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-1A 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 Type
    Method
    Description
    void
    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.