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From Sébastien Brisard (Closed) (JIRA) <>
Subject [jira] [Closed] (MATH-735) Improvements to linear iterative solvers
Date Sun, 18 Mar 2012 09:23:26 GMT


Sébastien Brisard closed MATH-735.

Fixed in 3.0.
> Improvements to linear iterative solvers
> ----------------------------------------
>                 Key: MATH-735
>                 URL:
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Sébastien Brisard
>            Assignee: Sébastien Brisard
>              Labels: event, linear, solver
> Before we release version 3.0, I would like to perform some changes to the general framework
for linear iterative solvers.
> # Remove interface {{InvertibleRealLinearOperator}}: this was only proposed for handling
preconditioners. Let {{M}} be this preconditioner. In the course of the iterations, only matrix-vector
products of the form {{M^(-1) . y}} are needed, never direct products {{M . x}}. So it's just
as simple to provide {{M^(-1)}} as a standard {{RealLinearOperator}}, rather than {{M}} as
an {{InvertibleRealLinearOperator}}. This removes a little bit of clutter in the class hierarchy.
> # {{o.a.c.m.util.IterationEvent}} should at the very least have a method to get the current
iteration number. Overwise, I find myself keeping track of the number of times {{o.a.c.m.util.IterationManager.fireIterationPerformedEvent(IterationEvent)}}
is called, which is both ugly and painfull.
> # {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to access the
norm of the residual. I was reluctant to specify such a method in the interface at the start,
because I was not sure any iterative solver provides an updated estimate of this quantity
at each iteration. In fact, I've realized that most (if not all) solvers do, and it's quite
nice to be able to access this value while monitoring the progress of the inversion (through
{{o.a.c.m.utils.IterationListener}}). Otherwise, one has to compute {{b - A . x}} inside the
listener, which *doubles* the cost of each iteration!
> # {{o.a.c.m.util.linear.IterativeLinearSolverEvent}} should have a method to access the
residual (the vector itself, not only its norm). I'm not sure *all* solvers can do that, so
this should be an optional feature, which might be useful. I see two different possible implementations
> ## specify {{RealVector o.a.c.m.util.linear.IterativeLinearSolverEvent.getResidual()}}
as an optional feature (potentially throwing {{UnsupportedOperationException}}), together
with a method {{boolean o.a.c.m.util.linear.IterativeLinearSolverEvent.providesResidual()}}.
I think some of us do not like {{UnsupportedOperationException}}, but this would be similar
to what was done in {{RealLinearOperator.operateTranspose(RealVector)}}.
> ## create a new interface {{RealVector o.a.c.m.util.linear.IterativeLinearSolverWithResidualEvent}}.
This is similar to what is done currently, see {{o.a.c.m.linear.ProvidesResidual}}.
> I would love to have some feedback on the last point.

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