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Java example source code file (PreconditionedIterativeLinearSolver.java)

This example Java source code file (PreconditionedIterativeLinearSolver.java) is included in the alvinalexander.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Learn more about this Java project at its project page.

Java - Java tags/keywords

dimensionmismatchexception, iterationmanager, maxcountexceededexception, nonsquareoperatorexception, nullargumentexception, override, preconditionediterativelinearsolver, reallinearoperator, realvector

The PreconditionedIterativeLinearSolver.java Java example source code

/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.apache.commons.math3.linear;

import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.MaxCountExceededException;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.util.IterationManager;
import org.apache.commons.math3.util.MathUtils;

/**
 * <p>
 * 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
 * <center>
 * (M · A) · x = M · b
 * </center>
 * (left preconditioning), or
 * <center>
 * (A · M) · y = b,     followed by
 * M · y = x
 * </center>
 * (right preconditioning), where M approximates in some way A<sup>-1,
 * while matrix-vector products of the type M · y remain comparatively
 * easy to compute. In this library, M (not M<sup>-1!) is called the
 * <em>preconditionner.
 * </p>
 * <p>
 * Concrete implementations of this abstract class must be provided with the
 * preconditioner M, as a {@link RealLinearOperator}.
 * </p>
 *
 * @since 3.0
 */
public abstract class PreconditionedIterativeLinearSolver
    extends IterativeLinearSolver {

    /**
     * Creates a new instance of this class, with default iteration manager.
     *
     * @param maxIterations the maximum number of iterations
     */
    public PreconditionedIterativeLinearSolver(final int maxIterations) {
        super(maxIterations);
    }

    /**
     * Creates a new instance of this class, with custom iteration manager.
     *
     * @param manager the custom iteration manager
     * @throws NullArgumentException if {@code manager} is {@code null}
     */
    public PreconditionedIterativeLinearSolver(final IterationManager manager)
        throws NullArgumentException {
        super(manager);
    }

    /**
     * Returns an estimate of the solution to the linear system A · x =
     * b.
     *
     * @param a the linear operator A of the system
     * @param m the preconditioner, M (can be {@code null})
     * @param b the right-hand side vector
     * @param x0 the initial guess of the solution
     * @return a new vector containing the solution
     * @throws NullArgumentException if one of the parameters is {@code null}
     * @throws NonSquareOperatorException if {@code a} or {@code m} is not
     * square
     * @throws DimensionMismatchException if {@code m}, {@code b} or
     * {@code x0} have dimensions inconsistent with {@code a}
     * @throws MaxCountExceededException at exhaustion of the iteration count,
     * unless a custom
     * {@link org.apache.commons.math3.util.Incrementor.MaxCountExceededCallback callback}
     * has been set at construction of the {@link IterationManager}
     */
    public RealVector solve(final RealLinearOperator a,
        final RealLinearOperator m, final RealVector b, final RealVector x0)
        throws NullArgumentException, NonSquareOperatorException,
        DimensionMismatchException, MaxCountExceededException {
        MathUtils.checkNotNull(x0);
        return solveInPlace(a, m, b, x0.copy());
    }

    /** {@inheritDoc} */
    @Override
    public RealVector solve(final RealLinearOperator a, final RealVector b)
        throws NullArgumentException, NonSquareOperatorException,
        DimensionMismatchException, MaxCountExceededException {
        MathUtils.checkNotNull(a);
        final RealVector x = new ArrayRealVector(a.getColumnDimension());
        x.set(0.);
        return solveInPlace(a, null, b, x);
    }

    /** {@inheritDoc} */
    @Override
    public RealVector solve(final RealLinearOperator a, final RealVector b,
                            final RealVector x0)
        throws NullArgumentException, NonSquareOperatorException,
        DimensionMismatchException, MaxCountExceededException {
        MathUtils.checkNotNull(x0);
        return solveInPlace(a, null, b, x0.copy());
    }

    /**
     * Performs all dimension checks on the parameters of
     * {@link #solve(RealLinearOperator, RealLinearOperator, RealVector, RealVector) solve}
     * and
     * {@link #solveInPlace(RealLinearOperator, RealLinearOperator, RealVector, RealVector) solveInPlace},
     * and throws an exception if one of the checks fails.
     *
     * @param a the linear operator A of the system
     * @param m the preconditioner, M (can be {@code null})
     * @param b the right-hand side vector
     * @param x0 the initial guess of the solution
     * @throws NullArgumentException if one of the parameters is {@code null}
     * @throws NonSquareOperatorException if {@code a} or {@code m} is not
     * square
     * @throws DimensionMismatchException if {@code m}, {@code b} or
     * {@code x0} have dimensions inconsistent with {@code a}
     */
    protected static void checkParameters(final RealLinearOperator a,
        final RealLinearOperator m, final RealVector b, final RealVector x0)
        throws NullArgumentException, NonSquareOperatorException,
        DimensionMismatchException {
        checkParameters(a, b, x0);
        if (m != null) {
            if (m.getColumnDimension() != m.getRowDimension()) {
                throw new NonSquareOperatorException(m.getColumnDimension(),
                                                     m.getRowDimension());
            }
            if (m.getRowDimension() != a.getRowDimension()) {
                throw new DimensionMismatchException(m.getRowDimension(),
                                                     a.getRowDimension());
            }
        }
    }

    /**
     * Returns an estimate of the solution to the linear system A · x =
     * b.
     *
     * @param a the linear operator A of the system
     * @param m the preconditioner, M (can be {@code null})
     * @param b the right-hand side vector
     * @return a new vector containing the solution
     * @throws NullArgumentException if one of the parameters is {@code null}
     * @throws NonSquareOperatorException if {@code a} or {@code m} is not
     * square
     * @throws DimensionMismatchException if {@code m} or {@code b} have
     * dimensions inconsistent with {@code a}
     * @throws MaxCountExceededException at exhaustion of the iteration count,
     * unless a custom
     * {@link org.apache.commons.math3.util.Incrementor.MaxCountExceededCallback callback}
     * has been set at construction of the {@link IterationManager}
     */
    public RealVector solve(RealLinearOperator a, RealLinearOperator m,
        RealVector b) throws NullArgumentException, NonSquareOperatorException,
        DimensionMismatchException, MaxCountExceededException {
        MathUtils.checkNotNull(a);
        final RealVector x = new ArrayRealVector(a.getColumnDimension());
        return solveInPlace(a, m, b, x);
    }

    /**
     * Returns an estimate of the solution to the linear system A · x =
     * b. The solution is computed in-place (initial guess is modified).
     *
     * @param a the linear operator A of the system
     * @param m the preconditioner, M (can be {@code null})
     * @param b the right-hand side vector
     * @param x0 the initial guess of the solution
     * @return a reference to {@code x0} (shallow copy) updated with the
     * solution
     * @throws NullArgumentException if one of the parameters is {@code null}
     * @throws NonSquareOperatorException if {@code a} or {@code m} is not
     * square
     * @throws DimensionMismatchException if {@code m}, {@code b} or
     * {@code x0} have dimensions inconsistent with {@code a}
     * @throws MaxCountExceededException at exhaustion of the iteration count,
     * unless a custom
     * {@link org.apache.commons.math3.util.Incrementor.MaxCountExceededCallback callback}
     * has been set at construction of the {@link IterationManager}
     */
    public abstract RealVector solveInPlace(RealLinearOperator a,
        RealLinearOperator m, RealVector b, RealVector x0) throws
        NullArgumentException, NonSquareOperatorException,
        DimensionMismatchException, MaxCountExceededException;

    /** {@inheritDoc} */
    @Override
    public RealVector solveInPlace(final RealLinearOperator a,
        final RealVector b, final RealVector x0) throws
        NullArgumentException, NonSquareOperatorException,
        DimensionMismatchException, MaxCountExceededException {
        return solveInPlace(a, null, b, x0);
    }
}

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