//=========================================================================== // CVS Information: // // $RCSfile: gmres.cpp,v $ $Revision: 1.2 $ $State: Exp $ // $Author: llee $ $Date: 2001/10/18 14:08:31 $ // $Locker: $ //--------------------------------------------------------------------------- // // DESCRIPTION // //--------------------------------------------------------------------------- // // LICENSE AGREEMENT // Copyright 1997, University of Notre Dame. // Authors: Andrew Lumsdaine, Lie-Quan Lee // // This file is part of the Iterative Template Library // // You should have received a copy of the License Agreement for the // Iterative Template Library along with the software; see the // file LICENSE. If not, contact Office of Research, University of Notre // Dame, Notre Dame, IN 46556. // // Permission to modify the code and to distribute modified code is // granted, provided the text of this NOTICE is retained, a notice that // the code was modified is included with the above COPYRIGHT NOTICE and // with the COPYRIGHT NOTICE in the LICENSE file, and that the LICENSE // file is distributed with the modified code. // // LICENSOR MAKES NO REPRESENTATIONS OR WARRANTIES, EXPRESS OR IMPLIED. // By way of example, but not limitation, Licensor MAKES NO // REPRESENTATIONS OR WARRANTIES OF MERCHANTABILITY OR FITNESS FOR ANY // PARTICULAR PURPOSE OR THAT THE USE OF THE LICENSED SOFTWARE COMPONENTS // OR DOCUMENTATION WILL NOT INFRINGE ANY PATENTS, COPYRIGHTS, TRADEMARKS // OR OTHER RIGHTS. //--------------------------------------------------------------------------- // // REVISION HISTORY: // // $Log: gmres.cpp,v $ // Revision 1.2 2001/10/18 14:08:31 llee // re-organize the directory structures // // Revision 1.1 2000/07/26 21:49:24 llee1 // change file extension from .cc to .cpp // // Revision 1.3 2000/07/26 04:19:35 llee1 // *** empty log message *** // // Revision 1.2 2000/07/26 01:06:34 llee1 // *** empty log message *** // // Revision 1.1 2000/07/25 22:57:53 llee1 // *** empty log message *** // // Revision 1.3 2000/07/19 19:58:00 llee1 // *** empty log message *** // // Revision 1.2 2000/07/17 15:44:04 llee1 // *** empty log message *** // //=========================================================================== #include "mtl/matrix.h" #include "mtl/mtl.h" #include "mtl/utils.h" #include "itl/interface/blas.h" #include "itl/preconditioner/ssor.h" #include "itl/krylov/gmres.h" #include /* In thsi example, we show how to use GMRES(m) algorithm, the output should be: iteriteration 0: resid 2.23607 iteration 1: resid 0.920575 iteration 2: resid 0.666842 iteration 3: resid 0.622789 iteration 4: resid 0.541757 iteration 5: resid 2.90594e-16 iteration 5: resid 7.77156e-16 finished! error code = 0 5 iterations 7.77156e-16 is actual final residual. 3.47555e-16 is actual relative tolerance achieved. Relative tol: 1e-06 Absolute tol: 0 x 0.205847 = 1 x 0.0419363 = 1 x -0.178049 = 1 x -0.00551162 = 1 x 0.23676 = 1 */ using namespace itl; using namespace std; typedef double Type; //begin typedef sparse_matrix Matrix; typedef std::vector Vector; //end int main (int , char* []) { int max_iter = 50; std::vector val(14); std::vector ind(14); std::vector ptr(6); for (int i = 0; i<14;i++) val[i] = i+1; // Matrix A(5, 5); // A(0, 0) = 1.0; ptr[0] = 0; ind[0] = 0; // A(0, 1) = 2.0; ind[1] = 1; // A(0, 4) = 3.0; ind[2] = 4; ptr[1] = 3; // A(1, 0) = 4.0; ind[3] = 0; // A(1, 1) = 5.0; ind[4] = 1; // A(1, 3) = 6.0; ind[5] = 3; ptr[2] = 6; // A(2, 1) = 7.0; ind[6] = 1; // A(2, 2) = 8.0; ind[7] = 2; // A(2, 4) = 9.0; ind[8] = 4; ptr[3] = 9; // A(3, 2) = 10.; ind[9] = 2; // A(3, 3) = 11.; ind[10] = 3; // A(3, 4) = 12.; ind[11] = 4; ptr[4] = 12; // A(4, 2) = 13.; ind[12] = 2; // A(4, 4) = 14.; ind[13] = 4; ptr[5] = 14; //begin Matrix A(5, 5, 14, &val[0], &ind[0], &ptr[0]); //end Vector x(A.nrows(), Type(0)); Vector b(A.ncols()); for (Vector::iterator i=b.begin(); i!=b.end(); i++) *i = 1.; //begin identity_preconditioner p; Vector b2(A.ncols()); itl::solve(p, b, b2); //gmres needs teh preconditioned b to pass into iter object. //iteration noisy_iteration iter(b2, max_iter, 1e-6); int restart = 10; //modified_gram_schmidt basis(restart, size(x)); //gmres algorithm, by default, modified gram schmidt is used. gmres(A, x, b, p, restart, iter); //restart constant: 10 //end //verify the result Vector b1(A.ncols()); itl::mult(A, x, b1); itl::add(itl::scaled(b, -1.), b1); if ( itl::two_norm(b1) < 1.e-6) { //output for (int i=0; i<5; i++) { for (int j=0; j<5; j++) { cout.width(6); //cout << A(i, j) << " "; } cout << " x "; cout.width(16); cout << x[i] << " = "; cout.width(6); cout << b[i] << endl; } } else { cout << "Residual " << iter.resid() << endl; } return 0; }