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sillyCgSolve.hpp
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4// Thyra: Interfaces and Support for Abstract Numerical Algorithms
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41
42#ifndef THYRA_SILLY_CG_SOLVE_HPP
43#define THYRA_SILLY_CG_SOLVE_HPP
44
45#include "Thyra_LinearOpBase.hpp"
46#include "Thyra_VectorStdOps.hpp"
47#include "Thyra_AssertOp.hpp"
48
49
61template<class Scalar>
62bool sillyCgSolve(
65 const int maxNumIters,
66 const typename Teuchos::ScalarTraits<Scalar>::magnitudeType tolerance,
68 std::ostream &out
69 )
70{
71
72 // Create some typedefs and some other stuff to make the code cleaner
73 typedef Teuchos::ScalarTraits<Scalar> ST; typedef typename ST::magnitudeType ScalarMag;
74 const Scalar one = ST::one(), zero = ST::zero(); using Teuchos::as;
76 using Thyra::NOTRANS; using Thyra::V_V; using Thyra::apply;
77
78
79 // Validate input
80 THYRA_ASSERT_LINEAR_OP_VEC_APPLY_SPACES("sillyCgSolve()", A, Thyra::NOTRANS, *x, &b);
82
83 std::ios::fmtflags fmt(out.flags());
84
85 out << "\nStarting CG solver ...\n" << std::scientific << "\ndescribe A:\n"<<describe(A, vl)
86 << "\ndescribe b:\n"<<describe(b, vl)<<"\ndescribe x:\n"<<describe(*x, vl)<<"\n";
87
88 // Initialization
89 const RCP<const VectorSpaceBase<Scalar> > space = A.domain();
90 const RCP<VectorBase<Scalar> > r = createMember(space);
91 // r = -A*x + b
92 V_V(r.ptr(), b); apply<Scalar>(A, NOTRANS, *x, r.ptr(), -one, one);
93 const ScalarMag r0_nrm = norm(*r);
94 if (r0_nrm==zero) return true;
95 const RCP<VectorBase<Scalar> > p = createMember(space), q = createMember(space);
96 Scalar rho_old = -one;
97
98 // Perform the iterations
99 for( int iter = 0; iter <= maxNumIters; ++iter ) {
100
101 // Check convergence and output iteration
102 const ScalarMag r_nrm = norm(*r);
103 const bool isConverged = r_nrm/r0_nrm <= tolerance;
104 if( iter%(maxNumIters/10+1) == 0 || iter == maxNumIters || isConverged ) {
105 out << "Iter = " << iter << ", ||b-A*x||/||b-A*x0|| = " << (r_nrm/r0_nrm) << std::endl;
106 if( r_nrm/r0_nrm < tolerance ) {
107 out.flags(fmt);
108 return true; // Success!
109 }
110 }
111
112 // Compute iteration
113 const Scalar rho = inner(*r, *r); // <r,r> -> rho
114 if (iter==0) V_V(p.ptr(), *r); // r -> p (iter == 0)
115 else Vp_V( p.ptr(), *r, rho/rho_old ); // r+(rho/rho_old)*p -> p (iter > 0)
116 apply<Scalar>(A, NOTRANS, *p, q.ptr()); // A*p -> q
117 const Scalar alpha = rho/inner(*p, *q); // rho/<p,q> -> alpha
118 Vp_StV( x, +alpha, *p ); // +alpha*p + x -> x
119 Vp_StV( r.ptr(), -alpha, *q ); // -alpha*q + r -> r
120 rho_old = rho; // rho -> rho_old (for next iter)
121
122 }
123
124 out.flags(fmt);
125 return false; // Failure
126} // end sillyCgSolve
127
128#endif // THYRA_SILLY_CG_SOLVE_HPP
Base class for all linear operators.
virtual RCP< const VectorSpaceBase< Scalar > > domain() const =0
Return a smart pointer for the domain space for this operator.
Abstract interface for finite-dimensional dense vectors.
Abstract interface for objects that represent a space for vectors.
#define THYRA_ASSERT_LINEAR_OP_VEC_APPLY_SPACES(FUNC_NAME, M, M_T, X, Y)
This is a very useful macro that should be used to validate that the spaces for the vector version of...
@ NOTRANS
Use the non-transposed operator.
TypeTo as(const TypeFrom &t)