Description of cholesky

cholesky< Matrix >		Programmers Guide
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Category:itl,functors

Component type:type

Description

For use with symmetric matrices.

 Usage:
    SymMatrix A;
    cholesky< SymMartix > precond(A);
    qmr(A, x, b, precond.left(), precond.right(), iter);
    cg(A, x, b, precond(), iter);

Notes: The idea under a concrete Preconditioner such as Incomplete Cholesky is to create a Preconditioner object to use in iterative methods.

Example

In cholesky.cc:

typedef matrix<Type, 
               symmetric<lower>, 
               array< compressed<> >, 
               row_major>::type Matrix;
  Matrix A(5);
  dense1D<Type> x(A.nrows(), Type(0));
  dense1D<Type> b(A.ncols());
  for (dense1D<Type>::iterator i=b.begin(); i!=b.end(); i++)
    *i = 1.;
  //inomplete cholesky preconditioner
  cholesky<Matrix> precond(A);
  noisy_iteration<double> iter(b, max_iter, 1e-6);
  cg(A, x, b, precond(), iter);

Definition

cholesky.h

Template Parameters

Parameter	Description	Default
`Matrix`	A symmetric Matrix

Model of

Members

Member	Where defined	Description
`Precond`
`Left`
`Right`
`cholesky (const SymMatrix& A)`
`Precond operator() ()`		return a left or right Preconditioner object
`Left left ()`		return a left part of Split Preconditioner object
`Right right ()`		return a right part of Split Preconditioner object
`void print ()`

New members

Notes

See also