Module psor 

Projected SOR (PSOR): iterative solve of the tridiagonal linear complementarity problem with one- or two-sided obstacles.

Brennan-Schwartz is exact and O(n) but only handles a one-sided obstacle reachable by a directional sweep; PSOR is the general tool — two-sided constraints (e.g. callable/putable structures), and the smoother of choice inside multi-dimensional splitting schemes.

Structs

PsorResult

Result of a PSOR solve.

Functions

psor

Solve A x = d projected onto floor <= x <= cap by projected SOR, where A is tridiagonal in the same layout as thomas_algorithm: a is the sub-diagonal (a[i-1] multiplies x[i-1] in row i), b the diagonal and c the super-diagonal.