//***************************************************************** // Iterative template routine -- Preconditioned Richardson // // IR solves the unsymmetric linear system Ax = b using // Iterative Refinement (preconditioned Richardson iteration). // // 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 ir_h #define ir_h namespace MISCMATHS { template < class Matrix, class Vector, class Preconditioner, class Real > int IR(const Matrix &A, Vector &x, const Vector &b, const Preconditioner &M, int &max_iter, Real &tol) { Real resid; Vector z; Real normb = b.NormFrobenius(); Vector r = b - A*x; 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++) { z = M.solve(r); x += z; r = b - A * x; if ((resid = r.NormFrobenius() / normb) <= tol) { tol = resid; max_iter = i; return 0; } } tol = resid; return 1; } } // End namespace MISCMATHS #endif // End #ifndef ir_h