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F_SGS_BB_LS Class Reference

#include <F_SGS_BB_LS.hpp>

Inheritance diagram for F_SGS_BB_LS:

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Detailed Description

SGS Barzilai-Borwein Linear Solver.

Author:
Bernard De Cuyper
Version:
1.15
Date:
02/10/2004
Remarks:
Tornado1 Iterative SSOR Linear Solver
 
Purpose:        Barzilai-Borwein with Symmetric Gauss Seidel preconditioning of a 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.

                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 Reprt NA/207, 2001, 
                Universitee of Dundee, UK

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


Public Methods

 F_SGS_BB_LS (int maxIter, double epsilon, int type=0)
virtual ~F_SGS_BB_LS ()


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