public bool Solve()
{
Iterations = 0;
int size = B.Length;
// Based on the algorithm in "Matrix Computations" by Golum and Van Loan.
R = new double[size];
P = new double[size];
W = new double[size];
if (X == null || UseXAsInitialGuess == false)
{
if (X == null)
{
X = new double[size];
}
Array.Clear(X, 0, X.Length);
Array.Copy(B, R, B.Length);
}
else
{
// hopefully is X is a decent initialization...
InitializeR(R);
}
// [RMS] these were inside loop but they are constant!
double norm = BufferUtil.Dot(B, B);
double root1 = Math.Sqrt(norm);
// The first iteration.
double rho0 = BufferUtil.Dot(R, R);
// [RMS] If we were initialized w/ constraints already satisfied,
// then we are done! (happens for example in mesh deformations)
if (rho0 < math.MathUtil.ZeroTolerance * root1)
{
return(true);
}
Array.Copy(R, P, R.Length);
MultiplyF(P, W);
double alpha = rho0 / BufferUtil.Dot(P, W);
BufferUtil.MultiplyAdd(X, alpha, P);
BufferUtil.MultiplyAdd(R, -alpha, W);
double rho1 = BufferUtil.Dot(R, R);
// The remaining iterations.
int iter;
for (iter = 1; iter < MaxIterations; ++iter)
{
double root0 = Math.Sqrt(rho1);
if (root0 <= math.MathUtil.ZeroTolerance * root1)
{
break;
}
double beta = rho1 / rho0;
UpdateP(P, beta, R);
MultiplyF(P, W);
alpha = rho1 / BufferUtil.Dot(P, W);
BufferUtil.MultiplyAdd(X, alpha, P);
BufferUtil.MultiplyAdd(R, -alpha, W);
rho0 = rho1;
rho1 = BufferUtil.Dot(R, R);
}
//System.Console.WriteLine("{0} iterations", iter);
Iterations = iter;
return(iter < MaxIterations);
}