f11ja
is the AD Library version of the primal routine
f11jaf.
Based (in the C++ interface) on overload resolution,
f11ja can be used for primal, tangent and adjoint
evaluation. It supports tangents and adjoints of first order.
Note: this function can be used with AD tools other than dco/c++. For details, please contact
NAG.
f11ja
is the AD Library version of the primal routine
f11jaf.
f11jaf computes an incomplete Cholesky factorization of a real sparse symmetric matrix, represented in symmetric coordinate storage format. This factorization may be used as a preconditioner in combination with
f11jcf.
For further information see
Section 3 in the documentation for
f11jaf.
Chan T F (1991) Fourier analysis of relaxed incomplete factorization preconditioners SIAM J. Sci. Statist. Comput. 12(2) 668–680
Markowitz H M (1957) The elimination form of the inverse and its application to linear programming Management Sci. 3 255–269
Meijerink J and Van der Vorst H (1977) An iterative solution method for linear systems of which the coefficient matrix is a symmetric M-matrix Math. Comput. 31 148–162
Salvini S A and Shaw G J (1995) An evaluation of new NAG Library solvers for large sparse symmetric linear systems NAG Technical Report TR1/95
Van der Vorst H A (1990) The convergence behaviour of preconditioned CG and CG-S in the presence of rounding errors Lecture Notes in Mathematics (eds O Axelsson and L Y Kolotilina) 1457 Springer–Verlag
A brief summary of the AD specific arguments is given below. For the remainder, links are provided to the corresponding argument from the primal routine.
A tooltip popup for all arguments can be found by hovering over the argument name in
Section 2 and in this section.
f11ja preserves all error codes from
f11jaf and in addition can return:
An unexpected AD error has been triggered by this routine. Please
contact
NAG.
See
Error Handling in the NAG AD Library Introduction for further information.
The routine was called using a strategy that has not yet been implemented.
See
AD Strategies in the NAG AD Library Introduction for further information.
A C++ exception was thrown.
The error message will show the details of the C++ exception text.
Dynamic memory allocation failed for AD.
See
Error Handling in the NAG AD Library Introduction for further information.
Not applicable.
None.
A NAG AD Library example is not yet available, please refer to the
NAG AD Library Introduction for information on calling routines from the AD Library.