[jira] [Updated] (MATH-581) Support for iterative linear solvers

["Sébastien Brisard (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MATH-581?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Sébastien Brisard updated MATH-581:
-----------------------------------

    Attachment: MATH-581-02.zip

A new version, accounting (I hope) for your comments. For the problem regarding exceptions, all vectors are actually stored as {{RealVector}}, and a *reference* is returned by {{getOffendingVector}}. In case the exception was raised by a {{double[]}}, then an {{ArrayRealVector}} holding a shallow copy of the {{double[]}} is returned, so that {{getOffendingVector()}} consistently returns a reference to the object concerned.

I'm still not completely happy with those clases, I'm seriously considering removing the methods
{{RealLinearOperator.operate(double[], double[])}}, which I had put in for performance reasons (I wanted to avoid array creations as much as possible). Some crude monitoring on fairly large vector spaces (n = 786432) shows that the GC does its work very well indeed, so this method is no longer necessary, I think. Besides, such a method signature departs slightly from the Commons-math approach, as far as I understand. What are your views on this?

> Support for iterative linear solvers
> ------------------------------------
>
>                 Key: MATH-581
>                 URL: https://issues.apache.org/jira/browse/MATH-581
>             Project: Commons Math
>          Issue Type: New Feature
>    Affects Versions: 3.0, Nightly Builds
>            Reporter: Sébastien Brisard
>              Labels: iterative, linear, solver
>         Attachments: MATH-581-01.patch, MATH-581-02.zip, linearoperator.zip
>
>
> Dear all,
> this issue has already been discussed on the forum. The idea is to implement the most popular linear iterative solvers (CG, SYMMLQ, etc...) in commons-math. The beauty of these solvers is that they do not need direct access to the coefficients of the matrix, only matrix-vector products are necessary. This is goof, as sometimes it is inetficient to store the coefficients of the matrix.
> So basically, before implementing the iterative solvers, we need to define an interface slightly more general than a matrix, namely LinearOperator, with only one basic operation: matrix-vector product.
> Here are a few interfaces and abstract classes that do that. Nothing fancy yet, I just wanted to have you advice on the implementation before I commit some solvers.
> I thought these classes could go in a package org.apache.commons.math.linearoperator, but really, I haven't got a clue...
> Best regards,
> Sebastien

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