forked from tsai/mathnet-numerics
Marcus Cuda
16 years ago
133 changed files with 3247 additions and 2114 deletions
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// <copyright file="IIterativeSolver.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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// Copyright (c) 2009-2010 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// restriction, including without limitation the rights to use,
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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//
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers |
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{ |
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using Generic.Solvers.Status; |
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/// <summary>
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/// Defines the interface for <see cref="IIterativeSolver"/> classes that solve the matrix equation Ax = b in
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/// an iterative manner.
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/// </summary>
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public interface IIterativeSolver |
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{ |
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/// <summary>
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/// Stops the solve process.
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/// </summary>
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/// <remarks>
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/// Note that it may take an indetermined amount of time for the solver to actually stop the process.
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/// </remarks>
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void StopSolve(); |
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/// <summary>
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/// Sets the <see cref="IIterator"/> that will be used to track the iterative process.
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/// </summary>
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/// <param name="iterator">The iterator.</param>
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void SetIterator(IIterator iterator); |
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/// <summary>
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/// Gets the status of the iteration once the calculation is finished.
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/// </summary>
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ICalculationStatus IterationResult { get; } |
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/// <summary>
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/// Solves the matrix equation Ax = b, where A is the coefficient matrix, b is the
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/// solution vector and x is the unknown vector.
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/// </summary>
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/// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
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/// <param name="vector">The solution vector, <c>b</c>.</param>
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/// <returns>The result vector, <c>x</c>.</returns>
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Vector Solve(Matrix matrix, Vector vector); |
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/// <summary>
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/// Solves the matrix equation Ax = b, where A is the coefficient matrix, b is the
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/// solution vector and x is the unknown vector.
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/// </summary>
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/// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
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/// <param name="input">The solution vector, <c>b</c></param>
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/// <param name="result">The result vector, <c>x</c></param>
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void Solve(Matrix matrix, Vector input, Vector result); |
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/// <summary>
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/// Solves the matrix equation AX = B, where A is the coefficient matrix, B is the
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/// solution matrix and X is the unknown matrix.
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/// </summary>
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/// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
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/// <param name="input">The solution matrix, <c>B</c>.</param>
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/// <returns>The result matrix, <c>X</c>.</returns>
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Matrix Solve(Matrix matrix, Matrix input); |
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/// <summary>
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/// Solves the matrix equation AX = B, where A is the coefficient matrix, B is the
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/// solution matrix and X is the unknown matrix.
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/// </summary>
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/// <param name="matrix">The coefficient matrix, <c>A</c>.</param>
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/// <param name="input">The solution matrix, <c>B</c>.</param>
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/// <param name="result">The result matrix, <c>X</c></param>
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void Solve(Matrix matrix, Matrix input, Matrix result); |
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} |
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} |
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// <copyright file="IIterativeSolverSetup.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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// Copyright (c) 2009-2010 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// restriction, including without limitation the rights to use,
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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//
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers |
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{ |
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using System; |
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/// <summary>
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/// Defines the interface for objects that can create an iterative solver with
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/// specific settings. This interface is used to pass iterative solver creation
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/// setup information around.
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/// </summary>
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public interface IIterativeSolverSetup |
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{ |
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/// <summary>
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/// Gets the type of the solver that will be created by this setup object.
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/// </summary>
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Type SolverType { get; } |
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/// <summary>
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/// Gets type of preconditioner, if any, that will be created by this setup object.
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/// </summary>
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Type PreconditionerType { get; } |
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/// <summary>
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/// Creates a fully functional iterative solver with the default settings
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/// given by this setup.
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/// </summary>
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/// <returns>A new <see cref="IIterativeSolver"/>.</returns>
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IIterativeSolver CreateNew(); |
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/// <summary>
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/// Gets the relative speed of the solver.
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/// </summary>
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/// <value>Returns a value between 0 and 1, inclusive.</value>
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double SolutionSpeed { get; } |
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/// <summary>
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/// Gets the relative reliability of the solver.
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/// </summary>
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/// <value>Returns a value between 0 and 1 inclusive.</value>
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double Reliability { get; } |
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} |
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} |
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@ -0,0 +1,108 @@ |
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// <copyright file="IIterator.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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// Copyright (c) 2009-2010 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// restriction, including without limitation the rights to use,
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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//
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers |
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{ |
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using System; |
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using Generic.Solvers.Status; |
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using StopCriterium; |
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/// <summary>
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/// Defines the base interface for iterators that help control an iterative calculation.
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/// </summary>
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public interface IIterator |
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#if !SILVERLIGHT
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: ICloneable |
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#endif
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{ |
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/// <summary>
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/// Adds an <see cref="IIterationStopCriterium"/> to the internal collection of stop-criteria. Only a
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/// single stop criterium of each type can be stored.
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/// </summary>
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/// <param name="stopCriterium">The stop criterium to add.</param>
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/// <exception cref="ArgumentNullException">Thrown if <paramref name="stopCriterium"/> is <see langword="null" />.</exception>
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/// <exception cref="ArgumentException">Thrown if <paramref name="stopCriterium"/> is of the same type as an already stored criterium.</exception>
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void Add(IIterationStopCriterium stopCriterium); |
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/// <summary>
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/// Removes the <see cref="IIterationStopCriterium"/> from the internal collection.
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/// </summary>
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/// <param name="stopCriterium">The stop criterium that must be removed.</param>
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void Remove(IIterationStopCriterium stopCriterium); |
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/// <summary>
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/// Indicates if the specific stop criterium is stored by the <see cref="IIterator"/>.
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/// </summary>
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/// <param name="stopCriterium">The stop criterium.</param>
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/// <returns><c>true</c> if the <see cref="IIterator"/> contains the stop criterium; otherwise <c>false</c>.</returns>
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bool Contains(IIterationStopCriterium stopCriterium); |
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/// <summary>
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/// Indicates to the iterator that the iterative process has been cancelled.
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/// </summary>
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/// <remarks>Does not reset the stop-criteria.</remarks>
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void IterationCancelled(); |
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/// <summary>
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/// Determines the status of the iterative calculation based on the stop criteria stored
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/// by the current <see cref="IIterator"/>. Status is set to <c>Status</c> field of current object.
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/// </summary>
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/// <param name="iterationNumber">The number of iterations that have passed so far.</param>
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/// <param name="solutionVector">The vector containing the current solution values.</param>
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/// <param name="sourceVector">The right hand side vector.</param>
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/// <param name="residualVector">The vector containing the current residual vectors.</param>
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/// <remarks>
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/// The individual iterators may internally track the progress of the calculation based
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/// on the invocation of this method. Therefore this method should only be called if the
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/// calculation has moved forwards at least one step.
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/// </remarks>
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void DetermineStatus(int iterationNumber, Vector solutionVector, Vector sourceVector, Vector residualVector); |
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/// <summary>
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/// Gets the current calculation status.
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/// </summary>
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/// <remarks><see langword="null" /> is not a legal value. Status should be set in <see cref="DetermineStatus"/> implementation.</remarks>.
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ICalculationStatus Status { get; } |
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/// <summary>
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/// Resets the <see cref="IIterator"/> to the pre-calculation state.
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/// </summary>
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/// <remarks>
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/// Note to implementers: Invoking this method should not clear the user defined
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/// property values, only the state that is used to track the progress of the
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/// calculation.
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/// </remarks>
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void ResetToPrecalculationState(); |
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#if SILVERLIGHT
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IIterator Clone(); |
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#endif
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} |
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} |
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@ -0,0 +1,73 @@ |
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// <copyright file="IPreConditioner.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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// Copyright (c) 2009-2010 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
|
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|
// obtaining a copy of this software and associated documentation
|
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|
// files (the "Software"), to deal in the Software without
|
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|
// restriction, including without limitation the rights to use,
|
||||
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
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|
// copies of the Software, and to permit persons to whom the
|
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|
// Software is furnished to do so, subject to the following
|
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|
// conditions:
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//
|
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// The above copyright notice and this permission notice shall be
|
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|
// included in all copies or substantial portions of the Software.
|
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//
|
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
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|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
||||
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
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|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
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|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
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|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
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|
// OTHER DEALINGS IN THE SOFTWARE.
|
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// </copyright>
|
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|
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namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers.Preconditioners |
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{ |
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/// <summary>
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/// The base interface for preconditioner classes.
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/// </summary>
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/// <remarks>
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/// <para>
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/// Preconditioners are used by iterative solvers to improve the convergence
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/// speed of the solving process. Increase in convergence speed
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/// is related to the number of iterations necessary to get a converged solution.
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/// So while in general the use of a preconditioner means that the iterative
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/// solver will perform fewer iterations it does not guarantee that the actual
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/// solution time decreases given that some preconditioners can be expensive to
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/// setup and run.
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/// </para>
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/// <para>
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/// Note that in general changes to the matrix will invalidate the preconditioner
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/// if the changes occur after creating the preconditioner.
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/// </para>
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/// </remarks>
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public interface IPreConditioner |
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{ |
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/// <summary>
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/// Initializes the preconditioner and loads the internal data structures.
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/// </summary>
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/// <param name="matrix">The matrix on which the preconditioner is based.</param>
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void Initialize(Matrix matrix); |
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/// <summary>
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/// Approximates the solution to the matrix equation <b>Mx = b</b>.
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/// </summary>
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/// <param name="rhs">The right hand side vector.</param>
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/// <returns>The left hand side vector.</returns>
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Vector Approximate(Vector rhs); |
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/// <summary>
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/// Approximates the solution to the matrix equation <b>Mx = b</b>.
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/// </summary>
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/// <param name="rhs">The right hand side vector.</param>
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/// <param name="lhs">The left hand side vector. Also known as the result vector.</param>
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void Approximate(Vector rhs, Vector lhs); |
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} |
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} |
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@ -0,0 +1,80 @@ |
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// <copyright file="IIterationStopCriterium.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
|
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// http://github.com/mathnet/mathnet-numerics
|
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// http://mathnetnumerics.codeplex.com
|
||||
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// Copyright (c) 2009-2010 Math.NET
|
||||
|
// Permission is hereby granted, free of charge, to any person
|
||||
|
// obtaining a copy of this software and associated documentation
|
||||
|
// files (the "Software"), to deal in the Software without
|
||||
|
// restriction, including without limitation the rights to use,
|
||||
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
|
// copies of the Software, and to permit persons to whom the
|
||||
|
// Software is furnished to do so, subject to the following
|
||||
|
// conditions:
|
||||
|
// The above copyright notice and this permission notice shall be
|
||||
|
// included in all copies or substantial portions of the Software.
|
||||
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
||||
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
||||
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
||||
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
||||
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
||||
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
||||
|
// OTHER DEALINGS IN THE SOFTWARE.
|
||||
|
// </copyright>
|
||||
|
|
||||
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namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers.StopCriterium |
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{ |
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using System; |
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using Generic.Solvers.Status; |
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using Generic.Solvers.StopCriterium; |
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|
|
||||
|
/// <summary>
|
||||
|
/// The base interface for classes that provide stop criteria for iterative calculations.
|
||||
|
/// </summary>
|
||||
|
public interface IIterationStopCriterium |
||||
|
#if !SILVERLIGHT
|
||||
|
: ICloneable |
||||
|
#endif
|
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// Determines the status of the iterative calculation based on the stop criteria stored
|
||||
|
/// by the current <see cref="IIterationStopCriterium"/>. Status is set to <c>Status</c> field of current object.
|
||||
|
/// </summary>
|
||||
|
/// <param name="iterationNumber">The number of iterations that have passed so far.</param>
|
||||
|
/// <param name="solutionVector">The vector containing the current solution values.</param>
|
||||
|
/// <param name="sourceVector">The right hand side vector.</param>
|
||||
|
/// <param name="residualVector">The vector containing the current residual vectors.</param>
|
||||
|
/// <remarks>
|
||||
|
/// The individual stop criteria may internally track the progress of the calculation based
|
||||
|
/// on the invocation of this method. Therefore this method should only be called if the
|
||||
|
/// calculation has moved forwards at least one step.
|
||||
|
/// </remarks>
|
||||
|
void DetermineStatus(int iterationNumber, Vector solutionVector, Vector sourceVector, Vector residualVector); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets the current calculation status.
|
||||
|
/// </summary>
|
||||
|
/// <remarks><see langword="null" /> is not a legal value. Status should be set in <see cref="DetermineStatus"/> implementation.</remarks>
|
||||
|
ICalculationStatus Status { get; } |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Resets the <see cref="IIterationStopCriterium"/> to the pre-calculation state.
|
||||
|
/// </summary>
|
||||
|
/// <remarks>To implementers: Invoking this method should not clear the user defined
|
||||
|
/// property values, only the state that is used to track the progress of the
|
||||
|
/// calculation.</remarks>
|
||||
|
void ResetToPrecalculationState(); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets the <see cref="StopLevel"/> which indicates what sort of stop criterium this
|
||||
|
/// <see cref="IIterationStopCriterium"/> monitors.
|
||||
|
/// </summary>
|
||||
|
StopLevel StopLevel { get; } |
||||
|
|
||||
|
#if SILVERLIGHT
|
||||
|
IIterationStopCriterium Clone(); |
||||
|
#endif
|
||||
|
} |
||||
|
} |
||||
@ -0,0 +1,96 @@ |
|||||
|
// <copyright file="IIterativeSolver.cs" company="Math.NET">
|
||||
|
// Math.NET Numerics, part of the Math.NET Project
|
||||
|
// http://numerics.mathdotnet.com
|
||||
|
// http://github.com/mathnet/mathnet-numerics
|
||||
|
// http://mathnetnumerics.codeplex.com
|
||||
|
//
|
||||
|
// Copyright (c) 2009-2010 Math.NET
|
||||
|
//
|
||||
|
// Permission is hereby granted, free of charge, to any person
|
||||
|
// obtaining a copy of this software and associated documentation
|
||||
|
// files (the "Software"), to deal in the Software without
|
||||
|
// restriction, including without limitation the rights to use,
|
||||
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
|
// copies of the Software, and to permit persons to whom the
|
||||
|
// Software is furnished to do so, subject to the following
|
||||
|
// conditions:
|
||||
|
//
|
||||
|
// The above copyright notice and this permission notice shall be
|
||||
|
// included in all copies or substantial portions of the Software.
|
||||
|
//
|
||||
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
||||
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
||||
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
||||
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
||||
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
||||
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
||||
|
// OTHER DEALINGS IN THE SOFTWARE.
|
||||
|
// </copyright>
|
||||
|
|
||||
|
namespace MathNet.Numerics.LinearAlgebra.Double.Solvers |
||||
|
{ |
||||
|
using Generic.Solvers.Status; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Defines the interface for <see cref="IIterativeSolver"/> classes that solve the matrix equation Ax = b in
|
||||
|
/// an iterative manner.
|
||||
|
/// </summary>
|
||||
|
public interface IIterativeSolver |
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// Stops the solve process.
|
||||
|
/// </summary>
|
||||
|
/// <remarks>
|
||||
|
/// Note that it may take an indetermined amount of time for the solver to actually stop the process.
|
||||
|
/// </remarks>
|
||||
|
void StopSolve(); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Sets the <see cref="IIterator"/> that will be used to track the iterative process.
|
||||
|
/// </summary>
|
||||
|
/// <param name="iterator">The iterator.</param>
|
||||
|
void SetIterator(IIterator iterator); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets the status of the iteration once the calculation is finished.
|
||||
|
/// </summary>
|
||||
|
ICalculationStatus 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.
|
||||
|
/// </summary>
|
||||
|
/// <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 Solve(Matrix matrix, Vector vector); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Solves the matrix equation Ax = b, where A is the coefficient matrix, b is the
|
||||
|
/// solution vector and x is the unknown vector.
|
||||
|
/// </summary>
|
||||
|
/// <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 matrix, Vector input, Vector result); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Solves the matrix equation AX = B, where A is the coefficient matrix, B is the
|
||||
|
/// solution matrix and X is the unknown matrix.
|
||||
|
/// </summary>
|
||||
|
/// <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 Solve(Matrix matrix, Matrix input); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Solves the matrix equation AX = B, where A is the coefficient matrix, B is the
|
||||
|
/// solution matrix and X is the unknown matrix.
|
||||
|
/// </summary>
|
||||
|
/// <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 matrix, Matrix input, Matrix result); |
||||
|
} |
||||
|
} |
||||
@ -0,0 +1,71 @@ |
|||||
|
// <copyright file="IIterativeSolverSetup.cs" company="Math.NET">
|
||||
|
// Math.NET Numerics, part of the Math.NET Project
|
||||
|
// http://numerics.mathdotnet.com
|
||||
|
// http://github.com/mathnet/mathnet-numerics
|
||||
|
// http://mathnetnumerics.codeplex.com
|
||||
|
//
|
||||
|
// Copyright (c) 2009-2010 Math.NET
|
||||
|
//
|
||||
|
// Permission is hereby granted, free of charge, to any person
|
||||
|
// obtaining a copy of this software and associated documentation
|
||||
|
// files (the "Software"), to deal in the Software without
|
||||
|
// restriction, including without limitation the rights to use,
|
||||
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
|
// copies of the Software, and to permit persons to whom the
|
||||
|
// Software is furnished to do so, subject to the following
|
||||
|
// conditions:
|
||||
|
//
|
||||
|
// The above copyright notice and this permission notice shall be
|
||||
|
// included in all copies or substantial portions of the Software.
|
||||
|
//
|
||||
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
||||
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
||||
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
||||
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
||||
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
||||
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
||||
|
// OTHER DEALINGS IN THE SOFTWARE.
|
||||
|
// </copyright>
|
||||
|
|
||||
|
namespace MathNet.Numerics.LinearAlgebra.Double.Solvers |
||||
|
{ |
||||
|
using System; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Defines the interface for objects that can create an iterative solver with
|
||||
|
/// specific settings. This interface is used to pass iterative solver creation
|
||||
|
/// setup information around.
|
||||
|
/// </summary>
|
||||
|
public interface IIterativeSolverSetup |
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// Gets the type of the solver that will be created by this setup object.
|
||||
|
/// </summary>
|
||||
|
Type SolverType { get; } |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets type of preconditioner, if any, that will be created by this setup object.
|
||||
|
/// </summary>
|
||||
|
Type PreconditionerType { get; } |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Creates a fully functional iterative solver with the default settings
|
||||
|
/// given by this setup.
|
||||
|
/// </summary>
|
||||
|
/// <returns>A new <see cref="IIterativeSolver"/>.</returns>
|
||||
|
IIterativeSolver CreateNew(); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets the relative speed of the solver.
|
||||
|
/// </summary>
|
||||
|
/// <value>Returns a value between 0 and 1, inclusive.</value>
|
||||
|
double SolutionSpeed { get; } |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets the relative reliability of the solver.
|
||||
|
/// </summary>
|
||||
|
/// <value>Returns a value between 0 and 1 inclusive.</value>
|
||||
|
double Reliability { get; } |
||||
|
} |
||||
|
} |
||||
@ -0,0 +1,108 @@ |
|||||
|
// <copyright file="IIterator.cs" company="Math.NET">
|
||||
|
// Math.NET Numerics, part of the Math.NET Project
|
||||
|
// http://numerics.mathdotnet.com
|
||||
|
// http://github.com/mathnet/mathnet-numerics
|
||||
|
// http://mathnetnumerics.codeplex.com
|
||||
|
//
|
||||
|
// Copyright (c) 2009-2010 Math.NET
|
||||
|
//
|
||||
|
// Permission is hereby granted, free of charge, to any person
|
||||
|
// obtaining a copy of this software and associated documentation
|
||||
|
// files (the "Software"), to deal in the Software without
|
||||
|
// restriction, including without limitation the rights to use,
|
||||
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
|
// copies of the Software, and to permit persons to whom the
|
||||
|
// Software is furnished to do so, subject to the following
|
||||
|
// conditions:
|
||||
|
//
|
||||
|
// The above copyright notice and this permission notice shall be
|
||||
|
// included in all copies or substantial portions of the Software.
|
||||
|
//
|
||||
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
||||
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
||||
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
||||
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
||||
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
||||
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
||||
|
// OTHER DEALINGS IN THE SOFTWARE.
|
||||
|
// </copyright>
|
||||
|
|
||||
|
namespace MathNet.Numerics.LinearAlgebra.Double.Solvers |
||||
|
{ |
||||
|
using System; |
||||
|
using Generic.Solvers.Status; |
||||
|
using StopCriterium; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Defines the base interface for iterators that help control an iterative calculation.
|
||||
|
/// </summary>
|
||||
|
public interface IIterator |
||||
|
#if !SILVERLIGHT
|
||||
|
: ICloneable |
||||
|
#endif
|
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// Adds an <see cref="IIterationStopCriterium"/> to the internal collection of stop-criteria. Only a
|
||||
|
/// single stop criterium of each type can be stored.
|
||||
|
/// </summary>
|
||||
|
/// <param name="stopCriterium">The stop criterium to add.</param>
|
||||
|
/// <exception cref="ArgumentNullException">Thrown if <paramref name="stopCriterium"/> is <see langword="null" />.</exception>
|
||||
|
/// <exception cref="ArgumentException">Thrown if <paramref name="stopCriterium"/> is of the same type as an already stored criterium.</exception>
|
||||
|
void Add(IIterationStopCriterium stopCriterium); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Removes the <see cref="IIterationStopCriterium"/> from the internal collection.
|
||||
|
/// </summary>
|
||||
|
/// <param name="stopCriterium">The stop criterium that must be removed.</param>
|
||||
|
void Remove(IIterationStopCriterium stopCriterium); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Indicates if the specific stop criterium is stored by the <see cref="IIterator"/>.
|
||||
|
/// </summary>
|
||||
|
/// <param name="stopCriterium">The stop criterium.</param>
|
||||
|
/// <returns><c>true</c> if the <see cref="IIterator"/> contains the stop criterium; otherwise <c>false</c>.</returns>
|
||||
|
bool Contains(IIterationStopCriterium stopCriterium); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Indicates to the iterator that the iterative process has been cancelled.
|
||||
|
/// </summary>
|
||||
|
/// <remarks>Does not reset the stop-criteria.</remarks>
|
||||
|
void IterationCancelled(); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Determines the status of the iterative calculation based on the stop criteria stored
|
||||
|
/// by the current <see cref="IIterator"/>. Status is set to <c>Status</c> field of current object.
|
||||
|
/// </summary>
|
||||
|
/// <param name="iterationNumber">The number of iterations that have passed so far.</param>
|
||||
|
/// <param name="solutionVector">The vector containing the current solution values.</param>
|
||||
|
/// <param name="sourceVector">The right hand side vector.</param>
|
||||
|
/// <param name="residualVector">The vector containing the current residual vectors.</param>
|
||||
|
/// <remarks>
|
||||
|
/// The individual iterators may internally track the progress of the calculation based
|
||||
|
/// on the invocation of this method. Therefore this method should only be called if the
|
||||
|
/// calculation has moved forwards at least one step.
|
||||
|
/// </remarks>
|
||||
|
void DetermineStatus(int iterationNumber, Vector solutionVector, Vector sourceVector, Vector residualVector); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets the current calculation status.
|
||||
|
/// </summary>
|
||||
|
/// <remarks><see langword="null" /> is not a legal value. Status should be set in <see cref="DetermineStatus"/> implementation.</remarks>.
|
||||
|
ICalculationStatus Status { get; } |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Resets the <see cref="IIterator"/> to the pre-calculation state.
|
||||
|
/// </summary>
|
||||
|
/// <remarks>
|
||||
|
/// Note to implementers: Invoking this method should not clear the user defined
|
||||
|
/// property values, only the state that is used to track the progress of the
|
||||
|
/// calculation.
|
||||
|
/// </remarks>
|
||||
|
void ResetToPrecalculationState(); |
||||
|
|
||||
|
#if SILVERLIGHT
|
||||
|
IIterator Clone(); |
||||
|
#endif
|
||||
|
} |
||||
|
} |
||||
@ -0,0 +1,73 @@ |
|||||
|
// <copyright file="IPreConditioner.cs" company="Math.NET">
|
||||
|
// Math.NET Numerics, part of the Math.NET Project
|
||||
|
// http://numerics.mathdotnet.com
|
||||
|
// http://github.com/mathnet/mathnet-numerics
|
||||
|
// http://mathnetnumerics.codeplex.com
|
||||
|
//
|
||||
|
// Copyright (c) 2009-2010 Math.NET
|
||||
|
//
|
||||
|
// Permission is hereby granted, free of charge, to any person
|
||||
|
// obtaining a copy of this software and associated documentation
|
||||
|
// files (the "Software"), to deal in the Software without
|
||||
|
// restriction, including without limitation the rights to use,
|
||||
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
|
// copies of the Software, and to permit persons to whom the
|
||||
|
// Software is furnished to do so, subject to the following
|
||||
|
// conditions:
|
||||
|
//
|
||||
|
// The above copyright notice and this permission notice shall be
|
||||
|
// included in all copies or substantial portions of the Software.
|
||||
|
//
|
||||
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
||||
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
||||
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
||||
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
||||
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
||||
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
||||
|
// OTHER DEALINGS IN THE SOFTWARE.
|
||||
|
// </copyright>
|
||||
|
|
||||
|
namespace MathNet.Numerics.LinearAlgebra.Double.Solvers.Preconditioners |
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// The base interface for preconditioner classes.
|
||||
|
/// </summary>
|
||||
|
/// <remarks>
|
||||
|
/// <para>
|
||||
|
/// Preconditioners are used by iterative solvers to improve the convergence
|
||||
|
/// speed of the solving process. Increase in convergence speed
|
||||
|
/// is related to the number of iterations necessary to get a converged solution.
|
||||
|
/// So while in general the use of a preconditioner means that the iterative
|
||||
|
/// solver will perform fewer iterations it does not guarantee that the actual
|
||||
|
/// solution time decreases given that some preconditioners can be expensive to
|
||||
|
/// setup and run.
|
||||
|
/// </para>
|
||||
|
/// <para>
|
||||
|
/// Note that in general changes to the matrix will invalidate the preconditioner
|
||||
|
/// if the changes occur after creating the preconditioner.
|
||||
|
/// </para>
|
||||
|
/// </remarks>
|
||||
|
public interface IPreConditioner |
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// Initializes the preconditioner and loads the internal data structures.
|
||||
|
/// </summary>
|
||||
|
/// <param name="matrix">The matrix on which the preconditioner is based.</param>
|
||||
|
void Initialize(Matrix matrix); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Approximates the solution to the matrix equation <b>Mx = b</b>.
|
||||
|
/// </summary>
|
||||
|
/// <param name="rhs">The right hand side vector.</param>
|
||||
|
/// <returns>The left hand side vector.</returns>
|
||||
|
Vector Approximate(Vector rhs); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Approximates the solution to the matrix equation <b>Mx = b</b>.
|
||||
|
/// </summary>
|
||||
|
/// <param name="rhs">The right hand side vector.</param>
|
||||
|
/// <param name="lhs">The left hand side vector. Also known as the result vector.</param>
|
||||
|
void Approximate(Vector rhs, Vector lhs); |
||||
|
} |
||||
|
} |
||||
@ -0,0 +1,80 @@ |
|||||
|
// <copyright file="IIterationStopCriterium.cs" company="Math.NET">
|
||||
|
// Math.NET Numerics, part of the Math.NET Project
|
||||
|
// http://numerics.mathdotnet.com
|
||||
|
// http://github.com/mathnet/mathnet-numerics
|
||||
|
// http://mathnetnumerics.codeplex.com
|
||||
|
// Copyright (c) 2009-2010 Math.NET
|
||||
|
// Permission is hereby granted, free of charge, to any person
|
||||
|
// obtaining a copy of this software and associated documentation
|
||||
|
// files (the "Software"), to deal in the Software without
|
||||
|
// restriction, including without limitation the rights to use,
|
||||
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
|
// copies of the Software, and to permit persons to whom the
|
||||
|
// Software is furnished to do so, subject to the following
|
||||
|
// conditions:
|
||||
|
// The above copyright notice and this permission notice shall be
|
||||
|
// included in all copies or substantial portions of the Software.
|
||||
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
||||
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
||||
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
||||
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
||||
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
||||
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
||||
|
// OTHER DEALINGS IN THE SOFTWARE.
|
||||
|
// </copyright>
|
||||
|
|
||||
|
namespace MathNet.Numerics.LinearAlgebra.Double.Solvers.StopCriterium |
||||
|
{ |
||||
|
using System; |
||||
|
using Generic.Solvers.Status; |
||||
|
using Generic.Solvers.StopCriterium; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// The base interface for classes that provide stop criteria for iterative calculations.
|
||||
|
/// </summary>
|
||||
|
public interface IIterationStopCriterium |
||||
|
#if !SILVERLIGHT
|
||||
|
: ICloneable |
||||
|
#endif
|
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// Determines the status of the iterative calculation based on the stop criteria stored
|
||||
|
/// by the current <see cref="IIterationStopCriterium"/>. Status is set to <c>Status</c> field of current object.
|
||||
|
/// </summary>
|
||||
|
/// <param name="iterationNumber">The number of iterations that have passed so far.</param>
|
||||
|
/// <param name="solutionVector">The vector containing the current solution values.</param>
|
||||
|
/// <param name="sourceVector">The right hand side vector.</param>
|
||||
|
/// <param name="residualVector">The vector containing the current residual vectors.</param>
|
||||
|
/// <remarks>
|
||||
|
/// The individual stop criteria may internally track the progress of the calculation based
|
||||
|
/// on the invocation of this method. Therefore this method should only be called if the
|
||||
|
/// calculation has moved forwards at least one step.
|
||||
|
/// </remarks>
|
||||
|
void DetermineStatus(int iterationNumber, Vector solutionVector, Vector sourceVector, Vector residualVector); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets the current calculation status.
|
||||
|
/// </summary>
|
||||
|
/// <remarks><see langword="null" /> is not a legal value. Status should be set in <see cref="DetermineStatus"/> implementation.</remarks>
|
||||
|
ICalculationStatus Status { get; } |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Resets the <see cref="IIterationStopCriterium"/> to the pre-calculation state.
|
||||
|
/// </summary>
|
||||
|
/// <remarks>To implementers: Invoking this method should not clear the user defined
|
||||
|
/// property values, only the state that is used to track the progress of the
|
||||
|
/// calculation.</remarks>
|
||||
|
void ResetToPrecalculationState(); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets the <see cref="StopLevel"/> which indicates what sort of stop criterium this
|
||||
|
/// <see cref="IIterationStopCriterium"/> monitors.
|
||||
|
/// </summary>
|
||||
|
StopLevel StopLevel { get; } |
||||
|
|
||||
|
#if SILVERLIGHT
|
||||
|
IIterationStopCriterium Clone(); |
||||
|
#endif
|
||||
|
} |
||||
|
} |
||||
@ -0,0 +1,96 @@ |
|||||
|
// <copyright file="IIterativeSolver.cs" company="Math.NET">
|
||||
|
// Math.NET Numerics, part of the Math.NET Project
|
||||
|
// http://numerics.mathdotnet.com
|
||||
|
// http://github.com/mathnet/mathnet-numerics
|
||||
|
// http://mathnetnumerics.codeplex.com
|
||||
|
//
|
||||
|
// Copyright (c) 2009-2010 Math.NET
|
||||
|
//
|
||||
|
// Permission is hereby granted, free of charge, to any person
|
||||
|
// obtaining a copy of this software and associated documentation
|
||||
|
// files (the "Software"), to deal in the Software without
|
||||
|
// restriction, including without limitation the rights to use,
|
||||
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
|
// copies of the Software, and to permit persons to whom the
|
||||
|
// Software is furnished to do so, subject to the following
|
||||
|
// conditions:
|
||||
|
//
|
||||
|
// The above copyright notice and this permission notice shall be
|
||||
|
// included in all copies or substantial portions of the Software.
|
||||
|
//
|
||||
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
||||
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
||||
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
||||
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
||||
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
||||
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
||||
|
// OTHER DEALINGS IN THE SOFTWARE.
|
||||
|
// </copyright>
|
||||
|
|
||||
|
namespace MathNet.Numerics.LinearAlgebra.Single.Solvers |
||||
|
{ |
||||
|
using Generic.Solvers.Status; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Defines the interface for <see cref="IIterativeSolver"/> classes that solve the matrix equation Ax = b in
|
||||
|
/// an iterative manner.
|
||||
|
/// </summary>
|
||||
|
public interface IIterativeSolver |
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// Stops the solve process.
|
||||
|
/// </summary>
|
||||
|
/// <remarks>
|
||||
|
/// Note that it may take an indetermined amount of time for the solver to actually stop the process.
|
||||
|
/// </remarks>
|
||||
|
void StopSolve(); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Sets the <see cref="IIterator"/> that will be used to track the iterative process.
|
||||
|
/// </summary>
|
||||
|
/// <param name="iterator">The iterator.</param>
|
||||
|
void SetIterator(IIterator iterator); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets the status of the iteration once the calculation is finished.
|
||||
|
/// </summary>
|
||||
|
ICalculationStatus 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.
|
||||
|
/// </summary>
|
||||
|
/// <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 Solve(Matrix matrix, Vector vector); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Solves the matrix equation Ax = b, where A is the coefficient matrix, b is the
|
||||
|
/// solution vector and x is the unknown vector.
|
||||
|
/// </summary>
|
||||
|
/// <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 matrix, Vector input, Vector result); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Solves the matrix equation AX = B, where A is the coefficient matrix, B is the
|
||||
|
/// solution matrix and X is the unknown matrix.
|
||||
|
/// </summary>
|
||||
|
/// <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 Solve(Matrix matrix, Matrix input); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Solves the matrix equation AX = B, where A is the coefficient matrix, B is the
|
||||
|
/// solution matrix and X is the unknown matrix.
|
||||
|
/// </summary>
|
||||
|
/// <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 matrix, Matrix input, Matrix result); |
||||
|
} |
||||
|
} |
||||
@ -0,0 +1,71 @@ |
|||||
|
// <copyright file="IIterativeSolverSetup.cs" company="Math.NET">
|
||||
|
// Math.NET Numerics, part of the Math.NET Project
|
||||
|
// http://numerics.mathdotnet.com
|
||||
|
// http://github.com/mathnet/mathnet-numerics
|
||||
|
// http://mathnetnumerics.codeplex.com
|
||||
|
//
|
||||
|
// Copyright (c) 2009-2010 Math.NET
|
||||
|
//
|
||||
|
// Permission is hereby granted, free of charge, to any person
|
||||
|
// obtaining a copy of this software and associated documentation
|
||||
|
// files (the "Software"), to deal in the Software without
|
||||
|
// restriction, including without limitation the rights to use,
|
||||
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
|
// copies of the Software, and to permit persons to whom the
|
||||
|
// Software is furnished to do so, subject to the following
|
||||
|
// conditions:
|
||||
|
//
|
||||
|
// The above copyright notice and this permission notice shall be
|
||||
|
// included in all copies or substantial portions of the Software.
|
||||
|
//
|
||||
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
||||
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
||||
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
||||
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
||||
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
||||
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
||||
|
// OTHER DEALINGS IN THE SOFTWARE.
|
||||
|
// </copyright>
|
||||
|
|
||||
|
namespace MathNet.Numerics.LinearAlgebra.Single.Solvers |
||||
|
{ |
||||
|
using System; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Defines the interface for objects that can create an iterative solver with
|
||||
|
/// specific settings. This interface is used to pass iterative solver creation
|
||||
|
/// setup information around.
|
||||
|
/// </summary>
|
||||
|
public interface IIterativeSolverSetup |
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// Gets the type of the solver that will be created by this setup object.
|
||||
|
/// </summary>
|
||||
|
Type SolverType { get; } |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets type of preconditioner, if any, that will be created by this setup object.
|
||||
|
/// </summary>
|
||||
|
Type PreconditionerType { get; } |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Creates a fully functional iterative solver with the default settings
|
||||
|
/// given by this setup.
|
||||
|
/// </summary>
|
||||
|
/// <returns>A new <see cref="IIterativeSolver"/>.</returns>
|
||||
|
IIterativeSolver CreateNew(); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets the relative speed of the solver.
|
||||
|
/// </summary>
|
||||
|
/// <value>Returns a value between 0 and 1, inclusive.</value>
|
||||
|
double SolutionSpeed { get; } |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets the relative reliability of the solver.
|
||||
|
/// </summary>
|
||||
|
/// <value>Returns a value between 0 and 1 inclusive.</value>
|
||||
|
double Reliability { get; } |
||||
|
} |
||||
|
} |
||||
@ -0,0 +1,108 @@ |
|||||
|
// <copyright file="IIterator.cs" company="Math.NET">
|
||||
|
// Math.NET Numerics, part of the Math.NET Project
|
||||
|
// http://numerics.mathdotnet.com
|
||||
|
// http://github.com/mathnet/mathnet-numerics
|
||||
|
// http://mathnetnumerics.codeplex.com
|
||||
|
//
|
||||
|
// Copyright (c) 2009-2010 Math.NET
|
||||
|
//
|
||||
|
// Permission is hereby granted, free of charge, to any person
|
||||
|
// obtaining a copy of this software and associated documentation
|
||||
|
// files (the "Software"), to deal in the Software without
|
||||
|
// restriction, including without limitation the rights to use,
|
||||
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
|
// copies of the Software, and to permit persons to whom the
|
||||
|
// Software is furnished to do so, subject to the following
|
||||
|
// conditions:
|
||||
|
//
|
||||
|
// The above copyright notice and this permission notice shall be
|
||||
|
// included in all copies or substantial portions of the Software.
|
||||
|
//
|
||||
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
||||
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
||||
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
||||
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
||||
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
||||
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
||||
|
// OTHER DEALINGS IN THE SOFTWARE.
|
||||
|
// </copyright>
|
||||
|
|
||||
|
namespace MathNet.Numerics.LinearAlgebra.Single.Solvers |
||||
|
{ |
||||
|
using System; |
||||
|
using Generic.Solvers.Status; |
||||
|
using StopCriterium; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Defines the base interface for iterators that help control an iterative calculation.
|
||||
|
/// </summary>
|
||||
|
public interface IIterator |
||||
|
#if !SILVERLIGHT
|
||||
|
: ICloneable |
||||
|
#endif
|
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// Adds an <see cref="IIterationStopCriterium"/> to the internal collection of stop-criteria. Only a
|
||||
|
/// single stop criterium of each type can be stored.
|
||||
|
/// </summary>
|
||||
|
/// <param name="stopCriterium">The stop criterium to add.</param>
|
||||
|
/// <exception cref="ArgumentNullException">Thrown if <paramref name="stopCriterium"/> is <see langword="null" />.</exception>
|
||||
|
/// <exception cref="ArgumentException">Thrown if <paramref name="stopCriterium"/> is of the same type as an already stored criterium.</exception>
|
||||
|
void Add(IIterationStopCriterium stopCriterium); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Removes the <see cref="IIterationStopCriterium"/> from the internal collection.
|
||||
|
/// </summary>
|
||||
|
/// <param name="stopCriterium">The stop criterium that must be removed.</param>
|
||||
|
void Remove(IIterationStopCriterium stopCriterium); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Indicates if the specific stop criterium is stored by the <see cref="IIterator"/>.
|
||||
|
/// </summary>
|
||||
|
/// <param name="stopCriterium">The stop criterium.</param>
|
||||
|
/// <returns><c>true</c> if the <see cref="IIterator"/> contains the stop criterium; otherwise <c>false</c>.</returns>
|
||||
|
bool Contains(IIterationStopCriterium stopCriterium); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Indicates to the iterator that the iterative process has been cancelled.
|
||||
|
/// </summary>
|
||||
|
/// <remarks>Does not reset the stop-criteria.</remarks>
|
||||
|
void IterationCancelled(); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Determines the status of the iterative calculation based on the stop criteria stored
|
||||
|
/// by the current <see cref="IIterator"/>. Status is set to <c>Status</c> field of current object.
|
||||
|
/// </summary>
|
||||
|
/// <param name="iterationNumber">The number of iterations that have passed so far.</param>
|
||||
|
/// <param name="solutionVector">The vector containing the current solution values.</param>
|
||||
|
/// <param name="sourceVector">The right hand side vector.</param>
|
||||
|
/// <param name="residualVector">The vector containing the current residual vectors.</param>
|
||||
|
/// <remarks>
|
||||
|
/// The individual iterators may internally track the progress of the calculation based
|
||||
|
/// on the invocation of this method. Therefore this method should only be called if the
|
||||
|
/// calculation has moved forwards at least one step.
|
||||
|
/// </remarks>
|
||||
|
void DetermineStatus(int iterationNumber, Vector solutionVector, Vector sourceVector, Vector residualVector); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets the current calculation status.
|
||||
|
/// </summary>
|
||||
|
/// <remarks><see langword="null" /> is not a legal value. Status should be set in <see cref="DetermineStatus"/> implementation.</remarks>.
|
||||
|
ICalculationStatus Status { get; } |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Resets the <see cref="IIterator"/> to the pre-calculation state.
|
||||
|
/// </summary>
|
||||
|
/// <remarks>
|
||||
|
/// Note to implementers: Invoking this method should not clear the user defined
|
||||
|
/// property values, only the state that is used to track the progress of the
|
||||
|
/// calculation.
|
||||
|
/// </remarks>
|
||||
|
void ResetToPrecalculationState(); |
||||
|
|
||||
|
#if SILVERLIGHT
|
||||
|
IIterator Clone(); |
||||
|
#endif
|
||||
|
} |
||||
|
} |
||||
@ -0,0 +1,73 @@ |
|||||
|
// <copyright file="IPreConditioner.cs" company="Math.NET">
|
||||
|
// Math.NET Numerics, part of the Math.NET Project
|
||||
|
// http://numerics.mathdotnet.com
|
||||
|
// http://github.com/mathnet/mathnet-numerics
|
||||
|
// http://mathnetnumerics.codeplex.com
|
||||
|
//
|
||||
|
// Copyright (c) 2009-2010 Math.NET
|
||||
|
//
|
||||
|
// Permission is hereby granted, free of charge, to any person
|
||||
|
// obtaining a copy of this software and associated documentation
|
||||
|
// files (the "Software"), to deal in the Software without
|
||||
|
// restriction, including without limitation the rights to use,
|
||||
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
|
// copies of the Software, and to permit persons to whom the
|
||||
|
// Software is furnished to do so, subject to the following
|
||||
|
// conditions:
|
||||
|
//
|
||||
|
// The above copyright notice and this permission notice shall be
|
||||
|
// included in all copies or substantial portions of the Software.
|
||||
|
//
|
||||
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
||||
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
||||
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
||||
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
||||
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
||||
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
||||
|
// OTHER DEALINGS IN THE SOFTWARE.
|
||||
|
// </copyright>
|
||||
|
|
||||
|
namespace MathNet.Numerics.LinearAlgebra.Single.Solvers.Preconditioners |
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// The base interface for preconditioner classes.
|
||||
|
/// </summary>
|
||||
|
/// <remarks>
|
||||
|
/// <para>
|
||||
|
/// Preconditioners are used by iterative solvers to improve the convergence
|
||||
|
/// speed of the solving process. Increase in convergence speed
|
||||
|
/// is related to the number of iterations necessary to get a converged solution.
|
||||
|
/// So while in general the use of a preconditioner means that the iterative
|
||||
|
/// solver will perform fewer iterations it does not guarantee that the actual
|
||||
|
/// solution time decreases given that some preconditioners can be expensive to
|
||||
|
/// setup and run.
|
||||
|
/// </para>
|
||||
|
/// <para>
|
||||
|
/// Note that in general changes to the matrix will invalidate the preconditioner
|
||||
|
/// if the changes occur after creating the preconditioner.
|
||||
|
/// </para>
|
||||
|
/// </remarks>
|
||||
|
public interface IPreConditioner |
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// Initializes the preconditioner and loads the internal data structures.
|
||||
|
/// </summary>
|
||||
|
/// <param name="matrix">The matrix on which the preconditioner is based.</param>
|
||||
|
void Initialize(Matrix matrix); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Approximates the solution to the matrix equation <b>Mx = b</b>.
|
||||
|
/// </summary>
|
||||
|
/// <param name="rhs">The right hand side vector.</param>
|
||||
|
/// <returns>The left hand side vector.</returns>
|
||||
|
Vector Approximate(Vector rhs); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Approximates the solution to the matrix equation <b>Mx = b</b>.
|
||||
|
/// </summary>
|
||||
|
/// <param name="rhs">The right hand side vector.</param>
|
||||
|
/// <param name="lhs">The left hand side vector. Also known as the result vector.</param>
|
||||
|
void Approximate(Vector rhs, Vector lhs); |
||||
|
} |
||||
|
} |
||||
@ -0,0 +1,80 @@ |
|||||
|
// <copyright file="IIterationStopCriterium.cs" company="Math.NET">
|
||||
|
// Math.NET Numerics, part of the Math.NET Project
|
||||
|
// http://numerics.mathdotnet.com
|
||||
|
// http://github.com/mathnet/mathnet-numerics
|
||||
|
// http://mathnetnumerics.codeplex.com
|
||||
|
// Copyright (c) 2009-2010 Math.NET
|
||||
|
// Permission is hereby granted, free of charge, to any person
|
||||
|
// obtaining a copy of this software and associated documentation
|
||||
|
// files (the "Software"), to deal in the Software without
|
||||
|
// restriction, including without limitation the rights to use,
|
||||
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||||
|
// copies of the Software, and to permit persons to whom the
|
||||
|
// Software is furnished to do so, subject to the following
|
||||
|
// conditions:
|
||||
|
// The above copyright notice and this permission notice shall be
|
||||
|
// included in all copies or substantial portions of the Software.
|
||||
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
||||
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
||||
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
||||
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
||||
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
||||
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
||||
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
||||
|
// OTHER DEALINGS IN THE SOFTWARE.
|
||||
|
// </copyright>
|
||||
|
|
||||
|
namespace MathNet.Numerics.LinearAlgebra.Single.Solvers.StopCriterium |
||||
|
{ |
||||
|
using System; |
||||
|
using Generic.Solvers.Status; |
||||
|
using Generic.Solvers.StopCriterium; |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// The base interface for classes that provide stop criteria for iterative calculations.
|
||||
|
/// </summary>
|
||||
|
public interface IIterationStopCriterium |
||||
|
#if !SILVERLIGHT
|
||||
|
: ICloneable |
||||
|
#endif
|
||||
|
{ |
||||
|
/// <summary>
|
||||
|
/// Determines the status of the iterative calculation based on the stop criteria stored
|
||||
|
/// by the current <see cref="IIterationStopCriterium"/>. Status is set to <c>Status</c> field of current object.
|
||||
|
/// </summary>
|
||||
|
/// <param name="iterationNumber">The number of iterations that have passed so far.</param>
|
||||
|
/// <param name="solutionVector">The vector containing the current solution values.</param>
|
||||
|
/// <param name="sourceVector">The right hand side vector.</param>
|
||||
|
/// <param name="residualVector">The vector containing the current residual vectors.</param>
|
||||
|
/// <remarks>
|
||||
|
/// The individual stop criteria may internally track the progress of the calculation based
|
||||
|
/// on the invocation of this method. Therefore this method should only be called if the
|
||||
|
/// calculation has moved forwards at least one step.
|
||||
|
/// </remarks>
|
||||
|
void DetermineStatus(int iterationNumber, Vector solutionVector, Vector sourceVector, Vector residualVector); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets the current calculation status.
|
||||
|
/// </summary>
|
||||
|
/// <remarks><see langword="null" /> is not a legal value. Status should be set in <see cref="DetermineStatus"/> implementation.</remarks>
|
||||
|
ICalculationStatus Status { get; } |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Resets the <see cref="IIterationStopCriterium"/> to the pre-calculation state.
|
||||
|
/// </summary>
|
||||
|
/// <remarks>To implementers: Invoking this method should not clear the user defined
|
||||
|
/// property values, only the state that is used to track the progress of the
|
||||
|
/// calculation.</remarks>
|
||||
|
void ResetToPrecalculationState(); |
||||
|
|
||||
|
/// <summary>
|
||||
|
/// Gets the <see cref="StopLevel"/> which indicates what sort of stop criterium this
|
||||
|
/// <see cref="IIterationStopCriterium"/> monitors.
|
||||
|
/// </summary>
|
||||
|
StopLevel StopLevel { get; } |
||||
|
|
||||
|
#if SILVERLIGHT
|
||||
|
IIterationStopCriterium Clone(); |
||||
|
#endif
|
||||
|
} |
||||
|
} |
||||
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Reference in new issue