public void MakeStep(out int iter, out double residual)
{
if (!init)
{
throw new InvalidOperationException("Решатель не инициализирован, выполнение операции невозможно");
}
if (currentIter % 20 == 0)
{
r_prev = A.LSolve(b.Add(A.Multiply(xk), -1), true);
r0 = r_prev.Clone();
z = A.USolve(r_prev.Clone(), true);
dotproduct_rr = r_prev.DotProduct(r_prev);
dotproduct_rprevr0 = dotproduct_rr;
}
currentIter++;
iter = currentIter;
LAUz = A.LSolve(A.Multiply(A.USolve(z, true)), true);
var alfa = dotproduct_rprevr0 / (LAUz.DotProduct(r0));
var p = r_prev.Add(LAUz, -alfa);
LAUp = A.LSolve(A.Multiply(A.USolve(p, true)), true);
var gamma = (LAUp.DotProduct(p)) / (LAUp.DotProduct(LAUp));
xk = xk.Add(z, alfa).Add(p, gamma);
r = p.Add(LAUp, -gamma);
dotproduct_rkr0 = r.DotProduct(r0);
var betta = alfa * dotproduct_rkr0 / (gamma * dotproduct_rprevr0);
z = r.Add(z, betta).Add(LAUz, -betta * gamma);
dotproduct_rprevr0 = dotproduct_rkr0;
r_prev = r;
dotproduct_rr = r.DotProduct(r);
if (Double.IsNaN(alfa) || Double.IsNaN(betta) || Double.IsNaN(gamma))
{
residual = -1;
return;
}
x = A.USolve(xk, true);
residual = Math.Sqrt(dotproduct_rr) / norm_b;
}
public void MakeStep(out int iter, out double residual)
{
if (!init)
{
throw new InvalidOperationException("Решатель не инициализирован, выполнение операции невозможно");
}
currentIter++;
iter = currentIter;
if (Factorizer != null)
{
if (currentIter % 5 == 0)
{
r_prev = Factorizer.LSolve(b.Add(A.Multiply(xk), -1));
r0 = r_prev.Clone();
z = Factorizer.USolve(r_prev.Clone());
dotproduct_rr = r_prev.DotProduct(r_prev);
dotproduct_rprevr0 = dotproduct_rr;
}
LAUz = Factorizer.LSolve(A.Multiply(Factorizer.USolve(z)));
var alpha = dotproduct_rprevr0 / (LAUz.DotProduct(r0));
p = r_prev.Add(LAUz, -alpha);
LAUp = Factorizer.LSolve(A.Multiply(Factorizer.USolve(p)));
var gamma = (LAUp.DotProduct(p)) / (LAUp.DotProduct(LAUp));
xk = xk.Add(z, alpha).Add(p, gamma);
r = p.Add(LAUp, -gamma);
dotproduct_rkr0 = r.DotProduct(r0);
var beta = alpha * dotproduct_rkr0 / (gamma * dotproduct_rprevr0);
z = r.Add(z, beta).Add(LAUz, -beta * gamma);
dotproduct_rprevr0 = dotproduct_rkr0;
r_prev = r;
if (Double.IsNaN(beta) || Double.IsInfinity(beta))
{
residual = -1;
return;
}
}
else
{
if (currentIter % 5 == 0)
{
r_prev = b.Add(A.Multiply(xk), -1);
r0 = r_prev.Clone();
z = r_prev.Clone();
dotproduct_rr = r_prev.DotProduct(r_prev);
dotproduct_rprevr0 = dotproduct_rr;
}
Az = A.Multiply(z);
var alpha = dotproduct_rprevr0 / (Az.DotProduct(r0));
p = r_prev.Add(Az, -alpha);
Ap = A.Multiply(p);
var gamma = (Ap.DotProduct(p)) / (Ap.DotProduct(Ap));
xk = xk.Add(z, alpha).Add(p, gamma);
r = p.Add(Ap, -gamma);
dotproduct_rkr0 = r.DotProduct(r0);
var beta = alpha * dotproduct_rkr0 / (gamma * dotproduct_rprevr0);
z = r.Add(z, beta).Add(Az, -beta * gamma);
dotproduct_rprevr0 = dotproduct_rkr0;
r_prev = r;
if (Double.IsNaN(beta) || Double.IsInfinity(beta))
{
residual = -1;
return;
}
}
dotproduct_rr = r.DotProduct(r);
residual = Math.Sqrt(dotproduct_rr) / norm_b;
}