/usr/include/oce/math_Uzawa.hxx is in liboce-foundation-dev 0.18.2-2build1.
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// Please do not edit this file; modify original file instead.
// The copyright and license terms as defined for the original file apply to
// this header file considered to be the "object code" form of the original source.
#ifndef _math_Uzawa_HeaderFile
#define _math_Uzawa_HeaderFile
#include <Standard.hxx>
#include <Standard_DefineAlloc.hxx>
#include <Standard_Macro.hxx>
#include <math_Vector.hxx>
#include <math_Matrix.hxx>
#include <Standard_Integer.hxx>
#include <Standard_Boolean.hxx>
#include <Standard_Real.hxx>
#include <Standard_OStream.hxx>
class StdFail_NotDone;
class Standard_ConstructionError;
class math_Matrix;
//! This class implements a system resolution C*X = B with
//! an approach solution X0. There are no conditions on the
//! number of equations. The algorithm used is the Uzawa
//! algorithm. It is possible to have equal or inequal (<)
//! equations to solve. The resolution is done with a
//! minimization of Norm(X-X0).
//! If there are only equal equations, the resolution is directly
//! done and is similar to Gauss resolution with an optimisation
//! because the matrix is a symmetric matrix.
//! (The resolution is done with Crout algorithm)
class math_Uzawa
{
public:
DEFINE_STANDARD_ALLOC
//! Given an input matrix Cont, two input vectors Secont
//! and StartingPoint, it solves Cont*X = Secont (only
//! = equations) with a minimization of Norme(X-X0).
//! The maximun iterations number allowed is fixed to
//! NbIterations.
//! The tolerance EpsLic is fixed for the dual variable
//! convergence. The tolerance EpsLix is used for the
//! convergence of X.
//! Exception ConstuctionError is raised if the line number
//! of Cont is different from the length of Secont.
Standard_EXPORT math_Uzawa(const math_Matrix& Cont, const math_Vector& Secont, const math_Vector& StartingPoint, const Standard_Real EpsLix = 1.0e-06, const Standard_Real EpsLic = 1.0e-06, const Standard_Integer NbIterations = 500);
//! Given an input matrix Cont, two input vectors Secont
//! and StartingPoint, it solves Cont*X = Secont (the Nce
//! first equations are equal equations and the Nci last
//! equations are inequalities <) with a minimization
//! of Norme(X-X0).
//! The maximun iterations number allowed is fixed to
//! NbIterations.
//! The tolerance EpsLic is fixed for the dual variable
//! convergence. The tolerance EpsLix is used for the
//! convergence of X.
//! There are no conditions on Nce and Nci.
//! Exception ConstuctionError is raised if the line number
//! of Cont is different from the length of Secont and from
//! Nce + Nci.
Standard_EXPORT math_Uzawa(const math_Matrix& Cont, const math_Vector& Secont, const math_Vector& StartingPoint, const Standard_Integer Nci, const Standard_Integer Nce, const Standard_Real EpsLix = 1.0e-06, const Standard_Real EpsLic = 1.0e-06, const Standard_Integer NbIterations = 500);
//! Returns true if the computations are successful, otherwise returns false.
Standard_Boolean IsDone() const;
//! Returns the vector solution of the system above.
//! An exception is raised if NotDone.
const math_Vector& Value() const;
//! Returns the initial error Cont*StartingPoint-Secont.
//! An exception is raised if NotDone.
const math_Vector& InitialError() const;
//! returns the duale variables V of the systeme.
Standard_EXPORT void Duale (math_Vector& V) const;
//! Returns the difference between X solution and the
//! StartingPoint.
//! An exception is raised if NotDone.
const math_Vector& Error() const;
//! returns the number of iterations really done.
//! An exception is raised if NotDone.
Standard_Integer NbIterations() const;
//! returns the inverse matrix of (C * Transposed(C)).
//! This result is needed for the computation of the gradient
//! when approximating a curve.
const math_Matrix& InverseCont() const;
//! Prints information on the current state of the object.
Standard_EXPORT void Dump (Standard_OStream& o) const;
protected:
//! Is used internally by the two constructors above.
Standard_EXPORT void Perform (const math_Matrix& Cont, const math_Vector& Secont, const math_Vector& StartingPoint, const Standard_Integer Nci, const Standard_Integer Nce, const Standard_Real EpsLix = 1.0e-06, const Standard_Real EpsLic = 1.0e-06, const Standard_Integer NbIterations = 500) ;
private:
math_Vector Resul;
math_Vector Erruza;
math_Vector Errinit;
math_Vector Vardua;
math_Matrix CTCinv;
Standard_Integer NbIter;
Standard_Boolean Done;
};
#include <math_Uzawa.lxx>
#endif // _math_Uzawa_HeaderFile
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