public class SuccessiveOverrelaxationSolver extends Object implements IterativeLinearSystemSolver
ωopt = 2 / (1 + sqrt(1 - ρ2))This is seldom done, since calculating the spectral radius of the Jacobi matrix requires an impractical amount of computation. However, relatively inexpensive rough estimates of ρ can yield reasonable estimates for the optimal value of ω. This implementation does not support preconditioning.
|Constructor and Description|
Construct a SOR solver with the extrapolation factor ω.
|Modifier and Type||Method and Description|
Solves iteratively Ax = b until the solution converges, i.e., the norm of residual (b - Ax) is less than or equal to the threshold.
public SuccessiveOverrelaxationSolver(double omega, int maxIteration, Tolerance tolerance)
omega- the extrapolation factor
maxIteration- the maximum number of iterations
tolerance- the convergence threshold
public IterativeLinearSystemSolver.Solution solve(LSProblem problem) throws ConvergenceFailure
public IterativeLinearSystemSolver.Solution solve(LSProblem problem, IterationMonitor<Vector> monitor) throws ConvergenceFailure
Ax = buntil the solution converges, i.e., the norm of residual (b - Ax) is less than or equal to the threshold.
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