You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
127 lines
5.4 KiB
127 lines
5.4 KiB
/* -*- c++ -*- (enables emacs c++ mode) */
|
|
/*===========================================================================
|
|
|
|
Copyright (C) 2002-2015 Yves Renard
|
|
|
|
This file is a part of GETFEM++
|
|
|
|
Getfem++ 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 3 of the License, or
|
|
(at your option) any later version along with the GCC Runtime Library
|
|
Exception either version 3.1 or (at your option) any later version.
|
|
This program 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 and GCC Runtime Library Exception for more details.
|
|
You should have received a copy of the GNU Lesser General Public License
|
|
along with this program; if not, write to the Free Software Foundation,
|
|
Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA.
|
|
|
|
As a special exception, you may use this file as it is a part of a free
|
|
software library without restriction. Specifically, if other files
|
|
instantiate templates or use macros or inline functions from this file,
|
|
or you compile this file and link it with other files to produce an
|
|
executable, this file does not by itself cause the resulting executable
|
|
to be covered by the GNU Lesser General Public License. This exception
|
|
does not however invalidate any other reasons why the executable file
|
|
might be covered by the GNU Lesser General Public License.
|
|
|
|
===========================================================================*/
|
|
|
|
//===========================================================================
|
|
//
|
|
// Copyright (c) 1998-2001, University of Notre Dame. All rights reserved.
|
|
// Redistribution and use in source and binary forms, with or without
|
|
// modification, are permitted provided that the following conditions are met:
|
|
//
|
|
// * Redistributions of source code must retain the above copyright
|
|
// notice, this list of conditions and the following disclaimer.
|
|
// * Redistributions in binary form must reproduce the above copyright
|
|
// notice, this list of conditions and the following disclaimer in the
|
|
// documentation and/or other materials provided with the distribution.
|
|
// * Neither the name of the University of Notre Dame nor the
|
|
// names of its contributors may be used to endorse or promote products
|
|
// derived from this software without specific prior written permission.
|
|
//
|
|
// THIS SOFTWARE IS PROVIDED BY THE TRUSTEES OF INDIANA UNIVERSITY AND
|
|
// CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING,
|
|
// BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
|
|
// FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE TRUSTEES
|
|
// OF INDIANA UNIVERSITY AND CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
|
|
// INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT
|
|
// NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
|
|
// DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
|
|
// THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
|
|
// (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF
|
|
// THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
|
|
//
|
|
//===========================================================================
|
|
|
|
/**@file gmm_modified_gram_schmidt.h
|
|
@author Andrew Lumsdaine <lums@osl.iu.edu>, Lie-Quan Lee <llee@osl.iu.edu>
|
|
@date October 13, 2002.
|
|
@brief Modified Gram-Schmidt orthogonalization
|
|
*/
|
|
|
|
#ifndef GMM_MODIFIED_GRAM_SCHMIDT_H
|
|
#define GMM_MODIFIED_GRAM_SCHMIDT_H
|
|
|
|
#include "gmm_kernel.h"
|
|
|
|
namespace gmm {
|
|
|
|
template <typename T>
|
|
class modified_gram_schmidt {
|
|
protected:
|
|
typedef dense_matrix<T> MAT;
|
|
MAT M;
|
|
|
|
public:
|
|
|
|
modified_gram_schmidt(int restart, size_t s) : M(s, restart+1) {}
|
|
|
|
typename linalg_traits<MAT>::const_sub_col_type
|
|
operator[](size_t i) const { return mat_const_col(M, i); }
|
|
|
|
typename linalg_traits<MAT>::sub_col_type
|
|
operator[](size_t i) { return mat_col(M, i); }
|
|
|
|
inline size_type nrows(void) const { return M.nrows(); }
|
|
inline size_type ncols(void) const { return M.ncols(); }
|
|
MAT &mat(void) { return M; }
|
|
const MAT &mat(void) const { return M; }
|
|
|
|
};
|
|
|
|
template <typename T, typename VecHi> inline
|
|
void orthogonalize(modified_gram_schmidt<T>& V, const VecHi& Hi_, size_t i) {
|
|
VecHi& Hi = const_cast<VecHi&>(Hi_);
|
|
|
|
for (size_t k = 0; k <= i; k++) {
|
|
Hi[k] = gmm::vect_hp(V[i+1], V[k]);
|
|
gmm::add(gmm::scaled(V[k], -Hi[k]), V[i+1]);
|
|
}
|
|
}
|
|
|
|
template <typename T, typename VecHi>
|
|
void orthogonalize_with_refinment(modified_gram_schmidt<T>& V,
|
|
const VecHi& Hi_, size_t i) {
|
|
VecHi& Hi = const_cast<VecHi&>(Hi_);
|
|
orthogonalize(V, Hi_, i);
|
|
|
|
sub_interval SUBI(0, V.nrows()), SUBJ(0, i+1);
|
|
std::vector<T> corr(i+1);
|
|
gmm::mult(conjugated(sub_matrix(V.mat(), SUBI, SUBJ)),
|
|
V[i+1], corr);
|
|
gmm::mult(sub_matrix(V.mat(), SUBI, SUBJ),
|
|
scaled(corr, T(-1)), V[i+1],V[i+1]);
|
|
gmm::add(corr, sub_vector(Hi, SUBJ));
|
|
}
|
|
|
|
template <typename T, typename VecS, typename VecX>
|
|
void combine(modified_gram_schmidt<T>& V, const VecS& s, VecX& x, size_t i)
|
|
{ for (size_t j = 0; j < i; ++j) gmm::add(gmm::scaled(V[j], s[j]), x); }
|
|
}
|
|
|
|
#endif
|