Preconditioner<T> Class
Definition
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public abstract class Preconditioner<T> : LinearOperator<T>
- Inheritance
- Object → LinearOperator<T> → Preconditioner<T>
- Derived
Type Parameters
- T
Remarks
The Preconditioner<T> class serves as the abstract base class for classes that implement preconditioners in the context of iterative sparse solvers.
A preconditioner is am operator that approximates the matrix of the system of equations, but solving equations with the preconditioner in the left-hand-side is less expensive than solving the original system. When used with an iterative solver, the result is equivalent to solving a simpler system, often but not always leading to faster convergence.
The Preconditioner<T> class is an abstract base class and cannot be instantiated directly. Instead, either use one of the built-in preconditioners, or implement your own preconditioner by inheriting from Preconditioner<T>. The built-in preconditioners are:
Class | Description |
---|---|
Identity | The preconditioner is an identity matrix. This is equivalent to not applying a preconditioner at all. |
Jacobi | The preconditioner is a diagonal matrix containing the inverse of the diagonal elements of the matrix. |
Incomplete | The preconditioner is an incomplete LU factorization of the matrix with no fill-in, also known as ILU(0). |
To define your own preconditioner, inherit from Preconditioner<T> and implement the SolveInto(TransposeOperation, Vector<T>, Vector<T>) method. Note that not all iterative solvers require the transpose solve.
Constructors
Preconditioner<T> | Constructs a new Preconditioner<T>. |
Properties
Column |
Gets the number of columns in the matrix.
(Inherited from LinearOperator<T>) |
Column |
Gets or sets the index of labels for the columns of the matrix.
(Inherited from LinearOperator<T>) Preliminary |
Element |
Gets the element type of the matrix.
(Inherited from LinearOperator<T>) |
Linear | Gets the linear operator to which the Preconditioner<T> applies. |
Row |
Gets the number of rows in the matrix.
(Inherited from LinearOperator<T>) |
Row |
Gets or sets the index of labels for the rows of the matrix.
(Inherited from LinearOperator<T>) Preliminary |
Methods
Add |
Multiplies a Vector<T> by this instance
and stores the result in a second vector of type DenseVector<T>.
(Inherited from LinearOperator<T>) Obsolete. |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
Estimate |
Calculates an estimate for the condition number of a matrix.
(Inherited from LinearOperator<T>) |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
Get |
Calculates the determinant of a matrix.
(Inherited from LinearOperator<T>) |
Get | Serves as the default hash function. (Inherited from Object) |
Get |
Calculates the inverse matrix..
(Inherited from LinearOperator<T>) |
Get |
Calculates the inverse of the factorized
matrix.
(Inherited from LinearOperator<T>) |
Get |
Populates a SerializationInfo with the data
needed to serialize the target object.
(Inherited from LinearOperator<T>) |
Get | Gets the Type of the current instance. (Inherited from Object) |
IsSingular |
Gets a value indicating whether the matrix
is singular.
(Inherited from LinearOperator<T>) |
Least |
Solves the system of linear equations for the specified
right-hand side matrix in the least squares sense.
(Inherited from LinearOperator<T>) |
Least |
Solves the system of linear equations for the specified
right-hand side vector.
(Inherited from LinearOperator<T>) |
Least |
Solves the system of linear equations for the specified
right-hand side dense matrix in the least squares sense and optionally overwrites the
right-hand side with the solution.
(Inherited from LinearOperator<T>) |
Least |
Solves the system of linear equations for the specified
right-hand side dense vector in the least squares sense and optionally
overwrites the right-hand side with the solution.
(Inherited from LinearOperator<T>) |
Least |
Solves a system of equations defined by the matrix and multiple right-hand sides in the least squares sense.
(Inherited from LinearOperator<T>) |
Least |
Solves a system of equations defined by the matrix and the specified right-hand side in the least squares sense.
(Overrides LinearOperator<T>.LeastSquaresSolveInto(Vector<T>, Vector<T>)) |
Memberwise | Creates a shallow copy of the current Object. (Inherited from Object) |
Multiply( | Applies the linear operator to a matrix. (Inherited from LinearOperator<T>) |
Multiply( | Applies the linear operator to a vector. (Inherited from LinearOperator<T>) |
Multiply( |
Multiplies a matrix on the left by this matrix.
(Inherited from LinearOperator<T>) Obsolete. |
Multiply( |
Multiplies a vector on the left by this vector.
(Inherited from LinearOperator<T>) Obsolete. |
Multiply |
Multiplies the matrix with a vector, adds the scaled result to another scaled
vector, and returns the result.
(Overrides LinearOperator<T>.MultiplyAndAddAsLeftFactorCore(T, Vector<T>, T, TransposeOperation, Vector<T>, Vector<T>)) |
Multiply |
Multiplies a vector by the linear operator and returns the result.
(Overrides LinearOperator<T>.MultiplyAsLeftCore(TransposeOperation, Vector<T>, Vector<T>)) |
Multiply |
Multiplies a matrix by the linear operator and returns the result.
(Inherited from LinearOperator<T>) |
Multiply | Applies the transpose of the linear operator to a matrix. (Inherited from LinearOperator<T>) |
Multiply | Applies the (conjugate) transpose of the linear operator to a vector. (Inherited from LinearOperator<T>) |
Rank() |
Returns the numerical rank of a matrix.
(Inherited from LinearOperator<T>) |
Rank( |
Returns the numerical rank of a matrix using the specified tolerance.
(Overrides LinearOperator<T>.Rank(T)) |
Solve( |
Solves the system of linear equations for the specified
right-hand side matrix.
(Inherited from LinearOperator<T>) |
Solve( |
Solves the system of linear equations for the specified
right-hand side vector.
(Inherited from LinearOperator<T>) |
Solve( |
Solves the system of linear equations for the specified
right-hand side dense matrix and optionally overwrites the
right-hand side with the solution.
(Inherited from LinearOperator<T>) |
Solve( |
Solves the system of linear equations for the specified
right-hand side dense vector and optionally
overwrites the right-hand side with the solution.
(Inherited from LinearOperator<T>) |
Solve |
Solves a system of equations defined by the matrix and multiple right-hand sides.
(Inherited from LinearOperator<T>) |
Solve |
Solves a system of equations defined by the matrix and the specified right-hand side.
(Inherited from LinearOperator<T>) |
Solve |
Solves a system of equations defined by the matrix and the specified right-hand side.
(Overrides LinearOperator<T>.SolveInto(TransposeOperation, Vector<T>, Vector<T>)) |
Solve |
Solves a system of equations defined by the matrix and multiple right-hand sides.
(Inherited from LinearOperator<T>) |
Solve |
Solves the transposed system of linear equations for the specified
right-hand side matrix.
(Inherited from LinearOperator<T>) |
Solve |
Solves the system of linear equations for the specified
right-hand side vector.
(Inherited from LinearOperator<T>) |
Solve |
Solves the transposed system of linear equations for the specified
right-hand side dense matrix and optionally overwrites the
right-hand side with the solution.
(Inherited from LinearOperator<T>) |
Solve |
Solves the transposed system of linear equations for the specified
right-hand side dense vector and optionally
overwrites the right-hand side with the solution.
(Inherited from LinearOperator<T>) |
Solve |
Solves a system of equations defined by the matrix and multiple right-hand sides.
(Inherited from LinearOperator<T>) |
Solve |
Solves a system of equations defined by the matrix and the specified right-hand side.
(Inherited from LinearOperator<T>) |
ToString | Returns a string that represents the current object. (Inherited from Object) |