cern.colt.matrix.tdouble.algo.solver.preconditioner
Class DoubleSSOR

java.lang.Object
  cern.colt.matrix.tdouble.algo.solver.preconditioner.DoubleSSOR

All Implemented Interfaces:

DoublePreconditioner

public class DoubleSSOR
extends Object
implements DoublePreconditioner

SSOR preconditioner. Uses symmetrical sucessive overrelaxation as a preconditioner. Meant for symmetrical, positive definite matrices. For best performance, omega must be carefully chosen (between 0 and 2).

Constructor Summary

DoubleSSOR(int n)
Constructor for SSOR.

DoubleSSOR(int n, boolean reverse, double omegaF, double omegaR)
Constructor for SSOR

Method Summary

DoubleMatrix1D	apply(DoubleMatrix1D b, DoubleMatrix1D x) Solves the approximate problem with the given right hand side.
void	setMatrix(DoubleMatrix2D A) Sets the operator matrix for the preconditioner.
void	setOmega(double omegaF, double omegaR) Sets the overrelaxation parameters
DoubleMatrix1D	transApply(DoubleMatrix1D b, DoubleMatrix1D x) Solves the approximate transpose problem with the given right hand side.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DoubleSSOR

public DoubleSSOR(int n,
                  boolean reverse,
                  double omegaF,
                  double omegaR)

Constructor for SSOR

Parameters:

n - Problem size (number of rows)

reverse - True to perform a reverse sweep as well as the forward sweep. If false, this preconditioner becomes the SOR method instead

omegaF - Overrelaxation parameter for the forward sweep. Between 0 and 2.

omegaR - Overrelaxation parameter for the backwards sweep. Between 0 and 2.

DoubleSSOR

public DoubleSSOR(int n)

Constructor for SSOR. Uses omega=1 with a backwards sweep

Parameters:

n - Problem size (number of rows)

Method Detail

setOmega

public void setOmega(double omegaF,
                     double omegaR)

Sets the overrelaxation parameters

Parameters:

omegaF - Overrelaxation parameter for the forward sweep. Between 0 and 2.

omegaR - Overrelaxation parameter for the backwards sweep. Between 0 and 2.

setMatrix

public void setMatrix(DoubleMatrix2D A)

Description copied from interface: DoublePreconditioner

Sets the operator matrix for the preconditioner. This method must be called before a preconditioner is used by an iterative solver

Specified by:

setMatrix in interface DoublePreconditioner

Parameters:

A - Matrix to setup the preconditioner for. Not modified

apply

public DoubleMatrix1D apply(DoubleMatrix1D b,
                            DoubleMatrix1D x)

Description copied from interface: DoublePreconditioner

Solves the approximate problem with the given right hand side. Result is stored in given solution vector

Specified by:

apply in interface DoublePreconditioner

Parameters:

b - Right hand side of problem

x - Result is stored here

Returns:

x

transApply

public DoubleMatrix1D transApply(DoubleMatrix1D b,
                                 DoubleMatrix1D x)

Description copied from interface: DoublePreconditioner

Solves the approximate transpose problem with the given right hand side. Result is stored in given solution vector

Specified by:

transApply in interface DoublePreconditioner

Parameters:

b - Right hand side of problem

x - Result is stored here

Returns:

x