kao.math.matvec.solver.CG Class Reference

Conjugate Gradient method. More...

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List of all members.

Public Member Functions

 CG (Matrix A, Vector b)
 CG (Matrix A, Vector b, double tol)
 CG (Matrix A, Vector b, Vector xi)
 CG (Matrix A, Vector b, Vector xi, double tol)
Vector solve ()

Detailed Description

Conjugate Gradient method.

The Conjugate Gradient method for solving systems of the form:

\[ Ax = b \]

The default convergence tolerance is 1.0E-6.

Author:
David Kao

Constructor & Destructor Documentation

kao.math.matvec.solver.CG.CG ( Matrix  A,
Vector  b 
)

Create a new instance of the Conjugate Gradient solver using the default convergence tolerance.

Parameters:
A Matrix A
b Source Vector
kao.math.matvec.solver.CG.CG ( Matrix  A,
Vector  b,
double  tol 
)

Create a new instance of the Conjugate Gradient solver using a supplied convergence tolerance.

Parameters:
A Matrix A
b Source Vector
tol Convergence tolerance
kao.math.matvec.solver.CG.CG ( Matrix  A,
Vector  b,
Vector  xi 
)

Create a new instance of the Conjugate Gradient solver with an initial guess xi, using the default convergence tolerance.

Parameters:
A Matrix A
b Source Vector
xi Initial guess for x
kao.math.matvec.solver.CG.CG ( Matrix  A,
Vector  b,
Vector  xi,
double  tol 
)

Create a new instance of the Conjugate Gradient solver with an initial guess xi, using a supplied convergence tolerance.

Parameters:
A Matrix A
b Source Vector
xi Initial guess for x
tol Convergence tolerance

Member Function Documentation

Vector kao.math.matvec.solver.CG.solve (  ) 

Solve the system of linear equations.

Returns:
Solution Vector x

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