public static double Dot(Vector v1, Vector v2)
{
int length = v1.Length;
if (v2.Length != length)
throw new ArgumentException("Vector size must match.");
double output = 0;
for (int i = 0; i < length; i++)
output += v1[i] * v2[i];
return output;
}
public static CGResult Solve(Matrix A, Vector F, double epsilon)
{
int M = F.Length;
Vector r, u, p, s;
double alpha, rho0, oldRho, newRho;
u = new Vector(new double[M]);
r = A * u - F;
p = 1 * r;
newRho = rho0 = Vector.Dot(r, r);
int iterations = 0;
for (int i = 0; i < M; i++)
{
s = A * p;
alpha = newRho / Vector.Dot(s, p);
u = u - alpha * p;
r = r - alpha * s;
oldRho = newRho;
newRho = Vector.Dot(r, r);
if (newRho < epsilon * rho0)
{
iterations = i + 1;
break;
}
p = r + (newRho / oldRho) * p;
}
double error = (A * u - F).Norm;
return new CGResult(u, iterations, error);
}
public CGResult(Vector vector, int iterations, double error)
{
this.vector = vector;
this.iterations = iterations;
this.error = error;
}