ConjugateGradientSolver Class

Members See Also

Represents a sparse linear solver that uses the standard conjugate gradient algorithm.

Namespace: Extreme.Mathematics.LinearAlgebra.IterativeSolvers
Assembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 4.2.11333.0 (4.2.12253.0)

Syntax

C#
public class ConjugateGradientSolver : IterativeSparseSolver

Visual Basic (Declaration)
Public Class ConjugateGradientSolver _ Inherits IterativeSparseSolver

Visual C++
public ref class ConjugateGradientSolver : public IterativeSparseSolver

F#
type ConjugateGradientSolver = class inherit IterativeSparseSolver end

Remarks

Use the ConjugateGradientSolver class to solve large, symmetric sparse systems of equations using the Conjugate Gradient (CG) method. Convergence can be erratic, and sometimes may break down completely.

To solve a system of equations using this class, construct a new instance, passing the matrix of the system to the constructor. You can optionally set a preconditioner by setting the Preconditioner property. By default, a JacobiPreconditioner is used. Finally, the Solve(Vector) method solves the system.

Once the algorithm finished, the Status property indicates whether the algorithm completed successfully.

Inheritance Hierarchy

System..::..Object
  Extreme.Mathematics.Algorithms..::..ManagedIterativeAlgorithm<(Of <(<'DenseVector>)>)>
    Extreme.Mathematics.LinearAlgebra.IterativeSolvers..::..IterativeSparseSolver
      Extreme.Mathematics.LinearAlgebra.IterativeSolvers..::..ConjugateGradientSolver