FlexibleGeneralizedMinimalResidualSolver<T> Class

Solves square linear systems using restarted flexible GMRES (FGMRES).

Definition

Namespace: Numerics.NET.LinearAlgebra.IterativeSolvers
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
public sealed class FlexibleGeneralizedMinimalResidualSolver<T> : IterativeSparseSolver<T>
Inheritance
Object  →  ManagedIterativeAlgorithm<DenseVector<T>, T, SolutionReport<DenseVector<T>, T>>  →  IterativeSparseSolver<T>  →  FlexibleGeneralizedMinimalResidualSolver<T>

Type Parameters

T
The real or complex scalar type.

Remarks

The Preconditioner is applied on the right. Its solve action may vary between iterations or be nonlinear, for example an inner iterative solve. Each resulting search direction is retained until the restart cycle is completed. The inherited LeftPreconditioner is not applied.

The default preconditioner is Jacobi for explicit matrices and identity for other operators. Supported scalar types require a registered linear algebra implementation. Convergence is verified with the original residual b - Ax. On an iteration limit, the result includes completed directions from the current restart cycle.

IterationsBetweenRestarts limits basis storage and defaults to 30. Flexible GMRES retains both the Arnoldi basis and the preconditioned search directions.

Constructors

FlexibleGeneralizedMinimalResidualSolver<T> Constructs a new iterative sparse solver object.

Properties

ConvergenceTests Gets the collection of convergence tests for the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
EstimatedErrorGets the Euclidean norm of the true residual at termination.
(Inherited from IterativeSparseSolver<T>)
EvaluationsNeeded Gets the number of evaluations needed to execute the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
HasSharedDegreeOfParallelism Indicates whether the degree of parallelism is a property that is shared across instances.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
InitialGuess Gets or sets the initial guess for the solution.
(Inherited from IterativeSparseSolver<T>)
IterationsBetweenRestarts Gets or sets the maximum number of Arnoldi steps in each restart cycle.
IterationsNeeded Gets the number of iterations needed by the algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
LastCorrection Gets the most recent correction to the solution.
(Inherited from IterativeSparseSolver<T>)
LeftPreconditioner Gets or sets the Preconditioner<T>.
(Inherited from IterativeSparseSolver<T>)
LinearOperator Gets the sparse matrix of the system of equations.
(Inherited from IterativeSparseSolver<T>)
MaxDegreeOfParallelism Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
MaxEvaluations Gets or sets the maximum number of evaluations during the calculation.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
MaxIterationsGets or sets the maximum number of iterations to use when approximating the roots of the target function.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
MinIterations Gets or sets the minimum iterations that have to be performed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
ParallelOptions Gets or sets the configuration for the parallel behavior of the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
Preconditioner Gets or sets the Preconditioner<T>.
(Inherited from IterativeSparseSolver<T>)
Residuals Gets the vector containing the residuals of the solution.
(Inherited from IterativeSparseSolver<T>)
ResidualTest Gets the convergence test based on the size of the residuals.
(Inherited from IterativeSparseSolver<T>)
Result Gets the approximation to the solution from the most recent solve.
(Inherited from IterativeSparseSolver<T>)
RightHandSide Gets or sets the right hand side of the system of equations.
(Inherited from IterativeSparseSolver<T>)
SolutionReport Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
SolutionTest Gets the optional convergence test based on the size of the solution correction.
(Inherited from IterativeSparseSolver<T>)
Status Gets the AlgorithmStatus following an execution of the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
ThrowExceptionOnFailure Gets or sets whether to throw an exception when the algorithm fails to converge.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)

Methods

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetTypeGets the Type of the current instance.
(Inherited from Object)
Solve() Solves the system of equations and returns the solution.
(Inherited from IterativeSparseSolver<T>)
Solve(Vector<T>) Solves the system of equations for the specified right-hand side and returns the result.
(Inherited from IterativeSparseSolver<T>)
Solve(Vector<T>, Vector<T>) Solves the system of equations for the specified right-hand side and returns the result.
(Inherited from IterativeSparseSolver<T>)
ToStringReturns a string that represents the current object.
(Inherited from Object)

See Also