001/* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017package org.apache.commons.math4.legacy.linear; 018 019import org.apache.commons.math4.legacy.exception.DimensionMismatchException; 020import org.apache.commons.math4.legacy.exception.MaxCountExceededException; 021import org.apache.commons.math4.legacy.exception.NullArgumentException; 022 023/** 024 * This abstract class defines an iterative solver for the linear system A 025 * · x = b. In what follows, the <em>residual</em> r is defined as r = b 026 * - A · x, where A is the linear operator of the linear system, b is the 027 * right-hand side vector, and x the current estimate of the solution. 028 * 029 * @since 3.0 030 */ 031public abstract class IterativeLinearSolver { 032 033 /** The object in charge of managing the iterations. */ 034 private final IterationManager manager; 035 036 /** 037 * Creates a new instance of this class, with default iteration manager. 038 * 039 * @param maxIterations the maximum number of iterations 040 */ 041 public IterativeLinearSolver(final int maxIterations) { 042 this.manager = new IterationManager(maxIterations); 043 } 044 045 /** 046 * Creates a new instance of this class, with custom iteration manager. 047 * 048 * @param manager the custom iteration manager 049 * @throws NullArgumentException if {@code manager} is {@code null} 050 */ 051 public IterativeLinearSolver(final IterationManager manager) 052 throws NullArgumentException { 053 NullArgumentException.check(manager); 054 this.manager = manager; 055 } 056 057 /** 058 * Performs all dimension checks on the parameters of 059 * {@link #solve(RealLinearOperator, RealVector, RealVector) solve} and 060 * {@link #solveInPlace(RealLinearOperator, RealVector, RealVector) solveInPlace}, 061 * and throws an exception if one of the checks fails. 062 * 063 * @param a the linear operator A of the system 064 * @param b the right-hand side vector 065 * @param x0 the initial guess of the solution 066 * @throws NullArgumentException if one of the parameters is {@code null} 067 * @throws NonSquareOperatorException if {@code a} is not square 068 * @throws DimensionMismatchException if {@code b} or {@code x0} have 069 * dimensions inconsistent with {@code a} 070 */ 071 protected static void checkParameters(final RealLinearOperator a, 072 final RealVector b, final RealVector x0) throws 073 NullArgumentException, NonSquareOperatorException, 074 DimensionMismatchException { 075 NullArgumentException.check(a); 076 NullArgumentException.check(b); 077 NullArgumentException.check(x0); 078 if (a.getRowDimension() != a.getColumnDimension()) { 079 throw new NonSquareOperatorException(a.getRowDimension(), 080 a.getColumnDimension()); 081 } 082 if (b.getDimension() != a.getRowDimension()) { 083 throw new DimensionMismatchException(b.getDimension(), 084 a.getRowDimension()); 085 } 086 if (x0.getDimension() != a.getColumnDimension()) { 087 throw new DimensionMismatchException(x0.getDimension(), 088 a.getColumnDimension()); 089 } 090 } 091 092 /** 093 * Returns the iteration manager attached to this solver. 094 * 095 * @return the manager 096 */ 097 public IterationManager getIterationManager() { 098 return manager; 099 } 100 101 /** 102 * Returns an estimate of the solution to the linear system A · x = 103 * b. 104 * 105 * @param a the linear operator A of the system 106 * @param b the right-hand side vector 107 * @return a new vector containing the solution 108 * @throws NullArgumentException if one of the parameters is {@code null} 109 * @throws NonSquareOperatorException if {@code a} is not square 110 * @throws DimensionMismatchException if {@code b} has dimensions 111 * inconsistent with {@code a} 112 * @throws MaxCountExceededException at exhaustion of the iteration count, 113 * unless a custom 114 * {@link org.apache.commons.math4.legacy.core.IntegerSequence.Incrementor.MaxCountExceededCallback callback} 115 * has been set at construction of the {@link IterationManager} 116 */ 117 public RealVector solve(final RealLinearOperator a, final RealVector b) 118 throws NullArgumentException, NonSquareOperatorException, 119 DimensionMismatchException, MaxCountExceededException { 120 NullArgumentException.check(a); 121 final RealVector x = new ArrayRealVector(a.getColumnDimension()); 122 x.set(0.); 123 return solveInPlace(a, b, x); 124 } 125 126 /** 127 * Returns an estimate of the solution to the linear system A · x = 128 * b. 129 * 130 * @param a the linear operator A of the system 131 * @param b the right-hand side vector 132 * @param x0 the initial guess of the solution 133 * @return a new vector containing the solution 134 * @throws NullArgumentException if one of the parameters is {@code null} 135 * @throws NonSquareOperatorException if {@code a} is not square 136 * @throws DimensionMismatchException if {@code b} or {@code x0} have 137 * dimensions inconsistent with {@code a} 138 * @throws MaxCountExceededException at exhaustion of the iteration count, 139 * unless a custom 140 * {@link org.apache.commons.math4.legacy.core.IntegerSequence.Incrementor.MaxCountExceededCallback callback} 141 * has been set at construction of the {@link IterationManager} 142 */ 143 public RealVector solve(RealLinearOperator a, RealVector b, RealVector x0) 144 throws NullArgumentException, NonSquareOperatorException, 145 DimensionMismatchException, MaxCountExceededException { 146 NullArgumentException.check(x0); 147 return solveInPlace(a, b, x0.copy()); 148 } 149 150 /** 151 * Returns an estimate of the solution to the linear system A · x = 152 * b. The solution is computed in-place (initial guess is modified). 153 * 154 * @param a the linear operator A of the system 155 * @param b the right-hand side vector 156 * @param x0 initial guess of the solution 157 * @return a reference to {@code x0} (shallow copy) updated with the 158 * solution 159 * @throws NullArgumentException if one of the parameters is {@code null} 160 * @throws NonSquareOperatorException if {@code a} is not square 161 * @throws DimensionMismatchException if {@code b} or {@code x0} have 162 * dimensions inconsistent with {@code a} 163 * @throws MaxCountExceededException at exhaustion of the iteration count, 164 * unless a custom 165 * {@link org.apache.commons.math4.legacy.core.IntegerSequence.Incrementor.MaxCountExceededCallback callback} 166 * has been set at construction of the {@link IterationManager} 167 */ 168 public abstract RealVector solveInPlace(RealLinearOperator a, RealVector b, 169 RealVector x0) throws NullArgumentException, NonSquareOperatorException, 170 DimensionMismatchException, MaxCountExceededException; 171}