RVLUmin::LSQRStep< Scalar > Class Template Reference

Single step of LSQR iteration for solution of the normal equations, per Paige & Saunders, ACM TOMS v. More...

#include <lsqr.hh>

Inheritance diagram for RVLUmin::LSQRStep< Scalar >:

List of all members.

Public Member Functions
	LSQRStep (LinearOp< Scalar > const &_A, Vector< Scalar > &_x, Vector< Scalar > const &_b, atype &_rnorm, atype &_nrnorm)
void	run ()
	Run a single step of Paige-Saunders - notation as on p.
	~LSQRStep ()

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Detailed Description

template<typename Scalar>
class RVLUmin::LSQRStep< Scalar >

Single step of LSQR iteration for solution of the normal equations, per Paige & Saunders, ACM TOMS v.

8(1), 1982, pp. 43-71.

On construction, internal workspace allocated and initialized. Each step updates internal state of LSQRStep object. Since solution vector, residual norm, and normal residual norm are stored as mutable references to external objects, these external objects are updated as well.

IMPORTANT NOTE: this version of the algorithm assumes that the solution vector reference (internal data member x) refers to a zero vector on initialization. To accommodate nontrivial initial guess, modify the right-hand-side vector (argument _b) externally.

Solution vector (x), iteration count, residual norm, and normal residual (gradient) norm are all references to external objects, which may be monitored by appropriate terminators to build a LoopAlg out of this Algorithm.

See LSQRAlg for description of a fully functional algorithm class, combining this step with a Terminator to make a LoopAlg.

Definition at line 77 of file lsqr.hh.

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Constructor & Destructor Documentation

template<typename Scalar>

RVLUmin::LSQRStep< Scalar >::LSQRStep	(	LinearOp< Scalar > const &	_A,
		Vector< Scalar > &	_x,
		Vector< Scalar > const &	_b,
		atype &	_rnorm,
		atype &	_nrnorm
	)

Definition at line 83 of file lsqr.hh.

template<typename Scalar>

RVLUmin::LSQRStep< Scalar >::~LSQRStep

(

)

Definition at line 190 of file lsqr.hh.

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Member Function Documentation

template<typename Scalar>

void RVLUmin::LSQRStep< Scalar >::run

(

)

[virtual]

Run a single step of Paige-Saunders - notation as on p.

8 of TOMS paper

Implements RVLAlg::Algorithm.

Definition at line 120 of file lsqr.hh.

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

• lsqr.hh

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