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Date: Thu, 4 Aug 2011 19:46:30 +0000 (UTC)
From: =?utf-8?Q?S=C3=A9bastien_Brisard_=28JIRA=29?= <jira@apache.org>
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Subject: [jira] [Updated] (MATH-581) Support for iterative linear solvers
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     [ https://issues.apache.org/jira/browse/MATH-581?page=3Dcom.atlassian.=
jira.plugin.system.issuetabpanels:all-tabpanel ]

S=C3=A9bastien Brisard updated MATH-581:
-----------------------------------

    Attachment: conjugate-gradient.zip

conjugate-gradient.zip includes all above-mentioned classes, with correcte =
exceptions (with extensive use of ExceptionContext).
Thanks for your comments!

> 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: S=C3=A9bastien 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, conjugate-gradient.=
zip, exceptions.patch, linearoperator.zip
>
>
> Dear all,
> this issue has already been discussed on the forum. The idea is to implem=
ent the most popular linear iterative solvers (CG, SYMMLQ, etc...) in commo=
ns-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 necessa=
ry. 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 defin=
e 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 fanc=
y yet, I just wanted to have you advice on the implementation before I comm=
it some solvers.
> I thought these classes could go in a package org.apache.commons.math.lin=
earoperator, but really, I haven't got a clue...
> Best regards,
> Sebastien

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