice to be
> able to access this value while monitoring the progress of the inversion
> (through {{o.a.c.m.utils.IterationListener}}). Otherwise, one has to compute
> {{b - A . x}} inside the listener, which *doubles* the cost of each iteration!
> # {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to
> access the residual (the vector itself, not only its norm). I'm not sure
> *all* solvers can do that, so this should be an optional feature, which might
> be useful. I see two different possible implementations
> ## specify {{RealVector
> o.a.c.m.util.linear.IterativeLinearSolverEvent.getResidual()}} as an optional
> feature (potentially throwing {{UnsupportedOperationException}}), together
> with a method {{boolean
> o.a.c.m.util.linear.IterativeLinearSolverEvent.providesResidual()}}. I think
> some of us do not like {{UnsupportedOperationException}}, but this would be
> similar to what was done in
> {{RealLinearOperator.operateTranspose(RealVector)}}.
> ## create a new interface {{RealVector
> o.a.c.m.util.linear.IterativeLinearSolverWithResidualEvent}}. This is similar
> to what is done currently, see {{o.a.c.m.linear.ProvidesResidual}}.
> I would love to have some feedback on the last point.
--
This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators:
https://issues.apache.org/jira/secure/ContactAdministrators!default.jspa
For more information on JIRA, see: http://www.atlassian.com/software/jira
