// Copyright (C) 2003-2009 Marc Duruflé
// Copyright (C) 2001-2009 Vivien Mallet
//
// This file is part of the linear-algebra library Seldon,
// http://seldon.sourceforge.net/.
//
// Seldon is free software; you can redistribute it and/or modify it under the
// terms of the GNU Lesser General Public License as published by the Free
// Software Foundation; either version 2.1 of the License, or (at your option)
// any later version.
//
// Seldon is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for
// more details.
//
// You should have received a copy of the GNU Lesser General Public License
// along with Seldon. If not, see http://www.gnu.org/licenses/.
#ifndef SELDON_FILE_ITERATIVE_BICG_CXX
namespace Seldon
{
//! Solves a linear system by using BiConjugate Gradient (BICG)
/*!
Solves the unsymmetric linear system Ax = b
using the Preconditioned BiConjugate Gradient method.
return value of 0 indicates convergence within the
maximum number of iterations (determined by the iter object).
return value of 1 indicates a failure to converge.
See: R. Fletcher, Conjugate gradient methods for indefinite systems,
In Numerical Analysis Dundee 1975, G. Watson, ed., Springer Verlag,
Berlin, New York, 1976 pp. 73-89
\param[in] A Complex General Matrix
\param[in,out] x Vector on input it is the initial guess
on output it is the solution
\param[in] b Vector right hand side of the linear system
\param[in] M Right preconditioner
\param[in] iter Iteration parameters
*/
template <class Titer, class Matrix1, class Vector1, class Preconditioner>
int BiCg(Matrix1& A, Vector1& x, const Vector1& b,
Preconditioner& M, Iteration<Titer> & iter)
{
int N = A.GetM();
if (N <= 0)
return 0;
typedef typename Vector1::value_type Complexe;
Complexe rho_1, rho_2(0), alpha, beta, delta;
Vector1 r(b), z(b), p(b), q(b);
Vector1 r_tilde(b), z_tilde(b), p_tilde(b), q_tilde(b);
// we initialize iter
int success_init = iter.Init(b);
if (success_init != 0)
return iter.ErrorCode();
// we compute the residual r = b - Ax
Copy(b, r);
if (!iter.IsInitGuess_Null())
MltAdd(Complexe(-1), A, x, Complexe(1), r);
else
x.Zero();
Copy(r, r_tilde);
iter.SetNumberIteration(0);
// Loop until the stopping criteria are reached
while (! iter.Finished(r))
{
// preconditioning z = M^{-1} r and z_tilde = M^{-t} r_tilde
M.Solve(A, r, z);
M.TransSolve(A, r_tilde, z_tilde);
// rho_1 = (z,r_tilde)
rho_1 = DotProd(z, r_tilde);
if (rho_1 == Complexe(0))
{
iter.Fail(1, "Bicg breakdown #1");
break;
}
if (iter.First())
{
Copy(z, p);
Copy(z_tilde, p_tilde);
}
else
{
// p=beta*p+z where beta = rho_i/rho_{i-1}
// p_tilde=beta*p_tilde+z_tilde
beta = rho_1 / rho_2;
Mlt(beta, p);
Add(Complexe(1), z, p);
Mlt(beta, p_tilde);
Add(Complexe(1), z_tilde, p_tilde);
}
// we do the product matrix vector and transpose matrix vector
// q = A*p q_tilde = A^t p_tilde
Mlt(A, p, q);
++iter;
Mlt(SeldonTrans, A, p_tilde, q_tilde);
delta = DotProd(p_tilde, q);
if (delta == Complexe(0))
{
iter.Fail(2, "Bicg breakdown #2");
break;
}
alpha = rho_1 / delta;
// the new iterate x=x+alpha*p and residual r=r-alpha*q
// where alpha = rho_i/delta
Add(alpha, p, x);
Add(-alpha, q, r);
Add(-alpha, q_tilde, r_tilde);
rho_2 = rho_1;
++iter;
}
return iter.ErrorCode();
}
}
#define SELDON_FILE_ITERATIVE_BICG_CXX
#endif