NormalConjugateGradientMethod Class Reference

Implements a conjugate gradient method as sparse linear algebra solver for non-symmetric linear systems. More...

#include <normal_conjugate_gradient_method.hpp>

Inheritance diagram for NormalConjugateGradientMethod:

Public Member Functions
virtual SparseSolver *	clone () const
	NormalConjugateGradientMethod ()
	NormalConjugateGradientMethod (const NormalConjugateGradientMethod &arg)
virtual returnValue	setIndices (const int *rowIdx_, const int *colIdx_)
virtual returnValue	setIndices (const int *indices_)
virtual	~NormalConjugateGradientMethod ()
Public Member Functions inherited from ConjugateGradientMethod
	ConjugateGradientMethod ()
	ConjugateGradientMethod (const ConjugateGradientMethod &arg)
virtual returnValue	getX (double *x_)
virtual returnValue	setDimension (const int &n)
virtual returnValue	setMatrix (double *A_)
virtual returnValue	setNumberOfEntries (const int &nDense_)
virtual returnValue	setPrintLevel (PrintLevel printLevel_)
virtual returnValue	setTolerance (double TOL_)
virtual returnValue	solve (double *b)
virtual	~ConjugateGradientMethod ()
Public Member Functions inherited from SparseSolver
virtual returnValue	factorize ()=0
virtual int_t	getNegativeEigenvalues ()
virtual int_t	getRank ()
virtual returnValue	getZeroPivots (int_t *&zeroPivots)
virtual SparseSolver &	operator= (const SparseSolver &rhs)
virtual returnValue	reset ()
virtual returnValue	setMatrixData (int_t dim, int_t numNonzeros, const int_t *const airn, const int_t *const acjn, const real_t *const avals)=0
virtual returnValue	solve (int_t dim, const real_t *const rhs, real_t *const sol)=0
virtual returnValue	solveTranspose (double *b)
	SparseSolver ()
	SparseSolver (const SparseSolver &rhs)
	SparseSolver ()
virtual	~SparseSolver ()
virtual	~SparseSolver ()

Protected Member Functions
virtual returnValue	applyInversePreconditioner (double *x_)
virtual returnValue	applyPreconditioner (double *b)
virtual returnValue	computePreconditioner (double *A_)
virtual void	multiply (double *xx, double *result)
Protected Member Functions inherited from ConjugateGradientMethod
double	scalarProduct (double *aa, double *bb)
Protected Member Functions inherited from SparseSolver
returnValue	clear ()
returnValue	copy (const SparseSolver &rhs)

Protected Attributes
int **	index
double *	iResult
int *	nIndex
Protected Attributes inherited from ConjugateGradientMethod
double *	A
double *	condScale
int	dim
int	nDense
double *	norm2
double **	p
int	pCounter
PrintLevel	printLevel
double *	r
double	TOL
double *	x

Detailed Description

Implements a conjugate gradient method as sparse linear algebra solver for non-symmetric linear systems.

The class NormalConjugateGradientMethod is a conjugate gradient method
which allows to specify any (possibly non-symetric) matrix A. This
method might not work properly for highly ill-conditioned systems. If
the matrix A is symmetric and positive definite the class
SymmetricConjugateGradientMethod should be preferred.

Author

Boris Houska, Hans Joachim Ferreau

Definition at line 58 of file normal_conjugate_gradient_method.hpp.

Constructor & Destructor Documentation

BEGIN_NAMESPACE_ACADO NormalConjugateGradientMethod::NormalConjugateGradientMethod

(

)

Default constructor.

Definition at line 46 of file normal_conjugate_gradient_method.cpp.

NormalConjugateGradientMethod::NormalConjugateGradientMethod

(

const NormalConjugateGradientMethod &

arg

)

Copy constructor (deep copy).

Definition at line 55 of file normal_conjugate_gradient_method.cpp.

NormalConjugateGradientMethod::~NormalConjugateGradientMethod ( )

virtual

Destructor.

Definition at line 88 of file normal_conjugate_gradient_method.cpp.

Member Function Documentation

returnValue NormalConjugateGradientMethod::applyInversePreconditioner ( double *  x_ )

protectedvirtual

Applies the inverse of the preconditioner to the vector x (only internal use)

Implements ConjugateGradientMethod.

Definition at line 290 of file normal_conjugate_gradient_method.cpp.

returnValue NormalConjugateGradientMethod::applyPreconditioner ( double *  b )

protectedvirtual

Applies the preconditioner to the vector b (only internal use)

Implements ConjugateGradientMethod.

Definition at line 264 of file normal_conjugate_gradient_method.cpp.

SparseSolver * NormalConjugateGradientMethod::clone ( ) const

virtual

Clone operator (deep copy).

Implements ConjugateGradientMethod.

Definition at line 105 of file normal_conjugate_gradient_method.cpp.

returnValue NormalConjugateGradientMethod::computePreconditioner ( double *  A_ )

protectedvirtual

Computes the preconditioner and Applies it to the input matrix.

Implements ConjugateGradientMethod.

Definition at line 227 of file normal_conjugate_gradient_method.cpp.

void NormalConjugateGradientMethod::multiply ( double *  xx, double *  result  )

protectedvirtual

Evaluates the matrix-vector product result = A*xx efficiently. (only internal use)

Implements ConjugateGradientMethod.

Definition at line 196 of file normal_conjugate_gradient_method.cpp.

returnValue NormalConjugateGradientMethod::setIndices ( const int *  rowIdx_, const int *  colIdx_  )

virtual

Sets an index list containing the positions of the
non-zero elements in the matrix A.

Implements ConjugateGradientMethod.

Definition at line 111 of file normal_conjugate_gradient_method.cpp.

returnValue NormalConjugateGradientMethod::setIndices ( const int *  indices_ )

virtual

Sets an index list containing the positions of the
non-zero elements in the matrix A.

Definition at line 117 of file normal_conjugate_gradient_method.cpp.

Member Data Documentation

int** NormalConjugateGradientMethod::index

protected

Definition at line 120 of file normal_conjugate_gradient_method.hpp.

double* NormalConjugateGradientMethod::iResult

protected

Definition at line 123 of file normal_conjugate_gradient_method.hpp.

int* NormalConjugateGradientMethod::nIndex

protected

Definition at line 121 of file normal_conjugate_gradient_method.hpp.

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The documentation for this class was generated from the following files:

• normal_conjugate_gradient_method.hpp
• normal_conjugate_gradient_method.cpp