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| <div class="subTitle">org.apache.mahout.math.solver</div> |
| <h2 title="Class ConjugateGradientSolver" class="title">Class ConjugateGradientSolver</h2> |
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| <ul class="inheritance"> |
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| <pre>public class <span class="typeNameLabel">ConjugateGradientSolver</span> |
| extends <a href="http://docs.oracle.com/javase/7/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></pre> |
| <div class="block"><p>Implementation of a conjugate gradient iterative solver for linear systems. Implements both |
| standard conjugate gradient and pre-conditioned conjugate gradient. |
| |
| <p>Conjugate gradient requires the matrix A in the linear system Ax = b to be symmetric and positive |
| definite. For convenience, this implementation could be extended relatively easily to handle the |
| case where the input matrix to be be non-symmetric, in which case the system A'Ax = b would be solved. |
| Because this requires only one pass through the matrix A, it is faster than explicitly computing A'A, |
| then passing the results to the solver. |
| |
| <p>For inputs that may be ill conditioned (often the case for highly sparse input), this solver |
| also accepts a parameter, lambda, which adds a scaled identity to the matrix A, solving the system |
| (A + lambda*I)x = b. This obviously changes the solution, but it will guarantee solvability. The |
| ridge regression approach to linear regression is a common use of this feature. |
| |
| <p>If only an approximate solution is required, the maximum number of iterations or the error threshold |
| may be specified to end the algorithm early at the expense of accuracy. When the matrix A is ill conditioned, |
| it may sometimes be necessary to increase the maximum number of iterations above the default of A.numCols() |
| due to numerical issues. |
| |
| <p>By default the solver will run a.numCols() iterations or until the residual falls below 1E-9. |
| |
| <p>For more information on the conjugate gradient algorithm, see Golub & van Loan, "Matrix Computations", |
| sections 10.2 and 10.3 or the <a href="http://en.wikipedia.org/wiki/Conjugate_gradient">conjugate gradient |
| wikipedia article</a>.</div> |
| </li> |
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| <td class="colFirst"><code>static double</code></td> |
| <td class="colLast"><code><span class="memberNameLink"><a href="../../../../../org/apache/mahout/math/solver/ConjugateGradientSolver.html#DEFAULT_MAX_ERROR">DEFAULT_MAX_ERROR</a></span></code> </td> |
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| <td class="colOne"><code><span class="memberNameLink"><a href="../../../../../org/apache/mahout/math/solver/ConjugateGradientSolver.html#ConjugateGradientSolver--">ConjugateGradientSolver</a></span>()</code> </td> |
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| <td class="colFirst"><code>int</code></td> |
| <td class="colLast"><code><span class="memberNameLink"><a href="../../../../../org/apache/mahout/math/solver/ConjugateGradientSolver.html#getIterations--">getIterations</a></span>()</code> |
| <div class="block">Returns the number of iterations run once the solver is complete.</div> |
| </td> |
| </tr> |
| <tr id="i1" class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><span class="memberNameLink"><a href="../../../../../org/apache/mahout/math/solver/ConjugateGradientSolver.html#getResidualNorm--">getResidualNorm</a></span>()</code> |
| <div class="block">Returns the norm of the residual at the completion of the solver.</div> |
| </td> |
| </tr> |
| <tr id="i2" class="altColor"> |
| <td class="colFirst"><code><a href="../../../../../org/apache/mahout/math/Vector.html" title="interface in org.apache.mahout.math">Vector</a></code></td> |
| <td class="colLast"><code><span class="memberNameLink"><a href="../../../../../org/apache/mahout/math/solver/ConjugateGradientSolver.html#solve-org.apache.mahout.math.VectorIterable-org.apache.mahout.math.Vector-">solve</a></span>(<a href="../../../../../org/apache/mahout/math/VectorIterable.html" title="interface in org.apache.mahout.math">VectorIterable</a> a, |
| <a href="../../../../../org/apache/mahout/math/Vector.html" title="interface in org.apache.mahout.math">Vector</a> b)</code> |
| <div class="block">Solves the system Ax = b with default termination criteria.</div> |
| </td> |
| </tr> |
| <tr id="i3" class="rowColor"> |
| <td class="colFirst"><code><a href="../../../../../org/apache/mahout/math/Vector.html" title="interface in org.apache.mahout.math">Vector</a></code></td> |
| <td class="colLast"><code><span class="memberNameLink"><a href="../../../../../org/apache/mahout/math/solver/ConjugateGradientSolver.html#solve-org.apache.mahout.math.VectorIterable-org.apache.mahout.math.Vector-org.apache.mahout.math.solver.Preconditioner-">solve</a></span>(<a href="../../../../../org/apache/mahout/math/VectorIterable.html" title="interface in org.apache.mahout.math">VectorIterable</a> a, |
| <a href="../../../../../org/apache/mahout/math/Vector.html" title="interface in org.apache.mahout.math">Vector</a> b, |
| <a href="../../../../../org/apache/mahout/math/solver/Preconditioner.html" title="interface in org.apache.mahout.math.solver">Preconditioner</a> precond)</code> |
| <div class="block">Solves the system Ax = b with default termination criteria using the specified preconditioner.</div> |
| </td> |
| </tr> |
| <tr id="i4" class="altColor"> |
| <td class="colFirst"><code><a href="../../../../../org/apache/mahout/math/Vector.html" title="interface in org.apache.mahout.math">Vector</a></code></td> |
| <td class="colLast"><code><span class="memberNameLink"><a href="../../../../../org/apache/mahout/math/solver/ConjugateGradientSolver.html#solve-org.apache.mahout.math.VectorIterable-org.apache.mahout.math.Vector-org.apache.mahout.math.solver.Preconditioner-int-double-">solve</a></span>(<a href="../../../../../org/apache/mahout/math/VectorIterable.html" title="interface in org.apache.mahout.math">VectorIterable</a> a, |
| <a href="../../../../../org/apache/mahout/math/Vector.html" title="interface in org.apache.mahout.math">Vector</a> b, |
| <a href="../../../../../org/apache/mahout/math/solver/Preconditioner.html" title="interface in org.apache.mahout.math.solver">Preconditioner</a> preconditioner, |
| int maxIterations, |
| double maxError)</code> |
| <div class="block">Solves the system Ax = b, where A is a linear operator and b is a vector.</div> |
| </td> |
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| <h4>DEFAULT_MAX_ERROR</h4> |
| <pre>public static final double DEFAULT_MAX_ERROR</pre> |
| <dl> |
| <dt><span class="seeLabel">See Also:</span></dt> |
| <dd><a href="../../../../../constant-values.html#org.apache.mahout.math.solver.ConjugateGradientSolver.DEFAULT_MAX_ERROR">Constant Field Values</a></dd> |
| </dl> |
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| <h4>ConjugateGradientSolver</h4> |
| <pre>public ConjugateGradientSolver()</pre> |
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| <h4>solve</h4> |
| <pre>public <a href="../../../../../org/apache/mahout/math/Vector.html" title="interface in org.apache.mahout.math">Vector</a> solve(<a href="../../../../../org/apache/mahout/math/VectorIterable.html" title="interface in org.apache.mahout.math">VectorIterable</a> a, |
| <a href="../../../../../org/apache/mahout/math/Vector.html" title="interface in org.apache.mahout.math">Vector</a> b)</pre> |
| <div class="block">Solves the system Ax = b with default termination criteria. A must be symmetric, square, and positive definite. |
| Only the squareness of a is checked, since testing for symmetry and positive definiteness are too expensive. If |
| an invalid matrix is specified, then the algorithm may not yield a valid result.</div> |
| <dl> |
| <dt><span class="paramLabel">Parameters:</span></dt> |
| <dd><code>a</code> - The linear operator A.</dd> |
| <dd><code>b</code> - The vector b.</dd> |
| <dt><span class="returnLabel">Returns:</span></dt> |
| <dd>The result x of solving the system.</dd> |
| <dt><span class="throwsLabel">Throws:</span></dt> |
| <dd><code><a href="http://docs.oracle.com/javase/7/docs/api/java/lang/IllegalArgumentException.html?is-external=true" title="class or interface in java.lang">IllegalArgumentException</a></code> - if a is not square or if the size of b is not equal to the number of columns of a.</dd> |
| </dl> |
| </li> |
| </ul> |
| <a name="solve-org.apache.mahout.math.VectorIterable-org.apache.mahout.math.Vector-org.apache.mahout.math.solver.Preconditioner-"> |
| <!-- --> |
| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>solve</h4> |
| <pre>public <a href="../../../../../org/apache/mahout/math/Vector.html" title="interface in org.apache.mahout.math">Vector</a> solve(<a href="../../../../../org/apache/mahout/math/VectorIterable.html" title="interface in org.apache.mahout.math">VectorIterable</a> a, |
| <a href="../../../../../org/apache/mahout/math/Vector.html" title="interface in org.apache.mahout.math">Vector</a> b, |
| <a href="../../../../../org/apache/mahout/math/solver/Preconditioner.html" title="interface in org.apache.mahout.math.solver">Preconditioner</a> precond)</pre> |
| <div class="block">Solves the system Ax = b with default termination criteria using the specified preconditioner. A must be |
| symmetric, square, and positive definite. Only the squareness of a is checked, since testing for symmetry |
| and positive definiteness are too expensive. If an invalid matrix is specified, then the algorithm may not |
| yield a valid result.</div> |
| <dl> |
| <dt><span class="paramLabel">Parameters:</span></dt> |
| <dd><code>a</code> - The linear operator A.</dd> |
| <dd><code>b</code> - The vector b.</dd> |
| <dd><code>precond</code> - A preconditioner to use on A during the solution process.</dd> |
| <dt><span class="returnLabel">Returns:</span></dt> |
| <dd>The result x of solving the system.</dd> |
| <dt><span class="throwsLabel">Throws:</span></dt> |
| <dd><code><a href="http://docs.oracle.com/javase/7/docs/api/java/lang/IllegalArgumentException.html?is-external=true" title="class or interface in java.lang">IllegalArgumentException</a></code> - if a is not square or if the size of b is not equal to the number of columns of a.</dd> |
| </dl> |
| </li> |
| </ul> |
| <a name="solve-org.apache.mahout.math.VectorIterable-org.apache.mahout.math.Vector-org.apache.mahout.math.solver.Preconditioner-int-double-"> |
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| <h4>solve</h4> |
| <pre>public <a href="../../../../../org/apache/mahout/math/Vector.html" title="interface in org.apache.mahout.math">Vector</a> solve(<a href="../../../../../org/apache/mahout/math/VectorIterable.html" title="interface in org.apache.mahout.math">VectorIterable</a> a, |
| <a href="../../../../../org/apache/mahout/math/Vector.html" title="interface in org.apache.mahout.math">Vector</a> b, |
| <a href="../../../../../org/apache/mahout/math/solver/Preconditioner.html" title="interface in org.apache.mahout.math.solver">Preconditioner</a> preconditioner, |
| int maxIterations, |
| double maxError)</pre> |
| <div class="block">Solves the system Ax = b, where A is a linear operator and b is a vector. Uses the specified preconditioner |
| to improve numeric stability and possibly speed convergence. This version of solve() allows control over the |
| termination and iteration parameters.</div> |
| <dl> |
| <dt><span class="paramLabel">Parameters:</span></dt> |
| <dd><code>a</code> - The matrix A.</dd> |
| <dd><code>b</code> - The vector b.</dd> |
| <dd><code>preconditioner</code> - The preconditioner to apply.</dd> |
| <dd><code>maxIterations</code> - The maximum number of iterations to run.</dd> |
| <dd><code>maxError</code> - The maximum amount of residual error to tolerate. The algorithm will run until the residual falls |
| below this value or until maxIterations are completed.</dd> |
| <dt><span class="returnLabel">Returns:</span></dt> |
| <dd>The result x of solving the system.</dd> |
| <dt><span class="throwsLabel">Throws:</span></dt> |
| <dd><code><a href="http://docs.oracle.com/javase/7/docs/api/java/lang/IllegalArgumentException.html?is-external=true" title="class or interface in java.lang">IllegalArgumentException</a></code> - if the matrix is not square, if the size of b is not equal to the number of |
| columns of A, if maxError is less than zero, or if maxIterations is not positive.</dd> |
| </dl> |
| </li> |
| </ul> |
| <a name="getIterations--"> |
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| </a> |
| <ul class="blockList"> |
| <li class="blockList"> |
| <h4>getIterations</h4> |
| <pre>public int getIterations()</pre> |
| <div class="block">Returns the number of iterations run once the solver is complete.</div> |
| <dl> |
| <dt><span class="returnLabel">Returns:</span></dt> |
| <dd>The number of iterations run.</dd> |
| </dl> |
| </li> |
| </ul> |
| <a name="getResidualNorm--"> |
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| </a> |
| <ul class="blockListLast"> |
| <li class="blockList"> |
| <h4>getResidualNorm</h4> |
| <pre>public double getResidualNorm()</pre> |
| <div class="block">Returns the norm of the residual at the completion of the solver. Usually this should be close to zero except in |
| the case of a non positive definite matrix A, which results in an unsolvable system, or for ill conditioned A, in |
| which case more iterations than the default may be needed.</div> |
| <dl> |
| <dt><span class="returnLabel">Returns:</span></dt> |
| <dd>The norm of the residual in the solution.</dd> |
| </dl> |
| </li> |
| </ul> |
| </li> |
| </ul> |
| </li> |
| </ul> |
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