Class PreconditionedIterativeLinearSolver

  • Direct Known Subclasses:
    ConjugateGradient, SymmLQ

    public abstract class PreconditionedIterativeLinearSolver
    extends IterativeLinearSolver

    This abstract class defines preconditioned iterative solvers. When A is ill-conditioned, instead of solving system A · x = b directly, it is preferable to solve either

     (M · A) · x = M · b
    (left preconditioning), or
     (A · M) · y = b,     followed by
     M · y = x
    (right preconditioning), where M approximates in some way A-1, while matrix-vector products of the type M · y remain comparatively easy to compute. In this library, M (not M-1!) is called the preconditionner.

    Concrete implementations of this abstract class must be provided with the preconditioner M, as a RealLinearOperator.