//***************************************************************** // Iterative template routine -- CGS // // CGS solves the unsymmetric linear system Ax = b // using the Conjugate Gradient Squared method // // CGS follows the algorithm described on p. 26 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 // #ifndef cgs_h #define cgs_h namespace MISCMATHS { template < class Matrix, class Vector, class Preconditioner, class Real > int CGS(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); Vector p, phat, q, qhat, vhat, u, uhat; 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) { u = r; p = u; } else { beta(1) = rho_1(1) / rho_2(1); u = r + beta(1) * q; p = u + beta(1) * (q + beta(1) * p); } phat = M.solve(p); vhat = A*phat; alpha(1) = rho_1(1) / DotProduct(rtilde, vhat); q = u - alpha(1) * vhat; uhat = M.solve(u + q); x += alpha(1) * uhat; qhat = A * uhat; r -= alpha(1) * qhat; rho_2(1) = rho_1(1); if ((resid = r.NormFrobenius() / normb) < tol) { tol = resid; max_iter = i; return 0; } } tol = resid; return 1; } } // End namespace MISCMATHS #endif // End #ifndef cgs_h