conjugate_gradient.h

/*
 * conjugate_gradient.h
 *
 * Copyright 2006 Nathan Hurst <njh@mail.csse.monash.edu.au>
 *
 * This library is free software; you can redistribute it and/or
 * modify it either under the terms of the GNU Lesser General Public
 * License version 2.1 as published by the Free Software Foundation
 * (the "LGPL") or, at your option, under the terms of the Mozilla
 * Public License Version 1.1 (the "MPL"). If you do not alter this
 * notice, a recipient may use your version of this file under either
 * the MPL or the LGPL.
 *
 * You should have received a copy of the LGPL along with this library
 * in the file COPYING-LGPL-2.1; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
 * You should have received a copy of the MPL along with this library
 * in the file COPYING-MPL-1.1
 *
 * The contents of this file are subject to the Mozilla Public License
 * Version 1.1 (the "License"); you may not use this file except in
 * compliance with the License. You may obtain a copy of the License at
 * http://www.mozilla.org/MPL/
 *
 * This software is distributed on an "AS IS" basis, WITHOUT WARRANTY
 * OF ANY KIND, either express or implied. See the LGPL or the MPL for
 * the specific language governing rights and limitations.
 *
 */

#ifndef _CONJUGATE_GRADIENT_H
#define _CONJUGATE_GRADIENT_H

#include <valarray>

double
inner(std::valarray<double> const &x, 
      std::valarray<double> const &y);

void 
conjugate_gradient(std::valarray<double> const &A, 
           std::valarray<double> &x, 
           std::valarray<double> const &b, 
           unsigned n, double tol,
           unsigned max_iterations, bool ortho1);
#endif // _CONJUGATE_GRADIENT_H