Inheritance diagram for F_BB_LS:
Purpose: Barzilai-Borwein of nxn Linear Solver Works here on SPD Matrices. It is much faster than standart Steepest Descent. On linear problems 3 time slower than CG, but superlinear convergent. Spectral based solver. It is competitive on against nonlinear CG, especially when non-quadratic objective functions are used. May win against NCG in nonlinear cases too. Paper: "On the Barzilai-Borwein Method", R. Fletcher, Numerical Analysis Report NA/207, 2001, Universitee of Dundee, UK "Convergence Properties of the Barzilai and Borwein Gradient Method", Marcos M. Raydan, Thesis June 1991, TR91-17, Rice University, USA. "On the Asymptotic Behaviour of some New Gradient Methods", Y.-H. Dai, R. Fletcher, Numerical Analysis Report NA/212, March 2003, University of Dundee, United Kingdom.
|F_BB_LS (int maxIterations, double epsilon=1.0e-4, int type=0)|
|virtual FloatVector *||solve (AFloatMatrix *m, FloatVector *b, FloatVector *dest)|
|virtual FloatVector *||singleSolve (AFloatMatrix *A, FloatVector *b, FloatVector *x=0)|