/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.apache.commons.math3.linear;

import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.MaxCountExceededException;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.util.IterationManager;
import org.apache.commons.math3.util.MathUtils;

This abstract class defines an iterative solver for the linear system A · x = b. In what follows, the residual r is defined as r = b - A · x, where A is the linear operator of the linear system, b is the right-hand side vector, and x the current estimate of the solution.
Since:3.0
/** * This abstract class defines an iterative solver for the linear system A * &middot; x = b. In what follows, the <em>residual</em> r is defined as r = b * - A &middot; x, where A is the linear operator of the linear system, b is the * right-hand side vector, and x the current estimate of the solution. * * @since 3.0 */
public abstract class IterativeLinearSolver {
The object in charge of managing the iterations.
/** The object in charge of managing the iterations. */
private final IterationManager manager;
Creates a new instance of this class, with default iteration manager.
Params:
  • maxIterations – the maximum number of iterations
/** * Creates a new instance of this class, with default iteration manager. * * @param maxIterations the maximum number of iterations */
public IterativeLinearSolver(final int maxIterations) { this.manager = new IterationManager(maxIterations); }
Creates a new instance of this class, with custom iteration manager.
Params:
  • manager – the custom iteration manager
Throws:
/** * Creates a new instance of this class, with custom iteration manager. * * @param manager the custom iteration manager * @throws NullArgumentException if {@code manager} is {@code null} */
public IterativeLinearSolver(final IterationManager manager) throws NullArgumentException { MathUtils.checkNotNull(manager); this.manager = manager; }
Performs all dimension checks on the parameters of solve and solveInPlace, and throws an exception if one of the checks fails.
Params:
  • a – the linear operator A of the system
  • b – the right-hand side vector
  • x0 – the initial guess of the solution
Throws:
/** * Performs all dimension checks on the parameters of * {@link #solve(RealLinearOperator, RealVector, RealVector) solve} and * {@link #solveInPlace(RealLinearOperator, RealVector, RealVector) solveInPlace}, * and throws an exception if one of the checks fails. * * @param a the linear operator A of the system * @param b the right-hand side vector * @param x0 the initial guess of the solution * @throws NullArgumentException if one of the parameters is {@code null} * @throws NonSquareOperatorException if {@code a} is not square * @throws DimensionMismatchException if {@code b} or {@code x0} have * dimensions inconsistent with {@code a} */
protected static void checkParameters(final RealLinearOperator a, final RealVector b, final RealVector x0) throws NullArgumentException, NonSquareOperatorException, DimensionMismatchException { MathUtils.checkNotNull(a); MathUtils.checkNotNull(b); MathUtils.checkNotNull(x0); if (a.getRowDimension() != a.getColumnDimension()) { throw new NonSquareOperatorException(a.getRowDimension(), a.getColumnDimension()); } if (b.getDimension() != a.getRowDimension()) { throw new DimensionMismatchException(b.getDimension(), a.getRowDimension()); } if (x0.getDimension() != a.getColumnDimension()) { throw new DimensionMismatchException(x0.getDimension(), a.getColumnDimension()); } }
Returns the iteration manager attached to this solver.
Returns:the manager
/** * Returns the iteration manager attached to this solver. * * @return the manager */
public IterationManager getIterationManager() { return manager; }
Returns an estimate of the solution to the linear system A · x = b.
Params:
  • a – the linear operator A of the system
  • b – the right-hand side vector
Throws:
Returns:a new vector containing the solution
/** * Returns an estimate of the solution to the linear system A &middot; x = * b. * * @param a the linear operator A of the system * @param b the right-hand side vector * @return a new vector containing the solution * @throws NullArgumentException if one of the parameters is {@code null} * @throws NonSquareOperatorException if {@code a} is not square * @throws DimensionMismatchException if {@code b} has dimensions * inconsistent with {@code a} * @throws MaxCountExceededException at exhaustion of the iteration count, * unless a custom * {@link org.apache.commons.math3.util.Incrementor.MaxCountExceededCallback callback} * has been set at construction of the {@link IterationManager} */
public RealVector solve(final RealLinearOperator a, final RealVector b) throws NullArgumentException, NonSquareOperatorException, DimensionMismatchException, MaxCountExceededException { MathUtils.checkNotNull(a); final RealVector x = new ArrayRealVector(a.getColumnDimension()); x.set(0.); return solveInPlace(a, b, x); }
Returns an estimate of the solution to the linear system A · x = b.
Params:
  • a – the linear operator A of the system
  • b – the right-hand side vector
  • x0 – the initial guess of the solution
Throws:
Returns:a new vector containing the solution
/** * Returns an estimate of the solution to the linear system A &middot; x = * b. * * @param a the linear operator A of the system * @param b the right-hand side vector * @param x0 the initial guess of the solution * @return a new vector containing the solution * @throws NullArgumentException if one of the parameters is {@code null} * @throws NonSquareOperatorException if {@code a} is not square * @throws DimensionMismatchException if {@code b} or {@code x0} have * dimensions inconsistent with {@code a} * @throws MaxCountExceededException at exhaustion of the iteration count, * unless a custom * {@link org.apache.commons.math3.util.Incrementor.MaxCountExceededCallback callback} * has been set at construction of the {@link IterationManager} */
public RealVector solve(RealLinearOperator a, RealVector b, RealVector x0) throws NullArgumentException, NonSquareOperatorException, DimensionMismatchException, MaxCountExceededException { MathUtils.checkNotNull(x0); return solveInPlace(a, b, x0.copy()); }
Returns an estimate of the solution to the linear system A · x = b. The solution is computed in-place (initial guess is modified).
Params:
  • a – the linear operator A of the system
  • b – the right-hand side vector
  • x0 – initial guess of the solution
Throws:
Returns:a reference to x0 (shallow copy) updated with the solution
/** * Returns an estimate of the solution to the linear system A &middot; x = * b. The solution is computed in-place (initial guess is modified). * * @param a the linear operator A of the system * @param b the right-hand side vector * @param x0 initial guess of the solution * @return a reference to {@code x0} (shallow copy) updated with the * solution * @throws NullArgumentException if one of the parameters is {@code null} * @throws NonSquareOperatorException if {@code a} is not square * @throws DimensionMismatchException if {@code b} or {@code x0} have * dimensions inconsistent with {@code a} * @throws MaxCountExceededException at exhaustion of the iteration count, * unless a custom * {@link org.apache.commons.math3.util.Incrementor.MaxCountExceededCallback callback} * has been set at construction of the {@link IterationManager} */
public abstract RealVector solveInPlace(RealLinearOperator a, RealVector b, RealVector x0) throws NullArgumentException, NonSquareOperatorException, DimensionMismatchException, MaxCountExceededException; }