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From S├ębastien Brisard (JIRA) <>
Subject [jira] [Created] (MATH-581) Support for iterative linear solvers
Date Fri, 20 May 2011 04:08:47 GMT
Support for iterative linear solvers

                 Key: MATH-581
             Project: Commons Math
          Issue Type: New Feature
    Affects Versions: 3.0, Nightly Builds
            Reporter: S├ębastien Brisard

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
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,

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