sillyCgSolve.hpp

Click here for a more detailed discussion of this example function.

// @HEADER
// ***********************************************************************
// 
//    Thyra: Interfaces and Support for Abstract Numerical Algorithms
//                 Copyright (2004) Sandia Corporation
// 
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
// 
// This library is free software; you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as
// published by the Free Software Foundation; either version 2.1 of the
// License, or (at your option) any later version.
//  
// This library is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
// Lesser General Public License for more details.
//  
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
// USA
// Questions? Contact Michael A. Heroux (maherou@sandia.gov) 
// 
// ***********************************************************************
// @HEADER

#ifndef THYRA_SILLY_CG_SOLVE_HPP
#define THYRA_SILLY_CG_SOLVE_HPP

#include "Thyra_LinearOpBase.hpp"
#include "Thyra_VectorStdOps.hpp"
#include "Thyra_AssertOp.hpp"

template<class Scalar>
bool sillyCgSolve(
  const Thyra::LinearOpBase<Scalar>                              &A
  ,const Thyra::VectorBase<Scalar>                               &b
  ,const int                                                     maxNumIters
  ,const typename Teuchos::ScalarTraits<Scalar>::magnitudeType   tolerance
  ,Thyra::VectorBase<Scalar>                                     *x
  ,std::ostream                                                  *out          = NULL
  )
{
  // Create some typedefs and some other stuff to make the code cleaner
  typedef Teuchos::ScalarTraits<Scalar> ST; typedef typename ST::magnitudeType ScalarMag;
  const Scalar one = ST::one(), zero = ST::zero(); using Thyra::NOTRANS;
  typedef Teuchos::RefCountPtr<const Thyra::VectorSpaceBase<Scalar> > VectorSpacePtr;
  typedef Teuchos::RefCountPtr<Thyra::VectorBase<Scalar> > VectorPtr;
  // Validate input
  TEST_FOR_EXCEPT(x==NULL);
  THYRA_ASSERT_LINEAR_OP_VEC_APPLY_SPACES("sillyCgSolve()",A,Thyra::NOTRANS,*x,&b); // Does A*x - b agree?
  Teuchos::EVerbosityLevel vl = Teuchos::VERB_MEDIUM;
  if(out) *out << "\nStarting CG solver ...\n" << std::scientific << "\ndescribe A:\n"<<describe(A,vl)
               << "\ndescribe b:\n"<<describe(b,vl)<<"\ndescribe x:\n"<<describe(*x,vl)<<"\n";
  // Initialization
  VectorSpacePtr space = A.domain();
  VectorPtr r = createMember(space);
  V_V(&*r,b); apply(A,NOTRANS,*x,&*r,Scalar(-one),one); // r = -A*x + b
  const ScalarMag r0_nrm = norm(*r);
  if(r0_nrm==zero) return true;
  VectorPtr p = createMember(space), q = createMember(space);
  Scalar rho_old;
  // Perform the iterations
  for( int iter = 0; iter <= maxNumIters; ++iter ) {
    // Check convergence and output iteration
    const ScalarMag r_nrm = norm(*r);
    const bool isConverged = r_nrm/r0_nrm <= tolerance;
    if( iter%(maxNumIters/10+1) == 0 || iter == maxNumIters || isConverged ) {
      if(out) *out << "Iter = " << iter << ", ||b-A*x||/||b-A*x0|| = " << (r_nrm/r0_nrm) << std::endl;
      if( r_nrm/r0_nrm < tolerance ) return true; // Success!
    }
    // Compute iteration
    const Scalar rho = scalarProd(*r,*r);         // <r,r>              -> rho
    if(iter==0) V_V(&*p,*r);                      // r                  -> p   (iter == 0)
    else Vp_V( &*p, *r, Scalar(rho/rho_old) );    // r+(rho/rho_old)*p  -> p   (iter  > 0)
    apply(A,NOTRANS,*p,&*q);                      // A*p                -> q
    const Scalar alpha = rho/scalarProd(*p,*q);   // rho/<p,q>          -> alpha
    Vp_StV( x,   Scalar(+alpha), *p );            // +alpha*p + x       -> x
    Vp_StV( &*r, Scalar(-alpha), *q );            // -alpha*q + r       -> r
    rho_old = rho;                                // rho                -> rho_old (remember for next iter)
  }
  return false; // Failure
} // end sillyCgSolve

#endif // THYRA_SILLY_CG_SOLVE_HPP

---