MATH-581

Framework for iterative solvers.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1145779 13f79535-47bb-0310-9956-ffa450edef68

src/main/java/org/apache/commons/math/linear/InvertibleRealLinearOperator.java

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+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.math.linear;
+
+import org.apache.commons.math.exception.DimensionMismatchException;
+
+/**
+ * This interface defines a {@link RealLinearOperator} which can be inverted.
+ * Preconditioners typically fall into this category.
+ *
+ * @version $Id$
+ */
+public abstract class InvertibleRealLinearOperator extends RealLinearOperator {
+    /**
+     * Creates a new instance of this class with the specified dimension.
+     *
+     * @param dim Common dimension of the domain and codomain.
+     */
+    public InvertibleRealLinearOperator(final int dim) {
+        super(dim, dim);
+    }
+
+    /**
+     * Computes the matrix-vector product of the inverse of this instance
+     * with {@code b} and returns the result.
+     *
+     * @param b Right-hand side vector.
+     * @return the left-hand side vector.
+     */
+    public double[] solve(final double[] b) {
+        if (b.length != getRowDimension()) {
+            throw new DimensionMismatchException(b.length,
+                                                 getRowDimension());
+        }
+        final RealVector x = solve(new ArrayRealVector(b, false));
+        if (x instanceof ArrayRealVector) {
+            return ((ArrayRealVector) x).getDataRef();
+        } else {
+            return x.getData();
+        }
+    }
+
+    /**
+     * Computes the matrix-vector product of the inverse of this instance
+     * with {@code b} and returns the result.
+     *
+     * @param b Right-hand side vector.
+     * @return the left-hand side vector.
+     */
+    public abstract RealVector solve(final RealVector b);
+}