Extreme Optimization™: Complexity made simple.

Math and Statistics
Libraries for .NET

  • Home
  • Features
    • Math Library
    • Vector and Matrix Library
    • Statistics Library
    • Performance
    • Usability
  • Documentation
    • Introduction
    • Math Library User's Guide
    • Vector and Matrix Library User's Guide
    • Data Analysis Library User's Guide
    • Statistics Library User's Guide
    • Reference
  • Resources
    • Downloads
    • QuickStart Samples
    • Sample Applications
    • Frequently Asked Questions
    • Technical Support
  • Blog
  • Order
  • Company
    • About us
    • Testimonials
    • Customers
    • Press Releases
    • Careers
    • Partners
    • Contact us
Introduction
Deployment Guide
Configuration
Using Parallelism
Expand Mathematics Library User's GuideMathematics Library User's Guide
Expand Vector and Matrix Library User's GuideVector and Matrix Library User's Guide
Expand Data Analysis Library User's GuideData Analysis Library User's Guide
Expand Statistics Library User's GuideStatistics Library User's Guide
Expand Data Access Library User's GuideData Access Library User's Guide
Expand ReferenceReference
  • Extreme Optimization
    • Features
    • Solutions
    • Documentation
    • QuickStart Samples
    • Sample Applications
    • Downloads
    • Technical Support
    • Download trial
    • How to buy
    • Blog
    • Company
    • Resources
  • Documentation
    • Introduction
    • Deployment Guide
    • Configuration
    • Using Parallelism
    • Mathematics Library User's Guide
    • Vector and Matrix Library User's Guide
    • Data Analysis Library User's Guide
    • Statistics Library User's Guide
    • Data Access Library User's Guide
    • Reference
  • Reference
    • Extreme
    • Extreme.Collections
    • Extreme.Data
    • Extreme.Data.Json
    • Extreme.Data.Matlab
    • Extreme.Data.R
    • Extreme.Data.Stata
    • Extreme.Data.Text
    • Extreme.DataAnalysis
    • Extreme.DataAnalysis.Linq
    • Extreme.Mathematics
    • Extreme.Mathematics.Algorithms
    • Extreme.Mathematics.Calculus
    • Extreme.Mathematics.Calculus.OrdinaryDifferentialEquations
    • Extreme.Mathematics.Curves
    • Extreme.Mathematics.Curves.Nonlinear
    • Extreme.Mathematics.Distributed
    • Extreme.Mathematics.Distributed.Cuda
    • Extreme.Mathematics.EquationSolvers
    • Extreme.Mathematics.FSharp
    • Extreme.Mathematics.Generic
    • Extreme.Mathematics.Generic.LinearAlgebra
    • Extreme.Mathematics.Generic.LinearAlgebra.Implementation
    • Extreme.Mathematics.Generic.LinearAlgebra.Providers
    • Extreme.Mathematics.Generic.SignalProcessing
    • Extreme.Mathematics.Implementation
    • Extreme.Mathematics.LinearAlgebra
    • Extreme.Mathematics.LinearAlgebra.Complex
    • Extreme.Mathematics.LinearAlgebra.Complex.Decompositions
    • Extreme.Mathematics.LinearAlgebra.Implementation
    • Extreme.Mathematics.LinearAlgebra.IO
    • Extreme.Mathematics.LinearAlgebra.IterativeSolvers
    • Extreme.Mathematics.LinearAlgebra.IterativeSolvers.Preconditioners
    • Extreme.Mathematics.LinearAlgebra.Providers
    • Extreme.Mathematics.LinearAlgebra.Sparse
    • Extreme.Mathematics.Optimization
    • Extreme.Mathematics.Optimization.Genetic
    • Extreme.Mathematics.Optimization.LineSearches
    • Extreme.Mathematics.Random
    • Extreme.Mathematics.SignalProcessing
    • Extreme.Numerics.FSharp
    • Extreme.Statistics
    • Extreme.Statistics.Distributions
    • Extreme.Statistics.IO
    • Extreme.Statistics.Linq
    • Extreme.Statistics.Multivariate
    • Extreme.Statistics.Random
    • Extreme.Statistics.Tests
    • Extreme.Statistics.TimeSeriesAnalysis
  • Extreme.Mathematics.LinearAlgebra.IterativeSolvers
    • BiConjugateGradientSolver Class
    • BiConjugateGradientSolver(T) Class
    • BiConjugateGradientStabilizedSolver Class
    • BiConjugateGradientStabilizedSolver(T) Class
    • ConjugateGradientSolver Class
    • ConjugateGradientSolver(T) Class
    • ConjugateGradientSquaredSolver Class
    • ConjugateGradientSquaredSolver(T) Class
    • GaussSeidelSolver Class
    • GaussSeidelSolver(T) Class
    • GeneralizedMinimalResidualSolver Class
    • GeneralizedMinimalResidualSolver(T) Class
    • IterativeSparseSolver Class
    • IterativeSparseSolver(T) Class
    • JacobiSolver Class
    • JacobiSolver(T) Class
    • QuasiMinimalResidualSolver Class
    • QuasiMinimalResidualSolver(T) Class
    • SuccessiveOverRelaxationSolver Class
    • SuccessiveOverRelaxationSolver(T) Class
  • IterativeSparseSolver(T) Class
    • IterativeSparseSolver(T) Constructors
    • Properties
    • Methods
IterativeSparseSolverT ClassExtreme Optimization Numerical Libraries for .NET Professional
Represents an iterative algorithm for solving sparse linear systems.
Inheritance Hierarchy

SystemObject
  Extreme.Mathematics.AlgorithmsManagedIterativeAlgorithmDenseVectorT, T, SolutionReportDenseVectorT, T
    Extreme.Mathematics.LinearAlgebra.IterativeSolversIterativeSparseSolverT
      More...

Namespace: Extreme.Mathematics.LinearAlgebra.IterativeSolvers
Assembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16312.0)
Syntax

C#
VB
C++
F#
Copy
public abstract class IterativeSparseSolver<T> : ManagedIterativeAlgorithm<DenseVector<T>, T, SolutionReport<DenseVector<T>, T>>
Public MustInherit Class IterativeSparseSolver(Of T)
	Inherits ManagedIterativeAlgorithm(Of DenseVector(Of T), T, SolutionReport(Of DenseVector(Of T), T))
generic<typename T>
public ref class IterativeSparseSolver abstract : public ManagedIterativeAlgorithm<DenseVector<T>^, T, SolutionReport<DenseVector<T>^, T>^>
[<AbstractClassAttribute>]
type IterativeSparseSolver<'T> =  
    class
        inherit ManagedIterativeAlgorithm<DenseVector<'T>, 'T, SolutionReport<DenseVector<'T>, 'T>>
    end

Type Parameters

T

The IterativeSparseSolverT type exposes the following members.

Constructors

  NameDescription
Protected methodIterativeSparseSolverT
Constructs a new IterativeSparseSolverT object.
Protected methodIterativeSparseSolverT(LinearOperatorT)
Constructs a new iterative sparse solver object.
Top
Properties

  NameDescription
Public propertyConvergenceTests
Gets the collection of convergence tests for the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyEstimatedError
Gets a value indicating the size of the absolute error of the result.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyEvaluationsNeeded
Gets the number of evaluations needed to execute the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected propertyEvaluationsRemaining
Gets the number of evaluations still available.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyHasSharedDegreeOfParallelism
Indicates whether the degree of parallelism is a property that is shared across instances.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyInitialGuess
Gets or sets the solution of the system of equations.
Public propertyIterationsNeeded
Gets the number of iterations needed by the algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected propertyIterationsRemaining
Gets the number of iterations remaining.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyLastCorrection
Gets the vector containing the residuals of the solution.
Public propertyLeftPreconditioner
Gets or sets the PreconditionerT.
Public propertyLinearOperator
Gets the sparse matrix of the system of equations.
Public propertyMaxDegreeOfParallelism
Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyMaxEvaluations
Gets or sets the maximum number of evaluations during the calculation.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyMaxIterations
Gets or sets the maximum number of iterations to use when approximating the roots of the target function.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyMinIterations
Gets or sets the minimum iterations that have to be performed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected propertyParallelOptions
Gets the configuration for the parallel behavior of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyPreconditioner
Gets or sets the PreconditionerT.
Public propertyResiduals
Gets the vector containing the residuals of the solution.
Public propertyResidualTest
Gets the convergence test based on the size of the residuals.
Public propertyResult
Gets or sets the solution of the system of equations.
(Overrides ManagedIterativeAlgorithmT, TError, TReportResult.)
Public propertyRightHandSide
Gets or sets the right hand side of the system of equations.
Public propertySolutionReport
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertySolutionTest
Gets the convergence test based on the size of the residuals.
Public propertyStatus
Gets the AlgorithmStatus following an execution of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyThrowExceptionOnFailure
Gets or sets a value indicating whether to throw an exception when the algorithm fails to converge.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Top
Methods

  NameDescription
Public methodEquals
Determines whether the specified Object is equal to the current Object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodIncrementEvaluations
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodIncrementEvaluations(Int32)
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodIterate
Performs one iteration of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodIterated
Performs operations after the iteration stage of the algorithm is complete.
(Overrides ManagedIterativeAlgorithmT, TError, TReportIterated.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Protected methodOnConvergence
Performs any tasks after the main algorithm has converged.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodOnFailure
Performs any tasks after the main algorithm has failed to converge.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodOnInit
Performs initialization tasks.
(Overrides ManagedIterativeAlgorithmT, TError, TReportOnInit.)
Protected methodReportFailure
Records the results of an algorithm in case it fails.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodReportResult
Records the results of an algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodReportSuccess
Records the results of a algorithm that converged successfully.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodResetEvaluations
Resets the number of evaluations to zero.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodRestart
Prepares the algorithm to be run again with possibly different inputs.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodRun
Runs the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodRun(ParallelOptions)
Runs the algorithm using the specified parallelization options.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodSetResult
Sets the results of an algorithm's execution.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public methodSolve
Solves the system of equations and returns the solution.
Public methodSolve(VectorT)
Solves the system of equations for the specified right-hand side and returns the result.
Public methodSolve(VectorT, VectorT)
Solves the system of equations for the specified right-hand side and returns the result.
Protected methodTestConvergence
Checks whether the algorithm has converged.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodThreadSafeIncrementEvaluations
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodThreadSafeIncrementEvaluations(Int32)
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodThrowConvergenceException
Interprets the AlgorithmStatus and throws the appropriate exception.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
Top
Remarks

IterativeSparseSolverT serves as the abstract base class for classes that implement iterative solvers for sparse linear systems.

The only operation the matrix of the linear system must support is matrix-vector multiplication. All matrix types support this operation, but any object whose type inherits from LinearOperator will do.

IterativeSparseSolverT is an abstract base class and cannot be instantiated directly. Instead, use one of the derived classes:

To solve a system of equations, create a new instance of one of the classes above and pass the matrix or linear operator to the constructor. You can optionally set the Preconditioner property to a corresponding instance of one of the PreconditionerT classes. Finally, call the Solve(VectorT) method to run the algorithm.

Version Information

Numerical Libraries

Supported in: 6.0
See Also

Reference

Extreme.Mathematics.LinearAlgebra.IterativeSolvers Namespace
Inheritance Hierarchy

SystemObject
  Extreme.Mathematics.AlgorithmsManagedIterativeAlgorithmDenseVectorT, T, SolutionReportDenseVectorT, T
    Extreme.Mathematics.LinearAlgebra.IterativeSolversIterativeSparseSolverT
      Extreme.Mathematics.LinearAlgebra.IterativeSolversBiConjugateGradientSolverT
      Extreme.Mathematics.LinearAlgebra.IterativeSolversBiConjugateGradientStabilizedSolverT
      Extreme.Mathematics.LinearAlgebra.IterativeSolversConjugateGradientSolverT
      Extreme.Mathematics.LinearAlgebra.IterativeSolversConjugateGradientSquaredSolverT
      Extreme.Mathematics.LinearAlgebra.IterativeSolversGaussSeidelSolverT
      Extreme.Mathematics.LinearAlgebra.IterativeSolversGeneralizedMinimalResidualSolverT
      Extreme.Mathematics.LinearAlgebra.IterativeSolversJacobiSolverT
      Extreme.Mathematics.LinearAlgebra.IterativeSolversQuasiMinimalResidualSolverT
      Extreme.Mathematics.LinearAlgebra.IterativeSolversSuccessiveOverRelaxationSolverT

Copyright (c) 2004-2016 ExoAnalytics Inc.

Send comments on this topic to support@extremeoptimization.com

Copyright © 2004-2018, Extreme Optimization. All rights reserved.
Extreme Optimization, Complexity made simple, M#, and M Sharp are trademarks of ExoAnalytics Inc.
Microsoft, Visual C#, Visual Basic, Visual Studio, Visual Studio.NET, and the Optimized for Visual Studio logo
are registered trademarks of Microsoft Corporation.