public void MakeStep(out int iter, out double residual)
{
if (!init)
{
throw new InvalidOperationException("Решатель не инициализирован, выполнение операции невозможно");
}
currentIter++;
//x_k = D^(-1)*(b-(L+U)x)
var x_k = inverseDioganal.HadamardProduct(b.Add(L_Ux, -1));
double w = 1.0;
double tempResidual = Double.MaxValue;
while (w >= 0.1)
{
for (int i = 0; i < x.Size; i++)
{
x_temp[i] = w * x_k[i] + (1 - w) * x[i];
}
L_Ux = A.LMult(x_temp, false, 0).Add(A.UMult(x_temp, false, 0));
//tempResidual = ||b - (Ux+Lx+Dx)|| / ||b||
tempResidual = A.Diagonal.HadamardProduct(x_temp).Add(L_Ux).Add(b, -1).Norm / norm_b;
if (tempResidual < lastResidual)
{
break;
}
w -= 0.1;
}
lastResidual = tempResidual;
for (int i = 0; i < x.Size; i++)
{
x[i] = x_temp[i];
}
residual = lastResidual;
iter = currentIter;
}
public IVector LSolve(IVector x)
{
return(DInvert.HadamardProduct(x));
}
public IVector LMult(IVector x)
{
return(D.HadamardProduct(x));
}
