[jira] [Commented] (MATH-735) Improvements to linear iterative solvers
[
https://issues.apache.org/jira/browse/MATH-735?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13197517#comment-13197517
]
Sébastien Brisard commented on MATH-735:
Item 4.1 implemented in {{r1238905}}.
Improvements to linear iterative solvers
Key: MATH-735
URL: https://issues.apache.org/jira/browse/MATH-735
Project: Commons Math
Issue Type: Improvement
Affects Versions: 3.0
Reporter: Sébastien Brisard
Assignee: Sébastien Brisard
Labels: event, linear, solver
Before we release version 3.0, I would like to perform some changes to the
general framework for linear iterative solvers.
# Remove interface {{InvertibleRealLinearOperator}}: this was only proposed
for handling preconditioners. Let {{M}} be this preconditioner. In the course
of the iterations, only matrix-vector products of the form {{M^(-1) . y}} are
needed, never direct products {{M . x}}. So it's just as simple to provide
{{M^(-1)}} as a standard {{RealLinearOperator}}, rather than {{M}} as an
{{InvertibleRealLinearOperator}}. This removes a little bit of clutter in the
class hierarchy.
# {{o.a.c.m.util.IterationEvent}} should at the very least have a method to
get the current iteration number. Overwise, I find myself keeping track of
the number of times
{{o.a.c.m.util.IterationManager.fireIterationPerformedEvent(IterationEvent)}}
is called, which is both ugly and painfull.
# {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to
access the norm of the residual. I was reluctant to specify such a method in
the interface at the start, because I was not sure any iterative solver
provides an updated estimate of this quantity at each iteration. In fact,
I've realized that most (if not all) solvers do, and it's quite nice to be
able to access this value while monitoring the progress of the inversion
(through {{o.a.c.m.utils.IterationListener}}). Otherwise, one has to compute
{{b - A . x}} inside the listener, which *doubles* the cost of each iteration!
# {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to
access the residual (the vector itself, not only its norm). I'm not sure
*all* solvers can do that, so this should be an optional feature, which might
be useful. I see two different possible implementations
## specify {{RealVector
o.a.c.m.util.linear.IterativeLinearSolverEvent.getResidual()}} as an optional
feature (potentially throwing {{UnsupportedOperationException}}), together
with a method {{boolean
o.a.c.m.util.linear.IterativeLinearSolverEvent.providesResidual()}}. I think
some of us do not like {{UnsupportedOperationException}}, but this would be
similar to what was done in
{{RealLinearOperator.operateTranspose(RealVector)}}.
## create a new interface {{RealVector
o.a.c.m.util.linear.IterativeLinearSolverWithResidualEvent}}. This is similar
to what is done currently, see {{o.a.c.m.linear.ProvidesResidual}}.
I would love to have some feedback on the last point.
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[jira] [Commented] (MATH-735) Improvements to linear iterative solvers
[
https://issues.apache.org/jira/browse/MATH-735?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13195724#comment-13195724
]
Sébastien Brisard commented on MATH-735:
Item 1 is implemented in {{r1237229}}.
Improvements to linear iterative solvers
Key: MATH-735
URL: https://issues.apache.org/jira/browse/MATH-735
Project: Commons Math
Issue Type: Improvement
Affects Versions: 3.0
Reporter: Sébastien Brisard
Assignee: Sébastien Brisard
Labels: event, linear, solver
Before we release version 3.0, I would like to perform some changes to the
general framework for linear iterative solvers.
# Remove interface {{InvertibleRealLinearOperator}}: this was only proposed
for handling preconditioners. Let {{M}} be this preconditioner. In the course
of the iterations, only matrix-vector products of the form {{M^(-1) . y}} are
needed, never direct products {{M . x}}. So it's just as simple to provide
{{M^(-1)}} as a standard {{RealLinearOperator}}, rather than {{M}} as an
{{InvertibleRealLinearOperator}}. This removes a little bit of clutter in the
class hierarchy.
# {{o.a.c.m.util.IterationEvent}} should at the very least have a method to
get the current iteration number. Overwise, I find myself keeping track of
the number of times
{{o.a.c.m.util.IterationManager.fireIterationPerformedEvent(IterationEvent)}}
is called, which is both ugly and painfull.
# {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to
access the norm of the residual. I was reluctant to specify such a method in
the interface at the start, because I was not sure any iterative solver
provides an updated estimate of this quantity at each iteration. In fact,
I've realized that most (if not all) solvers do, and it's quite nice to be
able to access this value while monitoring the progress of the inversion
(through {{o.a.c.m.utils.IterationListener}}). Otherwise, one has to compute
{{b - A . x}} inside the listener, which *doubles* the cost of each iteration!
# {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to
access the residual (the vector itself, not only its norm). I'm not sure
*all* solvers can do that, so this should be an optional feature, which might
be useful. I see two different possible implementations
## specify {{RealVector
o.a.c.m.util.linear.IterativeLinearSolverEvent.getResidual()}} as an optional
feature (potentially throwing {{UnsupportedOperationException}}), together
with a method {{boolean
o.a.c.m.util.linear.IterativeLinearSolverEvent.providesResidual()}}. I think
some of us do not like {{UnsupportedOperationException}}, but this would be
similar to what was done in
{{RealLinearOperator.operateTranspose(RealVector)}}.
## create a new interface {{RealVector
o.a.c.m.util.linear.IterativeLinearSolverWithResidualEvent}}. This is similar
to what is done currently, see {{o.a.c.m.linear.ProvidesResidual}}.
I would love to have some feedback on the last point.
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[jira] [Commented] (MATH-735) Improvements to linear iterative solvers
[
https://issues.apache.org/jira/browse/MATH-735?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13195472#comment-13195472
]
Thomas Neidhart commented on MATH-735:
--
+1 on bullet 1, this solution is much more elegant.
Improvements to linear iterative solvers
Key: MATH-735
URL: https://issues.apache.org/jira/browse/MATH-735
Project: Commons Math
Issue Type: Improvement
Affects Versions: 3.0
Reporter: Sébastien Brisard
Assignee: Sébastien Brisard
Labels: event, linear, solver
Before we release version 3.0, I would like to perform some changes to the
general framework for linear iterative solvers.
# Remove interface {{InvertibleRealLinearOperator}}: this was only proposed
for handling preconditioners. Let {{M}} be this preconditioner. In the course
of the iterations, only matrix-vector products of the form {{M^(-1) . y}} are
needed, never direct products {{M . x}}. So it's just as simple to provide
{{M^(-1)}} as a standard {{RealLinearOperator}}, rather than {{M}} as an
{{InvertibleRealLinearOperator}}. This removes a little bit of clutter in the
class hierarchy.
# {{o.a.c.m.util.IterationEvent}} should at the very least have a method to
get the current iteration number. Overwise, I find myself keeping track of
the number of times
{{o.a.c.m.util.IterationManager.fireIterationPerformedEvent(IterationEvent)}}
is called, which is both ugly and painfull.
# {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to
access the norm of the residual. I was reluctant to specify such a method in
the interface at the start, because I was not sure any iterative solver
provides an updated estimate of this quantity at each iteration. In fact,
I've realized that most (if not all) solvers do, and it's quite nice to be
able to access this value while monitoring the progress of the inversion
(through {{o.a.c.m.utils.IterationListener}}). Otherwise, one has to compute
{{b - A . x}} inside the listener, which *doubles* the cost of each iteration!
# {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to
access the residual (the vector itself, not only its norm). I'm not sure
*all* solvers can do that, so this should be an optional feature, which might
be useful. I see two different possible implementations
## specify {{RealVector
o.a.c.m.util.linear.IterativeLinearSolverEvent.getResidual()}} as an optional
feature (potentially throwing {{UnsupportedOperationException}}), together
with a method {{boolean
o.a.c.m.util.linear.IterativeLinearSolverEvent.providesResidual()}}. I think
some of us do not like {{UnsupportedOperationException}}, but this would be
similar to what was done in
{{RealLinearOperator.operateTranspose(RealVector)}}.
## create a new interface {{RealVector
o.a.c.m.util.linear.IterativeLinearSolverWithResidualEvent}}.
I would love to have some feedback on the last point.
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[jira] [Commented] (MATH-735) Improvements to linear iterative solvers
[
https://issues.apache.org/jira/browse/MATH-735?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13195491#comment-13195491
]
Luc Maisonobe commented on MATH-735:
I don't like much UnsupportedOperationException, but if you also add a
providesResidual method, then I am OK with this.
Improvements to linear iterative solvers
Key: MATH-735
URL: https://issues.apache.org/jira/browse/MATH-735
Project: Commons Math
Issue Type: Improvement
Affects Versions: 3.0
Reporter: Sébastien Brisard
Assignee: Sébastien Brisard
Labels: event, linear, solver
Before we release version 3.0, I would like to perform some changes to the
general framework for linear iterative solvers.
# Remove interface {{InvertibleRealLinearOperator}}: this was only proposed
for handling preconditioners. Let {{M}} be this preconditioner. In the course
of the iterations, only matrix-vector products of the form {{M^(-1) . y}} are
needed, never direct products {{M . x}}. So it's just as simple to provide
{{M^(-1)}} as a standard {{RealLinearOperator}}, rather than {{M}} as an
{{InvertibleRealLinearOperator}}. This removes a little bit of clutter in the
class hierarchy.
# {{o.a.c.m.util.IterationEvent}} should at the very least have a method to
get the current iteration number. Overwise, I find myself keeping track of
the number of times
{{o.a.c.m.util.IterationManager.fireIterationPerformedEvent(IterationEvent)}}
is called, which is both ugly and painfull.
# {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to
access the norm of the residual. I was reluctant to specify such a method in
the interface at the start, because I was not sure any iterative solver
provides an updated estimate of this quantity at each iteration. In fact,
I've realized that most (if not all) solvers do, and it's quite nice to be
able to access this value while monitoring the progress of the inversion
(through {{o.a.c.m.utils.IterationListener}}). Otherwise, one has to compute
{{b - A . x}} inside the listener, which *doubles* the cost of each iteration!
# {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to
access the residual (the vector itself, not only its norm). I'm not sure
*all* solvers can do that, so this should be an optional feature, which might
be useful. I see two different possible implementations
## specify {{RealVector
o.a.c.m.util.linear.IterativeLinearSolverEvent.getResidual()}} as an optional
feature (potentially throwing {{UnsupportedOperationException}}), together
with a method {{boolean
o.a.c.m.util.linear.IterativeLinearSolverEvent.providesResidual()}}. I think
some of us do not like {{UnsupportedOperationException}}, but this would be
similar to what was done in
{{RealLinearOperator.operateTranspose(RealVector)}}.
## create a new interface {{RealVector
o.a.c.m.util.linear.IterativeLinearSolverWithResidualEvent}}. This is similar
to what is done currently, see {{o.a.c.m.linear.ProvidesResidual}}.
I would love to have some feedback on the last point.
--
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[jira] [Commented] (MATH-735) Improvements to linear iterative solvers
[
https://issues.apache.org/jira/browse/MATH-735?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13195514#comment-13195514
]
Sébastien Brisard commented on MATH-735:
Item 2 is implemented in {{r1237056}}.
Improvements to linear iterative solvers
Key: MATH-735
URL: https://issues.apache.org/jira/browse/MATH-735
Project: Commons Math
Issue Type: Improvement
Affects Versions: 3.0
Reporter: Sébastien Brisard
Assignee: Sébastien Brisard
Labels: event, linear, solver
Before we release version 3.0, I would like to perform some changes to the
general framework for linear iterative solvers.
# Remove interface {{InvertibleRealLinearOperator}}: this was only proposed
for handling preconditioners. Let {{M}} be this preconditioner. In the course
of the iterations, only matrix-vector products of the form {{M^(-1) . y}} are
needed, never direct products {{M . x}}. So it's just as simple to provide
{{M^(-1)}} as a standard {{RealLinearOperator}}, rather than {{M}} as an
{{InvertibleRealLinearOperator}}. This removes a little bit of clutter in the
class hierarchy.
# {{o.a.c.m.util.IterationEvent}} should at the very least have a method to
get the current iteration number. Overwise, I find myself keeping track of
the number of times
{{o.a.c.m.util.IterationManager.fireIterationPerformedEvent(IterationEvent)}}
is called, which is both ugly and painfull.
# {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to
access the norm of the residual. I was reluctant to specify such a method in
the interface at the start, because I was not sure any iterative solver
provides an updated estimate of this quantity at each iteration. In fact,
I've realized that most (if not all) solvers do, and it's quite nice to be
able to access this value while monitoring the progress of the inversion
(through {{o.a.c.m.utils.IterationListener}}). Otherwise, one has to compute
{{b - A . x}} inside the listener, which *doubles* the cost of each iteration!
# {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to
access the residual (the vector itself, not only its norm). I'm not sure
*all* solvers can do that, so this should be an optional feature, which might
be useful. I see two different possible implementations
## specify {{RealVector
o.a.c.m.util.linear.IterativeLinearSolverEvent.getResidual()}} as an optional
feature (potentially throwing {{UnsupportedOperationException}}), together
with a method {{boolean
o.a.c.m.util.linear.IterativeLinearSolverEvent.providesResidual()}}. I think
some of us do not like {{UnsupportedOperationException}}, but this would be
similar to what was done in
{{RealLinearOperator.operateTranspose(RealVector)}}.
## create a new interface {{RealVector
o.a.c.m.util.linear.IterativeLinearSolverWithResidualEvent}}. This is similar
to what is done currently, see {{o.a.c.m.linear.ProvidesResidual}}.
I would love to have some feedback on the last point.
--
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[jira] [Commented] (MATH-735) Improvements to linear iterative solvers
[
https://issues.apache.org/jira/browse/MATH-735?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13195562#comment-13195562
]
Sébastien Brisard commented on MATH-735:
Item 3 is implemented in {{r1237069}}.
Improvements to linear iterative solvers
Key: MATH-735
URL: https://issues.apache.org/jira/browse/MATH-735
Project: Commons Math
Issue Type: Improvement
Affects Versions: 3.0
Reporter: Sébastien Brisard
Assignee: Sébastien Brisard
Labels: event, linear, solver
Before we release version 3.0, I would like to perform some changes to the
general framework for linear iterative solvers.
# Remove interface {{InvertibleRealLinearOperator}}: this was only proposed
for handling preconditioners. Let {{M}} be this preconditioner. In the course
of the iterations, only matrix-vector products of the form {{M^(-1) . y}} are
needed, never direct products {{M . x}}. So it's just as simple to provide
{{M^(-1)}} as a standard {{RealLinearOperator}}, rather than {{M}} as an
{{InvertibleRealLinearOperator}}. This removes a little bit of clutter in the
class hierarchy.
# {{o.a.c.m.util.IterationEvent}} should at the very least have a method to
get the current iteration number. Overwise, I find myself keeping track of
the number of times
{{o.a.c.m.util.IterationManager.fireIterationPerformedEvent(IterationEvent)}}
is called, which is both ugly and painfull.
# {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to
access the norm of the residual. I was reluctant to specify such a method in
the interface at the start, because I was not sure any iterative solver
provides an updated estimate of this quantity at each iteration. In fact,
I've realized that most (if not all) solvers do, and it's quite nice to be
able to access this value while monitoring the progress of the inversion
(through {{o.a.c.m.utils.IterationListener}}). Otherwise, one has to compute
{{b - A . x}} inside the listener, which *doubles* the cost of each iteration!
# {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to
access the residual (the vector itself, not only its norm). I'm not sure
*all* solvers can do that, so this should be an optional feature, which might
be useful. I see two different possible implementations
## specify {{RealVector
o.a.c.m.util.linear.IterativeLinearSolverEvent.getResidual()}} as an optional
feature (potentially throwing {{UnsupportedOperationException}}), together
with a method {{boolean
o.a.c.m.util.linear.IterativeLinearSolverEvent.providesResidual()}}. I think
some of us do not like {{UnsupportedOperationException}}, but this would be
similar to what was done in
{{RealLinearOperator.operateTranspose(RealVector)}}.
## create a new interface {{RealVector
o.a.c.m.util.linear.IterativeLinearSolverWithResidualEvent}}. This is similar
to what is done currently, see {{o.a.c.m.linear.ProvidesResidual}}.
I would love to have some feedback on the last point.
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