private void ssor(IDenseRowColumnAccessMatrix A, double[] xdata)
{
int n = A.RowCount;
IntDoubleVectorPair Amat = A.Matrix;
// M = (D+L) D^{-1} (D+L)^T
// Solves (1/omega)*(D+L) y = b
for (int i = 0; i < n; ++i)
{
// Do nothing if we get a divide by zero
if (Math.Abs(diag[i]) == 0.0)
{
continue;
}
double sum = 0;
for (int j = Amat.indices[i], k = 0; j < diagInd[i]; ++j, ++k)
{
sum += Amat.data[j] * xdata[k];
}
xdata[i] = (omega / diag[i]) * (xdata[i] - sum);
}
// Solves (omega/(2-omega))*D^{-1} z = y
for (int i = 0; i < n; ++i)
{
// No need to do anything
if (Math.Abs(diag[i]) == 0.0)
{
continue;
}
xdata[i] = (2 - omega) / omega * diag[i] * xdata[i];
}
// Solves (1/omega)*(D+L)^T x = z
for (int i = n - 1; i >= 0; --i)
{
// Do nothing if we get a divide by zero
if (Math.Abs(diag[i]) == 0.0)
{
continue;
}
double sum = 0;
for (int j = diagInd[i] + 1, k = i + 1; j < n; ++j, ++k)
{
sum += Amat.data[j] * xdata[k];
}
xdata[i] = (omega / diag[i]) * (xdata[i] - sum);
}
}
private void sor(IDenseRowColumnAccessMatrix A, double[] bdata, double[] xdata)
{
IntDoubleVectorPair Amat = A.Matrix;
for (int i = 0; i < A.RowCount; ++i)
{
double newVal = 0, diagVal = 0.0;
for (int j = Amat.indices[i], k = 0; j < Amat.indices[i + 1]; ++j, ++k)
{
if (k != i)
{
newVal += Amat.data[j] * xdata[k];
}
else
{
diagVal = Amat.data[j];
}
}
newVal = (bdata[i] - newVal) / diagVal;
xdata[i] += omega * (newVal - xdata[i]);
}
}