cern.colt.matrix.tfloat.algo.solver
Class FloatCGLS

java.lang.Object
  cern.colt.matrix.tfloat.algo.solver.AbstractFloatIterativeSolver
      cern.colt.matrix.tfloat.algo.solver.FloatCGLS

All Implemented Interfaces:

FloatIterativeSolver

public class FloatCGLS
extends AbstractFloatIterativeSolver

CGLS is Conjugate Gradient for Least Squares method used for solving large-scale, ill-posed inverse problems of the form: b = A*x + noise.

Reference:

A. Bjorck, "Numerical Methods for Least Squares Problems" SIAM, 1996, pg. 289.

Author:

Piotr Wendykier (piotr.wendykier@gmail.com)

Field Summary

static float

sqrteps

Constructor Summary

FloatCGLS()

Method Summary

FloatMatrix1D

solve(FloatMatrix2D A, FloatMatrix1D b, FloatMatrix1D x) Solves the given problem, writing result into the vector.

Methods inherited from class cern.colt.matrix.tfloat.algo.solver.AbstractFloatIterativeSolver

getIterationMonitor, getPreconditioner, setIterationMonitor, setPreconditioner

Methods inherited from class java.lang.Object

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

Field Detail

sqrteps

public static final float sqrteps

Constructor Detail

FloatCGLS

public FloatCGLS()

Method Detail

solve

public FloatMatrix1D solve(FloatMatrix2D A,
                           FloatMatrix1D b,
                           FloatMatrix1D x)
                    throws IterativeSolverFloatNotConvergedException

Description copied from interface: FloatIterativeSolver

Solves the given problem, writing result into the vector.

Parameters:

A - Matrix of the problem

b - Right hand side

x - Solution is stored here. Also used as initial guess

Returns:

The solution vector x

Throws:

IterativeSolverFloatNotConvergedException