SG++-Doxygen-Documentation
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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.
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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().