computation/solver/iterative/CoCg.cxx

// 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
{


  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