refine.h

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// ========================================================================= //
// This file is part of MyraMath, copyright (c) 2014-2019 by Ryan A Chilton  //
// and distributed by MyraCore, LLC. See LICENSE.txt for license terms.      //
// ========================================================================= //

#ifndef MYRAMATH_ITERATIVE_REFINE_H
#define MYRAMATH_ITERATIVE_REFINE_H

#include <myramath/utility/Number.h>
#include <myramath/MYRAMATH_EXPORT.h>

#include <vector>

namespace myra {

// Forward declarations.
template<class Number> class Action;
template<class Number> class MatrixRange;
template<class Number> class VectorRange;

// Overwrites B with X. Returns residual history in relative frobenius norm, |A*X-B|/|B|.
// Can specify desired tolerance and maximum allowed iterations, both are defaulted.
MYRAMATH_EXPORT std::vector<float > refine(const Action<NumberS>& A, const Action<NumberS>& M, const MatrixRange<NumberS>& B, float  tolerance = 1.0e-5 , int iterations = 20);
MYRAMATH_EXPORT std::vector<double> refine(const Action<NumberD>& A, const Action<NumberD>& M, const MatrixRange<NumberD>& B, double tolerance = 1.0e-12, int iterations = 20);
MYRAMATH_EXPORT std::vector<float > refine(const Action<NumberC>& A, const Action<NumberC>& M, const MatrixRange<NumberC>& B, float  tolerance = 1.0e-5 , int iterations = 20);
MYRAMATH_EXPORT std::vector<double> refine(const Action<NumberZ>& A, const Action<NumberZ>& M, const MatrixRange<NumberZ>& B, double tolerance = 1.0e-12, int iterations = 20);

// Overwrites b with x. Returns residual history in relative frobenius norm, |A*x-b|/|b|.
// Can specify desired tolerance and maximum allowed iterations, both are defaulted.
MYRAMATH_EXPORT std::vector<float > refine(const Action<NumberS>& A, const Action<NumberS>& M, const VectorRange<NumberS>& b, float  tolerance = 1.0e-5 , int iterations = 20);
MYRAMATH_EXPORT std::vector<double> refine(const Action<NumberD>& A, const Action<NumberD>& M, const VectorRange<NumberD>& b, double tolerance = 1.0e-12, int iterations = 20);
MYRAMATH_EXPORT std::vector<float > refine(const Action<NumberC>& A, const Action<NumberC>& M, const VectorRange<NumberC>& b, float  tolerance = 1.0e-5 , int iterations = 20);
MYRAMATH_EXPORT std::vector<double> refine(const Action<NumberZ>& A, const Action<NumberZ>& M, const VectorRange<NumberZ>& b, double tolerance = 1.0e-12, int iterations = 20);

} // namespace myra

#endif