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);
}