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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-581) Support for iterative linear solvers
Date Wed, 10 Aug 2011 06:31:27 GMT

     [ https://issues.apache.org/jira/browse/MATH-581?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Phil Steitz updated MATH-581:
-----------------------------

    Affects Version/s:     (was: 3.0)
                           (was: Nightly Builds)
        Fix Version/s: 3.0

I think we should try to find a way to get a simple version of this in 3.0; but would be OK
pushing out to 3.1.  Setting at 3.0 for now.

> Support for iterative linear solvers
> ------------------------------------
>
>                 Key: MATH-581
>                 URL: https://issues.apache.org/jira/browse/MATH-581
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: S├ębastien Brisard
>              Labels: iterative, linear, solver
>             Fix For: 3.0
>
>         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, conjugate-gradient.zip, exceptions.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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