1 | /*
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2 | * Licensed to the Apache Software Foundation (ASF) under one or more
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3 | * contributor license agreements. See the NOTICE file distributed with
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4 | * this work for additional information regarding copyright ownership.
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5 | * The ASF licenses this file to You under the Apache License, Version 2.0
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6 | * (the "License"); you may not use this file except in compliance with
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7 | * the License. You may obtain a copy of the License at
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8 | *
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9 | * http://www.apache.org/licenses/LICENSE-2.0
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10 | *
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11 | * Unless required by applicable law or agreed to in writing, software
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12 | * distributed under the License is distributed on an "AS IS" BASIS,
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13 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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14 | * See the License for the specific language governing permissions and
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15 | * limitations under the License.
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16 | */
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17 | package agents.anac.y2019.harddealer.math3.linear;
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18 |
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19 | import agents.anac.y2019.harddealer.math3.exception.DimensionMismatchException;
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20 | import agents.anac.y2019.harddealer.math3.exception.MaxCountExceededException;
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21 | import agents.anac.y2019.harddealer.math3.exception.NullArgumentException;
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22 | import agents.anac.y2019.harddealer.math3.util.IterationManager;
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23 | import agents.anac.y2019.harddealer.math3.util.MathUtils;
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24 |
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25 | /**
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26 | * <p>
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27 | * This abstract class defines preconditioned iterative solvers. When A is
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28 | * ill-conditioned, instead of solving system A · x = b directly, it is
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29 | * preferable to solve either
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30 | * <center>
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31 | * (M · A) · x = M · b
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32 | * </center>
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33 | * (left preconditioning), or
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34 | * <center>
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35 | * (A · M) · y = b, followed by
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36 | * M · y = x
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37 | * </center>
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38 | * (right preconditioning), where M approximates in some way A<sup>-1</sup>,
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39 | * while matrix-vector products of the type M · y remain comparatively
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40 | * easy to compute. In this library, M (not M<sup>-1</sup>!) is called the
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41 | * <em>preconditionner</em>.
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42 | * </p>
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43 | * <p>
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44 | * Concrete implementations of this abstract class must be provided with the
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45 | * preconditioner M, as a {@link RealLinearOperator}.
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46 | * </p>
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47 | *
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48 | * @since 3.0
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49 | */
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50 | public abstract class PreconditionedIterativeLinearSolver
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51 | extends IterativeLinearSolver {
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52 |
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53 | /**
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54 | * Creates a new instance of this class, with default iteration manager.
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55 | *
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56 | * @param maxIterations the maximum number of iterations
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57 | */
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58 | public PreconditionedIterativeLinearSolver(final int maxIterations) {
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59 | super(maxIterations);
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60 | }
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61 |
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62 | /**
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63 | * Creates a new instance of this class, with custom iteration manager.
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64 | *
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65 | * @param manager the custom iteration manager
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66 | * @throws NullArgumentException if {@code manager} is {@code null}
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67 | */
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68 | public PreconditionedIterativeLinearSolver(final IterationManager manager)
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69 | throws NullArgumentException {
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70 | super(manager);
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71 | }
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72 |
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73 | /**
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74 | * Returns an estimate of the solution to the linear system A · x =
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75 | * b.
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76 | *
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77 | * @param a the linear operator A of the system
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78 | * @param m the preconditioner, M (can be {@code null})
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79 | * @param b the right-hand side vector
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80 | * @param x0 the initial guess of the solution
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81 | * @return a new vector containing the solution
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82 | * @throws NullArgumentException if one of the parameters is {@code null}
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83 | * @throws NonSquareOperatorException if {@code a} or {@code m} is not
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84 | * square
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85 | * @throws DimensionMismatchException if {@code m}, {@code b} or
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86 | * {@code x0} have dimensions inconsistent with {@code a}
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87 | * @throws MaxCountExceededException at exhaustion of the iteration count,
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88 | * unless a custom
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89 | * {@link agents.anac.y2019.harddealer.math3.util.Incrementor.MaxCountExceededCallback callback}
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90 | * has been set at construction of the {@link IterationManager}
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91 | */
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92 | public RealVector solve(final RealLinearOperator a,
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93 | final RealLinearOperator m, final RealVector b, final RealVector x0)
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94 | throws NullArgumentException, NonSquareOperatorException,
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95 | DimensionMismatchException, MaxCountExceededException {
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96 | MathUtils.checkNotNull(x0);
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97 | return solveInPlace(a, m, b, x0.copy());
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98 | }
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99 |
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100 | /** {@inheritDoc} */
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101 | @Override
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102 | public RealVector solve(final RealLinearOperator a, final RealVector b)
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103 | throws NullArgumentException, NonSquareOperatorException,
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104 | DimensionMismatchException, MaxCountExceededException {
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105 | MathUtils.checkNotNull(a);
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106 | final RealVector x = new ArrayRealVector(a.getColumnDimension());
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107 | x.set(0.);
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108 | return solveInPlace(a, null, b, x);
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109 | }
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110 |
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111 | /** {@inheritDoc} */
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112 | @Override
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113 | public RealVector solve(final RealLinearOperator a, final RealVector b,
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114 | final RealVector x0)
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115 | throws NullArgumentException, NonSquareOperatorException,
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116 | DimensionMismatchException, MaxCountExceededException {
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117 | MathUtils.checkNotNull(x0);
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118 | return solveInPlace(a, null, b, x0.copy());
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119 | }
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120 |
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121 | /**
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122 | * Performs all dimension checks on the parameters of
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123 | * {@link #solve(RealLinearOperator, RealLinearOperator, RealVector, RealVector) solve}
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124 | * and
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125 | * {@link #solveInPlace(RealLinearOperator, RealLinearOperator, RealVector, RealVector) solveInPlace},
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126 | * and throws an exception if one of the checks fails.
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127 | *
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128 | * @param a the linear operator A of the system
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129 | * @param m the preconditioner, M (can be {@code null})
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130 | * @param b the right-hand side vector
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131 | * @param x0 the initial guess of the solution
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132 | * @throws NullArgumentException if one of the parameters is {@code null}
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133 | * @throws NonSquareOperatorException if {@code a} or {@code m} is not
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134 | * square
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135 | * @throws DimensionMismatchException if {@code m}, {@code b} or
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136 | * {@code x0} have dimensions inconsistent with {@code a}
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137 | */
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138 | protected static void checkParameters(final RealLinearOperator a,
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139 | final RealLinearOperator m, final RealVector b, final RealVector x0)
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140 | throws NullArgumentException, NonSquareOperatorException,
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141 | DimensionMismatchException {
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142 | checkParameters(a, b, x0);
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143 | if (m != null) {
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144 | if (m.getColumnDimension() != m.getRowDimension()) {
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145 | throw new NonSquareOperatorException(m.getColumnDimension(),
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146 | m.getRowDimension());
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147 | }
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148 | if (m.getRowDimension() != a.getRowDimension()) {
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149 | throw new DimensionMismatchException(m.getRowDimension(),
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150 | a.getRowDimension());
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151 | }
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152 | }
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153 | }
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154 |
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155 | /**
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156 | * Returns an estimate of the solution to the linear system A · x =
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157 | * b.
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158 | *
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159 | * @param a the linear operator A of the system
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160 | * @param m the preconditioner, M (can be {@code null})
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161 | * @param b the right-hand side vector
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162 | * @return a new vector containing the solution
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163 | * @throws NullArgumentException if one of the parameters is {@code null}
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164 | * @throws NonSquareOperatorException if {@code a} or {@code m} is not
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165 | * square
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166 | * @throws DimensionMismatchException if {@code m} or {@code b} have
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167 | * dimensions inconsistent with {@code a}
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168 | * @throws MaxCountExceededException at exhaustion of the iteration count,
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169 | * unless a custom
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170 | * {@link agents.anac.y2019.harddealer.math3.util.Incrementor.MaxCountExceededCallback callback}
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171 | * has been set at construction of the {@link IterationManager}
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172 | */
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173 | public RealVector solve(RealLinearOperator a, RealLinearOperator m,
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174 | RealVector b) throws NullArgumentException, NonSquareOperatorException,
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175 | DimensionMismatchException, MaxCountExceededException {
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176 | MathUtils.checkNotNull(a);
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177 | final RealVector x = new ArrayRealVector(a.getColumnDimension());
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178 | return solveInPlace(a, m, b, x);
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179 | }
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180 |
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181 | /**
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182 | * Returns an estimate of the solution to the linear system A · x =
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183 | * b. The solution is computed in-place (initial guess is modified).
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184 | *
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185 | * @param a the linear operator A of the system
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186 | * @param m the preconditioner, M (can be {@code null})
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187 | * @param b the right-hand side vector
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188 | * @param x0 the initial guess of the solution
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189 | * @return a reference to {@code x0} (shallow copy) updated with the
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190 | * solution
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191 | * @throws NullArgumentException if one of the parameters is {@code null}
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192 | * @throws NonSquareOperatorException if {@code a} or {@code m} is not
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193 | * square
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194 | * @throws DimensionMismatchException if {@code m}, {@code b} or
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195 | * {@code x0} have dimensions inconsistent with {@code a}
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196 | * @throws MaxCountExceededException at exhaustion of the iteration count,
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197 | * unless a custom
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198 | * {@link agents.anac.y2019.harddealer.math3.util.Incrementor.MaxCountExceededCallback callback}
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199 | * has been set at construction of the {@link IterationManager}
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200 | */
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201 | public abstract RealVector solveInPlace(RealLinearOperator a,
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202 | RealLinearOperator m, RealVector b, RealVector x0) throws
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203 | NullArgumentException, NonSquareOperatorException,
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204 | DimensionMismatchException, MaxCountExceededException;
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205 |
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206 | /** {@inheritDoc} */
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207 | @Override
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208 | public RealVector solveInPlace(final RealLinearOperator a,
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209 | final RealVector b, final RealVector x0) throws
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210 | NullArgumentException, NonSquareOperatorException,
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211 | DimensionMismatchException, MaxCountExceededException {
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212 | return solveInPlace(a, null, b, x0);
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213 | }
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214 | }
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