smile.math.matrix

Interface Preconditioner

public interface Preconditioner

The preconditioner matrix in the biconjugate gradient method.

Method Summary

Modifier and Type	Method and Description
void	solve(double[] b, double[] x) Solve Ad * x = b for the preconditioner matrix Ad.

Method Detail

solve

void solve(double[] b,
           double[] x)

Solve A_d * x = b for the preconditioner matrix A_d. The preconditioner matrix A_d is close to A and should be easy to solve for linear systems. This method is useful for preconditioned conjugate gradient method. The preconditioner matrix could be as simple as the trivial diagonal part of A in some cases.