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180 lines
7.0 KiB
180 lines
7.0 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 cg.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_cg.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 Conjugate gradient iterative solver.
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*/
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#ifndef GMM_SOLVER_CG_H__
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#define GMM_SOLVER_CG_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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/* conjugate gradient */
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/* (preconditionned, with parametrable additional scalar product) */
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/* ******************************************************************** */
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template <typename Matrix, typename Matps, typename Precond,
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typename Vector1, typename Vector2>
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void cg(const Matrix& A, Vector1& x, const Vector2& b, const Matps& PS,
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const Precond &P, iteration &iter) {
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typedef typename temporary_dense_vector<Vector1>::vector_type temp_vector;
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typedef typename linalg_traits<Vector1>::value_type T;
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T rho, rho_1(0), a;
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temp_vector p(vect_size(x)), q(vect_size(x)), r(vect_size(x)),
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z(vect_size(x));
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iter.set_rhsnorm(gmm::sqrt(gmm::abs(vect_hp(PS, b, b))));
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if (iter.get_rhsnorm() == 0.0)
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clear(x);
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else {
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mult(A, scaled(x, T(-1)), b, r);
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mult(P, r, z);
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rho = vect_hp(PS, z, r);
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copy(z, p);
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while (!iter.finished_vect(r)) {
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if (!iter.first()) {
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mult(P, r, z);
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rho = vect_hp(PS, z, r);
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add(z, scaled(p, rho / rho_1), p);
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}
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mult(A, p, q);
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a = rho / vect_hp(PS, q, p);
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add(scaled(p, a), x);
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add(scaled(q, -a), r);
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rho_1 = rho;
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++iter;
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}
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}
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}
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template <typename Matrix, typename Matps, typename Precond,
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typename Vector1, typename Vector2>
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void cg(const Matrix& A, Vector1& x, const Vector2& b, const Matps& PS,
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const gmm::identity_matrix &, iteration &iter) {
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typedef typename temporary_dense_vector<Vector1>::vector_type temp_vector;
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typedef typename linalg_traits<Vector1>::value_type T;
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T rho, rho_1(0), a;
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temp_vector p(vect_size(x)), q(vect_size(x)), r(vect_size(x));
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iter.set_rhsnorm(gmm::sqrt(gmm::abs(vect_hp(PS, b, b))));
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if (iter.get_rhsnorm() == 0.0)
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clear(x);
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else {
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mult(A, scaled(x, T(-1)), b, r);
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rho = vect_hp(PS, r, r);
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copy(r, p);
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while (!iter.finished_vect(r)) {
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if (!iter.first()) {
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rho = vect_hp(PS, r, r);
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add(r, scaled(p, rho / rho_1), p);
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}
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mult(A, p, q);
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a = rho / vect_hp(PS, q, p);
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add(scaled(p, a), x);
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add(scaled(q, -a), r);
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rho_1 = rho;
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++iter;
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}
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}
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}
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template <typename Matrix, typename Matps, typename Precond,
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typename Vector1, typename Vector2> inline
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void cg(const Matrix& A, const Vector1& x, const Vector2& b, const Matps& PS,
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const Precond &P, iteration &iter)
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{ cg(A, linalg_const_cast(x), b, PS, P, iter); }
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template <typename Matrix, typename Precond,
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typename Vector1, typename Vector2> inline
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void cg(const Matrix& A, Vector1& x, const Vector2& b,
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const Precond &P, iteration &iter)
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{ cg(A, x , b, identity_matrix(), P, iter); }
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template <typename Matrix, typename Precond,
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typename Vector1, typename Vector2> inline
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void cg(const Matrix& A, const Vector1& x, const Vector2& b,
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const Precond &P, iteration &iter)
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{ cg(A, x , b , identity_matrix(), P , iter); }
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}
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#endif // GMM_SOLVER_CG_H__
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