Beispiel #1
0
        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;
        }
Beispiel #2
0
        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;
        }