[ https://issues.apache.org/jira/browse/MATH-581?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Sébastien Brisard updated MATH-581: ----------------------------------- Attachment: conjugate-gradient.zip Attached file {{conjugate-gradient.zip}} has been updated with a new version of this solver. It makes use of the new {{IterationManager}}. Thanks for your comments. > Support for iterative linear solvers > ------------------------------------ > > Key: MATH-581 > URL: https://issues.apache.org/jira/browse/MATH-581 > Project: Commons Math > Issue Type: New Feature > Reporter: Sébastien Brisard > Labels: iterative, linear, solver > Fix For: 3.0 > > Attachments: MATH-581-01.patch, MATH-581-02.zip, MATH-581-03.zip, > MATH-581-04.zip, MATH-581-05.patch, MATH-581-05.patch, > conjugate-gradient.zip, conjugate-gradient.zip, exceptions.patch, > linearoperator.zip > > > Dear all, > this issue has already been discussed on the forum. The idea is to implement > the most popular linear iterative solvers (CG, SYMMLQ, etc...) in > commons-math. The beauty of these solvers is that they do not need direct > access to the coefficients of the matrix, only matrix-vector products are > necessary. This is goof, as sometimes it is inetficient to store the > coefficients of the matrix. > So basically, before implementing the iterative solvers, we need to define an > interface slightly more general than a matrix, namely LinearOperator, with > only one basic operation: matrix-vector product. > Here are a few interfaces and abstract classes that do that. Nothing fancy > yet, I just wanted to have you advice on the implementation before I commit > some solvers. > I thought these classes could go in a package > org.apache.commons.math.linearoperator, but really, I haven't got a clue... > Best regards, > Sebastien -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira