#include <F_CBB_LS.hpp>
Inheritance diagram for F_CBB_LS:
Purpose: Cauchy-Barzilai-Borwein of nxn Linear Solver Works here on SPD Matrices. It is much 2 times faster than BB. It is much less chaotic than BB. On linear problems it competes with CG. It is very competitive on against nonlinear CG, especially when non-quadratic objective functions are used. May win against NCG in nonlinear cases too. Paper: "Relaxed Steepest Descent and Cauchy-Barzilai-Borwein Method", M. Raydan & B. F. Svaiter, Numerical Analysis Report NA/207, January 2001, University Central of Venezuela, Caracas. "On the Barzilai-Borwein Method", R. Fletcher, Numerical Analysis Reprt NA/207, 2001, Universitee of Dundee, UK
Public Methods | |
F_CBB_LS (int maxIterations, double epsilon=1.0e-4) | |
virtual | ~F_CBB_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 |
FloatVector * | g |
FloatVector * | h |