maspack.solvers

Class ProjectedCGSolver

java.lang.Object

maspack.solvers.ProjectedCGSolver

public class ProjectedCGSolver
extends java.lang.Object

Solves linear systems using the conjugate gradient algorithm

Field Summary

Fields

Modifier and Type	Field and Description
boolean	debug

Constructor Summary

Constructors

Constructor and Description
ProjectedCGSolver()

Method Summary

Modifier and Type	Method and Description
int	getMaxIterations()
int	getNumIterations() Returns the number of iterations associated with the last call to solve.
double	getRelativeResidual() Returns the relative residual ||A x - b||/||b|| at the end of the last call to solve.
double	getTolerance()
IterativeSolver.ToleranceType	getToleranceType()
boolean	isCompatible(int matrixType)
void	setMaxIterations(int max)
void	setTolerance(double tol)
void	setToleranceType(IterativeSolver.ToleranceType type)
boolean	solve(VectorNd x, VectorNd lam, LinearTransformNd A, SparseMatrixCRS G, VectorNd b, VectorNd g) Solves a linear system A x = b using the projected conjugate gradient method.
boolean	solve(VectorNd x, VectorNd lam, LinearTransformNd A, SparseMatrixCRS G, VectorNd b, VectorNd g, double tol, int maxIter) Solves a linear system A x = b using the projected conjugate gradient method.
boolean	solve(VectorNd x, VectorNd lam, LinearTransformNd A, SparseMatrixCRS G, VectorNd b, VectorNd g, double tol, int maxIter, LinearTransformNd P) Solves a linear system A x = b using the projected conjugate gradient method with a preconditioner.

Methods inherited from class java.lang.Object

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

Field Detail

debug

public boolean debug

Constructor Detail

ProjectedCGSolver

public ProjectedCGSolver()

Method Detail

getTolerance

public double getTolerance()

setTolerance

public void setTolerance(double tol)

getToleranceType

public IterativeSolver.ToleranceType getToleranceType()

setToleranceType

public void setToleranceType(IterativeSolver.ToleranceType type)

getMaxIterations

public int getMaxIterations()

setMaxIterations

public void setMaxIterations(int max)

solve

public boolean solve(VectorNd x,
                     VectorNd lam,
                     LinearTransformNd A,
                     SparseMatrixCRS G,
                     VectorNd b,
                     VectorNd g)

Solves a linear system A x = b using the projected conjugate gradient method. The matrix associated with the linear system is represented implicitly by a LinearTransformNd. The method will iterate while relative residual ||A x - b||/||b|| is greater than a supplied tolerance and the number of iterations is less than a specified maximum.

Parameters:

x - result vector, as well as initial guess of the solution

A - linear transform for the system to be solved

G - constraint matrix

b - input vector

g - input vector for G

Returns:

true if a solution was found within the specified tolerance

solve

public boolean solve(VectorNd x,
                     VectorNd lam,
                     LinearTransformNd A,
                     SparseMatrixCRS G,
                     VectorNd b,
                     VectorNd g,
                     double tol,
                     int maxIter)

Solves a linear system A x = b using the projected conjugate gradient method. The matrix associated with the linear system is represented implicitly by a LinearTransformNd. The method will iterate while relative residual ||A x - b||/||b|| is greater than a supplied tolerance and the number of iterations is less than a specified maximum.

Parameters:

x - result vector, as well as initial guess of the solution

lam - result lambda, as well as initial guess of the solution

A - linear transform for the system to be solved

G - constraint matrix

b - input vector

g - input vector for G

tol - solution tolerance

maxIter - maximum number of iferations

Returns:

true if a solution was found within the specified tolerance

solve

public boolean solve(VectorNd x,
                     VectorNd lam,
                     LinearTransformNd A,
                     SparseMatrixCRS G,
                     VectorNd b,
                     VectorNd g,
                     double tol,
                     int maxIter,
                     LinearTransformNd P)

Solves a linear system A x = b using the projected conjugate gradient method with a preconditioner. The matrix associated with the linear system and the preconditioner are each represented implicitly by a LinearTransformNd. The mul method of the preconditioner should implement the transformation y = inv(M) x, where M is a a preconditioning matrix that approximates A. The method will iterate while relative residual ||A x - b||/||b|| is greater than a supplied tolerance and the number of iterations is less than a specified maximum.

Parameters:

x - result vector, as well as initial guess of the solution

lam - result lambda, as well as initial guess of the solution

A - linear transform for the system to be solved

G - constraint matrix

b - input vector

g - input vector for G

tol - solution tolerance

maxIter - maximum number of iferations

P - preconditioner (optional, may be specified as null)

Returns:

true if a solution was found within the specified tolerance

getNumIterations

public int getNumIterations()

Returns the number of iterations associated with the last call to solve.

Returns:

number of iterations

getRelativeResidual

public double getRelativeResidual()

Returns the relative residual ||A x - b||/||b|| at the end of the last call to solve.

Returns:

last relative residual

isCompatible

public boolean isCompatible(int matrixType)