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Stokhos_Tpetra_CG.hpp
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41
42#ifndef STOKHOS_TPETRA_CG_HPP
43#define STOKHOS_TPETRA_CG_HPP
44
45namespace Stokhos {
46
47// A simple CG solver for Tpetra-like objects
48template <typename Matrix,
49 typename Vector,
50 typename Ordinal>
51bool CG_Solve(const Matrix& A, Vector& x, const Vector& b,
52 typename Vector::mag_type tol, Ordinal max_its,
53 std::ostream* out = 0)
54{
55 typedef typename Vector::mag_type mag_type;
56 typedef typename Vector::dot_type dot_type;
57
58 Vector r(b.getMap());
59 Vector p(x.getMap());
60 Vector w(x.getMap());
61 A.apply(x, r);
62 r.update(1.0, b, -1.0);
63
64 dot_type rho = r.dot(r);
65 dot_type rho_old = rho;
66 mag_type nrm = std::sqrt(rho);
67 Ordinal k=0;
68 dot_type alpha, beta, pAp;
69 while (k < max_its && nrm > tol) {
70 if (k == 0) {
71 p.update(1.0, r, 0.0);
72 }
73 else {
74 beta = rho / rho_old;
75 p.update(1.0, r, beta);
76 }
77 A.apply(p, w);
78 pAp = p.dot(w);
79 alpha = rho/pAp;
80 x.update( alpha, p, 1.0);
81 r.update(-alpha, w, 1.0);
82
83 rho_old = rho;
84 rho = r.dot(r);
85 nrm = std::sqrt(rho);
86 ++k;
87
88 if (out)
89 *out << k << ": " << nrm << std::endl;
90 }
91
92 if (nrm <= tol)
93 return true;
94 return false;
95}
96
97// A simple preconditioned CG solver based for Tpetra-like objects
98template <typename Matrix,
99 typename Vector,
100 typename Prec,
101 typename Ordinal>
102bool PCG_Solve(const Matrix& A, Vector& x, const Vector& b, const Prec& M,
103 typename Vector::mag_type tol, Ordinal max_its,
104 std::ostream* out = 0)
105{
106 typedef typename Vector::mag_type mag_type;
107 typedef typename Vector::dot_type dot_type;
108
109 Vector r(b.getMap());
110 Vector p(x.getMap());
111 Vector w(x.getMap());
112 A.apply(x, r);
113 r.update(1.0, b, -1.0);
114
115 mag_type nrm = r.norm2();
116 dot_type rho = 1.0;
117 Ordinal k=0;
118 dot_type rho_old, alpha, beta, pAp;
119 while (k < max_its && nrm > tol) {
120 M.apply(r, w);
121 rho_old = rho;
122 rho = r.dot(w);
123
124 if (k == 0) {
125 p.update(1.0, w, 0.0);
126 }
127 else {
128 beta = rho / rho_old;
129 p.update(1.0, w, beta);
130 }
131 A.apply(p, w);
132 pAp = p.dot(w);
133 alpha = rho/pAp;
134 x.update( alpha, p, 1.0);
135 r.update(-alpha, w, 1.0);
136
137 nrm = r.norm2();
138 ++k;
139
140 if (out)
141 *out << k << ": " << nrm << std::endl;
142 }
143
144 if (nrm <= tol)
145 return true;
146 return false;
147}
148
149}
150
151#endif // STOKHOS_TPETRA_CG
Top-level namespace for Stokhos classes and functions.
bool CG_Solve(const Matrix &A, Vector &x, const Vector &b, typename Vector::mag_type tol, Ordinal max_its, std::ostream *out=0)
bool PCG_Solve(const Matrix &A, Vector &x, const Vector &b, const Prec &M, typename Vector::mag_type tol, Ordinal max_its, std::ostream *out=0)