jiri/LA_library
1
0
Fork 0
Code Issues Pull Requests Projects Releases Wiki Activity

*** empty log message ***

Browse Source
This commit is contained in:
jiri
2006-10-25 08:29:57 +00:00
parent 79e7a946dd
commit bfb320e302
2 changed files with 17 additions and 17 deletions
Download Patch File Download Diff File Expand all files Collapse all files

22
gmres.h
View File

@@ -8,13 +8,13 @@
//GMRES 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
/* GMRES-Algorithmus nach Schwarz, S. 552, original impl. M. Warken */
/* allows zeilen!= spalten*/
/* Matrix can be any class which provides nrows(), ncols(), nrvec::gemv(), and precondition(), does not have to store elements explicitly */
/* Matrix can be any class which provides nrows(), ncols(), gemv(), and diagonalof(), does not have to store elements explicitly */
template<class T>
void gmres_backsubstitute(const NRMat<T> &R, NRVec<T> &c, const NRVec<T> &d, const int k)
@@ -28,7 +28,7 @@ for (int i=k-1;i>=0;i--) c[i] = (d[i]-xdot(k-i,&R(i,i+1),1,&c[i+1],1)) / R(i,i);
//x contains ev. initial guess and on return the solution
template<typename T, typename Matrix>
void gmres(const Matrix &bigmat, const NRVec<T> &b, NRVec<T> &x, const bool doguess, const double eps, const int MAXIT, const bool verbose, bool square,const bool precondition, int neustart, const int incore)
void gmres(const Matrix &bigmat, const NRVec<T> &b, NRVec<T> &x, const bool doguess=1, const double eps=1e-7, const int MAXIT=50, const bool verbose=1, bool square=1,const bool precondition=1, int neustart=0, const int incore=1)
{
int zeilen=bigmat.nrows();
int spalten=bigmat.ncols();
@@ -55,7 +55,7 @@ st = incore?NULL:new AuxStorage<T>;
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();
}
@@ -65,15 +65,15 @@ for (int l=0;l<neustart;l++) // main loop for restarts
{
if(square) // r_0 = b + A x_0
{
r_k.gemv(0,bigmat,'n',1,x);
bigmat.gemv(0,r_k,'n',1,x); //r_k.gemv(0,bigmat,'n',1,x);
r_k -= b;
}
else //r_0 = A^t b + A^t A x_0
{
NRVec<T> dum(zeilen);
dum.gemv(0,bigmat,'n',1,x);
r_k.gemv(0,bigmat,'t',1,dum);
z.gemv(0,bigmat,'t',-1.,b);
bigmat.gemv(0,dum,'n',1,x); //dum.gemv(0,bigmat,'n',1,x);
bigmat.gemv(0,r_k,'t',1,dum); //r_k.gemv(0,bigmat,'t',1,dum);
bigmat.gemv(0,z,'t',-1.,b); //z.gemv(0,bigmat,'t',-1.,b);
r_k += z;
}
@@ -94,13 +94,13 @@ for (int l=0;l<neustart;l++) // main loop for restarts
if(!incore) st->get(v[0],k);
if(square)
{
z.gemv(0,bigmat,'n',1,v[incore?k:0]);
bigmat.gemv(0,z,'n',1,v[incore?k:0]); //z.gemv(0,bigmat,'n',1,v[incore?k:0]);
}
else
{
NRVec<T> dum(zeilen);
dum.gemv(0,bigmat,'n',1,v[incore?k:0]);
z.gemv(0,bigmat,'t',1,dum);
bigmat.gemv(0,dum,'n',1,v[incore?k:0]); //dum.gemv(0,bigmat,'n',1,v[incore?k:0]);
bigmat.gemv(0,z,'t',1,dum); //z.gemv(0,bigmat,'t',1,dum);
}
if(precondition) bigmat.diagonalof(z,true);