/usr/include/gmm/gmm_solver

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/**@file gmm_solver_gmres.h
   @author  Andrew Lumsdaine <lums@osl.iu.edu>
   @author  Lie-Quan Lee     <llee@osl.iu.edu>
   @author  Yves Renard <Yves.Renard@insa-lyon.fr>
   @date October 13, 2002.
   @brief GMRES (Generalized Minimum Residual) iterative solver.
*/
#ifndef GMM_KRYLOV_GMRES_H
#define GMM_KRYLOV_GMRES_H

#include "gmm_kernel.h"
#include "gmm_iter.h"
#include "gmm_modified_gram_schmidt.h"

namespace gmm {

  /** Generalized Minimum Residual
   
      This solve the unsymmetric linear system Ax = b using restarted GMRES.
      
      See: Y. Saad and M. Schulter. GMRES: A generalized minimum residual
      algorithm for solving nonsysmmetric linear systems, SIAM
      J. Sci. Statist. Comp.  7(1986), pp, 856-869
  */
  template <typename Mat, typename Vec, typename VecB, typename Precond,
	    typename Basis >
  void gmres(const Mat &A, Vec &x, const VecB &b, const Precond &M,
	     int restart, iteration &outer, Basis& KS) {

    typedef typename linalg_traits<Vec>::value_type T;
    typedef typename number_traits<T>::magnitude_type R;

    std::vector<T> w(vect_size(x)), r(vect_size(x)), u(vect_size(x));
    std::vector<T> c_rot(restart+1), s_rot(restart+1), s(restart+1);
    gmm::dense_matrix<T> H(restart+1, restart);
#ifdef GMM_USES_MPI
      double t_ref, t_prec = MPI_Wtime(), t_tot = 0;
      static double tmult_tot = 0.0;
t_ref = MPI_Wtime();
    cout << "GMRES " << endl;
#endif
    mult(M,b,r);
    outer.set_rhsnorm(gmm::vect_norm2(r));
    if (outer.get_rhsnorm() == 0.0) { clear(x); return; }
    
    mult(A, scaled(x, T(-1)), b, w);
    mult(M, w, r);
    R beta = gmm::vect_norm2(r), beta_old = beta;
    int blocked = 0;

    iteration inner = outer;
    inner.reduce_noisy();
    inner.set_maxiter(restart);
    inner.set_name("GMRes inner");

    while (! outer.finished(beta)) {
      
      gmm::copy(gmm::scaled(r, R(1)/beta), KS[0]);
      gmm::clear(s);
      s[0] = beta;
      
      size_type i = 0; inner.init();
      
      do {
	mult(A, KS[i], u);
	mult(M, u, KS[i+1]);
	orthogonalize(KS, mat_col(H, i), i);
	R a = gmm::vect_norm2(KS[i+1]);
	H(i+1, i) = T(a);
	gmm::scale(KS[i+1], T(1) / a);
	for (size_type k = 0; k < i; ++k)
	  Apply_Givens_rotation_left(H(k,i), H(k+1,i), c_rot[k], s_rot[k]);
	
	Givens_rotation(H(i,i), H(i+1,i), c_rot[i], s_rot[i]);
	Apply_Givens_rotation_left(H(i,i), H(i+1,i), c_rot[i], s_rot[i]);
	Apply_Givens_rotation_left(s[i], s[i+1], c_rot[i], s_rot[i]);
	
	++inner, ++outer, ++i;
      } while (! inner.finished(gmm::abs(s[i])));

      upper_tri_solve(H, s, i, false);
      combine(KS, s, x, i);
      mult(A, gmm::scaled(x, T(-1)), b, w);
      mult(M, w, r);
      beta_old = std::min(beta, beta_old); beta = gmm::vect_norm2(r);
      if (int(inner.get_iteration()) < restart -1 || beta_old <= beta)
	++blocked; else blocked = 0;
      if (blocked > 10) {
	if (outer.get_noisy()) cout << "Gmres is blocked, exiting\n";
	break;
      }
#ifdef GMM_USES_MPI
	t_tot = MPI_Wtime() - t_ref;
	cout << "temps GMRES : " << t_tot << endl; 
#endif
    }
  }


  template <typename Mat, typename Vec, typename VecB, typename Precond >
  void gmres(const Mat &A, Vec &x, const VecB &b,
	     const Precond &M, int restart, iteration& outer) {
    typedef typename linalg_traits<Vec>::value_type T;
    modified_gram_schmidt<T> orth(restart, vect_size(x));
    gmres(A, x, b, M, restart, outer, orth); 
  }

}

#endif
libgmm-dev 4.0.0-0ubuntu1 / usr / include / gmm / gmm_solver_gmres.h
