// 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_COCG_CXX
namespace Seldon
{
//! Solves a linear system by using Conjugate Orthogonal Conjugate Gradient
/*!
Solves the symmetric complex 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 H. Van der Vorst, J. Melissen,
A Petrow-Galerkin type method solving Ax=b where A is symmetric complex
IEEE Trans. Mag., vol 26, no 2, pp 706-708, 1990
\param[in] A Complex Symmetric 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 CoCg(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, rho_1(0), alpha, beta, delta, zero;
zero = b(0)*Titer(0);
rho = zero+Titer(1);
Vector1 p(b), q(b), r(b), z(b);
p.Fill(zero); q.Fill(zero); r.Fill(zero); z.Fill(zero);
// for implementation see Cg
// we initialize iter
int success_init = iter.Init(b);
if (success_init != 0)
return iter.ErrorCode();
Copy(b,r);
if (!iter.IsInitGuess_Null())
MltAdd(Complexe(-1), A, x, Complexe(1), r);
else
x.Fill(zero);
iter.SetNumberIteration(0);
// Loop until the stopping criteria are reached
while (! iter.Finished(r))
{
// preconditioning
M.Solve(A, r, z);
// instead of (bar(r),z) in CG we compute (r,z)
rho = DotProd(r, z);
if (rho == zero)
{
iter.Fail(1, "Cocg breakdown #1");
break;
}
if (iter.First())
Copy(z, p);
else
{
beta = rho / rho_1;
Mlt(beta, p);
Add(Complexe(1), z, p);
}
// product matrix vector
Mlt(A, p, q);
delta = DotProd(p, q);
if (delta == zero)
{
iter.Fail(2, "Cocg breakdown #2");
break;
}
alpha = rho / delta;
Add(alpha, p, x);
Add(-alpha, q, r);
rho_1 = rho;
++iter;
}
return iter.ErrorCode();
}
} // end namespace
#define ITERATIVE_COCG_CXX
#endif