#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 () |