Package org.drip.numerical.iterativesolver

Class SuccessiveOverRelaxationIteratorSetting

java.lang.Object

org.drip.numerical.iterativesolver.SuccessiveOverRelaxationIteratorSetting

public class SuccessiveOverRelaxationIteratorSetting
extends java.lang.Object

SuccessiveOverRelaxationIteratorSetting contains the parameters for the 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

Field Summary

Fields

Modifier and Type	Field	Description
static double	ABSOLUTE_LEVEL_THRESOLD_DEFAULT
static double	ABSOLUTE_TOLERANCE_DEFAULT
static double	RELATIVE_TOLERANCE_DEFAULT
static double	RELAXATION_PARAMETER_DEFAULT
static double	RELAXATION_PARAMETER_GAUSS_SEIDEL
static int	SOR_ITERATION_LIMIT_DEFAULT

Constructor Summary

Constructors

Constructor	Description
SuccessiveOverRelaxationIteratorSetting(double absoluteTolerance, double relativeTolerance, double absoluteLevelThreshold, double relaxationParameter, int iterationLimit)	Construct an Instance of SuccessiveOverRelaxationIteratorSetting from the Inputs

Method Summary

Modifier and Type	Method	Description
double	absoluteLevelThreshold()	Retrieve the Threshold for Absolute Convergence Check
double	absoluteTolerance()	Retrieve the Absolute Tolerance for Convergence
boolean	isGaussSeidel()	Indicate if this is a Gauss-Seidel SOR Solver
int	iterationLimit()	Retrieve the Iteration Limit for SOR Convergence
double	relativeTolerance()	Retrieve the Relative Tolerance for Convergence
double	relaxationParameter()	Retrieve the SOR Relaxation Parameter
static SuccessiveOverRelaxationIteratorSetting	Standard()	Construct a Factory Standard Instance of SuccessiveOverRelaxationIteratorSetting
static SuccessiveOverRelaxationIteratorSetting	StandardGaussSeidel()	Construct a Gauss-Seidel Standard Instance of SuccessiveOverRelaxationIteratorSetting
static SuccessiveOverRelaxationIteratorSetting	StandardRelaxation(double relaxationParameter)	Construct an Instance of SuccessiveOverRelaxationIteratorSetting using the Relaxation Parameter

Methods inherited from class java.lang.Object

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

Field Details

SOR_ITERATION_LIMIT_DEFAULT

public static final int SOR_ITERATION_LIMIT_DEFAULT

See Also:

Constant Field Values

RELAXATION_PARAMETER_DEFAULT

public static final double RELAXATION_PARAMETER_DEFAULT

See Also:

Constant Field Values

ABSOLUTE_TOLERANCE_DEFAULT

public static final double ABSOLUTE_TOLERANCE_DEFAULT

See Also:

Constant Field Values

RELATIVE_TOLERANCE_DEFAULT

public static final double RELATIVE_TOLERANCE_DEFAULT

See Also:

Constant Field Values

RELAXATION_PARAMETER_GAUSS_SEIDEL

public static final double RELAXATION_PARAMETER_GAUSS_SEIDEL

See Also:

Constant Field Values

ABSOLUTE_LEVEL_THRESOLD_DEFAULT

public static final double ABSOLUTE_LEVEL_THRESOLD_DEFAULT

See Also:

Constant Field Values

Constructor Details

SuccessiveOverRelaxationIteratorSetting

public SuccessiveOverRelaxationIteratorSetting(double absoluteTolerance,
double relativeTolerance,
double absoluteLevelThreshold,
double relaxationParameter,
int iterationLimit)
                                        throws java.lang.Exception

Construct an Instance of SuccessiveOverRelaxationIteratorSetting from the Inputs

Parameters:

absoluteTolerance - Absolute Tolerance for Convergence

relativeTolerance - Relative Tolerance for Convergence

absoluteLevelThreshold - Threshold for Absolute Convergence Check

relaxationParameter - SOR Relaxation Parameter

iterationLimit - Iteration Limit for SOR Convergence

Throws:

java.lang.Exception - Thrown if the Parameters are Invalid

Method Details

Standard

public static final SuccessiveOverRelaxationIteratorSetting Standard()

Construct a Factory Standard Instance of SuccessiveOverRelaxationIteratorSetting

Returns:

Factory Standard Instance of SuccessiveOverRelaxationIteratorSetting

StandardGaussSeidel

public static final SuccessiveOverRelaxationIteratorSetting StandardGaussSeidel()

Construct a Gauss-Seidel Standard Instance of SuccessiveOverRelaxationIteratorSetting

Returns:

Gauss-Seidel Standard Instance of SuccessiveOverRelaxationIteratorSetting

StandardRelaxation

public static final SuccessiveOverRelaxationIteratorSetting StandardRelaxation(double relaxationParameter)

Construct an Instance of SuccessiveOverRelaxationIteratorSetting using the Relaxation Parameter

Parameters:

relaxationParameter - Relaxation Parameter

Returns:

Instance of SuccessiveOverRelaxationIteratorSetting

absoluteTolerance

public double absoluteTolerance()

Retrieve the Absolute Tolerance for Convergence

Returns:

Absolute Tolerance for Convergence

relativeTolerance

public double relativeTolerance()

Retrieve the Relative Tolerance for Convergence

Returns:

Relative Tolerance for Convergence

absoluteLevelThreshold

public double absoluteLevelThreshold()

Retrieve the Threshold for Absolute Convergence Check

Returns:

Threshold for Absolute Convergence Check

relaxationParameter

public double relaxationParameter()

Retrieve the SOR Relaxation Parameter

Returns:

SOR Relaxation Parameter

iterationLimit

public int iterationLimit()

Retrieve the Iteration Limit for SOR Convergence

Returns:

Iteration Limit for SOR Convergence

isGaussSeidel

public boolean isGaussSeidel()

Indicate if this is a Gauss-Seidel SOR Solver

Returns:

TRUE - This is a Gauss-Seidel SOR Solver