// 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_BICGSTAB_CXX
namespace Seldon
{
//! Implements BiConjugate Gradient Stabilized (BICG-STAB)
/*!
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: H. Van der Vorst, Bi-CGSTAB: A fast and smoothly converging variant
of BiCG for the solution of nonsysmmetric linear systems, SIAM J. Sci.
Statist. Comput. 13(1992), pp. 631-644
\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 BiCgStab(Matrix1& A, Vector1& x, const Vector1& b,
Preconditioner& M, Iteration<Titer> & iter)
{
const int N = A.GetM();
if (N <= 0)
return 0;
typedef typename Vector1::value_type Complexe;
Complexe rho_1, rho_2(0), alpha(0), beta, omega(0), sigma;
Vector1 p(b), phat(b), s(b), shat(b), t(b), v(b), r(b), rtilde(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, rtilde);
iter.SetNumberIteration(0);
// Loop until the stopping criteria are satisfied
while (! iter.Finished(r))
{
rho_1 = DotProdConj(rtilde, r);
if (rho_1 == Complexe(0))
{
iter.Fail(1, "Bicgstab breakdown #1");
break;
}
if (iter.First())
Copy(r, p);
else
{
if (omega == Complexe(0))
{
iter.Fail(2, "Bicgstab breakdown #2");
break;
}
// p= r + beta*(p-omega*v)
// beta = rho_i/rho_{i-1} * alpha/omega
beta = (rho_1 / rho_2) * (alpha / omega);
Add(-omega, v, p);
Mlt(beta, p);
Add(Complexe(1), r, p);
}
// preconditioning phat = M^{-1} p
M.Solve(A, p, phat);
// product matrix vector v = A*phat
Mlt(A, phat, v);
// s=r-alpha*v where alpha = rho_i / (v,rtilde)
sigma = DotProdConj(rtilde, v);
if (sigma == Complexe(0))
{
iter.Fail(3, "Bicgstab breakdown #3");
break;
}
alpha = rho_1 / sigma;
Copy(r, s);
Add(-alpha, v, s);
// we increment iter, bicgstab has two products matrix vector
++iter;
if (iter.Finished(s))
{
// x=x+alpha*phat
Add(alpha, phat, x);
break;
}
// preconditioning shat = M^{-1} s
M.Solve(A, s, shat);
// product matrix vector t = A*shat
Mlt(A, shat, t);
omega = DotProdConj(t, s) / DotProdConj(t, t);
// new iterate x=x+alpha*phat+omega*shat
Add(alpha, phat, x);
Add(omega, shat, x);
// new residual r=s-omega*t
Copy(s, r);
Add(-omega, t, r);
rho_2 = rho_1;
++iter;
}
return iter.ErrorCode();
}
} // end namespace
#define SELDON_FILE_ITERATIVE_BICGSTAB_CXX
#endif