sgpp::solver::ConjugateGradients Class Reference

#include <ConjugateGradients.hpp>

Inheritance diagram for sgpp::solver::ConjugateGradients:

Public Member Functions
virtual void	calcStarting ()
	function that signals the start of the calculation of the CG method (used in python) More...
virtual void	complete ()
	function that signals the finish of the cg method (used in python) More...
	ConjugateGradients (size_t imax, double epsilon)
	Std-Constructor. More...
virtual void	iterationComplete ()
	function that signals that one iteration step of the CG method has been completed (used in python) More...
virtual void	solve (sgpp::base::OperationMatrix &SystemMatrix, sgpp::base::DataVector &alpha, sgpp::base::DataVector &b, bool reuse=false, bool verbose=false, double max_threshold=-1.0)
	Pure virtual Function that defines a solve method for an iterative solver. More...
virtual void	starting ()
	function that signals the start of the CG method (used in python) More...
virtual	~ConjugateGradients ()
	Std-Destructor. More...
Public Member Functions inherited from sgpp::solver::SLESolver
	SLESolver (size_t imax, double epsilon)
	Std-Constructor. More...
virtual	~SLESolver ()
	Std-Destructor. More...
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...

Constructor & Destructor Documentation

ConjugateGradients()

ConjugateGradients::ConjugateGradients	(	size_t	imax,
		double	epsilon
	)

Std-Constructor.

~ConjugateGradients()

ConjugateGradients::~ConjugateGradients ( )

virtual

Std-Destructor.

Member Function Documentation

calcStarting()

void ConjugateGradients::calcStarting ( )

virtual

function that signals the start of the calculation of the CG method (used in python)

Referenced by solve().

complete()

void ConjugateGradients::complete ( )

virtual

function that signals the finish of the cg method (used in python)

Referenced by solve().

iterationComplete()

void ConjugateGradients::iterationComplete ( )

virtual

function that signals that one iteration step of the CG method has been completed (used in python)

Referenced by solve().

solve()

void ConjugateGradients::solve ( sgpp::base::OperationMatrix &  SystemMatrix, sgpp::base::DataVector &  alpha, sgpp::base::DataVector &  b, bool  reuse = false, bool  verbose = false, double  max_threshold = -1.0  )

virtual

Pure virtual Function that defines a solve method for an iterative solver.

Parameters

SystemMatrix	reference to an sgpp::base::OperationMatrix Object that implements the matrix vector multiplication
alpha	the sparse grid's coefficients which have to be determined
b	the right hand side of the system of linear equations
reuse	identifies if the alphas, stored in alpha at calling time, should be reused
verbose	prints information during execution of the solver
max_threshold	additional abort criteria for solver, default value is 10^-9!

Implements sgpp::solver::SLESolver.

References sgpp::base::DataVector::add(), sgpp::base::DataVector::axpy(), calcStarting(), complete(), sgpp::base::DataVector::dotProduct(), sgpp::base::DataVector::getSize(), iterationComplete(), sgpp::base::OperationMatrix::mult(), sgpp::base::DataVector::mult(), sgpp::solver::SGSolver::myEpsilon, sgpp::solver::SGSolver::nIterations, sgpp::solver::SGSolver::nMaxIterations, chess::r, sgpp::solver::SGSolver::residuum, sgpp::base::DataVector::setAll(), and starting().

Referenced by sgpp::datadriven::AlgorithmAdaBoostIdentity::alphaSolver(), main(), sgpp::pde::PoissonEquationSolver::solvePDE(), sgpp::pde::PoissonEquationSolver::storeInnerSolution(), sgpp::datadriven::LearnerSGDE::train(), sgpp::datadriven::SparseGridDensityEstimator::train(), sgpp::datadriven::LearnerSGDE::trainOnline(), and sgpp::datadriven::ModelFittingDensityEstimationCG::update().

starting()

void ConjugateGradients::starting ( )

virtual

function that signals the start of the CG method (used in python)

Referenced by solve().

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The documentation for this class was generated from the following files:

• solver/src/sgpp/solver/sle/ConjugateGradients.hpp
• solver/src/sgpp/solver/sle/ConjugateGradients.cpp