Function Karana::Math::solveLcpPsor

Function Karana::Math::solveLcpPsor#

Function Documentation#

Vec Karana::Math::solveLcpPsor(const Mat &M, const Vec &q, double omega = 1.2, unsigned int max_iter = 1000, double tolerance = 1e-6)#

LCP solver based on Projected Successive Over-Relaxation (PSOR) method.

Parameters:
  • M – the matrix

  • q – the vector

  • omega – Relaxation parameter (typically 1.0 < omega < 2.0)

  • max_iter – the maximum number of iterations

  • tolerance – the tolerance value

Returns:

the solution vector