public bool InitMethod(ILinearOperator A, IVector x0, IVector b, bool malloc = false, IFactorization Factorizer = null)
{
if (malloc)
{
x = new Vector(x0.Size);
}
else
{
x = x0;
}
this.x0 = x0;
this.b = b;
this.A = A;
this.Factorizer = Factorizer;
norm_b = b.Norm;
currentIter = 0;
if (Factorizer != null)
{
r = Factorizer.LSolve(b.Add(A.Multiply(x0), -1));
z = Factorizer.USolve(r);
p = Factorizer.LSolve(A.Multiply(z));
}
else
{
r = b.Add(A.Multiply(x0), -1);
z = r.Clone();
p = A.Multiply(z);
}
dotproduct_pp = p.DotProduct(p);
init = true;
return(init);
}
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)
{
coefficient = p.DotProduct(r) / dotproduct_pp;
if (Double.IsInfinity(coefficient) || Double.IsNaN(coefficient))
{
residual = -1;
return;
}
x = x.Add(z, coefficient);
r = r.Add(p, -coefficient);
Ar = Factorizer.LSolve(A.Multiply(Factorizer.USolve(r)));
coefficient = -p.DotProduct(Ar) / dotproduct_pp;
if (Double.IsInfinity(coefficient) || Double.IsNaN(coefficient))
{
residual = -1;
return;
}
z = Factorizer.USolve(r).Add(z, coefficient);
}
else
{
coefficient = p.DotProduct(r) / dotproduct_pp;
if (Double.IsInfinity(coefficient) || Double.IsNaN(coefficient))
{
residual = -1;
return;
}
x = x.Add(z, coefficient);
r = r.Add(p, -coefficient);
Ar = A.Multiply(r);
coefficient = -p.DotProduct(Ar) / dotproduct_pp;
if (Double.IsInfinity(coefficient) || Double.IsNaN(coefficient))
{
residual = -1;
return;
}
z = r.Add(z, coefficient);
}
p = Ar.Add(p, coefficient);
dotproduct_pp = p.DotProduct(p);
residual = r.Norm / norm_b;
}
public bool InitMethod(ILinearOperator A, IVector x0, IVector b, bool malloc = false, IFactorization Factorizer = null)
{
if (malloc)
{
x = new Vector(x0.Size);
}
else
{
x = x0;
}
xk = x0.Clone();
this.b = b;
this.A = A;
this.Factorizer = Factorizer;
norm_b = b.Norm;
currentIter = 0;
if (Factorizer != null)
{
r_prev = Factorizer.LSolve(b.Add(A.Multiply(xk), -1));
r0 = r_prev.Clone();
z = Factorizer.USolve(r_prev.Clone());
}
else
{
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;
init = true;
return(init);
}
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)
{
Az = Factorizer.UTransposeSolve(At.Multiply(Factorizer.LTransposeSolve(Factorizer.LSolve(A.Multiply(Factorizer.USolve(z))))));;
}
else
{
Az = At.Multiply(A.Multiply(z));
}
coefficient = dotproduct_rr / Az.DotProduct(z);
if (Double.IsInfinity(coefficient) || Double.IsNaN(coefficient))
{
residual = -1;
return;
}
xk = xk.Add(z, coefficient);
r = r.Add(Az, -coefficient);
coefficient = dotproduct_rr;
dotproduct_rr = r.DotProduct(r);
coefficient = dotproduct_rr / coefficient;
if (Double.IsInfinity(coefficient) || Double.IsNaN(coefficient))
{
residual = -1;
return;
}
z = r.Add(z, coefficient);
residual = Math.Sqrt(dotproduct_rr) / norm_b;
}
public bool InitMethod(ILinearOperator A, IVector x0, IVector b, bool malloc = false, IFactorization Factorizer = null)
{
if (malloc)
{
x = new Vector(x0.Size);
}
else
{
x = x0;
}
xk = x0.Clone();
this.x0 = x0;
this.b = b;
this.A = A;
this.Factorizer = Factorizer;
At = A.Transpose;
norm_b = b.Norm;
currentIter = 0;
if (Factorizer != null)
{
r = Factorizer.UTransposeSolve(At.Multiply(Factorizer.LTransposeSolve(Factorizer.LSolve(b.Add(A.Multiply(x0), -1)))));
z = r.Clone();
xk = Factorizer.UMult(x0);
}
else
{
r = At.Multiply(b).Add(At.Multiply(A.Multiply(x0)), -1);
z = r.Clone();
}
dotproduct_rr = r.DotProduct(r);
init = true;
return(init);
}
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;
}