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							160 lines
						
					
					
						
							6.7 KiB
						
					
					
				
								/* -*- c++ -*- (enables emacs c++ mode) */
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								/*===========================================================================
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								 Copyright (C) 2002-2012 Yves Renard
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								 This file is a part of GETFEM++
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								 Getfem++  is  free software;  you  can  redistribute  it  and/or modify it
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								 under  the  terms  of the  GNU  Lesser General Public License as published
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								 by  the  Free Software Foundation;  either version 3 of the License,  or
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								 (at your option) any later version along with the GCC Runtime Library
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								 Exception either version 3.1 or (at your option) any later version.
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								 This program  is  distributed  in  the  hope  that it will be useful,  but
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								 WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
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								 or  FITNESS  FOR  A PARTICULAR PURPOSE.  See the GNU Lesser General Public
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								 License and GCC Runtime Library Exception for more details.
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								 You  should  have received a copy of the GNU Lesser General Public License
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								 along  with  this program;  if not, write to the Free Software Foundation,
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								 Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301, USA.
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								 As a special exception, you  may use  this file  as it is a part of a free
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								 software  library  without  restriction.  Specifically,  if   other  files
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								 instantiate  templates  or  use macros or inline functions from this file,
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								 or  you compile this  file  and  link  it  with other files  to produce an
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								 executable, this file  does  not  by itself cause the resulting executable
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								 to be covered  by the GNU Lesser General Public License.  This   exception
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								 does not  however  invalidate  any  other  reasons why the executable file
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								 might be covered by the GNU Lesser General Public License.
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								===========================================================================*/
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								// This file is a modified version of bicgstab.h from ITL.
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								// See http://osl.iu.edu/research/itl/
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								// Following the corresponding Copyright notice.
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								//===========================================================================
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								//
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								// Copyright (c) 1998-2001, University of Notre Dame. All rights reserved.
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								// Redistribution and use in source and binary forms, with or without
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								// modification, are permitted provided that the following conditions are met:
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								//
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								//    * Redistributions of source code must retain the above copyright
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								//      notice, this list of conditions and the following disclaimer.
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								//    * Redistributions in binary form must reproduce the above copyright
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								//      notice, this list of conditions and the following disclaimer in the
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								//      documentation and/or other materials provided with the distribution.
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								//    * Neither the name of the University of Notre Dame nor the
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								//      names of its contributors may be used to endorse or promote products
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								//      derived from this software without specific prior written permission.
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								//
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								// THIS SOFTWARE  IS  PROVIDED  BY  THE TRUSTEES  OF  INDIANA UNIVERSITY  AND
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								// CONTRIBUTORS  ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES,  INCLUDING,
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								// BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND  FITNESS
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								// FOR  A PARTICULAR PURPOSE ARE DISCLAIMED. IN  NO  EVENT SHALL THE TRUSTEES
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								// OF INDIANA UNIVERSITY AND CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
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								// INCIDENTAL, SPECIAL, EXEMPLARY,  OR CONSEQUENTIAL DAMAGES (INCLUDING,  BUT
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								// NOT  LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
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								// DATA,  OR PROFITS;  OR BUSINESS  INTERRUPTION)  HOWEVER  CAUSED AND ON ANY
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								// THEORY  OF  LIABILITY,  WHETHER  IN  CONTRACT,  STRICT  LIABILITY, OR TORT
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								// (INCLUDING  NEGLIGENCE  OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF
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								// THIS  SOFTWARE,  EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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								//
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								//===========================================================================
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								/**@file gmm_solver_bicgstab.h
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								   @author Andrew Lumsdaine <lums@osl.iu.edu>
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								   @author Lie-Quan Lee <llee@osl.iu.edu>
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								   @author  Yves Renard <Yves.Renard@insa-lyon.fr>
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								   @date October 13, 2002.
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								   @brief BiCGStab iterative solver.
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								*/
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								#ifndef GMM_SOLVER_BICGSTAB_H__
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								#define GMM_SOLVER_BICGSTAB_H__
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								#include "gmm_kernel.h"
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								#include "gmm_iter.h"
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								namespace gmm {
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								  /* ******************************************************************** */
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								  /*		BiConjugate Gradient Stabilized               		  */
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								  /* (preconditionned, with parametrable scalar product)        	  */
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								  /* ******************************************************************** */
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								  template <typename Matrix, typename Vector, typename VectorB,
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									    typename Preconditioner>
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								  void bicgstab(const Matrix& A, Vector& x, const VectorB& b,
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									       const Preconditioner& M, iteration &iter) {
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								    typedef typename linalg_traits<Vector>::value_type T;
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								    typedef typename number_traits<T>::magnitude_type R;
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								    typedef typename temporary_dense_vector<Vector>::vector_type temp_vector;
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								    T rho_1, rho_2(0), alpha(0), beta, omega(0);
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								    temp_vector p(vect_size(x)), phat(vect_size(x)), s(vect_size(x)),
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								      shat(vect_size(x)), 
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								      t(vect_size(x)), v(vect_size(x)), r(vect_size(x)), rtilde(vect_size(x));
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								    gmm::mult(A, gmm::scaled(x, -T(1)), b, r);	  
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								    gmm::copy(r, rtilde);
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								    R norm_r = gmm::vect_norm2(r);
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								    iter.set_rhsnorm(gmm::vect_norm2(b));
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								    if (iter.get_rhsnorm() == 0.0) { clear(x); return; }
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								    while (!iter.finished(norm_r)) {
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								      rho_1 = gmm::vect_sp(rtilde, r);
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								      if (rho_1 == T(0)) {
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									if (iter.get_maxiter() == size_type(-1)) 
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									  { GMM_ASSERT1(false, "Bicgstab failed to converge"); }
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									else { GMM_WARNING1("Bicgstab failed to converge"); return; }
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								      }
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								      if (iter.first())
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									gmm::copy(r, p);
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								      else {
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									if (omega == T(0)) {
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									  if (iter.get_maxiter() == size_type(-1))
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									    { GMM_ASSERT1(false, "Bicgstab failed to converge"); }
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									  else { GMM_WARNING1("Bicgstab failed to converge"); return; }
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									}
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									beta = (rho_1 / rho_2) * (alpha / omega);
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									gmm::add(gmm::scaled(v, -omega), p);
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									gmm::add(r, gmm::scaled(p, beta), p);      
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								      }
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								      gmm::mult(M, p, phat);
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								      gmm::mult(A, phat, v);	
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								      alpha = rho_1 / gmm::vect_sp(v, rtilde);
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								      gmm::add(r, gmm::scaled(v, -alpha), s);
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								      if (iter.finished_vect(s)) 
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									{ gmm::add(gmm::scaled(phat, alpha), x); break; }
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								      gmm::mult(M, s, shat);	
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								      gmm::mult(A, shat, t);
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								      omega = gmm::vect_sp(t, s) / gmm::vect_norm2_sqr(t);
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								      gmm::add(gmm::scaled(phat, alpha), x); 
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								      gmm::add(gmm::scaled(shat, omega), x);
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								      gmm::add(s, gmm::scaled(t, -omega), r); 
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								      norm_r = gmm::vect_norm2(r);
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								      rho_2 = rho_1;
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								      ++iter;
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								    }
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								  }
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								  template <typename Matrix, typename Vector, typename VectorB,
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									    typename Preconditioner>
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								  void bicgstab(const Matrix& A, const Vector& x, const VectorB& b,
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									       const Preconditioner& M, iteration &iter)
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								  { bicgstab(A, linalg_const_cast(x), b, M, iter); }
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								}
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								#endif //  GMM_SOLVER_BICGSTAB_H__
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