computation/solver/iterative/Symmlq.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_SYMMLQ_CXX

namespace Seldon
{


  template <class Titer, class Matrix1, class Vector1, class Preconditioner>
  int Symmlq(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 alpha, beta, ibeta, beta_old, beta1,
      ceta(0), ceta_oold, ceta_old, ceta_bar;
    Complexe c, cold, s, sold, coold, soold, rho0, rho1, rho2, rho3, dp;

    Vector1 r(b), z(b), u(b), v(b), w(b), u_old(b), v_old(b), w_bar(b);

    Titer np, s_prod;
    u_old.Zero(); v_old.Zero(); w.Zero(); w_bar.Zero();

    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();

    ceta_oold = 0.0; ceta_old = 0.0;
    c = 1.0; cold = 1.0; s = 0.0; sold = 0.0;
    M.Solve(A, r, z);

    dp = DotProd(r, z);
    dp = sqrt(dp); beta = dp; beta1 = beta;
    s_prod = abs(beta1);

    Copy(r, v); Copy(z, u);
    ibeta = 1.0/beta;
    Mlt(ibeta, v); Mlt(ibeta, u);
    Copy(u, w_bar);
    np = Norm2(b);

    iter.SetNumberIteration(0);
    // Loop until the stopping criteria are satisfied
    while (!iter.Finished(np))
      {
        // update
        if (!iter.First())
          {
            Copy(v, v_old); Copy(u, u_old);
            ibeta = 1.0/beta;
            // v = ibeta r
            // u = ibeta z
            Copy(r, v); Mlt(ibeta, v);
            Copy(z, u); Mlt(ibeta, u);
            // w = c*w_bar + s*u
            Copy(w_bar, w); Mlt(c, w); Add(s, u, w);
            // w_bar = -s*w_bar + c*u
            Mlt(Complexe(-s),w_bar); Add(c,u,w_bar);
            // x = x+ceta*w
            Add(ceta,w,x);

            ceta_oold = ceta_old;
            ceta_old = ceta;
          }

        // product matrix vector r = A u
        Mlt(A, u, r);
        alpha = DotProd(u,r);
        // 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;    // gamma_bar
        rho1 = sqrt(rho0*rho0 + beta*beta);               // gamma
        rho2 = sold * alpha + coold * cold * beta_old;    // delta
        rho3 = soold * beta_old;                          // epsilon

        // Givens rotation
        c = rho0 / rho1; s = beta / rho1;

        if (iter.First())
          ceta = beta1/rho1;
        else
          ceta = -(rho2*ceta_old + rho3*ceta_oold)/rho1;

        s_prod *= abs(s);
        if (c == Complexe(0))
          np = s_prod*1e16;
        else
          np = s_prod/abs(c);

        ++iter;
      }
    if (c == Complexe(0))
      ceta_bar = ceta*1e15;
    else
      ceta_bar = ceta/c;

    Add(ceta_bar,w_bar,x);

    return iter.ErrorCode();
  }

} // end namespace

#define SELDON_FILE_ITERATIVE_SYMMLQ_CXX
#endif