CCCoreLib::ConjugateGradient< N, Scalar > Class Template Reference

A class to perform a conjugate gradient optimization. More...

#include <ConjugateGradient.h>

Inheritance diagram for CCCoreLib::ConjugateGradient< N, Scalar >:

Collaboration diagram for CCCoreLib::ConjugateGradient< N, Scalar >:

Public Member Functions
	ConjugateGradient ()
	Default constructor.
virtual	~ConjugateGradient ()=default
	Default destructor.
SquareMatrixTpl< Scalar > &	A ()
	Returns A matrix.
Scalar *	b ()
	Returns b vector.
void	initConjugateGradient (const Scalar *X0)
	Initializes the conjugate gradient. More...
Scalar	iterConjugateGradient (Scalar *Xn)
	Iterates the conjugate gradient. More...

Protected Attributes
Scalar	cg_Gn [N]
	Residuals vector.
Scalar	cg_Hn [N]
	'Hn' vector More...
Scalar	cg_u [N]
	'u' vector More...
Scalar	cg_b [N]
	'b' vector More...
SquareMatrixTpl< Scalar >	cg_A
	'A' matrix More...

Detailed Description

template<int N, class Scalar>
class CCCoreLib::ConjugateGradient< N, Scalar >

A class to perform a conjugate gradient optimization.

Inspired from the "Numerical Recipes". Template parameter 'N' is the dimension of the linear system. Lets "A*Xn=b" be the system to optimize (at iteration n). First the user must init the A matrix (N*N) and b vector (N*1). Then the solver is initialized with X0 (see initConjugateGradient). And the conjugate gradient is iterated with iterConjugateGradient.

Member Function Documentation

initConjugateGradient()

template<int N, class Scalar >

void CCCoreLib::ConjugateGradient< N, Scalar >::initConjugateGradient ( const Scalar *  X0 )

inline

Initializes the conjugate gradient.

Parameters

X0	the initial state (size N)

iterConjugateGradient()

template<int N, class Scalar >

Scalar CCCoreLib::ConjugateGradient< N, Scalar >::iterConjugateGradient ( Scalar *  Xn )

inline

Iterates the conjugate gradient.

Xn will be automatically updated to Xn+1 on output.

Parameters

Xn	the current estimation of Xn (size N)

Returns

mean square error

Member Data Documentation

cg_A

template<int N, class Scalar >

SquareMatrixTpl<Scalar> CCCoreLib::ConjugateGradient< N, Scalar >::cg_A

protected

'A' matrix

Equation solved: "A.X=b"

cg_b

template<int N, class Scalar >

Scalar CCCoreLib::ConjugateGradient< N, Scalar >::cg_b[N]

protected

'b' vector

Equation solved: "A.X=b"

cg_Hn

template<int N, class Scalar >

Scalar CCCoreLib::ConjugateGradient< N, Scalar >::cg_Hn[N]

protected

'Hn' vector

Intermediary computation result

cg_u

template<int N, class Scalar >

Scalar CCCoreLib::ConjugateGradient< N, Scalar >::cg_u[N]

protected

'u' vector

Intermediary computation result

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

• ConjugateGradient.h