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F_CBB_LS Class Reference

#include <F_CBB_LS.hpp>

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Detailed Description

Cauchy-Barzilai-Borwein Linear Solver.

Author:
Bernard De Cuyper
Version:
1.15
Date:
16/07/2004
Remarks:
Tornado1 Iterative Linear Solver
 
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

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


Public Methods

 F_CBB_LS (int maxIterations, double epsilon=1.0e-4)
virtual ~F_CBB_LS ()
virtual FloatVectorsolve (AFloatMatrix *m, FloatVector *b, FloatVector *dest)

Protected Methods

virtual FloatVectorsingleSolve (AFloatMatrix *A, FloatVector *b, FloatVector *x=0)

Private Attributes

double alpha
FloatVectorg
FloatVectorh


The documentation for this class was generated from the following files:
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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.
bern_bdc@hotmail.com