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F_BB_LS Class Reference

#include <F_BB_LS.hpp>

Inheritance diagram for F_BB_LS:

[legend]Collaboration diagram for F_BB_LS:

[legend]List of all members.

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Detailed Description

Barzilai-Borwein Linear Solver.

Author:

Bernard De Cuyper

Version:

1.15

Date:

14/07/2004

Remarks:

Tornado1 Iterative Linear Solver

 
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.

                

@ Copyrights: Bernard De Cuyper 2004, Eggs & Pictures. MIT/Open BSD copyright model.

Public Methods
	F_BB_LS (int maxIterations, double epsilon=1.0e-4, int type=0)
virtual	~F_BB_LS ()
virtual FloatVector *	solve (AFloatMatrix *m, FloatVector *b, FloatVector *dest)
Protected Methods
virtual FloatVector *	singleSolve (AFloatMatrix *A, FloatVector *b, FloatVector *x=0)
Private Attributes
double	alpha
int	variant
FloatVector *	g
FloatVector *	g1
FloatVector *	d
FloatVector *	y

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

• F_BB_LS.hpp
• F_BB_LS.cpp

Restoreinpaint sourceforge project `C++/Java Image Processing, Restoration, Inpainting Project'.

Bernard De Cuyper: Open Project Leader: Concept, design and development. Bernard De Cuyper & Eddy Fraiha 2002, 2003. Bernard De Cuyper 2004. Open and free, for friendly usage only. Modifications on Belgium ground of this piece of artistic work, by governement institutions or companies, must be notified to Bernard De Cuyper.