Algorithm Classes (by include file)

HCL_LinearSolver: base class for linear system solution methods
HCL_PCG: conjugate gradient algorithm for SPD linear systems, w and w/o precond.
HCL_ItEigSolvers: implicitly restarted Lanczos and Arnoldi methods, after ARPACK
HCL_LineSearch: base class for line search, several line search methods
HCL_TrustRegionSolvers: base class for trust region solvers, Steihaug-Toint
HCL_TrustRegion_SS: Santos-Sorensen algorithm for trust region problem
HCL_MatTR: More'-Hebden algorithm for trust region problem (matrix based)
HCL_UMin: base class for unconstrained minimization methods
HCL_UMinNLCG: unconstrained min by (nonlinear) conjugate gradient algorithm
HCL_UMinTR: unconstrained min by Steihaug-Toint truncated Newton method
HCL_UMin_lbfgs: unconstrained min by Limited Memory BFGS method
HCL_UMinProductDomain: base class for unconstrained min on product spaces
HCL_UMinAlternation: coordinate search algorithm for unconstrained min
HCL_UMinSubspace: Kennett-Sambridge subspace algorithm for unconstrained min
HCL_CMinAL: Augmented Lagrangian constrained minimization method
Implementations of algorithms for linear algebra and numerical optimization.

alphabetic index hierarchy of classes


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