#include <F_SGS_BB_LS.hpp>
Inheritance diagram for F_SGS_BB_LS:


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