computation/solver/iterative/Cgs.cxx

// 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_CGS_CXX

namespace Seldon
{


  template <class Titer, class Matrix1, class Vector1, class Preconditioner>
  int Cgs(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, beta, delta;
    Vector1 p(b), phat(b), q(b), qhat(b), vhat(b), u(b), uhat(b),
      r(b), rtilde(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();

    Copy(r, rtilde);

    iter.SetNumberIteration(0);
    // Loop until the stopping criteria are reached
    while (! iter.Finished(r))
      {
        rho_1 = DotProd(rtilde, r);

        if (rho_1 == Complexe(0))
          {
            iter.Fail(1, "Cgs breakdown #1");
            break;
          }

        if (iter.First())
          {
            Copy(r, u);
            Copy(u, p);
          }
        else
          {
            // u = r + beta*q
            // p = beta*(beta*p +q) + u  where beta = rho_i/rho_{i-1}
            beta = rho_1 / rho_2;
            Copy(r, u);
            Add(beta, q, u);
            Mlt(beta, p);
            Add(Complexe(1), q, p);
            Mlt(beta, p);
            Add(Complexe(1), u, p);
          }

        // preconditioning phat = M^{-1} p
        M.Solve(A, p, phat);

        // matrix vector product vhat = A*phat
        Mlt(A, phat, vhat); ++iter;
        delta = DotProd(rtilde, vhat);
        if (delta == Complexe(0))
          {
            iter.Fail(2, "Cgs breakdown #2");
            break;
          }
        // q = u-alpha*vhat  where alpha = rho_i/(rtilde,vhat)
        alpha = rho_1 /delta;
        Copy(u,q);
        Add(-alpha, vhat, q);

        //  u =u+q
        Add(Complexe(1), q, u);
        M.Solve(A, u, uhat);

        Add(alpha, uhat, x);
        Mlt(A, uhat, qhat);
        Add(-alpha, qhat, r);

        rho_2 = rho_1;

        ++iter;
      }

    return iter.ErrorCode();
  }

} // end namespace

#define SELDON_FILE_ITERATIVE_CGS_CXX
#endif