public void UpdateResidual(CGAlgorithm cg, IVector residual, out double resDotRes)
{
// Update the residual vector normally: r = r - α * A*d
residual.AxpyIntoThis(cg.MatrixTimesDirection, -cg.StepSize);
resDotRes = residual.DotProduct(residual); //TODO: it is weird that this sets resDotRes and cg.ResDotRes
// Check if the CG will converge. TODO: Remove duplicate comutations: this check will also be done by CG later.
double residualNormRatio = convergence.EstimateResidualNormRatio(cg); // let's pray that ICGResidualConvergence does not mutate any fields
bool hasConverged = residualNormRatio <= residualTolerance;
// Avoid premature convergence by calculating th exact residual.
if (hasConverged)
{
// Exact residual: r = b - A * x
ExactResidual.Calculate(cg.Matrix, cg.Rhs, cg.Solution, residual);
// Recalculate the r * r
resDotRes = residual.DotProduct(residual);
}
}
/// <summary>
/// See <see cref="ICGResidualUpdater.UpdateResidual(CGAlgorithm, IVector, out double)"/>
/// </summary>
public void UpdateResidual(CGAlgorithm cg, IVector residual, out double resDotRes)
{
//TODO: perhaps this should be done in an Initialize() method
if (numIterationsBeforeCorrection == int.MinValue)
{
numIterationsBeforeCorrection = (int)Math.Floor(Math.Sqrt(cg.Rhs.Length));
}
if ((cg.Iteration % numIterationsBeforeCorrection == 0) && (cg.Iteration != 0)) //The first iteration uses the correct residual.
{
// Calculate the exact residual: r = b - A * x
ExactResidual.Calculate(cg.Matrix, cg.Rhs, cg.Solution, residual);
}
else
{
// Normally the residual vector is updated as: r = r - α * A*d
residual.AxpyIntoThis(cg.MatrixTimesDirection, -cg.StepSize);
}
resDotRes = residual.DotProduct(residual);
}
/// <summary> /// See <see cref="ICGResidualConvergence.Initialize(CGAlgorithm)"/> /// </summary> public void Initialize(CGAlgorithm cg) => this.residualNormInitial = Math.Sqrt(cg.ResDotRes);
/// <summary>
/// See <see cref="ICGResidualUpdater.UpdateResidual(CGAlgorithm, IVector, out double)"/>
/// </summary>
public void UpdateResidual(CGAlgorithm cg, IVector residual, out double resDotRes)
{
// Normally the residual vector is updated as: r = r - α * A*d
residual.AxpyIntoThis(cg.MatrixTimesDirection, -cg.StepSize);
resDotRes = residual.DotProduct(residual);
}
/// <summary> /// See <see cref="ICGResidualConvergence.EstimateResidualNormRatio(CGAlgorithm)"/> /// </summary> public double EstimateResidualNormRatio(CGAlgorithm cg) => Math.Sqrt(cg.ResDotRes) / residualNormInitial;
