public void TestDOTInVectorWhole()
{
CreateRandomData(_hostInput1);
CreateRandomData(_hostInput2);
_gpu.CopyToDevice(_hostInput2, _devPtr2);
_gpu.CopyToDevice(_hostInput1, _devPtr1);
float gpuRes = _blas.DOT(_devPtr2, _devPtr1);//, ciN, 0, 1, 0, 1);
float hostRes = _hostInput1.Zip(_hostInput2, (d1, d2) => d1 * d2).Sum();
Assert.AreEqual(hostRes, gpuRes, 16);
}
/// <summary>
/// Solves symmetric linear system with conjugate gradient solver.
/// A * x = b
/// </summary>
/// <param name="n">number of rows and columns of matrix A.</param>
/// <param name="csrValA">array of nnz elements, where nnz is the number of non-zero elements and can be obtained from csrRowA[m] - csrRowA[0].</param>
/// <param name="csrRowA">array of n+1 index elements.</param>
/// <param name="csrColA">array of nnz column indices.</param>
/// <param name="dx">vector of n elements.</param>
/// <param name="db">vector of n elements.</param>
/// <param name="dp">vector of n elements. (temporary vector)</param>
/// <param name="dAx">vector of n elements. (temporary vector)</param>
/// <param name="tolerence">iterate tolerence of conjugate gradient solver.</param>
/// <param name="maxIterate">max iterate count of conjugate gradient solver.</param>
/// <returns>if A has singulrarity or failure in max iterate count, returns false. return true otherwise.</returns>
public SolveResult CG(
int n, int nnz, float[] csrValA, int[] csrRowA, int[] csrColA,
float[] dx, float[] db, float[] dp, float[] dAx, float tolerence = 0.00001f, int maxIterate = 300)
{
SolveResult result = new SolveResult();
int k; // Iterate count.
float a, b, r0, r1;
float zero = 0.0f;
float one = 1.0f;
if (blas.DOT(db, db) == 0)
{
SetValue(n, dx, 0);
result.IsSuccess = true;
return(result);
}
sparse.CSRMV(n, n, nnz, ref one, csrValA, csrRowA, csrColA, dx, ref zero, dAx);
blas.AXPY(-1.0f, dAx, db);
r1 = blas.DOT(db, db);
k = 1;
r0 = 0;
while (true)
{
if (k > 1)
{
b = r1 / r0;
blas.SCAL(b, dp);
blas.AXPY(1.0f, db, dp);
}
else
{
blas.COPY(db, dp);
}
sparse.CSRMV(n, n, nnz, ref one, csrValA, csrRowA, csrColA, dp, ref zero, dAx);
a = r1 / blas.DOT(dp, dAx);
blas.AXPY(a, dp, dx);
blas.AXPY(-a, dAx, db);
r0 = r1;
r1 = blas.DOT(db, db);
k++;
if (r1 <= tolerence * tolerence)
{
result.IsSuccess = true;
result.LastError = r1;
result.IterateCount = k;
break;
}
if (k > maxIterate)
{
result.IsSuccess = false;
result.LastError = r1;
result.IterateCount = k;
break;
}
}
return(result);
}