[ https://issues.apache.org/jira/browse/MATH-581?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Sébastien Brisard updated MATH-581:
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Attachment: (was: MATH-581-06.zip)
> 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
> 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, 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
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