// 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_MINRES_CXX

namespace Seldon
{
 
 
//! Solves a linear system by using Minimum Residual (MinRes)
 
/*!
    Solves a real symmetric linear system Ax = b with restarted Preconditioned
    Minimum Residual Algorithm.
       
    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 C. PAIGE AND M. SAUNDERS,
    Solution of sparse indefinite systems of linear equations,
    SIAM J. Numer. Anal., 12 (1975), pp. 617-629.
   
    \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 MinRes(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;
   
Vector1 u_old(b), u(b), r(b), v_old(b), v(b),
      w_old
(b), w(b), z(b), w_oold(b);
   
   
Complexe dp, beta, ibeta, beta_old, alpha, eta, ceta;
   
Complexe cold, coold, c, soold, sold, s, rho0, rho1, rho2, rho3;
   
   
int success_init = iter.Init(b);
   
if (success_init != 0)
     
return iter.ErrorCode();
   
   
Copy(b,r);
   
// r = b - A x
   
if (!iter.IsInitGuess_Null())
     
MltAdd(Complexe(-1), A, x, Complexe(1), r);
   
else
      x
.Zero();
   
    u_old
.Zero(); v_old.Zero(); w_old.Zero(); w.Zero(); w_oold.Zero();
   
// preconditioning
    M
.Solve(A, r, z);
    dp
= DotProd(r, z);
    dp
= sqrt(dp); beta = dp; eta = beta;
   
Copy(r, v); Copy(z, u);
   
    ibeta
= 1.0 / beta;
   
Mlt(ibeta, v); Mlt(ibeta, u);
   
    c
= 1.0; s = 0.0; cold = 1.0; sold = 0.0;
   
Titer np = Norm2(b);
   
    iter
.SetNumberIteration(0);
   
// Loop until the stopping criteria are satisfied
   
while (!iter.Finished(np))
     
{
       
// matrix-vector product r = A*u
       
Mlt(A, u, r);
        alpha
= DotProd(r, u);
       
// preconditioning
        M
.Solve(A, r, z);
       
       
//  r = r - alpha v
       
//  z = z - alpha u
       
Add(-alpha, v, r);
       
Add(-alpha, u, z);
       
//  r = r - beta v_old
       
//  z = z - beta u_old
       
Add(-beta, v_old, r);
       
Add(-beta, u_old, z);
       
        beta_old
= beta;
       
        dp
= DotProd(r, z);
        beta
= sqrt(dp);
       
       
// QR factorization
        coold
= cold; cold = c; soold = sold; sold = s;

        rho0
= cold * alpha - coold * sold * beta_old;
        rho1
= sqrt(rho0*rho0 + beta*beta);
        rho2
= sold * alpha + coold * cold * beta_old;
        rho3
= soold * beta_old;
         
       
// Givens rotation
       
if (rho1 == Complexe(0) )
         
{
            iter
.Fail(1, "Minres breakdown #1");
           
break;
         
}
        c
= rho0 / rho1;
        s
= beta / rho1;
         
       
// update
       
Copy(w_old, w_oold); Copy(w, w_old);
       
Copy(u, w);
         
       
Add(-rho2, w_old, w);
       
Add(-rho3, w_oold, w);
       
Mlt(Complexe(1./rho1), w);
         
        ceta
= c*eta;
       
Add(ceta, w, x);
        eta
= -s*eta;
         
       
Copy(v, v_old); Copy(u, u_old);
       
Copy(r, v); Copy(z, u);
       
if (beta == Complexe(0) )
         
{
            iter
.Fail(2, "MinRes breakdown #2");
           
break;
         
}
        ibeta
= 1.0/beta;
       
Mlt(ibeta, v); Mlt(ibeta, u);
         
       
// residual norm
        np
*= abs(s);
       
++ iter;
     
}
   
return iter.ErrorCode();
 
}

} // end namespace
                                         
#define SELDON_FILE_ITERATIVE_MINRES_CXX
#endif