// <copyright file="IPreConditioner.cs" company="Math.NET">
|
// Math.NET Numerics, part of the Math.NET Project
|
// http://numerics.mathdotnet.com
|
// http://github.com/mathnet/mathnet-numerics
|
//
|
// Copyright (c) 2009-2014 Math.NET
|
//
|
// Permission is hereby granted, free of charge, to any person
|
// obtaining a copy of this software and associated documentation
|
// files (the "Software"), to deal in the Software without
|
// restriction, including without limitation the rights to use,
|
// copy, modify, merge, publish, distribute, sublicense, and/or sell
|
// copies of the Software, and to permit persons to whom the
|
// Software is furnished to do so, subject to the following
|
// conditions:
|
//
|
// The above copyright notice and this permission notice shall be
|
// included in all copies or substantial portions of the Software.
|
//
|
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
|
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
|
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
|
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
|
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
|
// OTHER DEALINGS IN THE SOFTWARE.
|
// </copyright>
|
|
using System;
|
|
namespace IStation.Numerics.LinearAlgebra.Solvers
|
{
|
/// <summary>
|
/// The base interface for preconditioner classes.
|
/// </summary>
|
/// <remarks>
|
/// <para>
|
/// Preconditioners are used by iterative solvers to improve the convergence
|
/// speed of the solving process. Increase in convergence speed
|
/// is related to the number of iterations necessary to get a converged solution.
|
/// So while in general the use of a preconditioner means that the iterative
|
/// solver will perform fewer iterations it does not guarantee that the actual
|
/// solution time decreases given that some preconditioners can be expensive to
|
/// setup and run.
|
/// </para>
|
/// <para>
|
/// Note that in general changes to the matrix will invalidate the preconditioner
|
/// if the changes occur after creating the preconditioner.
|
/// </para>
|
/// </remarks>
|
public interface IPreconditioner<T> where T : struct, IEquatable<T>, IFormattable
|
{
|
/// <summary>
|
/// Initializes the preconditioner and loads the internal data structures.
|
/// </summary>
|
/// <param name="matrix">The matrix on which the preconditioner is based.</param>
|
void Initialize(Matrix<T> matrix);
|
|
/// <summary>
|
/// Approximates the solution to the matrix equation <b>Mx = b</b>.
|
/// </summary>
|
/// <param name="rhs">The right hand side vector.</param>
|
/// <param name="lhs">The left hand side vector. Also known as the result vector.</param>
|
void Approximate(Vector<T> rhs, Vector<T> lhs);
|
}
|
}
|
