Warning: this documentation for the development version is under construction.
00001 // Copyright (C) 2003-2009 Marc Duruflé 00002 // 00003 // This file is part of the linear-algebra library Seldon, 00004 // http://seldon.sourceforge.net/. 00005 // 00006 // Seldon is free software; you can redistribute it and/or modify it under the 00007 // terms of the GNU Lesser General Public License as published by the Free 00008 // Software Foundation; either version 2.1 of the License, or (at your option) 00009 // any later version. 00010 // 00011 // Seldon is distributed in the hope that it will be useful, but WITHOUT ANY 00012 // WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS 00013 // FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for 00014 // more details. 00015 // 00016 // You should have received a copy of the GNU Lesser General Public License 00017 // along with Seldon. If not, see http://www.gnu.org/licenses/. 00018 00019 00020 #ifndef SELDON_FILE_ITERATIVE_CXX 00021 00022 #include <vector> 00023 00024 // headers of class Iteration and Preconditioner_Base 00025 #include "Iterative.hxx" 00026 00027 // and all iterative solvers 00028 #include "Cg.cxx" 00029 #include "Cgne.cxx" 00030 #include "Lsqr.cxx" 00031 #include "Cgs.cxx" 00032 #include "BiCg.cxx" 00033 #include "BiCgStab.cxx" 00034 #include "BiCgStabl.cxx" 00035 #include "BiCgcr.cxx" 00036 #include "Gcr.cxx" 00037 #include "CoCg.cxx" 00038 #include "Gmres.cxx" 00039 #include "MinRes.cxx" 00040 #include "Qmr.cxx" 00041 #include "QmrSym.cxx" 00042 #include "QCgs.cxx" 00043 #include "TfQmr.cxx" 00044 #include "Symmlq.cxx" 00045 00046 00047 namespace Seldon 00048 { 00049 00051 Preconditioner_Base::Preconditioner_Base() 00052 { 00053 } 00054 00055 00057 00060 template<class Matrix1, class Vector1> 00061 void Preconditioner_Base::Solve(const Matrix1& A, const Vector1& r, 00062 Vector1& z) 00063 { 00064 Copy(r,z); 00065 } 00066 00067 00069 00072 template<class Matrix1, class Vector1> 00073 void Preconditioner_Base:: 00074 TransSolve(const Matrix1& A, const Vector1 & r, Vector1 & z) 00075 { 00076 Solve(A, r, z); 00077 } 00078 00079 00081 template<class Titer> 00082 Iteration<Titer>::Iteration() 00083 { 00084 tolerance = 1e-6; 00085 max_iter = 100; 00086 nb_iter = 0; 00087 error_code = 0; 00088 fail_convergence = false; 00089 print_level = 1; 00090 init_guess_null = true; 00091 type_solver = 0; parameter_restart = 10; 00092 type_preconditioning = 0; 00093 } 00094 00095 00097 template<class Titer> 00098 Iteration<Titer>::Iteration(int max_iteration, const Titer& tol) 00099 { 00100 max_iter = max_iteration; 00101 tolerance = tol; 00102 nb_iter = 0; 00103 error_code = 0; 00104 fail_convergence = false; 00105 print_level = 1; 00106 init_guess_null = true; 00107 type_solver = 0; parameter_restart = 10; 00108 type_preconditioning = 0; 00109 } 00110 00111 00113 template<class Titer> 00114 Iteration<Titer>::Iteration(const Iteration<Titer>& outer) 00115 { 00116 tolerance = outer.tolerance; facteur_reste = outer.facteur_reste; 00117 max_iter = outer.max_iter; 00118 nb_iter = 0; 00119 print_level = outer.print_level; error_code = outer.error_code; 00120 init_guess_null = true; 00121 type_solver = outer.type_solver; 00122 parameter_restart = outer.parameter_restart; 00123 type_preconditioning = outer.type_preconditioning; 00124 } 00125 00126 00128 template<class Titer> 00129 int Iteration<Titer>::GetTypeSolver() const 00130 { 00131 return type_solver; 00132 } 00133 00134 00136 template<class Titer> 00137 int Iteration<Titer>::GetRestart() const 00138 { 00139 return parameter_restart; 00140 } 00141 00142 00144 template<class Titer> 00145 Titer Iteration<Titer>::GetFactor() const 00146 { 00147 return facteur_reste; 00148 } 00149 00150 00152 template<class Titer> 00153 Titer Iteration<Titer>::GetTolerance() const 00154 { 00155 return tolerance; 00156 } 00157 00158 00160 template<class Titer> 00161 int Iteration<Titer>::GetNumberIteration() const 00162 { 00163 return nb_iter; 00164 } 00165 00166 00168 template<class Titer> 00169 void Iteration<Titer>::SetSolver(int type_resolution, 00170 int param_restart, int type_prec) 00171 { 00172 type_solver = type_resolution; 00173 parameter_restart = param_restart; 00174 type_preconditioning = type_prec; 00175 } 00176 00177 00179 template<class Titer> 00180 void Iteration<Titer>::SetRestart(int m) 00181 { 00182 parameter_restart = m; 00183 } 00184 00185 00187 template<class Titer> 00188 void Iteration<Titer>::SetTolerance(Titer stopping_criterion) 00189 { 00190 tolerance = stopping_criterion; 00191 } 00192 00193 00195 template<class Titer> 00196 void Iteration<Titer>::SetMaxNumberIteration(int max_iteration) 00197 { 00198 max_iter=max_iteration; 00199 } 00200 00201 00203 template<class Titer> 00204 void Iteration<Titer>::SetNumberIteration(int nb) 00205 { 00206 nb_iter = nb; 00207 } 00208 00209 00211 template<class Titer> 00212 void Iteration<Titer>::ShowMessages() 00213 { 00214 print_level = 1; 00215 } 00216 00217 00219 template<class Titer> 00220 void Iteration<Titer>::ShowFullHistory() 00221 { 00222 print_level = 6; 00223 } 00224 00225 00227 template<class Titer> 00228 void Iteration<Titer>::HideMessages() 00229 { 00230 print_level = 0; 00231 } 00232 00233 00235 template<class Titer> template<class Vector1> 00236 int Iteration<Titer>::Init(const Vector1& r) 00237 { 00238 Titer norme_rhs = Titer(Norm2(r)); 00239 // test of a null right hand side 00240 if (norme_rhs == Titer(0)) 00241 return -1; 00242 00243 // coefficient used later to compute relative residual 00244 facteur_reste = Titer(1)/norme_rhs; 00245 00246 // initialization of iterations 00247 nb_iter = 0; 00248 return 0; // successful initialization 00249 } 00250 00251 00253 template<class Titer> 00254 inline bool Iteration<Titer>::First() const 00255 { 00256 if (nb_iter == 0) 00257 return true; 00258 00259 return false; 00260 } 00261 00262 00264 template<class Titer> 00265 inline bool Iteration<Titer>::IsInitGuess_Null() const 00266 { 00267 return init_guess_null; 00268 } 00269 00270 00272 template<class Titer> template<class Vector1> 00273 inline bool Iteration<Titer>:: 00274 Finished(const Vector1& r) const 00275 { 00276 // absolute residual 00277 Titer reste = Norm2(r); 00278 // computation of relative residual 00279 reste = facteur_reste*reste; 00280 00281 // displaying residual if required 00282 if ((print_level >= 1)&&(nb_iter%100 == 0)) 00283 cout<<"Residu at iteration number "<< 00284 GetNumberIteration()<<" "<<reste<<endl; 00285 else if (print_level >= 6) 00286 cout<<"Residu at iteration number "<< 00287 GetNumberIteration()<<" "<<reste<<endl; 00288 00289 // end of iterative solver when residual is small enough 00290 // or when the number of iterations is too high 00291 if ((reste < tolerance)||(nb_iter >= max_iter)) 00292 return true; 00293 00294 return false; 00295 } 00296 00297 00299 template<class Titer> 00300 inline bool Iteration<Titer>::Finished(const Titer& r) const 00301 { 00302 // relative residual 00303 Titer reste = facteur_reste*r; 00304 00305 // displaying residual if required 00306 if ((print_level >= 1)&&(nb_iter%100 == 0)) 00307 cout<<"Residu at iteration number "<< 00308 GetNumberIteration()<<" "<<reste<<endl; 00309 else if (print_level >= 6) 00310 cout<<"Residu at iteration number "<< 00311 GetNumberIteration()<<" "<<reste<<endl; 00312 00313 // end of iterative solver when residual is small enough 00314 // or when the number of iterations is too high 00315 if ((reste < tolerance)||(nb_iter >= max_iter)) 00316 return true; 00317 00318 return false; 00319 } 00320 00321 00323 template<class Titer> 00324 void Iteration<Titer>::Fail(int i, const string& s) 00325 { 00326 fail_convergence = true; 00327 error_code = i; 00328 // displays information if required 00329 if ((print_level >= 1)&&(nb_iter%100==0)) 00330 cout<<"Error during resolution : "<<s<<endl; 00331 } 00332 00333 00335 template<class Titer> 00336 inline Iteration<Titer>& Iteration<Titer>::operator ++ (void) 00337 { 00338 ++nb_iter; 00339 return *this; 00340 } 00341 00342 00344 template<class Titer> 00345 int Iteration<Titer>::ErrorCode() const 00346 { 00347 if (nb_iter >= max_iter) 00348 return -2; 00349 00350 if (fail_convergence) 00351 return error_code; 00352 00353 return 0; 00354 } 00355 00356 } // end namespace 00357 00358 #define SELDON_FILE_ITERATIVE_CXX 00359 #endif 00360