Package jline.api.mc

Class Ctmc_bicgstab

java.lang.Object

jline.api.mc.Ctmc_bicgstab

public final class Ctmc_bicgstab
extends Object

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final class	Ctmc_bicgstab.BicgstabResult	Outcome of a BiCGSTAB solve.

Field Summary

Fields

Modifier and Type	Field	Description
static final int	BICGSTAB_DEFAULT_MAXIT	Default cap on complete iterations.
static final double	BICGSTAB_DEFAULT_TOL	Default linear-solve residual, as in Ctmc_gmres.

Method Summary

Modifier and Type	Method	Description
static Ctmc_bicgstab.BicgstabResult	ctmc_bicgstab(Matrix A, Matrix b)	Solve A*x = b by preconditioned BiCGSTAB with the default tolerance and iteration cap, starting from a uniform initial guess.
static Matrix	ctmc_bicgstab(Matrix A, Matrix B, double tol, int maxit)	Solve A*X = B for every column of B, reusing one incomplete factorization across all of them and starting each column from the previous solution.
static Ctmc_bicgstab.BicgstabResult	ctmc_bicgstab(Matrix A, Matrix b, double tol, int maxit, Matrix x0)	Solve A*x = b by preconditioned BiCGSTAB.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

BICGSTAB_DEFAULT_TOL

public static final double BICGSTAB_DEFAULT_TOL

Default linear-solve residual, as in Ctmc_gmres. Much tighter than the fixed-point tolerance options.iter_tol: switching solve method must not move a reported metric.

See Also:

• Constant Field Values

BICGSTAB_DEFAULT_MAXIT

public static final int BICGSTAB_DEFAULT_MAXIT

Default cap on complete iterations. BiCGSTAB storage is O(n) regardless of the count, so the cap bounds time rather than memory.

See Also:

• Constant Field Values

Method Details

ctmc_bicgstab

public static Ctmc_bicgstab.BicgstabResult ctmc_bicgstab(Matrix A,
 Matrix b)

Solve A*x = b by preconditioned BiCGSTAB with the default tolerance and iteration cap, starting from a uniform initial guess.

Parameters:

A - Coefficient matrix

b - Right-hand side, as a column vector

Returns:

Solution, convergence flag, relative residual and matrix-vector product count

ctmc_bicgstab

public static Ctmc_bicgstab.BicgstabResult ctmc_bicgstab(Matrix A,
 Matrix b,
 double tol,
 int maxit,
 Matrix x0)

Solve A*x = b by preconditioned BiCGSTAB.

Parameters:

A - Coefficient matrix

b - Right-hand side, as a column vector

tol - Relative residual tolerance, nonpositive for the default 1e-12

maxit - Maximum number of complete iterations, nonpositive for min(n,200)

x0 - Initial guess, null for the uniform vector 1/n

Returns:

Solution, convergence flag, relative residual and matvec count

ctmc_bicgstab

public static Matrix ctmc_bicgstab(Matrix A,
 Matrix B,
 double tol,
 int maxit)

Solve A*X = B for every column of B, reusing one incomplete factorization across all of them and starting each column from the previous solution. This is the shape of the stochastic complement, whose right-hand side is a whole block of the generator: refactorizing per column would cost more than the direct solve it replaces.

Parameters:

A - Coefficient matrix

B - Right-hand sides, one per column

tol - Relative residual tolerance, nonpositive for the default 1e-12

maxit - Maximum number of complete iterations, nonpositive for min(n,200)

Returns:

The solution block, or null if any column failed to converge. Returning null rather than a partial block keeps the caller's fallback all-or-nothing.