![]()  | 
  
    SG++-Doxygen-Documentation
    
   | 
 
This class solves an (lhs + lambda*I) * alpha = b system of linear equations after the offline and online phases are done. More...
#include <DBMatDMSOrthoAdapt.hpp>
  
 Public Member Functions | |
| DBMatDMSOrthoAdapt ()=default | |
| Constructor.  More... | |
| void | solve (sgpp::base::DataMatrix &T_inv, sgpp::base::DataMatrix &Q, sgpp::base::DataMatrix &B, sgpp::base::DataVector &b, sgpp::base::DataVector &alpha) | 
| Solves the system after the corresponding offline and online objects are done with decomposing and adaptivity, resp.  More... | |
  Public Member Functions inherited from sgpp::datadriven::DBMatDecompMatrixSolver | |
| DBMatDecompMatrixSolver () | |
  Public Member Functions inherited from sgpp::solver::SGSolver | |
| double | getEpsilon () | 
| gets the the epsilon, that is used in the SGSolver  More... | |
| size_t | getNumberIterations () | 
| function that returns the number of needed solve steps  More... | |
| double | getResiduum () | 
| function the returns the residuum (current or final), error of the solver  More... | |
| void | setEpsilon (double eps) | 
| resets the epsilon, that is used in the SGSolver  More... | |
| void | setMaxIterations (size_t nIterations) | 
| resets the number of maximum iterations  More... | |
| SGSolver (size_t nMaximumIterations, double epsilon) | |
| Std-Constructor.  More... | |
| virtual | ~SGSolver () | 
| Std-Destructor.  More... | |
Additional Inherited Members | |
  Protected Attributes inherited from sgpp::solver::SGSolver | |
| double | myEpsilon | 
| epsilon needed in the, e.g. final error in the iterative solver, or a timestep  More... | |
| size_t | nIterations | 
| Number of Iterations needed for the solve.  More... | |
| size_t | nMaxIterations | 
| Number of maximum iterations for cg.  More... | |
| double | residuum | 
| residuum  More... | |
This class solves an (lhs + lambda*I) * alpha = b system of linear equations after the offline and online phases are done.
      
  | 
  default | 
Constructor.
| void sgpp::datadriven::DBMatDMSOrthoAdapt::solve | ( | sgpp::base::DataMatrix & | T_inv, | 
| sgpp::base::DataMatrix & | Q, | ||
| sgpp::base::DataMatrix & | B, | ||
| sgpp::base::DataVector & | b, | ||
| sgpp::base::DataVector & | alpha | ||
| ) | 
Solves the system after the corresponding offline and online objects are done with decomposing and adaptivity, resp.
The computation done: alpha = Q*T_inv*Q^t*b + B*b
| T_inv | Inverse of a tridiagonal matrix | 
| Q | Orthogonal matrix, part of hessenberg_decomp of the lhs matrix | 
| B | Storage of the online objects refined/coarsened points | 
| b | The right side of the system | 
| alpha | The solution vector of the system, computed values go there | 
References sgpp::base::DataMatrix::getNcols(), sgpp::base::DataMatrix::getNrows(), sgpp::base::DataVector::getPointer(), sgpp::base::DataMatrix::getPointer(), and sgpp::base::DataVector::getSize().
Referenced by sgpp::datadriven::DBMatOnlineDEOrthoAdapt::solveSLE().