SymmetricConjugateGradientMethod Class Reference

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

#include <symmetric_conjugate_gradient_method.hpp>

Inheritance diagram for SymmetricConjugateGradientMethod:

Public Member Functions
virtual SparseSolver *	clone () const
virtual returnValue	setIndices (const int *rowIdx_, const int *colIdx_)
virtual returnValue	setIndices (const int *indices_)
	SymmetricConjugateGradientMethod ()
	SymmetricConjugateGradientMethod (const SymmetricConjugateGradientMethod &arg)
virtual	~SymmetricConjugateGradientMethod ()
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 *	diag
int **	index
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 symmetric linear systems.

The class SymmetricConjugateGradientMethod is a conjugate gradient method
which allows to solve symmetric linear equation of the form

A * x = b

where A is symmetric and positive definite.

Author

Boris Houska, Hans Joachim Ferreau

Date

2009

Definition at line 61 of file symmetric_conjugate_gradient_method.hpp.

Constructor & Destructor Documentation

SymmetricConjugateGradientMethod() [1/2]

BEGIN_NAMESPACE_ACADO SymmetricConjugateGradientMethod::SymmetricConjugateGradientMethod

(

)

Default constructor.

Definition at line 46 of file symmetric_conjugate_gradient_method.cpp.

SymmetricConjugateGradientMethod() [2/2]

SymmetricConjugateGradientMethod::SymmetricConjugateGradientMethod

(

const SymmetricConjugateGradientMethod &

arg

)

Copy constructor (deep copy).

Definition at line 55 of file symmetric_conjugate_gradient_method.cpp.

~SymmetricConjugateGradientMethod()

SymmetricConjugateGradientMethod::~SymmetricConjugateGradientMethod ( )

virtual

Destructor.

Definition at line 88 of file symmetric_conjugate_gradient_method.cpp.

Member Function Documentation

applyInversePreconditioner()

returnValue SymmetricConjugateGradientMethod::applyInversePreconditioner ( double *  x_ )

protectedvirtual

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

Implements ConjugateGradientMethod.

Definition at line 263 of file symmetric_conjugate_gradient_method.cpp.

applyPreconditioner()

returnValue SymmetricConjugateGradientMethod::applyPreconditioner ( double *  b )

protectedvirtual

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

Implements ConjugateGradientMethod.

Definition at line 250 of file symmetric_conjugate_gradient_method.cpp.

clone()

SparseSolver * SymmetricConjugateGradientMethod::clone ( ) const

virtual

Clone operator (deep copy).

Implements ConjugateGradientMethod.

Definition at line 105 of file symmetric_conjugate_gradient_method.cpp.

computePreconditioner()

returnValue SymmetricConjugateGradientMethod::computePreconditioner ( double *  A_ )

protectedvirtual

Computes the preconditioner and Applies it to the input matrix.

Implements ConjugateGradientMethod.

Definition at line 227 of file symmetric_conjugate_gradient_method.cpp.

multiply()

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

protectedvirtual

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

Implements ConjugateGradientMethod.

Definition at line 207 of file symmetric_conjugate_gradient_method.cpp.

setIndices() [1/2]

returnValue SymmetricConjugateGradientMethod::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 symmetric_conjugate_gradient_method.cpp.

setIndices() [2/2]

returnValue SymmetricConjugateGradientMethod::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 symmetric_conjugate_gradient_method.cpp.

Member Data Documentation

diag

int* SymmetricConjugateGradientMethod::diag

protected

Definition at line 128 of file symmetric_conjugate_gradient_method.hpp.

index

int** SymmetricConjugateGradientMethod::index

protected

Definition at line 126 of file symmetric_conjugate_gradient_method.hpp.

nIndex

int* SymmetricConjugateGradientMethod::nIndex

protected

Definition at line 127 of file symmetric_conjugate_gradient_method.hpp.

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

• symmetric_conjugate_gradient_method.hpp
• symmetric_conjugate_gradient_method.cpp