Struct ConjugateGradient

pub struct ConjugateGradient<P, S> { /* private fields */ }

The conjugate gradient method is a solver for systems of linear equations with a symmetric and positive-definite matrix.

Example

References:

[0] Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.

Implementations

impl<P, S> ConjugateGradient<P, S>

where P: Clone + Default, S: Default,

pub fn new(b: P) -> Result<Self, Error>

Constructor

Parameters:

b: right hand side of A * x = b

pub fn p(&self) -> P

Return the current search direction (This is needed by NewtonCG for instance)

pub fn p_prev(&self) -> P

Return the previous search direction (This is needed by NewtonCG for instance)

pub fn residual(&self) -> P

Return the current residual (This is needed by NewtonCG for instance)

Trait Implementations

impl<P: Clone, S: Clone> Clone for ConjugateGradient<P, S>

fn clone(&self) -> ConjugateGradient<P, S>

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<'de, P, S> Deserialize<'de> for ConjugateGradient<P, S>

where P: Deserialize<'de>, S: Default,

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<P, S> Serialize for ConjugateGradient<P, S>

where P: Serialize,

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl<P, O, S, F> Solver<O> for ConjugateGradient<P, S>

where O: ArgminOp<Param = P, Output = P, Float = F>, P: Clone + Serialize + DeserializeOwned + ArgminDot<O::Param, S> + ArgminSub<O::Param, O::Param> + ArgminScaledAdd<O::Param, S, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminConj + ArgminMul<O::Float, O::Param>, S: Debug + ArgminDiv<S, S> + ArgminNorm<O::Float> + ArgminConj, F: ArgminFloat,

fn next_iter( &mut self, op: &mut OpWrapper<O>, state: &IterState<O>, ) -> Result<ArgminIterData<O>, Error>

Perform one iteration of CG algorithm

const NAME: &'static str = "Conjugate Gradient"

Name of the solver

fn init( &mut self, op: &mut OpWrapper<O>, state: &IterState<O>, ) -> Result<Option<ArgminIterData<O>>, Error>

Initializes the algorithm

fn terminate_internal(&mut self, state: &IterState<O>) -> TerminationReason

Checks whether basic termination reasons apply.

fn terminate(&mut self, _state: &IterState<O>) -> TerminationReason

Checks whether the algorithm must be terminated