Package org.drip.numerical.iterativesolver

Class SuccessiveOverRelaxationConvergenceCheck

java.lang.Object

org.drip.numerical.iterativesolver.SuccessiveOverRelaxationConvergenceCheck

public class SuccessiveOverRelaxationConvergenceCheck
extends java.lang.Object

SuccessiveOverRelaxationConvergenceCheck contains Results of the Convergence Analysis for SOR and the SSOR schemes. The References are:

• Greenbaum, A. (1997): Iterative Methods for Solving Linear Systems Society for Industrial and Applied Mathematics Philadelphia, PA
• Hackbusch, W. (2016): Iterative Solution of Large Sparse Systems of Equations Spring-Verlag Berlin, Germany
• Wikipedia (2023): Symmetric Successive Over-Relaxation https://en.wikipedia.org/wiki/Symmetric_successive_over-relaxation
• Wikipedia (2024): Successive Over-Relaxation https://en.wikipedia.org/wiki/Successive_over-relaxation
• Young, D. M. (1950): Iterative methods for solving partial difference equations of elliptical type Harvard University Cambridge, MA

It provides the following functionality:

• Construct the R¹ To R¹ Bessel First Kind Frobenius Summation Series

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities
• Package = Linear System Iterative Solver Schemes

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
SuccessiveOverRelaxationConvergenceCheck(boolean jacobiIterationMatrixRealEigenvalues, boolean jacobiSpectralRadiusVerification, boolean relaxationParameterRangeVerification)	Constructor an Instance of SuccessiveOverRelaxationConvergenceCheck from the Status

Method Summary

Modifier and Type	Method	Description
boolean	jacobiIterationMatrixRealEigenvalues()	Indicate if the Jacobi Iteration Matrix has Real Eigenvalues
boolean	jacobiSpectralRadiusVerification()	Indicate if the Jacobi Spectral Radius satisfies Convergence Check
boolean	relaxationParameterRangeVerification()	Indicate if the Relaxation Parameter Range satisfies Convergence Check
boolean	satisfied()	Indicate if the Convergence Check Criteria are satisfied

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

SuccessiveOverRelaxationConvergenceCheck

public SuccessiveOverRelaxationConvergenceCheck(boolean jacobiIterationMatrixRealEigenvalues,
boolean jacobiSpectralRadiusVerification,
boolean relaxationParameterRangeVerification)

Constructor an Instance of SuccessiveOverRelaxationConvergenceCheck from the Status

Parameters:

jacobiIterationMatrixRealEigenvalues - TRUE - Jacobi Iteration Matrix has Real Eigenvalues

jacobiSpectralRadiusVerification - TRUE - Jacobi Spectral Radius satisfies Convergence Check

relaxationParameterRangeVerification - TRUE - Relaxation Parameter Range satisfies Convergence Check

Method Details

jacobiIterationMatrixRealEigenvalues

public boolean jacobiIterationMatrixRealEigenvalues()

Indicate if the Jacobi Iteration Matrix has Real Eigenvalues

Returns:

TRUE - Jacobi Iteration Matrix has Real Eigenvalues

jacobiSpectralRadiusVerification

public boolean jacobiSpectralRadiusVerification()

Indicate if the Jacobi Spectral Radius satisfies Convergence Check

Returns:

TRUE - Jacobi Spectral Radius satisfies Convergence Check

relaxationParameterRangeVerification

public boolean relaxationParameterRangeVerification()

Indicate if the Relaxation Parameter Range satisfies Convergence Check

Returns:

TRUE - Relaxation Parameter Range satisfies Convergence Check

satisfied

public boolean satisfied()

Indicate if the Convergence Check Criteria are satisfied

Returns:

TRUE - Convergence Check Criteria are satisfied