fe::ext::BiconjugateGradient< MATRIX, VECTOR > Class Template Reference

solve Ax=b for x More...

#include <BiconjugateGradient.h>

Inheritance diagram for fe::ext::BiconjugateGradient< MATRIX, VECTOR >:

Public Types
enum	Preconditioning {   e_none,   e_diagonal_A }
	Choice to alter matrix during solve. More...

Public Member Functions
void	solve (VECTOR &x, const MATRIX &A, const VECTOR &b)
void	setThreshold (F64 threshold)
void	setPreconditioning (Preconditioning preconditioning)

Private Attributes
VECTOR	r
VECTOR	r_1
VECTOR	r_2
VECTOR	rbar
VECTOR	rbar_1
VECTOR	rbar_2
VECTOR	p
VECTOR	p_1
VECTOR	pbar
VECTOR	pbar_1
VECTOR	temp
VECTOR	Ap
VECTOR	m_preconditionedVector
MATRIX	m_preconditionedMatrix
F64	m_threshold
Preconditioning	m_preconditioning

Detailed Description

template<typename MATRIX, typename VECTOR>
class fe::ext::BiconjugateGradient< MATRIX, VECTOR >

solve Ax=b for x

Uses Biconjugate-Gradient. The matrix must be positive-definite, but not necessarily symmetric. For symmetric matrices, a regular Conjugate-Gradient can be about twice as fast.

The arguments are templated, so any argument types should work, given that they have the appropriate methods and operators.

TODO try seeding with previous x instead of clearing to zero.

Member Enumeration Documentation

Preconditioning

template<typename MATRIX, typename VECTOR>

enum fe::ext::BiconjugateGradient::Preconditioning

Choice to alter matrix during solve.

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The documentation for this class was generated from the following file:

• BiconjugateGradient.h