IncompleteCholeskyPreconditioner<T> Constructor

public IncompleteCholeskyPreconditioner(
	SparseMatrix<T> matrix
)

Public Sub New ( 
	matrix As SparseMatrix(Of T)
)

public:
IncompleteCholeskyPreconditioner(
	SparseMatrix<T>^ matrix
)

new : 
        matrix : SparseMatrix<'T> -> IncompleteCholeskyPreconditioner

Parameters

matrix  SparseMatrix<T>

A square sparse matrix with finite Hermitian logical coefficients. General, symmetric, Hermitian and diagonal structures are supported. General matrices must agree exactly with their conjugate transpose; coefficients are not implicitly symmetrized.

public IncompleteCholeskyPreconditioner(
	SparseMatrix<T> matrix,
	T relativePivotTolerance,
	T relativeDiagonalShift,
	bool equilibrate = false,
	Permutation? ordering = null
)

Public Sub New ( 
	matrix As SparseMatrix(Of T),
	relativePivotTolerance As T,
	relativeDiagonalShift As T,
	Optional equilibrate As Boolean = false,
	Optional ordering As Permutation = Nothing
)

public:
IncompleteCholeskyPreconditioner(
	SparseMatrix<T>^ matrix, 
	T relativePivotTolerance, 
	T relativeDiagonalShift, 
	bool equilibrate = false, 
	Permutation^ ordering = nullptr
)

new : 
        matrix : SparseMatrix<'T> * 
        relativePivotTolerance : 'T * 
        relativeDiagonalShift : 'T * 
        ?equilibrate : bool * 
        ?ordering : Permutation 
(* Defaults:
        let _equilibrate = defaultArg equilibrate false
        let _ordering = defaultArg ordering null
*)
-> IncompleteCholeskyPreconditioner

Parameters

matrix  SparseMatrix<T>

A square sparse matrix with finite Hermitian logical coefficients. General, symmetric, Hermitian and diagonal structures are supported. General matrices must agree exactly with their conjugate transpose; coefficients are not implicitly symmetrized.

relativePivotTolerance  T

A finite real value in [0, 1). The Cholesky pivot before taking its square root divided by the maximum magnitude in its shifted row must exceed this value.

relativeDiagonalShift  T

A finite nonnegative real value. Adds this value times each original row maximum magnitude to that diagonal, using unit scale for an empty row. Only the preconditioner is shifted.

equilibrate  Boolean  (Optional)

Whether to apply symmetric row/column scaling using the square roots of the shifted row maxima.

ordering  Permutation  (Optional)

An optional copied permutation mapping factor coordinates to original coordinates. The same permutation is applied to rows and columns. Null uses natural ordering.

Reference