Features:

- Successive Over Relaxation Standard #1 (1, 2) - Successive Over Relaxation Standard #2 (3, 4) - Linear Algebra Matrix Square Check (5, 6, 7) - Linear Algebra Matrix Diagonal #1 (8, 9) - Linear Algebra Matrix Diagonal #2 (10, 11) - Linear Algebra Strictly Lower Triangular (12, 13, 14) - Linear Algebra Strictly Upper Triangular (15, 16, 17) - Successive Over Relaxation Lower Triangular (18) - Successive Over Relaxation Upper Triangular (19) - Successive Over Relaxation Diagonal Matrix (20) - Successive Over Relaxation Sample Run (21, 22) - Successive Over Relaxation Constructor Checks (23, 24) - Linear Algebra Jacobi Iteration #1 (25, 26) - Linear Algebra Jacobi Iteration #2 (27, 28) - SOR Convergence Check Square Matrix (29, 30) - SOR Convergence Check Relaxation Parameter (31, 32) - Jacobi Iteration Matrix Spectral Radius (33, 34) - SOR Convergence Check Shell Annotation (35, 36, 37) - SOR Convergence Check Constructor Annotation (38, 39, 40) - SOR Convergence Jacobi Iteration Matrix (41, 42) - Jacobi Iteration Matrix Real Eigenvalues #1 (43, 44, 45) - SOR Jacobi Spectral Radius Verification #1 (46, 47, 48) - SOR Relaxation Parameter Range Verification #1 (49, 50, 51) - Successive Over Relaxation Convergence Analyzer #1 (52, 53) - Successive Over Relaxation Convergence Check #1 (54, 55) - Jacobi Iteration Matrix Real Eigenvalues #2 (56, 57) - SOR Jacobi Spectral Radius Verification #2 (58, 59) - SOR Relaxation Parameter Range Verification #2 (60, 61) - SOR Convergence Check Status - Constructor (62, 63, 64) - SOR Convergence Check Status Satisfied (65, 66) - SOR Convergence Analyzer Criteria Check (67, 68, 69) - SOR Relaxation Parameter Gauss Seidel (70) - Gauss Seidel SOR Solve Setting (71, 72) - SOR Optimal Relaxation Parameter Estimate (73, 74, 75) - SOR Convergence Analytizer Rate #1 (76, 77) - SOR Convergence Analytizer Rate #2 (78, 79) - SOR Gauss Seidel Solver Setting (80, 81) - SOR Convergence Analytizer Rate #3 (82, 83) - Optimal Relaxation Parameter Convergence Rate (84, 85, 86) - Linear System Iterative Solver Schemes (87, 88) - Linear System Iterative Solver Settings (89, 90) - Successive Over Relaxation Iterator Setting (91, 92) - Successive Over Relaxation Iterator #1 (99, 100) - Successive Over Relaxation Iterator #2 (101, 102) - Is Matrix Square Symmetric #1 (103, 104) - Is Matrix Square Symmetric #2 (105, 106) - Linear Algebra Matrix Square Check (107, 108) - Symmetric Successive Over Relaxation Shell (109, 110) - Symmetric Successive Over Relaxation - Constructor (111, 112, 113) - SSOR Pre-Conditioner Iteration Matrix #1 (114, 115) - SSOR Pre-Conditioner Iteration Matrix #2 (116, 117, 118) - SSOR Pre-Conditioned Iterative Linear Solution (119, 120) Bug Fixes/Re-organization: - Successive Over Relaxation Convergence Check #2 (93, 94) - Successive Over Relaxation Convergence Analyzer #2 (95, 96) - Successive Over Relaxation Package Move (97, 98) Samples: IdeaDRIP:
lakshmiDRIP · Jun 17, 2024 · 6f7d2d6 · 6f7d2d6
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diff --git a/ReleaseNotes/01_08_2024.txt b/ReleaseNotes/01_08_2024.txt
@@ -0,0 +1,67 @@
+
+Features:
+
+	- Successive Over Relaxation Standard #1 (1, 2)
+	- Successive Over Relaxation Standard #2 (3, 4)
+	- Linear Algebra Matrix Square Check (5, 6, 7)
+	- Linear Algebra Matrix Diagonal #1 (8, 9)
+	- Linear Algebra Matrix Diagonal #2 (10, 11)
+	- Linear Algebra Strictly Lower Triangular (12, 13, 14)
+	- Linear Algebra Strictly Upper Triangular (15, 16, 17)
+	- Successive Over Relaxation Lower Triangular (18)
+	- Successive Over Relaxation Upper Triangular (19)
+	- Successive Over Relaxation Diagonal Matrix (20)
+	- Successive Over Relaxation Sample Run (21, 22)
+	- Successive Over Relaxation Constructor Checks (23, 24)
+	- Linear Algebra Jacobi Iteration #1 (25, 26)
+	- Linear Algebra Jacobi Iteration #2 (27, 28)
+	- SOR Convergence Check Square Matrix (29, 30)
+	- SOR Convergence Check Relaxation Parameter (31, 32)
+	- Jacobi Iteration Matrix Spectral Radius (33, 34)
+	- SOR Convergence Check Shell Annotation (35, 36, 37)
+	- SOR Convergence Check Constructor Annotation (38, 39, 40)
+	- SOR Convergence Jacobi Iteration Matrix (41, 42)
+	- Jacobi Iteration Matrix Real Eigenvalues #1 (43, 44, 45)
+	- SOR Jacobi Spectral Radius Verification #1 (46, 47, 48)
+	- SOR Relaxation Parameter Range Verification #1 (49, 50, 51)
+	- Successive Over Relaxation Convergence Analyzer #1 (52, 53)
+	- Successive Over Relaxation Convergence Check #1 (54, 55)
+	- Jacobi Iteration Matrix Real Eigenvalues #2 (56, 57)
+	- SOR Jacobi Spectral Radius Verification #2 (58, 59)
+	- SOR Relaxation Parameter Range Verification #2 (60, 61)
+	- SOR Convergence Check Status - Constructor (62, 63, 64)
+	- SOR Convergence Check Status Satisfied (65, 66)
+	- SOR Convergence Analyzer Criteria Check (67, 68, 69)
+	- SOR Relaxation Parameter Gauss Seidel (70)
+	- Gauss Seidel SOR Solve Setting (71, 72)
+	- SOR Optimal Relaxation Parameter Estimate (73, 74, 75)
+	- SOR Convergence Analytizer Rate #1 (76, 77)
+	- SOR Convergence Analytizer Rate #2 (78, 79)
+	- SOR Gauss Seidel Solver Setting (80, 81)
+	- SOR Convergence Analytizer Rate #3 (82, 83)
+	- Optimal Relaxation Parameter Convergence Rate (84, 85, 86)
+	- Linear System Iterative Solver Schemes (87, 88)
+	- Linear System Iterative Solver Settings (89, 90)
+	- Successive Over Relaxation Iterator Setting (91, 92)
+	- Successive Over Relaxation Iterator #1 (99, 100)
+	- Successive Over Relaxation Iterator #2 (101, 102)
+	- Is Matrix Square Symmetric #1 (103, 104)
+	- Is Matrix Square Symmetric #2 (105, 106)
+	- Linear Algebra Matrix Square Check (107, 108)
+	- Symmetric Successive Over Relaxation Shell (109, 110)
+	- Symmetric Successive Over Relaxation - Constructor (111, 112, 113)
+	- SSOR Pre-Conditioner Iteration Matrix #1 (114, 115)
+	- SSOR Pre-Conditioner Iteration Matrix #2 (116, 117, 118)
+	- SSOR Pre-Conditioned Iterative Linear Solution (119, 120)
+
+
+Bug Fixes/Re-organization:
+
+	- Successive Over Relaxation Convergence Check #2 (93, 94)
+	- Successive Over Relaxation Convergence Analyzer #2 (95, 96)
+	- Successive Over Relaxation Package Move (97, 98)
+
+
+Samples:
+
+IdeaDRIP:
diff --git a/ScheduleSheet.xlsx b/ScheduleSheet.xlsx
diff --git a/...nearalgebra/SuccessiveOverRelaxation.java → ...ativesolver/SuccessiveOverRelaxation.java b/...nearalgebra/SuccessiveOverRelaxation.java → ...ativesolver/SuccessiveOverRelaxation.java
@@ -1,7 +1,8 @@
 
-package org.drip.numerical.linearalgebra;
+package org.drip.numerical.iterativesolver;
 
 import org.drip.numerical.common.NumberUtil;
+import org.drip.numerical.linearalgebra.Matrix;
 
 /*
  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
@@ -76,7 +77,7 @@
  */
 
 /**
- * <i>SuccessiveOverRelaxation</i> implements the SOR and the SSOR schemes. The References are:
+ * <i>SuccessiveOverRelaxation</i> implements the SOR Linear Solution schemes. The References are:
  * 
  * <br><br>
  * 	<ul>
@@ -113,7 +114,7 @@
  *		<li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  *		<li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li>
  *		<li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/numerical/README.md">Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities</a></li>
- *		<li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/numerical/linearalgebra/README.md">Linear Algebra Matrix Transform Library</a></li>
+ *		<li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/numerical/iterativesolver/README.md">Linear System Iterative Solver Schemes</a></li>
  *  </ul>
  * <br><br>
  *
@@ -124,7 +125,33 @@ public class SuccessiveOverRelaxation
 {
 	private double[] _rhsArray = null;
 	private double[][] _squareMatrix = null;
-	private SuccessiveOverRelaxationSolverSetting _solverSetting = null;
+	private SuccessiveOverRelaxationIteratorSetting _iteratorSetting = null;
+
+	/**
+	 * Construct an Instance of <i>SuccessiveOverRelaxation</i> using the Standard Solver Settings
+	 * 
+	 * @param squareMatrix Square Matrix
+	 * @param rhsArray RHS Array
+	 * 
+	 * @return Instance of <i>SuccessiveOverRelaxation</i>
+	 */
+
+	public static final SuccessiveOverRelaxation Standard (
+		final double[][] squareMatrix,
+		final double[] rhsArray)
+	{
+		try {
+			return new SuccessiveOverRelaxation (
+				SuccessiveOverRelaxationIteratorSetting.Standard(),
+				squareMatrix,
+				rhsArray
+			);
+		} catch (Exception e) {
+			e.printStackTrace();
+		}
+
+		return null;
+	}
 
 	private final boolean VectorsMatch (
 		final double[] array1,
@@ -136,12 +163,12 @@ private final boolean VectorsMatch (
 
 			double absoluteDifference = Math.abs (array1[i] - array2[i]);
 
-			if (mid <= _solverSetting.absoluteLevelThreshold()) {
-				if (_solverSetting.absoluteTolerance() < absoluteDifference) {
+			if (mid <= _iteratorSetting.absoluteLevelThreshold()) {
+				if (_iteratorSetting.absoluteTolerance() < absoluteDifference) {
 					return false;
 				}
 			} else {
-				if (_solverSetting.relativeTolerance() * mid < absoluteDifference) {
+				if (_iteratorSetting.relativeTolerance() * mid < absoluteDifference) {
 					return false;
 				}
 			}
@@ -153,25 +180,29 @@ private final boolean VectorsMatch (
 	/**
 	 * <i>SuccessiveOverRelaxation</i> Constructor
 	 * 
-	 * @param solverSetting Successive Over-Relaxation Solver Setting
+	 * @param iteratorSetting Successive Over-Relaxation Iterator Setting
 	 * @param squareMatrix Square Matrix
 	 * @param rhsArray RHS Array
 	 * 
 	 * @throws Exception Thrown if the Inputs are Invalid
 	 */
 
 	public SuccessiveOverRelaxation (
-		final SuccessiveOverRelaxationSolverSetting solverSetting,
+		final SuccessiveOverRelaxationIteratorSetting iteratorSetting,
 		final double[][] squareMatrix,
 		final double[] rhsArray)
 		throws Exception
 	{
-		if (null == (_solverSetting = solverSetting) ||
-			null == (_squareMatrix = squareMatrix) ||
+		if (null == (_iteratorSetting = iteratorSetting) ||
+			!Matrix.IsSquare (_squareMatrix) ||
 			null == (_rhsArray = rhsArray))
 		{
 			throw new Exception ("SuccessiveOverRelaxation Construction => Invalid Inputs");
 		}
+
+		if (_squareMatrix.length != _rhsArray.length) {
+			throw new Exception ("SuccessiveOverRelaxation Construction => Invalid Inputs");
+		}
 	}
 
 	/**
@@ -193,16 +224,7 @@ public double[][] squareMatrix()
 
 	public double[][] diagonalMatrix()
 	{
-		int size = _squareMatrix.length;
-		double[][] diagonalMatrix = new double[size][size];
-
-		for (int i = 0; i < size; ++i) {
-			for (int j = 0; j < size; ++j) {
-				diagonalMatrix[i][j] = i == j ? _squareMatrix[i][j] : 0.;
-			}
-		}
-
-		return diagonalMatrix;
+		return Matrix.Diagonal (_squareMatrix);
 	}
 
 	/**
@@ -213,16 +235,7 @@ public double[][] diagonalMatrix()
 
 	public double[][] strictlyLowerTriangularMatrix()
 	{
-		int size = _squareMatrix.length;
-		double[][] strictlyLowerTriangularMatrix = new double[size][size];
-
-		for (int i = 0; i < size; ++i) {
-			for (int j = 0; j < size; ++j) {
-				strictlyLowerTriangularMatrix[i][j] = i > j ? _squareMatrix[i][j] : 0.;
-			}
-		}
-
-		return strictlyLowerTriangularMatrix;
+		return Matrix.StrictlyLowerTriangular (_squareMatrix);
 	}
 
 	/**
@@ -233,16 +246,7 @@ public double[][] strictlyLowerTriangularMatrix()
 
 	public double[][] strictlyUpperTriangularMatrix()
 	{
-		int size = _squareMatrix.length;
-		double[][] strictlyUpperTriangularMatrix = new double[size][size];
-
-		for (int i = 0; i < size; ++i) {
-			for (int j = 0; j < size; ++j) {
-				strictlyUpperTriangularMatrix[i][j] = i < j ? _squareMatrix[i][j] : 0.;
-			}
-		}
-
-		return strictlyUpperTriangularMatrix;
+		return Matrix.StrictlyUpperTriangular (_squareMatrix);
 	}
 
 	/**
@@ -257,14 +261,14 @@ public double[] rhsArray()
 	}
 
 	/**
-	 * Retrieve the Successive Over Relaxation Solver Setting
+	 * Retrieve the Successive Over Relaxation Iterator Setting
 	 * 
-	 * @return Successive Over Relaxation Solver Setting
+	 * @return Successive Over Relaxation Iterator Setting
 	 */
 
-	public SuccessiveOverRelaxationSolverSetting solverSetting()
+	public SuccessiveOverRelaxationIteratorSetting iteratorSetting()
 	{
-		return _solverSetting;
+		return _iteratorSetting;
 	}
 
 	/**
@@ -282,7 +286,7 @@ public double[] forwardSubstitution()
 			updatedUnknownArray[i] = Math.random();
 		}
 
-		double relaxationParameter = _solverSetting.relaxationParameter();
+		double relaxationParameter = _iteratorSetting.relaxationParameter();
 
 		try {
 			 while (!VectorsMatch (previousUnknownArray, updatedUnknownArray)) {
@@ -335,11 +339,7 @@ public static final void main (
 
 		NumberUtil.Print1DArray (
 			"\tResult",
-			new SuccessiveOverRelaxation (
-				SuccessiveOverRelaxationSolverSetting.Standard(),
-				squareMatrix,
-				rhsArray
-			).forwardSubstitution(),
+			 SuccessiveOverRelaxation.Standard (squareMatrix, rhsArray).forwardSubstitution(),
 			4,
 			false
 		);