LA: iterative solver no longer stateful on iterator

src/Examples/LinearAlgebra/IterativeSolvers/BiCgStabSolver.cs

@@ -108,10 +108,10 @@ namespace Examples.LinearAlgebra.IterativeSolversExamples
             var monitor = new Iterator<double>(new IIterationStopCriterium<double>[] { iterationCountStopCriterium, residualStopCriterium });
 
             // Create Bi-Conjugate Gradient Stabilized solver
-            var solver = new BiCgStab(monitor);
+            var solver = new BiCgStab();
 
             // 1. Solve the matrix equation
-            var resultX = solver.Solve(matrixA, vectorB);
+            var resultX = solver.Solve(matrixA, vectorB, monitor);
             Console.WriteLine(@"1. Solve the matrix equation");
             Console.WriteLine();
 
@@ -126,7 +126,7 @@ namespace Examples.LinearAlgebra.IterativeSolversExamples
             // - CalculationRunning: calculation is running and no results are yet known;
             // - CalculationStoppedWithoutConvergence: calculation has been stopped due to reaching the stopping limits, but that convergence was not achieved;
             Console.WriteLine(@"2. Solver status of the iterations");
-            Console.WriteLine(solver.IterationResult);
+            Console.WriteLine(monitor.Status);
             Console.WriteLine();
 
             // 3. Solution result vector of the matrix equation

src/Examples/LinearAlgebra/IterativeSolvers/CompositeSolverExample.cs

@@ -112,10 +112,10 @@ namespace Examples.LinearAlgebra.IterativeSolversExamples
             CompositeSolver.LoadSolverInformationFromAssembly(Assembly.GetExecutingAssembly());
 
             // Create composite solver
-            var solver = new CompositeSolver(monitor);
+            var solver = new CompositeSolver();
             
             // 1. Solve the matrix equation
-            var resultX = solver.Solve(matrixA, vectorB);
+            var resultX = solver.Solve(matrixA, vectorB, monitor);
             Console.WriteLine(@"1. Solve the matrix equation");
             Console.WriteLine();
 
@@ -130,7 +130,7 @@ namespace Examples.LinearAlgebra.IterativeSolversExamples
             // - CalculationRunning: calculation is running and no results are yet known;
             // - CalculationStoppedWithoutConvergence: calculation has been stopped due to reaching the stopping limits, but that convergence was not achieved;
             Console.WriteLine(@"2. Solver status of the iterations");
-            Console.WriteLine(solver.IterationResult);
+            Console.WriteLine(monitor.Status);
             Console.WriteLine();
 
             // 3. Solution result vector of the matrix equation

src/Examples/LinearAlgebra/IterativeSolvers/GpBiCgSolver.cs

@@ -106,10 +106,10 @@ namespace Examples.LinearAlgebra.IterativeSolversExamples
             var monitor = new Iterator<double>(new IIterationStopCriterium<double>[] { iterationCountStopCriterium, residualStopCriterium });
 
             // Create Generalized Product Bi-Conjugate Gradient solver
-            var solver = new GpBiCg(monitor);
+            var solver = new GpBiCg();
 
             // 1. Solve the matrix equation
-            var resultX = solver.Solve(matrixA, vectorB);
+            var resultX = solver.Solve(matrixA, vectorB, monitor);
             Console.WriteLine(@"1. Solve the matrix equation");
             Console.WriteLine();
 
@@ -124,7 +124,7 @@ namespace Examples.LinearAlgebra.IterativeSolversExamples
             // - CalculationRunning: calculation is running and no results are yet known;
             // - CalculationStoppedWithoutConvergence: calculation has been stopped due to reaching the stopping limits, but that convergence was not achieved;
             Console.WriteLine(@"2. Solver status of the iterations");
-            Console.WriteLine(solver.IterationResult);
+            Console.WriteLine(monitor.Status);
             Console.WriteLine();
 
             // 3. Solution result vector of the matrix equation

src/Examples/LinearAlgebra/IterativeSolvers/MlkBiCgStabSolver.cs

@@ -107,10 +107,10 @@ namespace Examples.LinearAlgebra.IterativeSolversExamples
             var monitor = new Iterator<double>(new IIterationStopCriterium<double>[] { iterationCountStopCriterium, residualStopCriterium });
 
             // Create Multiple-Lanczos Bi-Conjugate Gradient Stabilized solver
-            var solver = new MlkBiCgStab(monitor);
+            var solver = new MlkBiCgStab();
 
             // 1. Solve the matrix equation
-            var resultX = solver.Solve(matrixA, vectorB);
+            var resultX = solver.Solve(matrixA, vectorB, monitor);
             Console.WriteLine(@"1. Solve the matrix equation");
             Console.WriteLine();
 
@@ -125,7 +125,7 @@ namespace Examples.LinearAlgebra.IterativeSolversExamples
             // - CalculationRunning: calculation is running and no results are yet known;
             // - CalculationStoppedWithoutConvergence: calculation has been stopped due to reaching the stopping limits, but that convergence was not achieved;
             Console.WriteLine(@"2. Solver status of the iterations");
-            Console.WriteLine(solver.IterationResult);
+            Console.WriteLine(monitor.Status);
             Console.WriteLine();
 
             // 3. Solution result vector of the matrix equation

src/Examples/LinearAlgebra/IterativeSolvers/TFQMRSolver.cs

@@ -107,10 +107,10 @@ namespace Examples.LinearAlgebra.IterativeSolversExamples
             var monitor = new Iterator<double>(new IIterationStopCriterium<double>[] { iterationCountStopCriterium, residualStopCriterium });
 
             // Create Transpose Free Quasi-Minimal Residual solver
-            var solver = new TFQMR(monitor);
+            var solver = new TFQMR();
 
             // 1. Solve the matrix equation
-            var resultX = solver.Solve(matrixA, vectorB);
+            var resultX = solver.Solve(matrixA, vectorB, monitor);
             Console.WriteLine(@"1. Solve the matrix equation");
             Console.WriteLine();
 
@@ -125,7 +125,7 @@ namespace Examples.LinearAlgebra.IterativeSolversExamples
             // - CalculationRunning: calculation is running and no results are yet known;
             // - CalculationStoppedWithoutConvergence: calculation has been stopped due to reaching the stopping limits, but that convergence was not achieved;
             Console.WriteLine(@"2. Solver status of the iterations");
-            Console.WriteLine(solver.IterationResult);
+            Console.WriteLine(monitor.Status);
             Console.WriteLine();
 
             // 3. Solution result vector of the matrix equation

src/Numerics/LinearAlgebra/Complex/Solvers/BiCgStab.cs

@@ -78,11 +78,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// </summary>
         IPreConditioner<Complex> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<Complex> _iterator;
-
         /// <summary>
         /// Indicates if the user has stopped the solver.
         /// </summary>
@@ -96,44 +91,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// the standard settings and a default preconditioner.
         /// </remarks>
         public BiCgStab()
-            : this(null, null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="BiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process. </param>
-        public BiCgStab(Iterator<Complex> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="BiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        public BiCgStab(IPreConditioner<Complex> preconditioner)
-            : this(preconditioner, null)
         {
         }
 
@@ -153,10 +110,8 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// </para>
         /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation. </param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process. </param>
-        public BiCgStab(IPreConditioner<Complex> preconditioner, Iterator<Complex> iterator)
+        public BiCgStab(IPreConditioner<Complex> preconditioner)
         {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -169,23 +124,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<Complex> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            get { return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined; }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -204,15 +142,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="vector">The solution <see cref="Vector"/>, <c>b</c>.</param>
         /// <returns>The result <see cref="Vector"/>, <c>x</c>.</returns>
-        public Vector<Complex> Solve(Matrix<Complex> matrix, Vector<Complex> vector)
+        public Vector<Complex> Solve(Matrix<Complex> matrix, Vector<Complex> vector, Iterator<Complex> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -223,7 +156,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="input">The solution <see cref="Vector"/>, <c>b</c>.</param>
         /// <param name="result">The result <see cref="Vector"/>, <c>x</c>.</param>
-        public void Solve(Matrix<Complex> matrix, Vector<Complex> input, Vector<Complex> result)
+        public void Solve(Matrix<Complex> matrix, Vector<Complex> input, Vector<Complex> result, Iterator<Complex> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -263,9 +196,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<Complex>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -302,7 +235,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
             Complex omega = 0;
 
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, result, input, residuals))
+            while (ShouldContinue(iterator, iterationNumber, result, input, residuals))
             {
                 // rho_(i-1) = r~^T r_(i-1) // dotproduct r~ and r_(i-1)
                 var oldRho = currentRho;
@@ -361,7 +294,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
                 temp2.CopyTo(temp);
 
                 // Check convergence and stop if we are converged.
-                if (!ShouldContinue(iterationNumber, temp, input, vecS))
+                if (!ShouldContinue(iterator, iterationNumber, temp, input, vecS))
                 {
                     temp.CopyTo(result);
 
@@ -369,7 +302,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
                     CalculateTrueResidual(matrix, residuals, result, input);
 
                     // Now recheck the convergence
-                    if (!ShouldContinue(iterationNumber, result, input, residuals))
+                    if (!ShouldContinue(iterator, iterationNumber, result, input, residuals))
                     {
                         // We're all good now.
                         return;
@@ -410,7 +343,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
                     throw new Exception("Iterative solver experience a numerical break down");
                 }
 
-                if (!ShouldContinue(iterationNumber, result, input, residuals))
+                if (!ShouldContinue(iterator, iterationNumber, result, input, residuals))
                 {
                     // Recalculate the residuals and go round again. This is done to ensure that
                     // we have the proper residuals.
@@ -451,7 +384,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<Complex> result, Vector<Complex> source, Vector<Complex> residuals)
+        bool ShouldContinue(Iterator<Complex> iterator, int iterationNumber, Vector<Complex> result, Vector<Complex> source, Vector<Complex> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -459,11 +392,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -474,20 +407,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="input">The solution <see cref="Matrix"/>, <c>B</c>.</param>
         /// <returns>The result <see cref="Matrix"/>, <c>X</c>.</returns>
-        public Matrix<Complex> Solve(Matrix<Complex> matrix, Matrix<Complex> input)
+        public Matrix<Complex> Solve(Matrix<Complex> matrix, Matrix<Complex> input, Iterator<Complex> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -498,31 +421,21 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="input">The solution <see cref="Matrix"/>, <c>B</c>.</param>
         /// <param name="result">The result <see cref="Matrix"/>, <c>X</c></param>
-        public void Solve(Matrix<Complex> matrix, Matrix<Complex> input, Matrix<Complex> result)
+        public void Solve(Matrix<Complex> matrix, Matrix<Complex> input, Matrix<Complex> result, Iterator<Complex> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
+            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
-                throw new ArgumentNullException("result");
+                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
-            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
+            if (iterator == null)
             {
-                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
+                iterator = new Iterator<Complex>(Iterator.CreateDefaultStopCriteria());
             }
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Complex/Solvers/CompositeSolver.cs

@@ -339,11 +339,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// </summary>
         IterationStatus _status = IterationStatus.Indetermined;
 
-        /// <summary>
-        /// The iterator that is used to control the iteration process.
-        /// </summary>
-        Iterator<Complex> _iterator;
-
         /// <summary>
         /// A flag indicating if the solver has been stopped or not.
         /// </summary>
@@ -358,37 +353,8 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <summary>
         /// Initializes a new instance of the <see cref="CompositeSolver"/> class with the default iterator.
         /// </summary>
-        public CompositeSolver() : this(null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="CompositeSolver"/> class with the specified iterator.
-        /// </summary>
-        /// <param name="iterator">The iterator that will be used to control the iteration process. </param>
-        public CompositeSolver(Iterator<Complex> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Sets the <c>IIterator</c> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<Complex> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
+        public CompositeSolver()
         {
-            get
-            {
-                return _status;
-            }
         }
 
         /// <summary>
@@ -414,10 +380,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<Complex> Solve(Matrix<Complex> matrix, Vector<Complex> vector)
+        public Vector<Complex> Solve(Matrix<Complex> matrix, Vector<Complex> vector, Iterator<Complex> iterator = null)
         {
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -428,7 +394,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<Complex> matrix, Vector<Complex> input, Vector<Complex> result)
+        public void Solve(Matrix<Complex> matrix, Vector<Complex> input, Vector<Complex> result, Iterator<Complex> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -448,9 +414,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<Complex>(Iterator.CreateDefaultStopCriteria());
             }
 
             // Load the solvers into our own internal data structure
@@ -473,11 +439,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
                 try
                 {
                     // Reset the iterator and pass it to the solver
-                    _iterator.Reset();
-                    solver.SetIterator(_iterator);
+                    iterator.Reset();
 
                     // Start the solver
-                    solver.Solve(matrix, internalInput, internalResult);
+                    solver.Solve(matrix, internalInput, internalResult, iterator);
+                    _status = iterator.Status;
                 }
                 catch (Exception)
                 {
@@ -491,7 +457,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
                 }
 
                 // There was no fatal breakdown so check the status
-                if (_iterator.HasConverged)
+                if (_status == IterationStatus.Converged)
                 {
                     // We're done
                     internalResult.CopyTo(result);
@@ -501,7 +467,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
                 // We're not done
                 // Either:
                 // - calculation finished without convergence
-                if (_iterator.HasStoppedWithoutConvergence)
+                if (_status == IterationStatus.StoppedWithoutConvergence)
                 {
                     // Copy the internal result to the result vector and
                     // continue with the calculation.
@@ -522,9 +488,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
             // Clean up
             // No longer need the current solver
             _currentSolver = null;
-
-            // Set the final status
-            _status = _iterator.Status;
         }
 
         /// <summary>
@@ -554,10 +517,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<Complex> Solve(Matrix<Complex> matrix, Matrix<Complex> input)
+        public Matrix<Complex> Solve(Matrix<Complex> matrix, Matrix<Complex> input, Iterator<Complex> iterator = null)
         {
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -568,16 +531,21 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<Complex> matrix, Matrix<Complex> input, Matrix<Complex> result)
+        public void Solve(Matrix<Complex> matrix, Matrix<Complex> input, Matrix<Complex> result, Iterator<Complex> iterator = null)
         {
             if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
                 throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
+            if (iterator == null)
+            {
+                iterator = new Iterator<Complex>(Iterator.CreateDefaultStopCriteria());
+            }
+
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Complex/Solvers/GpBiCg.cs

@@ -76,11 +76,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// </summary>
         IPreConditioner<Complex> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<Complex> _iterator;
-
         /// <summary>
         /// Indicates the number of <c>BiCGStab</c> steps should be taken 
         /// before switching.
@@ -106,7 +101,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// the standard settings and a default preconditioner.
         /// </remarks>
         public GpBiCg()
-            : this(null, null)
         {
         }
 
@@ -115,9 +109,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// </summary>
         /// <remarks>
         /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
         /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
         /// <list type="number">
         /// <item>It is possible to set the desired convergence limits.</item>
@@ -128,45 +119,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// </list>
         /// </para>
         /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public GpBiCg(Iterator<Complex> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="GpBiCg"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
         public GpBiCg(IPreConditioner<Complex> preconditioner)
-            : this(preconditioner, null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="GpBiCg"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public GpBiCg(IPreConditioner<Complex> preconditioner, Iterator<Complex> iterator)
         {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -217,23 +172,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<Complex> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            get { return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined; }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -253,15 +191,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<Complex> Solve(Matrix<Complex> matrix, Vector<Complex> vector)
+        public Vector<Complex> Solve(Matrix<Complex> matrix, Vector<Complex> vector, Iterator<Complex> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -272,7 +205,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<Complex> matrix, Vector<Complex> input, Vector<Complex> result)
+        public void Solve(Matrix<Complex> matrix, Vector<Complex> input, Vector<Complex> result, Iterator<Complex> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -307,9 +240,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<Complex>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -356,7 +289,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
 
             // for (k = 0, 1, .... )
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, xtemp, input, residuals))
+            while (ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
             {
                 // p_k = r_k + beta_(k-1) * (p_(k-1) - u_(k-1))
                 p.Subtract(u, temp);
@@ -497,7 +430,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
                 _preconditioner.Approximate(xtemp, result);
 
                 // Now check for convergence
-                if (!ShouldContinue(iterationNumber, result, input, residuals))
+                if (!ShouldContinue(iterator, iterationNumber, result, input, residuals))
                 {
                     // Recalculate the residuals and go round again. This is done to ensure that
                     // we have the proper residuals.
@@ -534,7 +467,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<Complex> result, Vector<Complex> source, Vector<Complex> residuals)
+        bool ShouldContinue(Iterator<Complex> iterator, int iterationNumber, Vector<Complex> result, Vector<Complex> source, Vector<Complex> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -542,11 +475,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -574,20 +507,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<Complex> Solve(Matrix<Complex> matrix, Matrix<Complex> input)
+        public Matrix<Complex> Solve(Matrix<Complex> matrix, Matrix<Complex> input, Iterator<Complex> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -598,31 +521,21 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<Complex> matrix, Matrix<Complex> input, Matrix<Complex> result)
+        public void Solve(Matrix<Complex> matrix, Matrix<Complex> input, Matrix<Complex> result, Iterator<Complex> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
+            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
-                throw new ArgumentNullException("result");
+                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
-            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
+            if (iterator == null)
             {
-                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
+                iterator = new Iterator<Complex>(Iterator.CreateDefaultStopCriteria());
             }
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Complex/Solvers/Iterator.cs

@@ -49,16 +49,25 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         // TODO: Refactor
 
         /// <summary>
-        /// Creates a default iterator with all the <see cref="IIterationStopCriterium{T}"/> objects.
+        /// Creates the default stop criteria.
         /// </summary>
-        /// <returns>A new <see cref="Iterator{T}"/> object.</returns>
-        public static Iterator<Complex> CreateDefault()
+        public static IIterationStopCriterium<Complex>[] CreateDefaultStopCriteria()
         {
-            return new Iterator<Complex>(
+            return new IIterationStopCriterium<Complex>[]
+            {
                 new FailureStopCriterium(),
                 new DivergenceStopCriterium(),
                 new IterationCountStopCriterium<Complex>(),
-                new ResidualStopCriterium());
+                new ResidualStopCriterium()
+            };
+        }
+
+        /// <summary>
+        /// Creates a default iterator with all the default stop criteria.
+        /// </summary>
+        public static Iterator<Complex> CreateDefault()
+        {
+            return new Iterator<Complex>(CreateDefaultStopCriteria());
         }
     }
 }

src/Numerics/LinearAlgebra/Complex/Solvers/MlkBiCgStab.cs

@@ -82,11 +82,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// </summary>
         IPreConditioner<Complex> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<Complex> _iterator;
-
         /// <summary>
         /// The collection of starting vectors which are used as the basis for the Krylov sub-space.
         /// </summary>
@@ -110,7 +105,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// the standard settings and a default preconditioner.
         /// </remarks>
         public MlkBiCgStab()
-            : this(null, null)
         {
         }
 
@@ -119,9 +113,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// </summary>
         /// <remarks>
         /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
         /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
         /// <list type="number">
         /// <item>It is possible to set the desired convergence limits.</item>
@@ -132,45 +123,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// </list>
         /// </para>
         /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public MlkBiCgStab(Iterator<Complex> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="MlkBiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
         public MlkBiCgStab(IPreConditioner<Complex> preconditioner)
-            : this(preconditioner, null)
         {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="MlkBiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public MlkBiCgStab(IPreConditioner<Complex> preconditioner, Iterator<Complex> iterator)
-        {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -215,15 +170,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<Complex> iterator)
-        {
-            _iterator = iterator;
-        }
-
         /// <summary>
         /// Gets or sets a series of orthonormal vectors which will be used as basis for the 
         /// Krylov sub-space.
@@ -247,15 +193,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
             }
         }
 
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            [DebuggerStepThrough]
-            get { return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined; }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -274,15 +211,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<Complex> Solve(Matrix<Complex> matrix, Vector<Complex> vector)
+        public Vector<Complex> Solve(Matrix<Complex> matrix, Vector<Complex> vector, Iterator<Complex> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -293,7 +225,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<Complex> matrix, Vector<Complex> input, Vector<Complex> result)
+        public void Solve(Matrix<Complex> matrix, Vector<Complex> input, Vector<Complex> result, Iterator<Complex> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -328,9 +260,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<Complex>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -400,7 +332,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
 
             // FOR (j = 0, 1, 2 ....)
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, xtemp, input, residuals))
+            while (ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
             {
                 // SOLVE M g~_((j-1)k+k) = g_((j-1)k+k)
                 _preconditioner.Approximate(g[k - 1], gtemp);
@@ -458,13 +390,13 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
                 temp2.CopyTo(xtemp);
 
                 // Check convergence and stop if we are converged.
-                if (!ShouldContinue(iterationNumber, xtemp, input, residuals))
+                if (!ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
                 {
                     // Calculate the true residual
                     CalculateTrueResidual(matrix, residuals, xtemp, input);
 
                     // Now recheck the convergence
-                    if (!ShouldContinue(iterationNumber, xtemp, input, residuals))
+                    if (!ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
                     {
                         // We're all good now.
                         // Exit from the while loop.
@@ -593,7 +525,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
                         temp2.CopyTo(residuals);
 
                         // We can check the residuals here if they're close
-                        if (!ShouldContinue(iterationNumber, xtemp, input, residuals))
+                        if (!ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
                         {
                             // Recalculate the residuals and go round again. This is done to ensure that
                             // we have the proper residuals.
@@ -717,7 +649,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<Complex> result, Vector<Complex> source, Vector<Complex> residuals)
+        bool ShouldContinue(Iterator<Complex> iterator, int iterationNumber, Vector<Complex> result, Vector<Complex> source, Vector<Complex> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -725,11 +657,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -740,20 +672,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<Complex> Solve(Matrix<Complex> matrix, Matrix<Complex> input)
+        public Matrix<Complex> Solve(Matrix<Complex> matrix, Matrix<Complex> input, Iterator<Complex> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -764,31 +686,21 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<Complex> matrix, Matrix<Complex> input, Matrix<Complex> result)
+        public void Solve(Matrix<Complex> matrix, Matrix<Complex> input, Matrix<Complex> result, Iterator<Complex> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
+            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
-                throw new ArgumentNullException("result");
+                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
-            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
+            if (iterator == null)
             {
-                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
+                iterator = new Iterator<Complex>(Iterator.CreateDefaultStopCriteria());
             }
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Complex/Solvers/TFQMR.cs

@@ -67,11 +67,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// </summary>
         IPreConditioner<Complex> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<Complex> _iterator;
-
         /// <summary>
         /// Indicates if the user has stopped the solver.
         /// </summary>
@@ -85,7 +80,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// the standard settings and a default preconditioner.
         /// </remarks>
         public TFQMR()
-            : this(null, null)
         {
         }
 
@@ -94,9 +88,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// </summary>
         /// <remarks>
         /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
         /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
         /// <list type="number">
         /// <item>It is possible to set the desired convergence limits.</item>
@@ -107,45 +98,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// </list>
         /// </para>
         /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public TFQMR(Iterator<Complex> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="TFQMR"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
         public TFQMR(IPreConditioner<Complex> preconditioner)
-            : this(preconditioner, null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="TFQMR"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public TFQMR(IPreConditioner<Complex> preconditioner, Iterator<Complex> iterator)
         {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -158,23 +113,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<Complex> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            get { return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined; }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -193,15 +131,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<Complex> Solve(Matrix<Complex> matrix, Vector<Complex> vector)
+        public Vector<Complex> Solve(Matrix<Complex> matrix, Vector<Complex> vector, Iterator<Complex> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -212,7 +145,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<Complex> matrix, Vector<Complex> input, Vector<Complex> result)
+        public void Solve(Matrix<Complex> matrix, Vector<Complex> input, Vector<Complex> result, Iterator<Complex> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -247,9 +180,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<Complex>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -298,7 +231,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
 
             // Start the iteration
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, result, input, pseudoResiduals))
+            while (ShouldContinue(iterator, iterationNumber, result, input, pseudoResiduals))
             {
                 // First part of the step, the even bit
                 if (IsEven(iterationNumber))
@@ -308,7 +241,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
                     if (sigma.Real.AlmostEqual(0, 1) && sigma.Imaginary.AlmostEqual(0, 1))
                     {
                         // FAIL HERE
-                        _iterator.Cancel();
+                        iterator.Cancel();
                         break;
                     }
 
@@ -357,7 +290,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
                 temp2.CopyTo(x);
 
                 // Check convergence and see if we can bail
-                if (!ShouldContinue(iterationNumber, result, input, pseudoResiduals))
+                if (!ShouldContinue(iterator, iterationNumber, result, input, pseudoResiduals))
                 {
                     // Calculate the real values
                     _preconditioner.Approximate(x, result);
@@ -368,7 +301,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
                     CalculateTrueResidual(matrix, temp, result, input);
 
                     // Now recheck the convergence
-                    if (!ShouldContinue(iterationNumber, result, input, temp))
+                    if (!ShouldContinue(iterator, iterationNumber, result, input, temp))
                     {
                         // We're all good now.
                         return;
@@ -381,7 +314,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
                     if (rho.Real.AlmostEqual(0, 1) && rho.Imaginary.AlmostEqual(0, 1))
                     {
                         // FAIL HERE
-                        _iterator.Cancel();
+                        iterator.Cancel();
                         break;
                     }
 
@@ -441,7 +374,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<Complex> result, Vector<Complex> source, Vector<Complex> residuals)
+        bool ShouldContinue(Iterator<Complex> iterator, int iterationNumber, Vector<Complex> result, Vector<Complex> source, Vector<Complex> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -449,11 +382,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -474,20 +407,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<Complex> Solve(Matrix<Complex> matrix, Matrix<Complex> input)
+        public Matrix<Complex> Solve(Matrix<Complex> matrix, Matrix<Complex> input, Iterator<Complex> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -498,31 +421,21 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<Complex> matrix, Matrix<Complex> input, Matrix<Complex> result)
+        public void Solve(Matrix<Complex> matrix, Matrix<Complex> input, Matrix<Complex> result, Iterator<Complex> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
+            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
-                throw new ArgumentNullException("result");
+                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
-            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
+            if (iterator == null)
             {
-                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
+                iterator = new Iterator<Complex>(Iterator.CreateDefaultStopCriteria());
             }
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Complex32/Solvers/BiCgStab.cs

@@ -71,11 +71,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// </summary>
         IPreConditioner<Numerics.Complex32> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<Numerics.Complex32> _iterator;
-
         /// <summary>
         /// Indicates if the user has stopped the solver.
         /// </summary>
@@ -89,44 +84,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// the standard settings and a default preconditioner.
         /// </remarks>
         public BiCgStab()
-            : this(null, null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="BiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process. </param>
-        public BiCgStab(Iterator<Numerics.Complex32> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="BiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        public BiCgStab(IPreConditioner<Numerics.Complex32> preconditioner)
-            : this(preconditioner, null)
         {
         }
 
@@ -146,10 +103,8 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// </para>
         /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation. </param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process. </param>
-        public BiCgStab(IPreConditioner<Numerics.Complex32> preconditioner, Iterator<Numerics.Complex32> iterator)
+        public BiCgStab(IPreConditioner<Numerics.Complex32> preconditioner)
         {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -162,23 +117,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<Numerics.Complex32> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            get { return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined; }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -197,15 +135,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="vector">The solution <see cref="Vector"/>, <c>b</c>.</param>
         /// <returns>The result <see cref="Vector"/>, <c>x</c>.</returns>
-        public Vector<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> vector)
+        public Vector<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> vector, Iterator<Numerics.Complex32> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -216,7 +149,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="input">The solution <see cref="Vector"/>, <c>b</c>.</param>
         /// <param name="result">The result <see cref="Vector"/>, <c>x</c>.</param>
-        public void Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> input, Vector<Numerics.Complex32> result)
+        public void Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> input, Vector<Numerics.Complex32> result, Iterator<Numerics.Complex32> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -256,9 +189,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<Numerics.Complex32>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -295,7 +228,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
             Numerics.Complex32 omega = 0;
 
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, result, input, residuals))
+            while (ShouldContinue(iterator, iterationNumber, result, input, residuals))
             {
                 // rho_(i-1) = r~^T r_(i-1) // dotproduct r~ and r_(i-1)
                 var oldRho = currentRho;
@@ -354,7 +287,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
                 temp2.CopyTo(temp);
 
                 // Check convergence and stop if we are converged.
-                if (!ShouldContinue(iterationNumber, temp, input, vecS))
+                if (!ShouldContinue(iterator, iterationNumber, temp, input, vecS))
                 {
                     temp.CopyTo(result);
 
@@ -362,7 +295,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
                     CalculateTrueResidual(matrix, residuals, result, input);
 
                     // Now recheck the convergence
-                    if (!ShouldContinue(iterationNumber, result, input, residuals))
+                    if (!ShouldContinue(iterator, iterationNumber, result, input, residuals))
                     {
                         // We're all good now.
                         return;
@@ -403,7 +336,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
                     throw new Exception("Iterative solver experience a numerical break down");
                 }
 
-                if (!ShouldContinue(iterationNumber, result, input, residuals))
+                if (!ShouldContinue(iterator, iterationNumber, result, input, residuals))
                 {
                     // Recalculate the residuals and go round again. This is done to ensure that
                     // we have the proper residuals.
@@ -444,7 +377,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<Numerics.Complex32> result, Vector<Numerics.Complex32> source, Vector<Numerics.Complex32> residuals)
+        bool ShouldContinue(Iterator<Numerics.Complex32> iterator, int iterationNumber, Vector<Numerics.Complex32> result, Vector<Numerics.Complex32> source, Vector<Numerics.Complex32> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -452,11 +385,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -467,20 +400,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="input">The solution <see cref="Matrix"/>, <c>B</c>.</param>
         /// <returns>The result <see cref="Matrix"/>, <c>X</c>.</returns>
-        public Matrix<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input)
+        public Matrix<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input, Iterator<Numerics.Complex32> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -491,31 +414,21 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="input">The solution <see cref="Matrix"/>, <c>B</c>.</param>
         /// <param name="result">The result <see cref="Matrix"/>, <c>X</c></param>
-        public void Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input, Matrix<Numerics.Complex32> result)
+        public void Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input, Matrix<Numerics.Complex32> result, Iterator<Numerics.Complex32> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
+            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
-                throw new ArgumentNullException("result");
+                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
-            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
+            if (iterator == null)
             {
-                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
+                iterator = new Iterator<Numerics.Complex32>(Iterator.CreateDefaultStopCriteria());
             }
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Complex32/Solvers/CompositeSolver.cs

@@ -86,7 +86,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         #endregion
 
 #if PORTABLE
-        private static readonly Dictionary<double, List<IIterativeSolverSetup<Complex32>>> SolverSetups = new Dictionary<double, List<IIterativeSolverSetup<Complex32>>>();        
+        private static readonly Dictionary<double, List<IIterativeSolverSetup<Numerics.Complex32>>> SolverSetups = new Dictionary<double, List<IIterativeSolverSetup<Numerics.Complex32>>>();
 #else
         /// <summary>
         /// The collection of iterative solver setups. Stored based on the
@@ -331,11 +331,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// </summary>
         IterationStatus _status = IterationStatus.Indetermined;
 
-        /// <summary>
-        /// The iterator that is used to control the iteration process.
-        /// </summary>
-        Iterator<Numerics.Complex32> _iterator;
-
         /// <summary>
         /// A flag indicating if the solver has been stopped or not.
         /// </summary>
@@ -350,37 +345,8 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <summary>
         /// Initializes a new instance of the <see cref="CompositeSolver"/> class with the default iterator.
         /// </summary>
-        public CompositeSolver() : this(null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="CompositeSolver"/> class with the specified iterator.
-        /// </summary>
-        /// <param name="iterator">The iterator that will be used to control the iteration process. </param>
-        public CompositeSolver(Iterator<Numerics.Complex32> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Sets the <c>IIterator</c> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<Numerics.Complex32> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
+        public CompositeSolver()
         {
-            get
-            {
-                return _status;
-            }
         }
 
         /// <summary>
@@ -406,10 +372,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> vector)
+        public Vector<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> vector, Iterator<Numerics.Complex32> iterator = null)
         {
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -420,7 +386,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> input, Vector<Numerics.Complex32> result)
+        public void Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> input, Vector<Numerics.Complex32> result, Iterator<Numerics.Complex32> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -440,9 +406,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<Numerics.Complex32>(Iterator.CreateDefaultStopCriteria());
             }
 
             // Load the solvers into our own internal data structure
@@ -465,11 +431,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
                 try
                 {
                     // Reset the iterator and pass it to the solver
-                    _iterator.Reset();
-                    solver.SetIterator(_iterator);
+                    iterator.Reset();
 
                     // Start the solver
-                    solver.Solve(matrix, internalInput, internalResult);
+                    solver.Solve(matrix, internalInput, internalResult, iterator);
+                    _status = iterator.Status;
                 }
                 catch (Exception)
                 {
@@ -483,7 +449,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
                 }
 
                 // There was no fatal breakdown so check the status
-                if (_iterator.HasConverged)
+                if (_status == IterationStatus.Converged)
                 {
                     // We're done
                     internalResult.CopyTo(result);
@@ -493,7 +459,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
                 // We're not done
                 // Either:
                 // - calculation finished without convergence
-                if (_iterator.HasStoppedWithoutConvergence)
+                if (_status == IterationStatus.StoppedWithoutConvergence)
                 {
                     // Copy the internal result to the result vector and
                     // continue with the calculation.
@@ -514,9 +480,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
             // Clean up
             // No longer need the current solver
             _currentSolver = null;
-
-            // Set the final status
-            _status = _iterator.Status;
         }
 
         /// <summary>
@@ -546,10 +509,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input)
+        public Matrix<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input, Iterator<Numerics.Complex32> iterator = null)
         {
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -560,16 +523,21 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input, Matrix<Numerics.Complex32> result)
+        public void Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input, Matrix<Numerics.Complex32> result, Iterator<Numerics.Complex32> iterator = null)
         {
             if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
                 throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
+            if (iterator == null)
+            {
+                iterator = new Iterator<Numerics.Complex32>(Iterator.CreateDefaultStopCriteria());
+            }
+
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Complex32/Solvers/GpBiCg.cs

@@ -69,11 +69,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// </summary>
         IPreConditioner<Numerics.Complex32> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<Numerics.Complex32> _iterator;
-
         /// <summary>
         /// Indicates the number of <c>BiCGStab</c> steps should be taken 
         /// before switching.
@@ -99,7 +94,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// the standard settings and a default preconditioner.
         /// </remarks>
         public GpBiCg()
-            : this(null, null)
         {
         }
 
@@ -108,9 +102,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// </summary>
         /// <remarks>
         /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
         /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
         /// <list type="number">
         /// <item>It is possible to set the desired convergence limits.</item>
@@ -121,45 +112,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// </list>
         /// </para>
         /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public GpBiCg(Iterator<Numerics.Complex32> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="GpBiCg"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
         public GpBiCg(IPreConditioner<Numerics.Complex32> preconditioner)
-            : this(preconditioner, null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="GpBiCg"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public GpBiCg(IPreConditioner<Numerics.Complex32> preconditioner, Iterator<Numerics.Complex32> iterator)
         {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -210,23 +165,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<Numerics.Complex32> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            get { return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined; }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -246,15 +184,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> vector)
+        public Vector<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> vector, Iterator<Numerics.Complex32> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -265,7 +198,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> input, Vector<Numerics.Complex32> result)
+        public void Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> input, Vector<Numerics.Complex32> result, Iterator<Numerics.Complex32> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -305,9 +238,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<Numerics.Complex32>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -354,7 +287,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
 
             // for (k = 0, 1, .... )
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, xtemp, input, residuals))
+            while (ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
             {
                 // p_k = r_k + beta_(k-1) * (p_(k-1) - u_(k-1))
                 p.Subtract(u, temp);
@@ -495,7 +428,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
                 _preconditioner.Approximate(xtemp, result);
 
                 // Now check for convergence
-                if (!ShouldContinue(iterationNumber, result, input, residuals))
+                if (!ShouldContinue(iterator, iterationNumber, result, input, residuals))
                 {
                     // Recalculate the residuals and go round again. This is done to ensure that
                     // we have the proper residuals.
@@ -532,7 +465,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<Numerics.Complex32> result, Vector<Numerics.Complex32> source, Vector<Numerics.Complex32> residuals)
+        bool ShouldContinue(Iterator<Numerics.Complex32> iterator, int iterationNumber, Vector<Numerics.Complex32> result, Vector<Numerics.Complex32> source, Vector<Numerics.Complex32> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -540,11 +473,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -572,20 +505,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input)
+        public Matrix<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input, Iterator<Numerics.Complex32> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -596,23 +519,8 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input, Matrix<Numerics.Complex32> result)
+        public void Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input, Matrix<Numerics.Complex32> result, Iterator<Numerics.Complex32> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
-            {
-                throw new ArgumentNullException("result");
-            }
-
             if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
                 throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
@@ -620,7 +528,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Complex32/Solvers/Iterator.cs

@@ -44,16 +44,25 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         // TODO: Refactor
 
         /// <summary>
-        /// Creates a default iterator with all the <see cref="IIterationStopCriterium{T}"/> objects.
+        /// Creates the default stop criteria.
         /// </summary>
-        /// <returns>A new <see cref="Iterator{T}"/> object.</returns>
-        public static Iterator<Complex32> CreateDefault()
+        public static IIterationStopCriterium<Complex32>[] CreateDefaultStopCriteria()
         {
-            return new Iterator<Complex32>(
+            return new IIterationStopCriterium<Complex32>[]
+            {
                 new FailureStopCriterium(),
                 new DivergenceStopCriterium(),
                 new IterationCountStopCriterium<Complex32>(),
-                new ResidualStopCriterium());
+                new ResidualStopCriterium()
+            };
+        }
+
+        /// <summary>
+        /// Creates a default iterator with all the default stop criteria.
+        /// </summary>
+        public static Iterator<Complex32> CreateDefault()
+        {
+            return new Iterator<Complex32>(CreateDefaultStopCriteria());
         }
     }
 }

src/Numerics/LinearAlgebra/Complex32/Solvers/MlkBiCgStab.cs

@@ -74,11 +74,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// </summary>
         IPreConditioner<Numerics.Complex32> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<Numerics.Complex32> _iterator;
-
         /// <summary>
         /// The collection of starting vectors which are used as the basis for the Krylov sub-space.
         /// </summary>
@@ -102,7 +97,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// the standard settings and a default preconditioner.
         /// </remarks>
         public MlkBiCgStab()
-            : this(null, null)
         {
         }
 
@@ -111,9 +105,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// </summary>
         /// <remarks>
         /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
         /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
         /// <list type="number">
         /// <item>It is possible to set the desired convergence limits.</item>
@@ -124,45 +115,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// </list>
         /// </para>
         /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public MlkBiCgStab(Iterator<Numerics.Complex32> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="MlkBiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
         public MlkBiCgStab(IPreConditioner<Numerics.Complex32> preconditioner)
-            : this(preconditioner, null)
         {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="MlkBiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public MlkBiCgStab(IPreConditioner<Numerics.Complex32> preconditioner, Iterator<Numerics.Complex32> iterator)
-        {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -207,15 +162,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<Numerics.Complex32> iterator)
-        {
-            _iterator = iterator;
-        }
-
         /// <summary>
         /// Gets or sets a series of orthonormal vectors which will be used as basis for the 
         /// Krylov sub-space.
@@ -239,15 +185,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
             }
         }
 
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            [DebuggerStepThrough]
-            get { return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined; }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -266,15 +203,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> vector)
+        public Vector<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> vector, Iterator<Numerics.Complex32> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -285,7 +217,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> input, Vector<Numerics.Complex32> result)
+        public void Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> input, Vector<Numerics.Complex32> result, Iterator<Numerics.Complex32> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -325,9 +257,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<Numerics.Complex32>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -397,7 +329,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
 
             // FOR (j = 0, 1, 2 ....)
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, xtemp, input, residuals))
+            while (ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
             {
                 // SOLVE M g~_((j-1)k+k) = g_((j-1)k+k)
                 _preconditioner.Approximate(g[k - 1], gtemp);
@@ -455,13 +387,13 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
                 temp2.CopyTo(xtemp);
 
                 // Check convergence and stop if we are converged.
-                if (!ShouldContinue(iterationNumber, xtemp, input, residuals))
+                if (!ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
                 {
                     // Calculate the true residual
                     CalculateTrueResidual(matrix, residuals, xtemp, input);
 
                     // Now recheck the convergence
-                    if (!ShouldContinue(iterationNumber, xtemp, input, residuals))
+                    if (!ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
                     {
                         // We're all good now.
                         // Exit from the while loop.
@@ -590,7 +522,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
                         temp2.CopyTo(residuals);
 
                         // We can check the residuals here if they're close
-                        if (!ShouldContinue(iterationNumber, xtemp, input, residuals))
+                        if (!ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
                         {
                             // Recalculate the residuals and go round again. This is done to ensure that
                             // we have the proper residuals.
@@ -714,7 +646,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<Numerics.Complex32> result, Vector<Numerics.Complex32> source, Vector<Numerics.Complex32> residuals)
+        bool ShouldContinue(Iterator<Numerics.Complex32> iterator, int iterationNumber, Vector<Numerics.Complex32> result, Vector<Numerics.Complex32> source, Vector<Numerics.Complex32> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -722,11 +654,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -737,20 +669,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input)
+        public Matrix<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input, Iterator<Numerics.Complex32> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -761,31 +683,21 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input, Matrix<Numerics.Complex32> result)
+        public void Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input, Matrix<Numerics.Complex32> result, Iterator<Numerics.Complex32> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
+            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
-                throw new ArgumentNullException("result");
+                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
-            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
+            if (iterator == null)
             {
-                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
+                iterator = new Iterator<Numerics.Complex32>(Iterator.CreateDefaultStopCriteria());
             }
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Complex32/Solvers/TFQMR.cs

@@ -59,11 +59,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// </summary>
         IPreConditioner<Numerics.Complex32> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<Numerics.Complex32> _iterator;
-
         /// <summary>
         /// Indicates if the user has stopped the solver.
         /// </summary>
@@ -77,7 +72,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// the standard settings and a default preconditioner.
         /// </remarks>
         public TFQMR()
-            : this(null, null)
         {
         }
 
@@ -86,9 +80,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// </summary>
         /// <remarks>
         /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
         /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
         /// <list type="number">
         /// <item>It is possible to set the desired convergence limits.</item>
@@ -99,45 +90,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// </list>
         /// </para>
         /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public TFQMR(Iterator<Numerics.Complex32> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="TFQMR"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
         public TFQMR(IPreConditioner<Numerics.Complex32> preconditioner)
-            : this(preconditioner, null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="TFQMR"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public TFQMR(IPreConditioner<Numerics.Complex32> preconditioner, Iterator<Numerics.Complex32> iterator)
         {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -150,23 +105,6 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<Numerics.Complex32> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            get { return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined; }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -185,15 +123,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> vector)
+        public Vector<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> vector, Iterator<Numerics.Complex32> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -204,7 +137,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> input, Vector<Numerics.Complex32> result)
+        public void Solve(Matrix<Numerics.Complex32> matrix, Vector<Numerics.Complex32> input, Vector<Numerics.Complex32> result, Iterator<Numerics.Complex32> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -244,9 +177,9 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<Numerics.Complex32>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -295,7 +228,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
 
             // Start the iteration
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, result, input, pseudoResiduals))
+            while (ShouldContinue(iterator, iterationNumber, result, input, pseudoResiduals))
             {
                 // First part of the step, the even bit
                 if (IsEven(iterationNumber))
@@ -305,7 +238,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
                     if (sigma.Real.AlmostEqual(0, 1) && sigma.Imaginary.AlmostEqual(0, 1))
                     {
                         // FAIL HERE
-                        _iterator.Cancel();
+                        iterator.Cancel();
                         break;
                     }
 
@@ -354,7 +287,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
                 temp2.CopyTo(x);
 
                 // Check convergence and see if we can bail
-                if (!ShouldContinue(iterationNumber, result, input, pseudoResiduals))
+                if (!ShouldContinue(iterator, iterationNumber, result, input, pseudoResiduals))
                 {
                     // Calculate the real values
                     _preconditioner.Approximate(x, result);
@@ -365,7 +298,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
                     CalculateTrueResidual(matrix, temp, result, input);
 
                     // Now recheck the convergence
-                    if (!ShouldContinue(iterationNumber, result, input, temp))
+                    if (!ShouldContinue(iterator, iterationNumber, result, input, temp))
                     {
                         // We're all good now.
                         return;
@@ -378,7 +311,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
                     if (rho.Real.AlmostEqual(0, 1) && rho.Imaginary.AlmostEqual(0, 1))
                     {
                         // FAIL HERE
-                        _iterator.Cancel();
+                        iterator.Cancel();
                         break;
                     }
 
@@ -438,7 +371,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<Numerics.Complex32> result, Vector<Numerics.Complex32> source, Vector<Numerics.Complex32> residuals)
+        bool ShouldContinue(Iterator<Numerics.Complex32> iterator, int iterationNumber, Vector<Numerics.Complex32> result, Vector<Numerics.Complex32> source, Vector<Numerics.Complex32> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -446,11 +379,11 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -471,20 +404,10 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input)
+        public Matrix<Numerics.Complex32> Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input, Iterator<Numerics.Complex32> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -495,31 +418,21 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input, Matrix<Numerics.Complex32> result)
+        public void Solve(Matrix<Numerics.Complex32> matrix, Matrix<Numerics.Complex32> input, Matrix<Numerics.Complex32> result, Iterator<Numerics.Complex32> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
+            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
-                throw new ArgumentNullException("result");
+                throw Matrix.DimensionsDontMatch<ArgumentException>(input, matrix, result);
             }
 
-            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
+            if (iterator == null)
             {
-                throw Matrix.DimensionsDontMatch<ArgumentException>(input, matrix, result);
+                iterator = new Iterator<Numerics.Complex32>(Iterator.CreateDefaultStopCriteria());
             }
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Double/Solvers/BiCgStab.cs

@@ -71,11 +71,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// </summary>
         IPreConditioner<double> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<double> _iterator;
-
         /// <summary>
         /// Indicates if the user has stopped the solver.
         /// </summary>
@@ -88,44 +83,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
         /// the standard settings and a default preconditioner.
         /// </remarks>
-        public BiCgStab() : this(null, null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="BiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process. </param>
-        public BiCgStab(Iterator<double> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="BiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        public BiCgStab(IPreConditioner<double> preconditioner)
-            : this(preconditioner, null)
+        public BiCgStab()
         {
         }
 
@@ -145,10 +103,8 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// </para>
         /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation. </param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process. </param>
-        public BiCgStab(IPreConditioner<double> preconditioner, Iterator<double> iterator)
+        public BiCgStab(IPreConditioner<double> preconditioner)
         {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -161,26 +117,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<double> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            get
-            {
-                return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined;
-            }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -199,15 +135,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="vector">The solution <see cref="Vector"/>, <c>b</c>.</param>
         /// <returns>The result <see cref="Vector"/>, <c>x</c>.</returns>
-        public Vector<double> Solve(Matrix<double> matrix, Vector<double> vector)
+        public Vector<double> Solve(Matrix<double> matrix, Vector<double> vector, Iterator<double> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -218,7 +149,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="input">The solution <see cref="Vector"/>, <c>b</c>.</param>
         /// <param name="result">The result <see cref="Vector"/>, <c>x</c>.</param>
-        public void Solve(Matrix<double> matrix, Vector<double> input, Vector<double> result)
+        public void Solve(Matrix<double> matrix, Vector<double> input, Vector<double> result, Iterator<double> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -258,9 +189,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<double>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -297,7 +228,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
             double omega = 0;
 
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, result, input, residuals))
+            while (ShouldContinue(iterator, iterationNumber, result, input, residuals))
             {
                 // rho_(i-1) = r~^T r_(i-1) // dotproduct r~ and r_(i-1)
                 var oldRho = currentRho;
@@ -356,7 +287,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
                 temp2.CopyTo(temp);
 
                 // Check convergence and stop if we are converged.
-                if (!ShouldContinue(iterationNumber, temp, input, vecS))
+                if (!ShouldContinue(iterator, iterationNumber, temp, input, vecS))
                 {
                     temp.CopyTo(result);
 
@@ -364,7 +295,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
                     CalculateTrueResidual(matrix, residuals, result, input);
 
                     // Now recheck the convergence
-                    if (!ShouldContinue(iterationNumber, result, input, residuals))
+                    if (!ShouldContinue(iterator, iterationNumber, result, input, residuals))
                     {
                         // We're all good now.
                         return;
@@ -405,7 +336,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
                     throw new Exception("Iterative solver experience a numerical break down");
                 }
 
-                if (!ShouldContinue(iterationNumber, result, input, residuals))
+                if (!ShouldContinue(iterator, iterationNumber, result, input, residuals))
                 {
                     // Recalculate the residuals and go round again. This is done to ensure that
                     // we have the proper residuals.
@@ -446,7 +377,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<double> result, Vector<double> source, Vector<double> residuals)
+        bool ShouldContinue(Iterator<double> iterator, int iterationNumber, Vector<double> result, Vector<double> source, Vector<double> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -454,11 +385,11 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -469,20 +400,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="input">The solution <see cref="Matrix"/>, <c>B</c>.</param>
         /// <returns>The result <see cref="Matrix"/>, <c>X</c>.</returns>
-        public Matrix<double> Solve(Matrix<double> matrix, Matrix<double> input)
+        public Matrix<double> Solve(Matrix<double> matrix, Matrix<double> input, Iterator<double> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -493,31 +414,21 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="input">The solution <see cref="Matrix"/>, <c>B</c>.</param>
         /// <param name="result">The result <see cref="Matrix"/>, <c>X</c></param>
-        public void Solve(Matrix<double> matrix, Matrix<double> input, Matrix<double> result)
+        public void Solve(Matrix<double> matrix, Matrix<double> input, Matrix<double> result, Iterator<double> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
+            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
-                throw new ArgumentNullException("result");
+                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
-            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
+            if (iterator == null)
             {
-                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
+                iterator = new Iterator<double>(Iterator.CreateDefaultStopCriteria());
             }
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Double/Solvers/CompositeSolver.cs

@@ -328,11 +328,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// </summary>
         IterationStatus _status = IterationStatus.Indetermined;
 
-        /// <summary>
-        /// The iterator that is used to control the iteration process.
-        /// </summary>
-        Iterator<double> _iterator;
-
         /// <summary>
         /// A flag indicating if the solver has been stopped or not.
         /// </summary>
@@ -347,28 +342,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <summary>
         /// Initializes a new instance of the <see cref="CompositeSolver"/> class with the default iterator.
         /// </summary>
-        public CompositeSolver() : this(null)
+        public CompositeSolver()
         {
         }
 
-        /// <summary>
-        /// Initializes a new instance of the <see cref="CompositeSolver"/> class with the specified iterator.
-        /// </summary>
-        /// <param name="iterator">The iterator that will be used to control the iteration process. </param>
-        public CompositeSolver(Iterator<double> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<double> iterator)
-        {
-            _iterator = iterator;
-        }
-
         /// <summary>
         /// Gets the status of the iteration once the calculation is finished.
         /// </summary>
@@ -403,10 +380,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<double> Solve(Matrix<double> matrix, Vector<double> vector)
+        public Vector<double> Solve(Matrix<double> matrix, Vector<double> vector, Iterator<double> iterator = null)
         {
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -417,7 +394,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<double> matrix, Vector<double> input, Vector<double> result)
+        public void Solve(Matrix<double> matrix, Vector<double> input, Vector<double> result, Iterator<double> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -437,9 +414,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<double>(Iterator.CreateDefaultStopCriteria());
             }
 
             // Load the solvers into our own internal data structure
@@ -462,11 +439,11 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
                 try
                 {
                     // Reset the iterator and pass it to the solver
-                    _iterator.Reset();
-                    solver.SetIterator(_iterator);
+                    iterator.Reset();
 
                     // Start the solver
-                    solver.Solve(matrix, internalInput, internalResult);
+                    solver.Solve(matrix, internalInput, internalResult, iterator);
+                    _status = iterator.Status;
                 }
                 catch (Exception)
                 {
@@ -480,7 +457,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
                 }
 
                 // There was no fatal breakdown so check the status
-                if (_iterator.HasConverged)
+                if (_status == IterationStatus.Converged)
                 {
                     // We're done
                     internalResult.CopyTo(result);
@@ -490,7 +467,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
                 // We're not done
                 // Either:
                 // - calculation finished without convergence
-                if (_iterator.HasStoppedWithoutConvergence)
+                if (_status == IterationStatus.StoppedWithoutConvergence)
                 {
                     // Copy the internal result to the result vector and
                     // continue with the calculation.
@@ -511,9 +488,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
             // Clean up
             // No longer need the current solver
             _currentSolver = null;
-
-            // Set the final status
-            _status = _iterator.Status;
         }
 
         /// <summary>
@@ -543,10 +517,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<double> Solve(Matrix<double> matrix, Matrix<double> input)
+        public Matrix<double> Solve(Matrix<double> matrix, Matrix<double> input, Iterator<double> iterator = null)
         {
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -557,16 +531,21 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<double> matrix, Matrix<double> input, Matrix<double> result)
+        public void Solve(Matrix<double> matrix, Matrix<double> input, Matrix<double> result, Iterator<double> iterator = null)
         {
             if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
                 throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
+            if (iterator == null)
+            {
+                iterator = new Iterator<double>(Iterator.CreateDefaultStopCriteria());
+            }
+
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Double/Solvers/GpBiCg.cs

@@ -69,11 +69,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// </summary>
         IPreConditioner<double> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<double> _iterator;
-
         /// <summary>
         /// Indicates the number of <c>BiCGStab</c> steps should be taken 
         /// before switching.
@@ -98,7 +93,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
         /// the standard settings and a default preconditioner.
         /// </remarks>
-        public GpBiCg() : this(null, null)
+        public GpBiCg()
         {
         }
 
@@ -107,9 +102,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// </summary>
         /// <remarks>
         /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
         /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
         /// <list type="number">
         /// <item>It is possible to set the desired convergence limits.</item>
@@ -120,45 +112,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// </list>
         /// </para>
         /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public GpBiCg(Iterator<double> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="GpBiCg"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
         public GpBiCg(IPreConditioner<double> preconditioner)
-            : this(preconditioner, null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="GpBiCg"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public GpBiCg(IPreConditioner<double> preconditioner, Iterator<double> iterator)
         {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -215,26 +171,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<double> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            get
-            {
-                return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined;
-            }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -254,15 +190,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<double> Solve(Matrix<double> matrix, Vector<double> vector)
+        public Vector<double> Solve(Matrix<double> matrix, Vector<double> vector, Iterator<double> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -273,7 +204,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<double> matrix, Vector<double> input, Vector<double> result)
+        public void Solve(Matrix<double> matrix, Vector<double> input, Vector<double> result, Iterator<double> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -313,9 +244,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<double>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -362,7 +293,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
 
             // for (k = 0, 1, .... )
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, xtemp, input, residuals))
+            while (ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
             {
                 // p_k = r_k + beta_(k-1) * (p_(k-1) - u_(k-1))
                 p.Subtract(u, temp);
@@ -503,7 +434,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
                 _preconditioner.Approximate(xtemp, result);
 
                 // Now check for convergence
-                if (!ShouldContinue(iterationNumber, result, input, residuals))
+                if (!ShouldContinue(iterator, iterationNumber, result, input, residuals))
                 {
                     // Recalculate the residuals and go round again. This is done to ensure that
                     // we have the proper residuals.
@@ -540,7 +471,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<double> result, Vector<double> source, Vector<double> residuals)
+        bool ShouldContinue(Iterator<double> iterator, int iterationNumber, Vector<double> result, Vector<double> source, Vector<double> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -548,11 +479,11 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -580,20 +511,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<double> Solve(Matrix<double> matrix, Matrix<double> input)
+        public Matrix<double> Solve(Matrix<double> matrix, Matrix<double> input, Iterator<double> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -604,31 +525,21 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<double> matrix, Matrix<double> input, Matrix<double> result)
+        public void Solve(Matrix<double> matrix, Matrix<double> input, Matrix<double> result, Iterator<double> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
+            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
-                throw new ArgumentNullException("result");
+                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
-            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
+            if (iterator == null)
             {
-                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
+                iterator = new Iterator<double>(Iterator.CreateDefaultStopCriteria());
             }
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Double/Solvers/Iterator.cs

@@ -42,16 +42,25 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         // TODO: Refactor
 
         /// <summary>
-        /// Creates a default iterator with all the <see cref="IIterationStopCriterium{T}"/> objects.
+        /// Creates the default stop criteria.
         /// </summary>
-        /// <returns>A new <see cref="Iterator{T}"/> object.</returns>
-        public static Iterator<double> CreateDefault()
+        public static IIterationStopCriterium<double>[] CreateDefaultStopCriteria()
         {
-            return new Iterator<double>(
+            return new IIterationStopCriterium<double>[]
+            {
                 new FailureStopCriterium(),
                 new DivergenceStopCriterium(),
                 new IterationCountStopCriterium<double>(),
-                new ResidualStopCriterium());
+                new ResidualStopCriterium()
+            };
+        }
+
+        /// <summary>
+        /// Creates a default iterator with all the default stop criteria.
+        /// </summary>
+        public static Iterator<double> CreateDefault()
+        {
+            return new Iterator<double>(CreateDefaultStopCriteria());
         }
     }
 }

src/Numerics/LinearAlgebra/Double/Solvers/MlkBiCgStab.cs

@@ -74,11 +74,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// </summary>
         IPreConditioner<double> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<double> _iterator;
-
         /// <summary>
         /// The collection of starting vectors which are used as the basis for the Krylov sub-space.
         /// </summary>
@@ -101,7 +96,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
         /// the standard settings and a default preconditioner.
         /// </remarks>
-        public MlkBiCgStab() : this(null, null)
+        public MlkBiCgStab()
         {
         }
 
@@ -110,9 +105,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// </summary>
         /// <remarks>
         /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
         /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
         /// <list type="number">
         /// <item>It is possible to set the desired convergence limits.</item>
@@ -123,45 +115,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// </list>
         /// </para>
         /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public MlkBiCgStab(Iterator<double> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="MlkBiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
         public MlkBiCgStab(IPreConditioner<double> preconditioner)
-            : this(preconditioner, null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="MlkBiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public MlkBiCgStab(IPreConditioner<double> preconditioner, Iterator<double> iterator)
         {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -209,15 +165,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<double> iterator)
-        {
-            _iterator = iterator;
-        }
-
         /// <summary>
         /// Gets or sets a series of orthonormal vectors which will be used as basis for the 
         /// Krylov sub-space.
@@ -244,18 +191,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
             }
         }
 
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            [DebuggerStepThrough]
-            get
-            {
-                return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined;
-            }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -274,15 +209,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<double> Solve(Matrix<double> matrix, Vector<double> vector)
+        public Vector<double> Solve(Matrix<double> matrix, Vector<double> vector, Iterator<double> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -293,7 +223,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<double> matrix, Vector<double> input, Vector<double> result)
+        public void Solve(Matrix<double> matrix, Vector<double> input, Vector<double> result, Iterator<double> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -333,9 +263,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<double>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -405,7 +335,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
 
             // FOR (j = 0, 1, 2 ....)
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, xtemp, input, residuals))
+            while (ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
             {
                 // SOLVE M g~_((j-1)k+k) = g_((j-1)k+k)
                 _preconditioner.Approximate(g[k - 1], gtemp);
@@ -463,13 +393,13 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
                 temp2.CopyTo(xtemp);
 
                 // Check convergence and stop if we are converged.
-                if (!ShouldContinue(iterationNumber, xtemp, input, residuals))
+                if (!ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
                 {
                     // Calculate the true residual
                     CalculateTrueResidual(matrix, residuals, xtemp, input);
 
                     // Now recheck the convergence
-                    if (!ShouldContinue(iterationNumber, xtemp, input, residuals))
+                    if (!ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
                     {
                         // We're all good now.
                         // Exit from the while loop.
@@ -598,7 +528,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
                         temp2.CopyTo(residuals);
 
                         // We can check the residuals here if they're close
-                        if (!ShouldContinue(iterationNumber, xtemp, input, residuals))
+                        if (!ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
                         {
                             // Recalculate the residuals and go round again. This is done to ensure that
                             // we have the proper residuals.
@@ -716,7 +646,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<double> result, Vector<double> source, Vector<double> residuals)
+        bool ShouldContinue(Iterator<double> iterator, int iterationNumber, Vector<double> result, Vector<double> source, Vector<double> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -724,11 +654,11 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -739,20 +669,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<double> Solve(Matrix<double> matrix, Matrix<double> input)
+        public Matrix<double> Solve(Matrix<double> matrix, Matrix<double> input, Iterator<double> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -763,31 +683,21 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<double> matrix, Matrix<double> input, Matrix<double> result)
+        public void Solve(Matrix<double> matrix, Matrix<double> input, Matrix<double> result, Iterator<double> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
+            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
-                throw new ArgumentNullException("result");
+                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
-            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
+            if (iterator == null)
             {
-                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
+                iterator = new Iterator<double>(Iterator.CreateDefaultStopCriteria());
             }
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Double/Solvers/TFQMR.cs

@@ -59,11 +59,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// </summary>
         IPreConditioner<double> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<double> _iterator;
-
         /// <summary>
         /// Indicates if the user has stopped the solver.
         /// </summary>
@@ -76,7 +71,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
         /// the standard settings and a default preconditioner.
         /// </remarks>
-        public TFQMR() : this(null, null)
+        public TFQMR()
         {
         }
 
@@ -85,9 +80,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// </summary>
         /// <remarks>
         /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
         /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
         /// <list type="number">
         /// <item>It is possible to set the desired convergence limits.</item>
@@ -98,45 +90,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// </list>
         /// </para>
         /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public TFQMR(Iterator<double> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="TFQMR"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
         public TFQMR(IPreConditioner<double> preconditioner)
-            : this(preconditioner, null)
         {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="TFQMR"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public TFQMR(IPreConditioner<double> preconditioner, Iterator<double> iterator)
-        {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -149,26 +105,6 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<double> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            get
-            {
-                return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined;
-            }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -187,15 +123,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<double> Solve(Matrix<double> matrix, Vector<double> vector)
+        public Vector<double> Solve(Matrix<double> matrix, Vector<double> vector, Iterator<double> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -206,7 +137,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<double> matrix, Vector<double> input, Vector<double> result)
+        public void Solve(Matrix<double> matrix, Vector<double> input, Vector<double> result, Iterator<double> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -246,9 +177,9 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<double>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -297,7 +228,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
 
             // Start the iteration
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, result, input, pseudoResiduals))
+            while (ShouldContinue(iterator, iterationNumber, result, input, pseudoResiduals))
             {
                 // First part of the step, the even bit
                 if (IsEven(iterationNumber))
@@ -307,7 +238,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
                     if (sigma.AlmostEqual(0, 1))
                     {
                         // FAIL HERE
-                        _iterator.Cancel();
+                        iterator.Cancel();
                         break;
                     }
 
@@ -356,7 +287,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
                 temp2.CopyTo(x);
 
                 // Check convergence and see if we can bail
-                if (!ShouldContinue(iterationNumber, result, input, pseudoResiduals))
+                if (!ShouldContinue(iterator, iterationNumber, result, input, pseudoResiduals))
                 {
                     // Calculate the real values
                     _preconditioner.Approximate(x, result);
@@ -367,7 +298,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
                     CalculateTrueResidual(matrix, temp, result, input);
 
                     // Now recheck the convergence
-                    if (!ShouldContinue(iterationNumber, result, input, temp))
+                    if (!ShouldContinue(iterator, iterationNumber, result, input, temp))
                     {
                         // We're all good now.
                         return;
@@ -380,7 +311,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
                     if (rho.AlmostEqual(0, 1))
                     {
                         // FAIL HERE
-                        _iterator.Cancel();
+                        iterator.Cancel();
                         break;
                     }
 
@@ -440,7 +371,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<double> result, Vector<double> source, Vector<double> residuals)
+        bool ShouldContinue(Iterator<double> iterator, int iterationNumber, Vector<double> result, Vector<double> source, Vector<double> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -448,11 +379,11 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -473,20 +404,10 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<double> Solve(Matrix<double> matrix, Matrix<double> input)
+        public Matrix<double> Solve(Matrix<double> matrix, Matrix<double> input, Iterator<double> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -497,31 +418,21 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<double> matrix, Matrix<double> input, Matrix<double> result)
+        public void Solve(Matrix<double> matrix, Matrix<double> input, Matrix<double> result, Iterator<double> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
+            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
-                throw new ArgumentNullException("result");
+                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
-            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
+            if (iterator == null)
             {
-                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
+                iterator = new Iterator<double>(Iterator.CreateDefaultStopCriteria());
             }
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Single/Solvers/BiCgStab.cs

@@ -71,11 +71,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// </summary>
         IPreConditioner<float> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<float> _iterator;
-
         /// <summary>
         /// Indicates if the user has stopped the solver.
         /// </summary>
@@ -88,44 +83,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
         /// the standard settings and a default preconditioner.
         /// </remarks>
-        public BiCgStab() : this(null, null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="BiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process. </param>
-        public BiCgStab(Iterator<float> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="BiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        public BiCgStab(IPreConditioner<float> preconditioner)
-            : this(preconditioner, null)
+        public BiCgStab()
         {
         }
 
@@ -145,10 +103,8 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// </para>
         /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation. </param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process. </param>
-        public BiCgStab(IPreConditioner<float> preconditioner, Iterator<float> iterator)
+        public BiCgStab(IPreConditioner<float> preconditioner)
         {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -161,26 +117,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<float> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            get
-            {
-                return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined;
-            }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -199,15 +135,10 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="vector">The solution <see cref="Vector"/>, <c>b</c>.</param>
         /// <returns>The result <see cref="Vector"/>, <c>x</c>.</returns>
-        public Vector<float> Solve(Matrix<float> matrix, Vector<float> vector)
+        public Vector<float> Solve(Matrix<float> matrix, Vector<float> vector, Iterator<float> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -218,7 +149,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="input">The solution <see cref="Vector"/>, <c>b</c>.</param>
         /// <param name="result">The result <see cref="Vector"/>, <c>x</c>.</param>
-        public void Solve(Matrix<float> matrix, Vector<float> input, Vector<float> result)
+        public void Solve(Matrix<float> matrix, Vector<float> input, Vector<float> result, Iterator<float> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -258,9 +189,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<float>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -297,7 +228,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
             float omega = 0;
 
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, result, input, residuals))
+            while (ShouldContinue(iterator, iterationNumber, result, input, residuals))
             {
                 // rho_(i-1) = r~^T r_(i-1) // dotproduct r~ and r_(i-1)
                 var oldRho = currentRho;
@@ -356,7 +287,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
                 temp2.CopyTo(temp);
 
                 // Check convergence and stop if we are converged.
-                if (!ShouldContinue(iterationNumber, temp, input, vecS))
+                if (!ShouldContinue(iterator, iterationNumber, temp, input, vecS))
                 {
                     temp.CopyTo(result);
 
@@ -364,7 +295,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
                     CalculateTrueResidual(matrix, residuals, result, input);
 
                     // Now recheck the convergence
-                    if (!ShouldContinue(iterationNumber, result, input, residuals))
+                    if (!ShouldContinue(iterator, iterationNumber, result, input, residuals))
                     {
                         // We're all good now.
                         return;
@@ -405,7 +336,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
                     throw new Exception("Iterative solver experience a numerical break down");
                 }
 
-                if (!ShouldContinue(iterationNumber, result, input, residuals))
+                if (!ShouldContinue(iterator, iterationNumber, result, input, residuals))
                 {
                     // Recalculate the residuals and go round again. This is done to ensure that
                     // we have the proper residuals.
@@ -446,7 +377,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<float> result, Vector<float> source, Vector<float> residuals)
+        bool ShouldContinue(Iterator<float> iterator, int iterationNumber, Vector<float> result, Vector<float> source, Vector<float> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -454,11 +385,11 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -469,20 +400,10 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="input">The solution <see cref="Matrix"/>, <c>B</c>.</param>
         /// <returns>The result <see cref="Matrix"/>, <c>X</c>.</returns>
-        public Matrix<float> Solve(Matrix<float> matrix, Matrix<float> input)
+        public Matrix<float> Solve(Matrix<float> matrix, Matrix<float> input, Iterator<float> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -493,31 +414,21 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient <see cref="Matrix"/>, <c>A</c>.</param>
         /// <param name="input">The solution <see cref="Matrix"/>, <c>B</c>.</param>
         /// <param name="result">The result <see cref="Matrix"/>, <c>X</c></param>
-        public void Solve(Matrix<float> matrix, Matrix<float> input, Matrix<float> result)
+        public void Solve(Matrix<float> matrix, Matrix<float> input, Matrix<float> result, Iterator<float> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
+            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
-                throw new ArgumentNullException("result");
+                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
-            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
+            if (iterator == null)
             {
-                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
+                iterator = new Iterator<float>(Iterator.CreateDefaultStopCriteria());
             }
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Single/Solvers/CompositeSolver.cs

@@ -331,11 +331,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// </summary>
         IterationStatus _status = IterationStatus.Indetermined;
 
-        /// <summary>
-        /// The iterator that is used to control the iteration process.
-        /// </summary>
-        Iterator<float> _iterator;
-
         /// <summary>
         /// A flag indicating if the solver has been stopped or not.
         /// </summary>
@@ -350,37 +345,8 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <summary>
         /// Initializes a new instance of the <see cref="CompositeSolver"/> class with the default iterator.
         /// </summary>
-        public CompositeSolver() : this(null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="CompositeSolver"/> class with the specified iterator.
-        /// </summary>
-        /// <param name="iterator">The iterator that will be used to control the iteration process. </param>
-        public CompositeSolver(Iterator<float> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<float> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
+        public CompositeSolver()
         {
-            get
-            {
-                return _status;
-            }
         }
 
         /// <summary>
@@ -406,10 +372,10 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<float> Solve(Matrix<float> matrix, Vector<float> vector)
+        public Vector<float> Solve(Matrix<float> matrix, Vector<float> vector, Iterator<float> iterator = null)
         {
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -420,7 +386,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<float> matrix, Vector<float> input, Vector<float> result)
+        public void Solve(Matrix<float> matrix, Vector<float> input, Vector<float> result, Iterator<float> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -440,9 +406,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<float>(Iterator.CreateDefaultStopCriteria());
             }
 
             // Load the solvers into our own internal data structure
@@ -465,11 +431,11 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
                 try
                 {
                     // Reset the iterator and pass it to the solver
-                    _iterator.Reset();
-                    solver.SetIterator(_iterator);
+                    iterator.Reset();
 
                     // Start the solver
-                    solver.Solve(matrix, internalInput, internalResult);
+                    solver.Solve(matrix, internalInput, internalResult, iterator);
+                    _status = iterator.Status;
                 }
                 catch (Exception)
                 {
@@ -483,7 +449,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
                 }
 
                 // There was no fatal breakdown so check the status
-                if (_iterator.HasConverged)
+                if (_status == IterationStatus.Converged)
                 {
                     // We're done
                     internalResult.CopyTo(result);
@@ -493,7 +459,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
                 // We're not done
                 // Either:
                 // - calculation finished without convergence
-                if (_iterator.HasStoppedWithoutConvergence)
+                if (_status == IterationStatus.StoppedWithoutConvergence)
                 {
                     // Copy the internal result to the result vector and
                     // continue with the calculation.
@@ -514,9 +480,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
             // Clean up
             // No longer need the current solver
             _currentSolver = null;
-
-            // Set the final status
-            _status = _iterator.Status;
         }
 
         /// <summary>
@@ -546,10 +509,10 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<float> Solve(Matrix<float> matrix, Matrix<float> input)
+        public Matrix<float> Solve(Matrix<float> matrix, Matrix<float> input, Iterator<float> iterator = null)
         {
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -560,16 +523,21 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<float> matrix, Matrix<float> input, Matrix<float> result)
+        public void Solve(Matrix<float> matrix, Matrix<float> input, Matrix<float> result, Iterator<float> iterator = null)
         {
             if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
                 throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
+            if (iterator == null)
+            {
+                iterator = new Iterator<float>(Iterator.CreateDefaultStopCriteria());
+            }
+
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Single/Solvers/GpBiCg.cs

@@ -69,11 +69,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// </summary>
         IPreConditioner<float> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<float> _iterator;
-
         /// <summary>
         /// Indicates the number of <c>BiCGStab</c> steps should be taken 
         /// before switching.
@@ -99,7 +94,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// the standard settings and a default preconditioner.
         /// </remarks>
         public GpBiCg()
-            : this(null, null)
         {
         }
 
@@ -108,9 +102,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// </summary>
         /// <remarks>
         /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
         /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
         /// <list type="number">
         /// <item>It is possible to set the desired convergence limits.</item>
@@ -121,45 +112,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// </list>
         /// </para>
         /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public GpBiCg(Iterator<float> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="GpBiCg"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
         public GpBiCg(IPreConditioner<float> preconditioner)
-            : this(preconditioner, null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="GpBiCg"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public GpBiCg(IPreConditioner<float> preconditioner, Iterator<float> iterator)
         {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -210,23 +165,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<float> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            get { return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined; }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -246,15 +184,10 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<float> Solve(Matrix<float> matrix, Vector<float> vector)
+        public Vector<float> Solve(Matrix<float> matrix, Vector<float> vector, Iterator<float> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -265,7 +198,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<float> matrix, Vector<float> input, Vector<float> result)
+        public void Solve(Matrix<float> matrix, Vector<float> input, Vector<float> result, Iterator<float> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -305,9 +238,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<float>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -354,7 +287,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
 
             // for (k = 0, 1, .... )
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, xtemp, input, residuals))
+            while (ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
             {
                 // p_k = r_k + beta_(k-1) * (p_(k-1) - u_(k-1))
                 p.Subtract(u, temp);
@@ -495,7 +428,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
                 _preconditioner.Approximate(xtemp, result);
 
                 // Now check for convergence
-                if (!ShouldContinue(iterationNumber, result, input, residuals))
+                if (!ShouldContinue(iterator, iterationNumber, result, input, residuals))
                 {
                     // Recalculate the residuals and go round again. This is done to ensure that
                     // we have the proper residuals.
@@ -532,7 +465,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<float> result, Vector<float> source, Vector<float> residuals)
+        bool ShouldContinue(Iterator<float> iterator, int iterationNumber, Vector<float> result, Vector<float> source, Vector<float> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -540,11 +473,11 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -572,20 +505,10 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<float> Solve(Matrix<float> matrix, Matrix<float> input)
+        public Matrix<float> Solve(Matrix<float> matrix, Matrix<float> input, Iterator<float> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -596,31 +519,21 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<float> matrix, Matrix<float> input, Matrix<float> result)
+        public void Solve(Matrix<float> matrix, Matrix<float> input, Matrix<float> result, Iterator<float> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
+            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
-                throw new ArgumentNullException("result");
+                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
-            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
+            if (iterator == null)
             {
-                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
+                iterator = new Iterator<float>(Iterator.CreateDefaultStopCriteria());
             }
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Single/Solvers/Iterator.cs

@@ -42,16 +42,25 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         // TODO: Refactor
 
         /// <summary>
-        /// Creates a default iterator with all the <see cref="IIterationStopCriterium{T}"/> objects.
+        /// Creates the default stop criteria.
         /// </summary>
-        /// <returns>A new <see cref="Iterator{T}"/> object.</returns>
-        public static Iterator<float> CreateDefault()
+        public static IIterationStopCriterium<float>[] CreateDefaultStopCriteria()
         {
-            return new Iterator<float>(
+            return new IIterationStopCriterium<float>[]
+            {
                 new FailureStopCriterium(),
                 new DivergenceStopCriterium(),
                 new IterationCountStopCriterium<float>(),
-                new ResidualStopCriterium());
+                new ResidualStopCriterium()
+            };
+        }
+
+        /// <summary>
+        /// Creates a default iterator with all the default stop criteria.
+        /// </summary>
+        public static Iterator<float> CreateDefault()
+        {
+            return new Iterator<float>(CreateDefaultStopCriteria());
         }
     }
 }

src/Numerics/LinearAlgebra/Single/Solvers/MlkBiCgStab.cs

@@ -73,11 +73,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// </summary>
         IPreConditioner<float> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<float> _iterator;
-
         /// <summary>
         /// The collection of starting vectors which are used as the basis for the Krylov sub-space.
         /// </summary>
@@ -100,7 +95,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
         /// the standard settings and a default preconditioner.
         /// </remarks>
-        public MlkBiCgStab() : this(null, null)
+        public MlkBiCgStab()
         {
         }
 
@@ -109,9 +104,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// </summary>
         /// <remarks>
         /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
         /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
         /// <list type="number">
         /// <item>It is possible to set the desired convergence limits.</item>
@@ -122,45 +114,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// </list>
         /// </para>
         /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public MlkBiCgStab(Iterator<float> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="MlkBiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
         public MlkBiCgStab(IPreConditioner<float> preconditioner)
-            : this(preconditioner, null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="MlkBiCgStab"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public MlkBiCgStab(IPreConditioner<float> preconditioner, Iterator<float> iterator)
         {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -208,15 +164,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<float> iterator)
-        {
-            _iterator = iterator;
-        }
-
         /// <summary>
         /// Gets or sets a series of orthonormal vectors which will be used as basis for the 
         /// Krylov sub-space.
@@ -243,18 +190,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
             }
         }
 
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            [DebuggerStepThrough]
-            get
-            {
-                return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined;
-            }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -273,15 +208,10 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<float> Solve(Matrix<float> matrix, Vector<float> vector)
+        public Vector<float> Solve(Matrix<float> matrix, Vector<float> vector, Iterator<float> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -292,7 +222,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<float> matrix, Vector<float> input, Vector<float> result)
+        public void Solve(Matrix<float> matrix, Vector<float> input, Vector<float> result, Iterator<float> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -332,9 +262,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<float>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -404,7 +334,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
 
             // FOR (j = 0, 1, 2 ....)
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, xtemp, input, residuals))
+            while (ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
             {
                 // SOLVE M g~_((j-1)k+k) = g_((j-1)k+k)
                 _preconditioner.Approximate(g[k - 1], gtemp);
@@ -462,13 +392,13 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
                 temp2.CopyTo(xtemp);
 
                 // Check convergence and stop if we are converged.
-                if (!ShouldContinue(iterationNumber, xtemp, input, residuals))
+                if (!ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
                 {
                     // Calculate the true residual
                     CalculateTrueResidual(matrix, residuals, xtemp, input);
 
                     // Now recheck the convergence
-                    if (!ShouldContinue(iterationNumber, xtemp, input, residuals))
+                    if (!ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
                     {
                         // We're all good now.
                         // Exit from the while loop.
@@ -597,7 +527,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
                         temp2.CopyTo(residuals);
 
                         // We can check the residuals here if they're close
-                        if (!ShouldContinue(iterationNumber, xtemp, input, residuals))
+                        if (!ShouldContinue(iterator, iterationNumber, xtemp, input, residuals))
                         {
                             // Recalculate the residuals and go round again. This is done to ensure that
                             // we have the proper residuals.
@@ -719,7 +649,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<float> result, Vector<float> source, Vector<float> residuals)
+        bool ShouldContinue(Iterator<float> iterator, int iterationNumber, Vector<float> result, Vector<float> source, Vector<float> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -727,11 +657,11 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -742,20 +672,10 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<float> Solve(Matrix<float> matrix, Matrix<float> input)
+        public Matrix<float> Solve(Matrix<float> matrix, Matrix<float> input, Iterator<float> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -766,31 +686,21 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<float> matrix, Matrix<float> input, Matrix<float> result)
+        public void Solve(Matrix<float> matrix, Matrix<float> input, Matrix<float> result, Iterator<float> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
+            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
-                throw new ArgumentNullException("result");
+                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
-            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
+            if (iterator == null)
             {
-                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
+                iterator = new Iterator<float>(Iterator.CreateDefaultStopCriteria());
             }
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Single/Solvers/TFQMR.cs

@@ -59,11 +59,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// </summary>
         IPreConditioner<float> _preconditioner;
 
-        /// <summary>
-        /// The iterative process controller.
-        /// </summary>
-        Iterator<float> _iterator;
-
         /// <summary>
         /// Indicates if the user has stopped the solver.
         /// </summary>
@@ -77,7 +72,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// the standard settings and a default preconditioner.
         /// </remarks>
         public TFQMR()
-            : this(null, null)
         {
         }
 
@@ -86,9 +80,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// </summary>
         /// <remarks>
         /// <para>
-        /// When using this constructor the solver will use a default preconditioner.
-        /// </para>
-        /// <para>
         /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
         /// <list type="number">
         /// <item>It is possible to set the desired convergence limits.</item>
@@ -99,45 +90,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// </list>
         /// </para>
         /// </remarks>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public TFQMR(Iterator<float> iterator)
-            : this(null, iterator)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="TFQMR"/> class.
-        /// </summary>
-        /// <remarks>
-        /// When using this constructor the solver will use the <see cref="Iterator{T}"/> with
-        /// the standard settings.
-        /// </remarks>
         /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
         public TFQMR(IPreConditioner<float> preconditioner)
-            : this(preconditioner, null)
-        {
-        }
-
-        /// <summary>
-        /// Initializes a new instance of the <see cref="TFQMR"/> class.
-        /// </summary>
-        /// <remarks>
-        /// <para>
-        /// The main advantages of using a user defined <see cref="Iterator{T}"/> are:
-        /// <list type="number">
-        /// <item>It is possible to set the desired convergence limits.</item>
-        /// <item>
-        /// It is possible to check the reason for which the solver finished 
-        /// the iterative procedure by calling the <see cref="Iterator{T}.Status"/> property.
-        /// </item>
-        /// </list>
-        /// </para>
-        /// </remarks>
-        /// <param name="preconditioner">The <see cref="IPreConditioner{T}"/> that will be used to precondition the matrix equation.</param>
-        /// <param name="iterator">The <see cref="Iterator{T}"/> that will be used to monitor the iterative process.</param>
-        public TFQMR(IPreConditioner<float> preconditioner, Iterator<float> iterator)
         {
-            _iterator = iterator;
             _preconditioner = preconditioner;
         }
 
@@ -150,23 +105,6 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
             _preconditioner = preconditioner;
         }
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        public void SetIterator(Iterator<float> iterator)
-        {
-            _iterator = iterator;
-        }
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        public IterationStatus IterationResult
-        {
-            get { return (_iterator != null) ? _iterator.Status : IterationStatus.Indetermined; }
-        }
-
         /// <summary>
         /// Stops the solve process. 
         /// </summary>
@@ -185,15 +123,10 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        public Vector<float> Solve(Matrix<float> matrix, Vector<float> vector)
+        public Vector<float> Solve(Matrix<float> matrix, Vector<float> vector, Iterator<float> iterator = null)
         {
-            if (vector == null)
-            {
-                throw new ArgumentNullException();
-            }
-
             var result = new DenseVector(matrix.RowCount);
-            Solve(matrix, vector, result);
+            Solve(matrix, vector, result, iterator);
             return result;
         }
 
@@ -204,7 +137,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        public void Solve(Matrix<float> matrix, Vector<float> input, Vector<float> result)
+        public void Solve(Matrix<float> matrix, Vector<float> input, Vector<float> result, Iterator<float> iterator = null)
         {
             // If we were stopped before, we are no longer
             // We're doing this at the start of the method to ensure
@@ -244,9 +177,9 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
 
             // Initialize the solver fields
             // Set the convergence monitor
-            if (_iterator == null)
+            if (iterator == null)
             {
-                _iterator = Iterator.CreateDefault();
+                iterator = new Iterator<float>(Iterator.CreateDefaultStopCriteria());
             }
 
             if (_preconditioner == null)
@@ -295,7 +228,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
 
             // Start the iteration
             var iterationNumber = 0;
-            while (ShouldContinue(iterationNumber, result, input, pseudoResiduals))
+            while (ShouldContinue(iterator, iterationNumber, result, input, pseudoResiduals))
             {
                 // First part of the step, the even bit
                 if (IsEven(iterationNumber))
@@ -305,7 +238,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
                     if (sigma.AlmostEqual(0, 1))
                     {
                         // FAIL HERE
-                        _iterator.Cancel();
+                        iterator.Cancel();
                         break;
                     }
 
@@ -354,7 +287,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
                 temp2.CopyTo(x);
 
                 // Check convergence and see if we can bail
-                if (!ShouldContinue(iterationNumber, result, input, pseudoResiduals))
+                if (!ShouldContinue(iterator, iterationNumber, result, input, pseudoResiduals))
                 {
                     // Calculate the real values
                     _preconditioner.Approximate(x, result);
@@ -365,7 +298,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
                     CalculateTrueResidual(matrix, temp, result, input);
 
                     // Now recheck the convergence
-                    if (!ShouldContinue(iterationNumber, result, input, temp))
+                    if (!ShouldContinue(iterator, iterationNumber, result, input, temp))
                     {
                         // We're all good now.
                         return;
@@ -378,7 +311,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
                     if (rho.AlmostEqual(0, 1))
                     {
                         // FAIL HERE
-                        _iterator.Cancel();
+                        iterator.Cancel();
                         break;
                     }
 
@@ -438,7 +371,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="source">Source <see cref="Vector"/>.</param>
         /// <param name="residuals">Residual <see cref="Vector"/>.</param>
         /// <returns><c>true</c> if continue, otherwise <c>false</c></returns>
-        bool ShouldContinue(int iterationNumber, Vector<float> result, Vector<float> source, Vector<float> residuals)
+        bool ShouldContinue(Iterator<float> iterator, int iterationNumber, Vector<float> result, Vector<float> source, Vector<float> residuals)
         {
             // We stop if either:
             // - the user has stopped the calculation
@@ -446,11 +379,11 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
 
             if (_hasBeenStopped)
             {
-                _iterator.Cancel();
+                iterator.Cancel();
                 return true;
             }
 
-            var status = _iterator.DetermineStatus(iterationNumber, result, source, residuals);
+            var status = iterator.DetermineStatus(iterationNumber, result, source, residuals);
             return status == IterationStatus.Running || status == IterationStatus.Indetermined;
         }
 
@@ -471,20 +404,10 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        public Matrix<float> Solve(Matrix<float> matrix, Matrix<float> input)
+        public Matrix<float> Solve(Matrix<float> matrix, Matrix<float> input, Iterator<float> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
             var result = matrix.CreateMatrix(input.RowCount, input.ColumnCount);
-            Solve(matrix, input, result);
+            Solve(matrix, input, result, iterator);
             return result;
         }
 
@@ -495,31 +418,21 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        public void Solve(Matrix<float> matrix, Matrix<float> input, Matrix<float> result)
+        public void Solve(Matrix<float> matrix, Matrix<float> input, Matrix<float> result, Iterator<float> iterator = null)
         {
-            if (matrix == null)
-            {
-                throw new ArgumentNullException("matrix");
-            }
-
-            if (input == null)
-            {
-                throw new ArgumentNullException("input");
-            }
-
-            if (result == null)
+            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
             {
-                throw new ArgumentNullException("result");
+                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
             }
 
-            if (matrix.RowCount != input.RowCount || input.RowCount != result.RowCount || input.ColumnCount != result.ColumnCount)
+            if (iterator == null)
             {
-                throw Matrix.DimensionsDontMatch<ArgumentException>(matrix, input, result);
+                iterator = new Iterator<float>(Iterator.CreateDefaultStopCriteria());
             }
 
             for (var column = 0; column < input.ColumnCount; column++)
             {
-                var solution = Solve(matrix, input.Column(column));
+                var solution = Solve(matrix, input.Column(column), iterator);
                 foreach (var element in solution.EnumerateNonZeroIndexed())
                 {
                     result.At(element.Item1, column, element.Item2);

src/Numerics/LinearAlgebra/Solvers/IIterativeSolver.cs

@@ -46,17 +46,6 @@ namespace MathNet.Numerics.LinearAlgebra.Solvers
         /// </remarks>
         void StopSolve();
 
-        /// <summary>
-        /// Sets the <see cref="Iterator{T}"/> that will be used to track the iterative process.
-        /// </summary>
-        /// <param name="iterator">The iterator.</param>
-        void SetIterator(Iterator<T> iterator);
-
-        /// <summary>
-        /// Gets the status of the iteration once the calculation is finished.
-        /// </summary>
-        IterationStatus IterationResult { get; }
-
         /// <summary>
         /// Solves the matrix equation Ax = b, where A is the coefficient matrix, b is the
         /// solution vector and x is the unknown vector.
@@ -64,7 +53,7 @@ namespace MathNet.Numerics.LinearAlgebra.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="vector">The solution vector, <c>b</c>.</param>
         /// <returns>The result vector, <c>x</c>.</returns>
-        Vector<T> Solve(Matrix<T> matrix, Vector<T> vector);
+        Vector<T> Solve(Matrix<T> matrix, Vector<T> vector, Iterator<T> iterator = null);
 
         /// <summary>
         /// Solves the matrix equation Ax = b, where A is the coefficient matrix, b is the
@@ -73,7 +62,7 @@ namespace MathNet.Numerics.LinearAlgebra.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution vector, <c>b</c></param>
         /// <param name="result">The result vector, <c>x</c></param>
-        void Solve(Matrix<T> matrix, Vector<T> input, Vector<T> result);
+        void Solve(Matrix<T> matrix, Vector<T> input, Vector<T> result, Iterator<T> iterator = null);
 
         /// <summary>
         /// Solves the matrix equation AX = B, where A is the coefficient matrix, B is the
@@ -82,7 +71,7 @@ namespace MathNet.Numerics.LinearAlgebra.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <returns>The result matrix, <c>X</c>.</returns>
-        Matrix<T> Solve(Matrix<T> matrix, Matrix<T> input);
+        Matrix<T> Solve(Matrix<T> matrix, Matrix<T> input, Iterator<T> iterator = null);
 
         /// <summary>
         /// Solves the matrix equation AX = B, where A is the coefficient matrix, B is the
@@ -91,6 +80,6 @@ namespace MathNet.Numerics.LinearAlgebra.Solvers
         /// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
         /// <param name="input">The solution matrix, <c>B</c>.</param>
         /// <param name="result">The result matrix, <c>X</c></param>
-        void Solve(Matrix<T> matrix, Matrix<T> input, Matrix<T> result);
+        void Solve(Matrix<T> matrix, Matrix<T> input, Matrix<T> result, Iterator<T> iterator = null);
     }
 }

src/UnitTests/LinearAlgebraTests/Complex/Solvers/Iterative/BiCgStabTest.cs

@@ -101,10 +101,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new BiCgStab(monitor);
+            var solver = new BiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -146,10 +146,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new BiCgStab(monitor);
+            var solver = new BiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -224,10 +224,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new BiCgStab(monitor);
+            var solver = new BiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -263,9 +263,9 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new IterationCountStopCriterium<Complex>(1000),
                     new ResidualStopCriterium(1e-10),
                 });
-            var solver = new BiCgStab(monitor);
+            var solver = new BiCgStab();
 
-            var resultx = solver.Solve(matrixA, vectorb);
+            var resultx = solver.Solve(matrixA, vectorb, monitor);
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
 
             var matrixBReconstruct = matrixA*resultx;
@@ -295,8 +295,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new IterationCountStopCriterium<Complex>(1000),
                     new ResidualStopCriterium(1e-10),
                 });
-            var solver = new BiCgStab(monitor);
-            var matrixX = solver.Solve(matrixA, matrixB);
+            var solver = new BiCgStab();
+            var matrixX = solver.Solve(matrixA, matrixB, monitor);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);

src/UnitTests/LinearAlgebraTests/Complex/Solvers/Iterative/GpBiCgTest.cs

@@ -101,10 +101,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new GpBiCg(monitor);
+            var solver = new GpBiCg();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -147,10 +147,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new FailureStopCriterium()
                 });
 
-            var solver = new GpBiCg(monitor);
+            var solver = new GpBiCg();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -226,10 +226,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new FailureStopCriterium()
                 });
 
-            var solver = new GpBiCg(monitor);
+            var solver = new GpBiCg();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -265,9 +265,9 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new IterationCountStopCriterium<Complex>(1000),
                     new ResidualStopCriterium(1e-10),
                 });
-            var solver = new GpBiCg(monitor);
+            var solver = new GpBiCg();
 
-            var resultx = solver.Solve(matrixA, vectorb);
+            var resultx = solver.Solve(matrixA, vectorb, monitor);
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
 
             var matrixBReconstruct = matrixA*resultx;
@@ -297,8 +297,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new IterationCountStopCriterium<Complex>(1000),
                     new ResidualStopCriterium(1e-10),
                 });
-            var solver = new GpBiCg(monitor);
-            var matrixX = solver.Solve(matrixA, matrixB);
+            var solver = new GpBiCg();
+            var matrixX = solver.Solve(matrixA, matrixB, monitor);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);

src/UnitTests/LinearAlgebraTests/Complex/Solvers/Iterative/MlkBiCgStabTest.cs

@@ -102,10 +102,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new FailureStopCriterium()
                 });
 
-            var solver = new MlkBiCgStab(monitor);
+            var solver = new MlkBiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -147,10 +147,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new MlkBiCgStab(monitor);
+            var solver = new MlkBiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -225,10 +225,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new MlkBiCgStab(monitor);
+            var solver = new MlkBiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -264,9 +264,9 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new IterationCountStopCriterium<Complex>(1000),
                     new ResidualStopCriterium(1e-10),
                 });
-            var solver = new MlkBiCgStab(monitor);
+            var solver = new MlkBiCgStab();
 
-            var resultx = solver.Solve(matrixA, vectorb);
+            var resultx = solver.Solve(matrixA, vectorb, monitor);
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
 
             var matrixBReconstruct = matrixA*resultx;
@@ -296,8 +296,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new IterationCountStopCriterium<Complex>(1000),
                     new ResidualStopCriterium(1e-10),
                 });
-            var solver = new MlkBiCgStab(monitor);
-            var matrixX = solver.Solve(matrixA, matrixB);
+            var solver = new MlkBiCgStab();
+            var matrixX = solver.Solve(matrixA, matrixB, monitor);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);

src/UnitTests/LinearAlgebraTests/Complex/Solvers/Iterative/TFQMRTest.cs

@@ -102,10 +102,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new FailureStopCriterium()
                 });
 
-            var solver = new TFQMR(monitor);
+            var solver = new TFQMR();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -147,10 +147,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new TFQMR(monitor);
+            var solver = new TFQMR();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -225,10 +225,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new TFQMR(monitor);
+            var solver = new TFQMR();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -264,9 +264,9 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new IterationCountStopCriterium<Complex>(1000),
                     new ResidualStopCriterium(1e-10),
                 });
-            var solver = new TFQMR(monitor);
+            var solver = new TFQMR();
 
-            var resultx = solver.Solve(matrixA, vectorb);
+            var resultx = solver.Solve(matrixA, vectorb, monitor);
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
 
             var matrixBReconstruct = matrixA*resultx;
@@ -296,8 +296,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex.Solvers.Iterativ
                     new IterationCountStopCriterium<Complex>(1000),
                     new ResidualStopCriterium(1e-10),
                 });
-            var solver = new TFQMR(monitor);
-            var matrixX = solver.Solve(matrixA, matrixB);
+            var solver = new TFQMR();
+            var matrixX = solver.Solve(matrixA, matrixB, monitor);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);

src/UnitTests/LinearAlgebraTests/Complex32/Solvers/Iterative/BiCgStabTest.cs

@@ -101,10 +101,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new BiCgStab(monitor);
+            var solver = new BiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -146,10 +146,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new BiCgStab(monitor);
+            var solver = new BiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -224,10 +224,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new BiCgStab(monitor);
+            var solver = new BiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -267,9 +267,9 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                         new IterationCountStopCriterium<Complex32>(1000),
                         new ResidualStopCriterium((float) Math.Pow(1.0/10.0, iteration))
                     });
-                var solver = new BiCgStab(monitor);
+                var solver = new BiCgStab();
 
-                var resultx = solver.Solve(matrixA, vectorb);
+                var resultx = solver.Solve(matrixA, vectorb, monitor);
 
                 if (!monitor.HasConverged)
                 {
@@ -310,8 +310,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                         new IterationCountStopCriterium<Complex32>(1000),
                         new ResidualStopCriterium((float) Math.Pow(1.0/10.0, iteration))
                     });
-                var solver = new BiCgStab(monitor);
-                var matrixX = solver.Solve(matrixA, matrixB);
+                var solver = new BiCgStab();
+                var matrixX = solver.Solve(matrixA, matrixB, monitor);
 
                 if (!monitor.HasConverged)
                 {

src/UnitTests/LinearAlgebraTests/Complex32/Solvers/Iterative/GpBiCgTest.cs

@@ -101,10 +101,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new GpBiCg(monitor);
+            var solver = new GpBiCg();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -147,10 +147,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                     new FailureStopCriterium()
                 });
 
-            var solver = new GpBiCg(monitor);
+            var solver = new GpBiCg();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -226,10 +226,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                     new FailureStopCriterium()
                 });
 
-            var solver = new GpBiCg(monitor);
+            var solver = new GpBiCg();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -265,9 +265,9 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                         new IterationCountStopCriterium<Complex32>(1000),
                         new ResidualStopCriterium((float) Math.Pow(1.0/10.0, iteration)),
                     });
-                var solver = new GpBiCg(monitor);
+                var solver = new GpBiCg();
 
-                var resultx = solver.Solve(matrixA, vectorb);
+                var resultx = solver.Solve(matrixA, vectorb, monitor);
 
                 if (!monitor.HasConverged)
                 {

src/UnitTests/LinearAlgebraTests/Complex32/Solvers/Iterative/MlkBiCgStabTest.cs

@@ -102,10 +102,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                     new FailureStopCriterium()
                 });
 
-            var solver = new MlkBiCgStab(monitor);
+            var solver = new MlkBiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -147,10 +147,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new MlkBiCgStab(monitor);
+            var solver = new MlkBiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -225,10 +225,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new MlkBiCgStab(monitor);
+            var solver = new MlkBiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -264,9 +264,9 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                         new IterationCountStopCriterium<Complex32>(1000),
                         new ResidualStopCriterium((float) Math.Pow(1.0/10.0, iteration))
                     });
-                var solver = new MlkBiCgStab(monitor);
+                var solver = new MlkBiCgStab();
 
-                var resultx = solver.Solve(matrixA, vectorb);
+                var resultx = solver.Solve(matrixA, vectorb, monitor);
 
                 if (!monitor.HasConverged)
                 {
@@ -307,8 +307,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                         new IterationCountStopCriterium<Complex32>(1000),
                         new ResidualStopCriterium((float) Math.Pow(1.0/10.0, iteration))
                     });
-                var solver = new MlkBiCgStab(monitor);
-                var matrixX = solver.Solve(matrixA, matrixB);
+                var solver = new MlkBiCgStab();
+                var matrixX = solver.Solve(matrixA, matrixB, monitor);
 
                 if (!monitor.HasConverged)
                 {

src/UnitTests/LinearAlgebraTests/Complex32/Solvers/Iterative/TFQMRTest.cs

@@ -102,10 +102,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                     new FailureStopCriterium()
                 });
 
-            var solver = new TFQMR(monitor);
+            var solver = new TFQMR();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -147,10 +147,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new TFQMR(monitor);
+            var solver = new TFQMR();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -225,10 +225,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new TFQMR(monitor);
+            var solver = new TFQMR();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -264,9 +264,9 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                         new IterationCountStopCriterium<Complex32>(1000),
                         new ResidualStopCriterium((float) Math.Pow(1.0/10.0, iteration))
                     });
-                var solver = new TFQMR(monitor);
+                var solver = new TFQMR();
 
-                var resultx = solver.Solve(matrixA, vectorb);
+                var resultx = solver.Solve(matrixA, vectorb, monitor);
 
                 if (!monitor.HasConverged)
                 {
@@ -307,8 +307,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Complex32.Solvers.Iterat
                         new IterationCountStopCriterium<Complex32>(1000),
                         new ResidualStopCriterium((float) Math.Pow(1.0/10.0, iteration))
                     });
-                var solver = new TFQMR(monitor);
-                var matrixX = solver.Solve(matrixA, matrixB);
+                var solver = new TFQMR();
+                var matrixX = solver.Solve(matrixA, matrixB, monitor);
 
                 if (!monitor.HasConverged)
                 {

src/UnitTests/LinearAlgebraTests/Double/Solvers/Iterative/BiCgStabTest.cs

@@ -99,10 +99,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new BiCgStab(monitor);
+            var solver = new BiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -144,10 +144,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new BiCgStab(monitor);
+            var solver = new BiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -222,10 +222,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new BiCgStab(monitor);
+            var solver = new BiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -265,9 +265,9 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new IterationCountStopCriterium<double>(1000),
                     new ResidualStopCriterium(1e-10),
                 });
-            var solver = new BiCgStab(monitor);
+            var solver = new BiCgStab();
 
-            var resultx = solver.Solve(matrixA, vectorb);
+            var resultx = solver.Solve(matrixA, vectorb, monitor);
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
 
             var matrixBReconstruct = matrixA*resultx;
@@ -296,8 +296,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new IterationCountStopCriterium<double>(1000),
                     new ResidualStopCriterium(1e-10)
                 });
-            var solver = new BiCgStab(monitor);
-            var matrixX = solver.Solve(matrixA, matrixB);
+            var solver = new BiCgStab();
+            var matrixX = solver.Solve(matrixA, matrixB, monitor);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);

src/UnitTests/LinearAlgebraTests/Double/Solvers/Iterative/GpBiCgTest.cs

@@ -99,10 +99,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new GpBiCg(monitor);
+            var solver = new GpBiCg();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -145,10 +145,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new FailureStopCriterium()
                 });
 
-            var solver = new GpBiCg(monitor);
+            var solver = new GpBiCg();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -224,10 +224,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new FailureStopCriterium()
                 });
 
-            var solver = new GpBiCg(monitor);
+            var solver = new GpBiCg();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -267,9 +267,9 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new IterationCountStopCriterium<double>(1000),
                     new ResidualStopCriterium(1e-10),
                 });
-            var solver = new GpBiCg(monitor);
+            var solver = new GpBiCg();
 
-            var resultx = solver.Solve(matrixA, vectorb);
+            var resultx = solver.Solve(matrixA, vectorb, monitor);
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
 
             var matrixBReconstruct = matrixA*resultx;
@@ -298,8 +298,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new IterationCountStopCriterium<double>(1000),
                     new ResidualStopCriterium(1e-10)
                 });
-            var solver = new GpBiCg(monitor);
-            var matrixX = solver.Solve(matrixA, matrixB);
+            var solver = new GpBiCg();
+            var matrixX = solver.Solve(matrixA, matrixB, monitor);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);

src/UnitTests/LinearAlgebraTests/Double/Solvers/Iterative/MlkBiCgStabTest.cs

@@ -100,10 +100,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new FailureStopCriterium()
                 });
 
-            var solver = new MlkBiCgStab(monitor);
+            var solver = new MlkBiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -145,10 +145,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new MlkBiCgStab(monitor);
+            var solver = new MlkBiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -223,10 +223,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new MlkBiCgStab(monitor);
+            var solver = new MlkBiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -266,9 +266,9 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new IterationCountStopCriterium<double>(1000),
                     new ResidualStopCriterium(1e-10),
                 });
-            var solver = new MlkBiCgStab(monitor);
+            var solver = new MlkBiCgStab();
 
-            var resultx = solver.Solve(matrixA, vectorb);
+            var resultx = solver.Solve(matrixA, vectorb, monitor);
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
 
             var matrixBReconstruct = matrixA*resultx;
@@ -297,8 +297,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new IterationCountStopCriterium<double>(1000),
                     new ResidualStopCriterium(1e-10)
                 });
-            var solver = new MlkBiCgStab(monitor);
-            var matrixX = solver.Solve(matrixA, matrixB);
+            var solver = new MlkBiCgStab();
+            var matrixX = solver.Solve(matrixA, matrixB, monitor);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);

src/UnitTests/LinearAlgebraTests/Double/Solvers/Iterative/TFQMRTest.cs

@@ -100,10 +100,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new FailureStopCriterium()
                 });
 
-            var solver = new TFQMR(monitor);
+            var solver = new TFQMR();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -145,10 +145,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new TFQMR(monitor);
+            var solver = new TFQMR();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -223,10 +223,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new TFQMR(monitor);
+            var solver = new TFQMR();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -262,9 +262,9 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new IterationCountStopCriterium<double>(1000),
                     new ResidualStopCriterium(1e-10),
                 });
-            var solver = new TFQMR(monitor);
+            var solver = new TFQMR();
 
-            var resultx = solver.Solve(matrixA, vectorb);
+            var resultx = solver.Solve(matrixA, vectorb, monitor);
             Assert.AreEqual(matrixA.ColumnCount, resultx.Count);
 
             var matrixBReconstruct = matrixA*resultx;
@@ -293,8 +293,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Double.Solvers.Iterative
                     new IterationCountStopCriterium<double>(1000),
                     new ResidualStopCriterium(1e-10)
                 });
-            var solver = new TFQMR(monitor);
-            var matrixX = solver.Solve(matrixA, matrixB);
+            var solver = new TFQMR();
+            var matrixX = solver.Solve(matrixA, matrixB, monitor);
 
             // The solution X row dimension is equal to the column dimension of A
             Assert.AreEqual(matrixA.ColumnCount, matrixX.RowCount);

src/UnitTests/LinearAlgebraTests/Single/Solvers/Iterative/BiCgStabTest.cs

@@ -99,10 +99,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new BiCgStab(monitor);
+            var solver = new BiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -144,10 +144,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new BiCgStab(monitor);
+            var solver = new BiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -222,10 +222,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new BiCgStab(monitor);
+            var solver = new BiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -263,8 +263,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                         new IterationCountStopCriterium<float>(MaximumIterations),
                         new ResidualStopCriterium((float) Math.Pow(1.0/10.0, iteration))
                     });
-                var solver = new BiCgStab(monitor);
-                var resultx = solver.Solve(matrixA, vectorb);
+                var solver = new BiCgStab();
+                var resultx = solver.Solve(matrixA, vectorb, monitor);
 
                 if (!monitor.HasConverged)
                 {
@@ -304,8 +304,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                         new IterationCountStopCriterium<float>(MaximumIterations),
                         new ResidualStopCriterium((float) Math.Pow(1.0/10.0, iteration))
                     });
-                var solver = new BiCgStab(monitor);
-                var matrixX = solver.Solve(matrixA, matrixB);
+                var solver = new BiCgStab();
+                var matrixX = solver.Solve(matrixA, matrixB, monitor);
 
                 if (!monitor.HasConverged)
                 {

src/UnitTests/LinearAlgebraTests/Single/Solvers/Iterative/GpBiCgTest.cs

@@ -99,10 +99,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new GpBiCg(monitor);
+            var solver = new GpBiCg();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -145,10 +145,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                     new FailureStopCriterium()
                 });
 
-            var solver = new GpBiCg(monitor);
+            var solver = new GpBiCg();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -224,10 +224,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                     new FailureStopCriterium()
                 });
 
-            var solver = new GpBiCg(monitor);
+            var solver = new GpBiCg();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -265,8 +265,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                         new IterationCountStopCriterium<float>(MaximumIterations),
                         new ResidualStopCriterium((float) Math.Pow(1.0/10.0, iteration))
                     });
-                var solver = new GpBiCg(monitor);
-                var resultx = solver.Solve(matrixA, vectorb);
+                var solver = new GpBiCg();
+                var resultx = solver.Solve(matrixA, vectorb, monitor);
 
                 if (!monitor.HasConverged)
                 {
@@ -306,8 +306,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                         new IterationCountStopCriterium<float>(MaximumIterations),
                         new ResidualStopCriterium((float) Math.Pow(1.0/10.0, iteration))
                     });
-                var solver = new GpBiCg(monitor);
-                var matrixX = solver.Solve(matrixA, matrixB);
+                var solver = new GpBiCg();
+                var matrixX = solver.Solve(matrixA, matrixB, monitor);
 
                 if (!monitor.HasConverged)
                 {

src/UnitTests/LinearAlgebraTests/Single/Solvers/Iterative/MlkBiCgStabTest.cs

@@ -101,10 +101,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                     new FailureStopCriterium()
                 });
 
-            var solver = new MlkBiCgStab(monitor);
+            var solver = new MlkBiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -146,10 +146,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new MlkBiCgStab(monitor);
+            var solver = new MlkBiCgStab();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -228,13 +228,13 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                         new DivergenceStopCriterium(),
                         new FailureStopCriterium()
                     });
-                var solver = new MlkBiCgStab(monitor);
+                var solver = new MlkBiCgStab();
 
                 // Solve equation Ax = y
                 Vector<float> x;
                 try
                 {
-                    x = solver.Solve(matrix, y);
+                    x = solver.Solve(matrix, y, monitor);
                 }
                 catch (Exception)
                 {
@@ -282,8 +282,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                         new IterationCountStopCriterium<float>(MaximumIterations),
                         new ResidualStopCriterium((float) Math.Pow(1.0/10.0, iteration))
                     });
-                var solver = new MlkBiCgStab(monitor);
-                var resultx = solver.Solve(matrixA, vectorb);
+                var solver = new MlkBiCgStab();
+                var resultx = solver.Solve(matrixA, vectorb, monitor);
 
                 if (!monitor.HasConverged)
                 {
@@ -325,8 +325,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                         new IterationCountStopCriterium<float>(MaximumIterations),
                         new ResidualStopCriterium((float) Math.Pow(1.0/10.0, iteration))
                     });
-                var solver = new MlkBiCgStab(monitor);
-                var matrixX = solver.Solve(matrixA, matrixB);
+                var solver = new MlkBiCgStab();
+                var matrixX = solver.Solve(matrixA, matrixB, monitor);
 
                 if (!monitor.HasConverged)
                 {

src/UnitTests/LinearAlgebraTests/Single/Solvers/Iterative/TFQMRTest.cs

@@ -100,10 +100,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                     new FailureStopCriterium()
                 });
 
-            var solver = new TFQMR(monitor);
+            var solver = new TFQMR();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -145,10 +145,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new TFQMR(monitor);
+            var solver = new TFQMR();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -223,10 +223,10 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                     new DivergenceStopCriterium(),
                     new FailureStopCriterium()
                 });
-            var solver = new TFQMR(monitor);
+            var solver = new TFQMR();
 
             // Solve equation Ax = y
-            var x = solver.Solve(matrix, y);
+            var x = solver.Solve(matrix, y, monitor);
 
             // Now compare the results
             Assert.IsNotNull(x, "#02");
@@ -264,8 +264,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                         new IterationCountStopCriterium<float>(MaximumIterations),
                         new ResidualStopCriterium((float) Math.Pow(1.0/10.0, iteration))
                     });
-                var solver = new TFQMR(monitor);
-                var resultx = solver.Solve(matrixA, vectorb);
+                var solver = new TFQMR();
+                var resultx = solver.Solve(matrixA, vectorb, monitor);
 
                 if (!monitor.HasConverged)
                 {
@@ -305,8 +305,8 @@ namespace MathNet.Numerics.UnitTests.LinearAlgebraTests.Single.Solvers.Iterative
                         new IterationCountStopCriterium<float>(MaximumIterations),
                         new ResidualStopCriterium((float) Math.Pow(1.0/10.0, iteration))
                     });
-                var solver = new TFQMR(monitor);
-                var matrixX = solver.Solve(matrixA, matrixB);
+                var solver = new TFQMR();
+                var matrixX = solver.Solve(matrixA, matrixB, monitor);
 
                 if (!monitor.HasConverged)
                 {