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From Sébastien Brisard (JIRA) <j...@apache.org>
Subject [jira] [Commented] (MATH-581) Support for iterative linear solvers
Date Fri, 20 May 2011 04:12:47 GMT

    [ https://issues.apache.org/jira/browse/MATH-581?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13036663#comment-13036663
] 

Sébastien Brisard commented on MATH-581:
----------------------------------------

Sorry, I thought you could attach files with the JIRA issue. I suppose I have to go through
subversion.

> Support for iterative linear solvers
> ------------------------------------
>
>                 Key: MATH-581
>                 URL: https://issues.apache.org/jira/browse/MATH-581
>             Project: Commons Math
>          Issue Type: New Feature
>    Affects Versions: 3.0, Nightly Builds
>            Reporter: Sébastien Brisard
>              Labels: iterative, linear, solver
>
> 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

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