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package org.apache.commons.math3.linear;

import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.MaxCountExceededException;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.util.IterationManager;
import org.apache.commons.math3.util.MathUtils;

This abstract class defines preconditioned iterative solvers. When A is ill-conditioned, instead of solving system A · x = b directly, it is preferable to solve either

(M · A) · x = M · b
(left preconditioning), or
(A · M) · y = b,     followed by M · y = x
(right preconditioning), where M approximates in some way A-1, while matrix-vector products of the type M · y remain comparatively easy to compute. In this library, M (not M-1!) is called the preconditionner.

Concrete implementations of this abstract class must be provided with the preconditioner M, as a RealLinearOperator.

Since:3.0
/** * <p> * This abstract class defines preconditioned iterative solvers. When A is * ill-conditioned, instead of solving system A &middot; x = b directly, it is * preferable to solve either * <center> * (M &middot; A) &middot; x = M &middot; b * </center> * (left preconditioning), or * <center> * (A &middot; M) &middot; y = b, &nbsp;&nbsp;&nbsp;&nbsp;followed by * M &middot; y = x * </center> * (right preconditioning), where M approximates in some way A<sup>-1</sup>, * while matrix-vector products of the type M &middot; y remain comparatively * easy to compute. In this library, M (not M<sup>-1</sup>!) is called the * <em>preconditionner</em>. * </p> * <p> * Concrete implementations of this abstract class must be provided with the * preconditioner M, as a {@link RealLinearOperator}. * </p> * * @since 3.0 */
public abstract class PreconditionedIterativeLinearSolver extends IterativeLinearSolver {
Creates a new instance of this class, with default iteration manager.
Params:
  • maxIterations – the maximum number of iterations
/** * Creates a new instance of this class, with default iteration manager. * * @param maxIterations the maximum number of iterations */
public PreconditionedIterativeLinearSolver(final int maxIterations) { super(maxIterations); }
Creates a new instance of this class, with custom iteration manager.
Params:
  • manager – the custom iteration manager
Throws:
/** * Creates a new instance of this class, with custom iteration manager. * * @param manager the custom iteration manager * @throws NullArgumentException if {@code manager} is {@code null} */
public PreconditionedIterativeLinearSolver(final IterationManager manager) throws NullArgumentException { super(manager); }
Returns an estimate of the solution to the linear system A · x = b.
Params:
  • a – the linear operator A of the system
  • m – the preconditioner, M (can be null)
  • b – the right-hand side vector
  • x0 – the initial guess of the solution
Throws:
Returns:a new vector containing the solution
/** * Returns an estimate of the solution to the linear system A &middot; x = * b. * * @param a the linear operator A of the system * @param m the preconditioner, M (can be {@code null}) * @param b the right-hand side vector * @param x0 the initial guess of the solution * @return a new vector containing the solution * @throws NullArgumentException if one of the parameters is {@code null} * @throws NonSquareOperatorException if {@code a} or {@code m} is not * square * @throws DimensionMismatchException if {@code m}, {@code b} or * {@code x0} have dimensions inconsistent with {@code a} * @throws MaxCountExceededException at exhaustion of the iteration count, * unless a custom * {@link org.apache.commons.math3.util.Incrementor.MaxCountExceededCallback callback} * has been set at construction of the {@link IterationManager} */
public RealVector solve(final RealLinearOperator a, final RealLinearOperator m, final RealVector b, final RealVector x0) throws NullArgumentException, NonSquareOperatorException, DimensionMismatchException, MaxCountExceededException { MathUtils.checkNotNull(x0); return solveInPlace(a, m, b, x0.copy()); }
{@inheritDoc}
/** {@inheritDoc} */
@Override public RealVector solve(final RealLinearOperator a, final RealVector b) throws NullArgumentException, NonSquareOperatorException, DimensionMismatchException, MaxCountExceededException { MathUtils.checkNotNull(a); final RealVector x = new ArrayRealVector(a.getColumnDimension()); x.set(0.); return solveInPlace(a, null, b, x); }
{@inheritDoc}
/** {@inheritDoc} */
@Override public RealVector solve(final RealLinearOperator a, final RealVector b, final RealVector x0) throws NullArgumentException, NonSquareOperatorException, DimensionMismatchException, MaxCountExceededException { MathUtils.checkNotNull(x0); return solveInPlace(a, null, b, x0.copy()); }
Performs all dimension checks on the parameters of solve and solveInPlace, and throws an exception if one of the checks fails.
Params:
  • a – the linear operator A of the system
  • m – the preconditioner, M (can be null)
  • b – the right-hand side vector
  • x0 – the initial guess of the solution
Throws:
/** * Performs all dimension checks on the parameters of * {@link #solve(RealLinearOperator, RealLinearOperator, RealVector, RealVector) solve} * and * {@link #solveInPlace(RealLinearOperator, RealLinearOperator, RealVector, RealVector) solveInPlace}, * and throws an exception if one of the checks fails. * * @param a the linear operator A of the system * @param m the preconditioner, M (can be {@code null}) * @param b the right-hand side vector * @param x0 the initial guess of the solution * @throws NullArgumentException if one of the parameters is {@code null} * @throws NonSquareOperatorException if {@code a} or {@code m} is not * square * @throws DimensionMismatchException if {@code m}, {@code b} or * {@code x0} have dimensions inconsistent with {@code a} */
protected static void checkParameters(final RealLinearOperator a, final RealLinearOperator m, final RealVector b, final RealVector x0) throws NullArgumentException, NonSquareOperatorException, DimensionMismatchException { checkParameters(a, b, x0); if (m != null) { if (m.getColumnDimension() != m.getRowDimension()) { throw new NonSquareOperatorException(m.getColumnDimension(), m.getRowDimension()); } if (m.getRowDimension() != a.getRowDimension()) { throw new DimensionMismatchException(m.getRowDimension(), a.getRowDimension()); } } }
Returns an estimate of the solution to the linear system A · x = b.
Params:
  • a – the linear operator A of the system
  • m – the preconditioner, M (can be null)
  • b – the right-hand side vector
Throws:
Returns:a new vector containing the solution
/** * Returns an estimate of the solution to the linear system A &middot; x = * b. * * @param a the linear operator A of the system * @param m the preconditioner, M (can be {@code null}) * @param b the right-hand side vector * @return a new vector containing the solution * @throws NullArgumentException if one of the parameters is {@code null} * @throws NonSquareOperatorException if {@code a} or {@code m} is not * square * @throws DimensionMismatchException if {@code m} or {@code b} have * dimensions inconsistent with {@code a} * @throws MaxCountExceededException at exhaustion of the iteration count, * unless a custom * {@link org.apache.commons.math3.util.Incrementor.MaxCountExceededCallback callback} * has been set at construction of the {@link IterationManager} */
public RealVector solve(RealLinearOperator a, RealLinearOperator m, RealVector b) throws NullArgumentException, NonSquareOperatorException, DimensionMismatchException, MaxCountExceededException { MathUtils.checkNotNull(a); final RealVector x = new ArrayRealVector(a.getColumnDimension()); return solveInPlace(a, m, b, x); }
Returns an estimate of the solution to the linear system A · x = b. The solution is computed in-place (initial guess is modified).
Params:
  • a – the linear operator A of the system
  • m – the preconditioner, M (can be null)
  • b – the right-hand side vector
  • x0 – the initial guess of the solution
Throws:
Returns:a reference to x0 (shallow copy) updated with the solution
/** * Returns an estimate of the solution to the linear system A &middot; x = * b. The solution is computed in-place (initial guess is modified). * * @param a the linear operator A of the system * @param m the preconditioner, M (can be {@code null}) * @param b the right-hand side vector * @param x0 the initial guess of the solution * @return a reference to {@code x0} (shallow copy) updated with the * solution * @throws NullArgumentException if one of the parameters is {@code null} * @throws NonSquareOperatorException if {@code a} or {@code m} is not * square * @throws DimensionMismatchException if {@code m}, {@code b} or * {@code x0} have dimensions inconsistent with {@code a} * @throws MaxCountExceededException at exhaustion of the iteration count, * unless a custom * {@link org.apache.commons.math3.util.Incrementor.MaxCountExceededCallback callback} * has been set at construction of the {@link IterationManager} */
public abstract RealVector solveInPlace(RealLinearOperator a, RealLinearOperator m, RealVector b, RealVector x0) throws NullArgumentException, NonSquareOperatorException, DimensionMismatchException, MaxCountExceededException;
{@inheritDoc}
/** {@inheritDoc} */
@Override public RealVector solveInPlace(final RealLinearOperator a, final RealVector b, final RealVector x0) throws NullArgumentException, NonSquareOperatorException, DimensionMismatchException, MaxCountExceededException { return solveInPlace(a, null, b, x0); } }