#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 |
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