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jiri
2006-10-25 08:29:57 +00:00
parent 79e7a946dd
commit bfb320e302
2 changed files with 17 additions and 17 deletions
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12
conjgrad.h
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@@ -7,7 +7,7 @@
//conjugate gradient solution of a linear system
//matrix can be any class which has nrows(), ncols(), diagonalof() and NRVec::gemv() available
//matrix can be any class which has nrows(), ncols(), diagonalof() and gemv() available
//does not even have to be explicitly stored
//Conjugate gradient algorithm, cf. Bulirsch-Stoer book
@@ -29,14 +29,14 @@ if(issquare) r=&s; else r = new NRVec<T>(m);
if(doguess)
{
x.gemv(0,bigmat,'t',-1.,b);
bigmat.gemv(0,x,'t',-1.,b); //x.gemv(0,bigmat,'t',-1.,b);
if(precondition) bigmat.diagonalof(x,true);
x.normalize();
}
s.gemv(0,bigmat,'n',-1.,x);
bigmat.gemv(0,s,'n',-1.,x); //s.gemv(0,bigmat,'n',-1.,x);
s+=b;
if(!issquare) (*r).gemv(0,bigmat,'t',1,s);
if(!issquare) bigmat.gemv(0,*r,'t',1,s); //(*r).gemv(0,bigmat,'t',1,s);
rr= *r;
if(precondition) bigmat.diagonalof(rr,true);
p=rr;
@@ -49,14 +49,14 @@ for(int iter=0; iter<= itmax; iter++)
resetiosflags(ios::scientific)<<setprecision(12)<<"\n";
if(err <= tol) break;
q.gemv(0,bigmat,'n',1,p);
bigmat.gemv(0,q,'n',1,p); //q.gemv(0,bigmat,'n',1,p);
tt= (*r) * rr;
t=issquare?p*q:q*q;
if(!t) {if(!issquare) delete r; laerror("conjgrad: singular matrix 1");}
ascal=tt/t;
x.axpy(ascal,p);
s.axpy(-ascal,q);
if(!issquare) (*r).gemv(0,bigmat,'t',1,s);
if(!issquare) bigmat.gemv(0,*r,'t',1,s); //(*r).gemv(0,bigmat,'t',1,s);
rr= *r;
if(precondition) bigmat.diagonalof(rr,true);
if(!tt) {if(!issquare) delete r; laerror("conjgrad: singular matrix 2");}