Thyra Operator/Vector Support : silliestCgSolve.hpp

00001 // @HEADER
00002 // ***********************************************************************
00003 // 
00004 //    Thyra: Interfaces and Support for Abstract Numerical Algorithms
00005 //                 Copyright (2004) Sandia Corporation
00006 // 
00007 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
00008 // license for use of this work by or on behalf of the U.S. Government.
00009 // 
00010 // This library is free software; you can redistribute it and/or modify
00011 // it under the terms of the GNU Lesser General Public License as
00012 // published by the Free Software Foundation; either version 2.1 of the
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00014 //  
00015 // This library is distributed in the hope that it will be useful, but
00016 // WITHOUT ANY WARRANTY; without even the implied warranty of
00017 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
00018 // Lesser General Public License for more details.
00019 //  
00020 // You should have received a copy of the GNU Lesser General Public
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00022 // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
00023 // USA
00024 // Questions? Contact Michael A. Heroux (maherou@sandia.gov) 
00025 // 
00026 // ***********************************************************************
00027 // @HEADER
00028 
00029 #ifndef THYRA_SILLIEST_CG_SOLVE_HPP
00030 #define THYRA_SILLIEST_CG_SOLVE_HPP
00031 
00032 #include "Thyra_LinearOperatorImpl.hpp"
00033 #include "Thyra_VectorSpaceImpl.hpp"
00034 #include "Thyra_VectorImpl.hpp"
00035 #include "Thyra_AssertOp.hpp"
00036 
00048 template<class Scalar>
00049 bool silliestCgSolve(
00050   Thyra::ConstLinearOperator<Scalar>                           const& A
00051   ,Thyra::ConstVector<Scalar>                                  const& b
00052   ,const int                                                          maxNumIters
00053   ,const typename Teuchos::ScalarTraits<Scalar>::magnitudeType        tolerance
00054   ,Thyra::Vector<Scalar>                                            & x
00055   ,std::ostream                                                     * out = NULL
00056   )
00057 {
00058   // Create some typedefs and inject some names into local namespace
00059   typedef Teuchos::ScalarTraits<Scalar> ST;
00060   typedef typename ST::magnitudeType ScalarMag;
00061   const Scalar one = ST::one(), zero = ST::zero();
00062   using Thyra::VectorSpace;
00063   using Thyra::Vector;
00064   // Initialization of the algorithm
00065   const VectorSpace<Scalar>     space = A.domain();
00066   Vector<Scalar>                r = b - A*x;
00067   ScalarMag                     r0_nrm = norm(r);
00068   if(r0_nrm==zero) return true;
00069   Vector<Scalar>                p(space), q(space);
00070   Scalar                        rho_old = -one;
00071   // Perform the iterations
00072   for( int iter = 0; iter <= maxNumIters; ++iter ) {
00073     // Check convergence and output iteration
00074     const ScalarMag    r_nrm = norm(r);
00075     const bool         isConverged = ( (r_nrm/r0_nrm) <= tolerance );
00076     if( ( iter%(maxNumIters/10+1) == 0 || iter == maxNumIters || isConverged ) && out )
00077       *out<<"Iter = "<<iter<<", ||b-A*x||/||b-A*x0|| = "<<(r_nrm/r0_nrm)<<std::endl;
00078     if( r_nrm/r0_nrm < tolerance ) return true; // Success!
00079     // Compute the iteration
00080     const Scalar      rho = inner(r,r);
00081     if(iter==0)       copyInto(r,p);
00082     else              p = Scalar(rho/rho_old)*p + r;
00083     q = A*p;
00084     const Scalar      alpha = rho/inner(p,q);
00085     x += Scalar(+alpha)*p;
00086     r += Scalar(-alpha)*q;
00087     rho_old = rho;
00088   }
00089   return false; // Failure
00090 } // end silliestCgSolve
00091 
00092 #endif // THYRA_SILLIEST_CG_SOLVE_HPP