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java.lang.Objectcern.colt.matrix.tdouble.algo.solver.preconditioner.DoubleSSOR
public class DoubleSSOR
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 | |
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DoubleSSOR(int n)
Constructor for SSOR. |
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DoubleSSOR(int n,
boolean reverse,
double omegaF,
double omegaR)
Constructor for SSOR |
Method Summary | |
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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 |
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public DoubleSSOR(int n, boolean reverse, double omegaF, double omegaR)
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 insteadomegaF
- Overrelaxation parameter for the forward sweep. Between 0 and
2.omegaR
- Overrelaxation parameter for the backwards sweep. Between 0
and 2.public DoubleSSOR(int n)
omega=1
with a backwards sweep
n
- Problem size (number of rows)Method Detail |
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public void setOmega(double omegaF, double omegaR)
omegaF
- Overrelaxation parameter for the forward sweep. Between 0 and
2.omegaR
- Overrelaxation parameter for the backwards sweep. Between 0
and 2.public void setMatrix(DoubleMatrix2D A)
DoublePreconditioner
setMatrix
in interface DoublePreconditioner
A
- Matrix to setup the preconditioner for. Not modifiedpublic DoubleMatrix1D apply(DoubleMatrix1D b, DoubleMatrix1D x)
DoublePreconditioner
apply
in interface DoublePreconditioner
b
- Right hand side of problemx
- Result is stored here
public DoubleMatrix1D transApply(DoubleMatrix1D b, DoubleMatrix1D x)
DoublePreconditioner
transApply
in interface DoublePreconditioner
b
- Right hand side of problemx
- Result is stored here
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