// // 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. // using System; namespace IStation.Numerics.LinearAlgebra.Solvers { /// /// The base interface for preconditioner classes. /// /// /// /// 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. /// /// /// Note that in general changes to the matrix will invalidate the preconditioner /// if the changes occur after creating the preconditioner. /// /// public interface IPreconditioner where T : struct, IEquatable, IFormattable { /// /// Initializes the preconditioner and loads the internal data structures. /// /// The matrix on which the preconditioner is based. void Initialize(Matrix matrix); /// /// Approximates the solution to the matrix equation Mx = b. /// /// The right hand side vector. /// The left hand side vector. Also known as the result vector. void Approximate(Vector rhs, Vector lhs); } }