// Copyright (C) 2003-2009 Marc Duruflé
//
// 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_CGNE_CXX

namespace Seldon
{

 
//! Solves a linear system using Conjugate Gradient Normal Equation (CGNE)
 
/*!
    Solves the unsymmetric 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.
   
    \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  Right hand side of the linear system
    \param[in] M Left preconditioner
    \param[in] iter Iteration parameters
  */

 
template <class Titer, class Matrix1, class Vector1, class Preconditioner>
 
int Cgne(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(0), alpha, beta, delta;
   
Vector1 p(b), q(b), r(b), z(b);
   
Titer dp;
   
   
// x should be equal to 0
   
// see Cg to understand implementation
   
// we solve A^t A x = A^t b
   
// left-preconditioner is equal to M M^t
   
   
// q = A^t b
   
Mlt(SeldonTrans, A, b, q);
   
// we initialize iter
   
int success_init = iter.Init(q);
   
if (success_init != 0)
     
return iter.ErrorCode();
   
   
if (!iter.IsInitGuess_Null())
     
{
       
// r = A^t b - A^t A x
       
Mlt(A, x, p);
       
Mlt(SeldonTrans, A, p, r); Mlt(Complexe(-1), r);
       
Add(Complexe(1), q, r);
     
}
   
else
     
{
       
Copy(q, r);
        x
.Zero();
     
}
   
    dp
= Norm2(q);
    iter
.SetNumberIteration(0);
   
// Loop until the stopping criteria are satisfied
   
while (! iter.Finished(dp))
     
{
       
// Preconditioning
        M
.TransSolve(A, r, q);
        M
.Solve(A, q, z);
       
        rho
= DotProd(r,z);
       
if (rho == Complexe(0))
         
{
            iter
.Fail(1, "Cgne breakdown #1");
           
break;
         
}
       
       
if (iter.First())
         
Copy(z, p);
       
else
         
{
            beta
= rho / rho_1;
           
Mlt(beta, p);
           
Add(Complexe(1), z, p);
         
}
       
       
// instead of q = A*p, we compute q = A^t A *p
       
Mlt(A, p, q);
       
Mlt(SeldonTrans, A, q, z);
       
        delta
= DotProd(p, z);
       
if (delta == Complexe(0))
         
{
            iter
.Fail(2, "Cgne breakdown #2");
           
break;
         
}
        alpha
= rho / delta;
       
       
Add(alpha, p, x);
       
Add(-alpha, z, r);
       
        rho_1
= rho;
        dp
= Norm2(r);
       
       
// two iterations, because of two multiplications with A
       
++iter;
       
++iter;
     
}
   
   
return iter.ErrorCode();
 
}
 
 
} // end namespace

#define SELDON_FILE_ITERATIVE_CGNE_CXX
#endif