// 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_CG_CXX
namespace Seldon
{
//! Solves a linear system by using Conjugate Gradient (CG)
/*!
Solves the symmetric positive definite linear system A x = b.
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 M. R. Hestenes nd E. Stiefel, Methods of conjugate gradients for
solving linear system, Journal of Research of the National Bureau of
Standards, 49(1952), pp. 409-436
\param[in] A Real Symmetric 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 Cg(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_1(1), alpha, beta,delta;
Vector1 p(b), q(b), r(b), z(b);
// we initialize iter
int success_init = iter.Init(b);
if (success_init != 0)
return iter.ErrorCode();
// we compute the initial residual r = b - Ax
Copy(b, r);
if (!iter.IsInitGuess_Null())
MltAdd(Complexe(-1), A, x, Complexe(1), r);
else
x.Zero();
iter.SetNumberIteration(0);
// Loop until the stopping criteria are satisfied
while (! iter.Finished(r))
{
// Preconditioning z = M^{-1} r
M.Solve(A, r, z);
// rho = (conj(r),z)
rho = DotProdConj(r, z);
if (rho == Complexe(0) )
{
iter.Fail(1, "Cg breakdown #1");
break;
}
if (iter.First())
Copy(z, p);
else
{
// p = beta*p + z where beta = rho_i/rho_{i-1}
beta = rho / rho_1;
Mlt(beta, p);
Add(Complexe(1), z, p);
}
// matrix vector product q = A*p
Mlt(A, p, q);
delta = DotProdConj(p, q);
if (delta == Complexe(0))
{
iter.Fail(2, "Cg breakdown #2");
break;
}
alpha = rho / delta;
// x = x + alpha*p and r = r - alpha*q where alpha = rho/(bar(p),q)
Add(alpha, p, x);
Add(-alpha, q, r);
rho_1 = rho;
++iter;
}
return iter.ErrorCode();
}
} // end namespace
#define SELDON_FILE_ITERATIVE_CG_CXX
#endif