//***************************************************************** // Iterative template routine -- BiCGSTAB // // BiCGSTAB solves the unsymmetric linear system Ax = b // using the Preconditioned BiConjugate Gradient Stabilized method // // BiCGSTAB follows the algorithm described on p. 27 of the // SIAM Templates book. // // The return value indicates convergence within max_iter (input) // iterations (0), or no convergence within max_iter iterations (1). // // Upon successful return, output arguments have the following values: // // x -- approximate solution to Ax = b // max_iter -- the number of iterations performed before the // tolerance was reached // tol -- the residual after the final iteration // //***************************************************************** // // Slightly modified version of IML++ template. See ReadMe file. // // Jesper Andersson // /* Copyright (C) 2012 University of Oxford */ /* CCOPYRIGHT */ #ifndef bicgstab_h #define bicgstab_h namespace MISCMATHS { template < class Matrix, class Vector, class Preconditioner, class Real > int BiCGSTAB(const Matrix &A, Vector &x, const Vector &b, const Preconditioner &M, int &max_iter, Real &tol) { Real resid; Vector rho_1(1), rho_2(1), alpha(1), beta(1), omega(1); Vector p, phat, s, shat, t, v; Real normb = b.NormFrobenius(); Vector r = b - A * x; Vector rtilde = r; if (normb == 0.0) normb = 1; if ((resid = r.NormFrobenius() / normb) <= tol) { tol = resid; max_iter = 0; return 0; } for (int i = 1; i <= max_iter; i++) { rho_1(1) = DotProduct(rtilde, r); if (rho_1(1) == 0) { tol = r.NormFrobenius() / normb; return 2; } if (i == 1) p = r; else { beta(1) = (rho_1(1)/rho_2(1)) * (alpha(1)/omega(1)); p = r + beta(1) * (p - omega(1) * v); } phat = M.solve(p); v = A * phat; alpha(1) = rho_1(1) / DotProduct(rtilde, v); s = r - alpha(1) * v; if ((resid = s.NormFrobenius()/normb) < tol) { x += alpha(1) * phat; tol = resid; return 0; } shat = M.solve(s); t = A * shat; omega = DotProduct(t,s) / DotProduct(t,t); x += alpha(1) * phat + omega(1) * shat; r = s - omega(1) * t; rho_2(1) = rho_1(1); if ((resid = r.NormFrobenius() / normb) < tol) { tol = resid; max_iter = i; return 0; } if (omega(1) == 0) { tol = r.NormFrobenius() / normb; return 3; } } tol = resid; return 1; } } // End namespace MISCMATHS #endif // End #ifndef bicgstab_h