sgpp::base::sle_solver Namespace Reference

Classes
class	Armadillo
	Linear system solver using Armadillo (direct full solver). More...
class	Auto
	Automatic choice of external linear solver. More...
class	BiCGStab
	Linear system solver implementing the iterative BiCGStab method. More...
class	Eigen
	Linear system solver using Eigen (direct full solver). More...
class	GaussianElimination
	Linear system solver implementing the direct Gaussian elimination. More...
class	Gmmpp
	Linear system solver using Gmm++ (iterative sparse solver). More...
class	SLESolver
	Abstract class for solving systems of linear equations. More...
class	UMFPACK
	Linear system solver using UMFPACK (direct sparse solver). More...

Typedefs
typedef ::Eigen::MatrixXd	EigenMatrix
typedef ::Eigen::VectorXd	EigenVector
typedef UF_long	sslong

Functions
void	addSLESolver (SLESolver *solver, std::vector< SLESolver * > &solvers, const std::map< SLESolver *, bool > &supports)
	Add a solver to the vector of solvers, if the solver is supported (e.g.
void	callback (const gmm::iteration &iter)
	Gmm++ status printing callback.
bool	solveInternal (const EigenMatrix &A, const ::Eigen::HouseholderQR< EigenMatrix > &A_QR, DataVector &b, DataVector &x)
bool	solveInternal (const gmm::csr_matrix< double > &A, DataVector &b, DataVector &x)
bool	solveInternal (void *numeric, const std::vector< sslong > &Ap, const std::vector< sslong > &Ai, const std::vector< double > &Ax, DataVector &b, DataVector &x)

Typedef Documentation

EigenMatrix

typedef ::Eigen::MatrixXd sgpp::base::sle_solver::EigenMatrix

EigenVector

typedef ::Eigen::VectorXd sgpp::base::sle_solver::EigenVector

sslong

typedef UF_long sgpp::base::sle_solver::sslong

Function Documentation

addSLESolver()

void sgpp::base::sle_solver::addSLESolver	(	SLESolver *	solver,
		std::vector< SLESolver * > &	solvers,
		const std::map< SLESolver *, bool > &	supports
	)

Add a solver to the vector of solvers, if the solver is supported (e.g.

SG++ configured and compiled for use with the solve) and it's not already in the vector.

Parameters

solver	linear solver
solvers	vector of solvers
supports	map indicating which solvers are supported

Referenced by sgpp::base::sle_solver::Auto::solve().

callback()

void sgpp::base::sle_solver::callback

(

const gmm::iteration &

iter

)

Gmm++ status printing callback.

Parameters

iter	iteration information

References sgpp::base::Printer::getInstance(), and sgpp::base::Printer::printStatusUpdate().

Referenced by solveInternal().

solveInternal() [1/3]

bool sgpp::base::sle_solver::solveInternal	(	const EigenMatrix &	A,
		const ::Eigen::HouseholderQR< EigenMatrix > &	A_QR,
		DataVector &	b,
		DataVector &	x
	)

Parameters

	A	coefficient matrix
	A_QR	Householder QR decomposition of coefficient matrix
	b	right-hand side
[out]	x	solution of the linear system

Returns

whether all went well (false if errors occurred)

Referenced by sgpp::base::sle_solver::Eigen::solve(), sgpp::base::sle_solver::UMFPACK::solve(), and sgpp::base::sle_solver::Gmmpp::solve().

solveInternal() [2/3]

bool sgpp::base::sle_solver::solveInternal	(	const gmm::csr_matrix< double > &	A,
		DataVector &	b,
		DataVector &	x
	)

Parameters

	A	coefficient matrix
	b	right-hand side
[out]	x	solution of the linear system

Returns

whether all went well (false if errors occurred)

References callback(), sgpp::base::Printer::getInstance(), sgpp::base::Printer::printStatusEnd(), sgpp::base::Printer::printStatusNewLine(), and sgpp::base::Printer::printStatusUpdate().

solveInternal() [3/3]

bool sgpp::base::sle_solver::solveInternal	(	void *	numeric,
		const std::vector< sslong > &	Ap,
		const std::vector< sslong > &	Ai,
		const std::vector< double > &	Ax,
		DataVector &	b,
		DataVector &	x
	)

Parameters

	numeric	result of umfpack_dl_numeric()
	Ap	CCS column pointers
	Ai	CCS row indices
	Ax	CCS matrix entries
	b	right-hand side
[out]	x	solution to the system

Returns

whether all went well (false if errors occurred)

References sgpp::base::DataVector::getPointer(), and sgpp::base::DataVector::setAll().