Package smile.math.matrix
Interface IMatrix.Preconditioner
 Enclosing class:
IMatrix
public static interface IMatrix.Preconditioner
The preconditioner matrix. A preconditioner P of a matrix A is a matrix
such that P^{1}A has a smaller condition number than A.
Preconditioners are useful in iterative methods to solve a linear
system A * x = b since the rate of convergence for most iterative
linear solvers increases because the condition number of a matrix
decreases as a result of preconditioning. Preconditioned iterative
solvers typically outperform direct solvers for large, especially
for sparse, matrices.
The preconditioner matrix P is close to A and should be easy to solve for linear systems. The preconditioner matrix could be as simple as the trivial diagonal part of A in some cases.

Method Summary
Modifier and TypeMethodDescriptionvoid
asolve
(double[] b, double[] x) Solve P * x = b for the preconditioner matrix P.

Method Details

asolve
void asolve(double[] b, double[] x) Solve P * x = b for the preconditioner matrix P. Parameters:
b
 the right hand side of linear system.x
 the output solution vector.
