/*************************************************************************
Clears request fileds (to be sure that we don't forgot to clear something)
*************************************************************************/
private static void updateitersdata(lincgstate state)
{
state.repiterationscount = 0;
state.repnmv = 0;
state.repterminationtype = 0;
}
/*************************************************************************
Procedure for restart function LinCGIteration
-- ALGLIB --
Copyright 14.11.2011 by Bochkanov Sergey
*************************************************************************/
public static void lincgrestart(lincgstate state)
{
state.rstate.ia = new int[0+1];
state.rstate.ra = new double[2+1];
state.rstate.stage = -1;
clearrfields(state);
}
/*************************************************************************
Clears request fileds (to be sure that we don't forgot to clear something)
*************************************************************************/
private static void clearrfields(lincgstate state)
{
state.xupdated = false;
state.needmv = false;
state.needmtv = false;
state.needmv2 = false;
state.needvmv = false;
state.needprec = false;
}
/*************************************************************************
This function sets frequency of residual recalculations.
Algorithm updates residual r_k using iterative formula, but recalculates
it from scratch after each 10 iterations. It is done to avoid accumulation
of numerical errors and to stop algorithm when r_k starts to grow.
Such low update frequence (1/10) gives very little overhead, but makes
algorithm a bit more robust against numerical errors. However, you may
change it
INPUT PARAMETERS:
Freq - desired update frequency, Freq>=0.
Zero value means that no updates will be done.
-- ALGLIB --
Copyright 14.11.2011 by Bochkanov Sergey
*************************************************************************/
public static void lincgsetrupdatefreq(lincgstate state,
int freq)
{
alglib.ap.assert(!state.running, "LinCGSetRUpdateFreq: you can not change update frequency when LinCGIteration() is running");
alglib.ap.assert(freq>=0, "LinCGSetRUpdateFreq: non-positive Freq");
state.itsbeforerupdate = freq;
}
/*************************************************************************
This function turns on/off reporting.
INPUT PARAMETERS:
State - structure which stores algorithm state
NeedXRep- whether iteration reports are needed or not
If NeedXRep is True, algorithm will call rep() callback function if it is
provided to MinCGOptimize().
-- ALGLIB --
Copyright 14.11.2011 by Bochkanov Sergey
*************************************************************************/
public static void lincgsetxrep(lincgstate state,
bool needxrep)
{
state.xrep = needxrep;
}
/*************************************************************************
CG-solver: results.
This function must be called after LinCGSolve
INPUT PARAMETERS:
State - algorithm state
OUTPUT PARAMETERS:
X - array[N], solution
Rep - optimization report:
* Rep.TerminationType completetion code:
* -5 input matrix is either not positive definite,
too large or too small
* -4 overflow/underflow during solution
(ill conditioned problem)
* 1 ||residual||<=EpsF*||b||
* 5 MaxIts steps was taken
* 7 rounding errors prevent further progress,
best point found is returned
* Rep.IterationsCount contains iterations count
* NMV countains number of matrix-vector calculations
-- ALGLIB --
Copyright 14.11.2011 by Bochkanov Sergey
*************************************************************************/
public static void lincgresults(lincgstate state,
ref double[] x,
lincgreport rep)
{
int i_ = 0;
x = new double[0];
alglib.ap.assert(!state.running, "LinCGResult: you can not get result, because function LinCGIteration has been launched!");
if( alglib.ap.len(x)<state.n )
{
x = new double[state.n];
}
for(i_=0; i_<=state.n-1;i_++)
{
x[i_] = state.rx[i_];
}
rep.iterationscount = state.repiterationscount;
rep.nmv = state.repnmv;
rep.terminationtype = state.repterminationtype;
rep.r2 = state.r2;
}
/*************************************************************************
This function sets restart frequency. By default, algorithm is restarted
after N subsequent iterations.
-- ALGLIB --
Copyright 14.11.2011 by Bochkanov Sergey
*************************************************************************/
public static void lincgsetrestartfreq(lincgstate state,
int srf)
{
alglib.ap.assert(!state.running, "LinCGSetRestartFreq: you can not change restart frequency when LinCGIteration() is running");
alglib.ap.assert(srf>0, "LinCGSetRestartFreq: non-positive SRF");
state.itsbeforerestart = srf;
}
/*************************************************************************
Reverse communication version of linear CG.
-- ALGLIB --
Copyright 14.11.2011 by Bochkanov Sergey
*************************************************************************/
public static bool lincgiteration(lincgstate state)
{
bool result = new bool();
int i = 0;
double uvar = 0;
double bnorm = 0;
double v = 0;
int i_ = 0;
//
// Reverse communication preparations
// I know it looks ugly, but it works the same way
// anywhere from C++ to Python.
//
// This code initializes locals by:
// * random values determined during code
// generation - on first subroutine call
// * values from previous call - on subsequent calls
//
if( state.rstate.stage>=0 )
{
i = state.rstate.ia[0];
uvar = state.rstate.ra[0];
bnorm = state.rstate.ra[1];
v = state.rstate.ra[2];
}
else
{
i = -983;
uvar = -989;
bnorm = -834;
v = 900;
}
if( state.rstate.stage==0 )
{
goto lbl_0;
}
if( state.rstate.stage==1 )
{
goto lbl_1;
}
if( state.rstate.stage==2 )
{
goto lbl_2;
}
if( state.rstate.stage==3 )
{
goto lbl_3;
}
if( state.rstate.stage==4 )
{
goto lbl_4;
}
if( state.rstate.stage==5 )
{
goto lbl_5;
}
if( state.rstate.stage==6 )
{
goto lbl_6;
}
if( state.rstate.stage==7 )
{
goto lbl_7;
}
//
// Routine body
//
alglib.ap.assert(alglib.ap.len(state.b)>0, "LinCGIteration: B is not initialized (you must initialize B by LinCGSetB() call");
state.running = true;
state.repnmv = 0;
clearrfields(state);
updateitersdata(state);
//
// Start 0-th iteration
//
for(i_=0; i_<=state.n-1;i_++)
{
state.rx[i_] = state.startx[i_];
}
for(i_=0; i_<=state.n-1;i_++)
{
state.x[i_] = state.rx[i_];
}
state.repnmv = state.repnmv+1;
clearrfields(state);
state.needvmv = true;
state.rstate.stage = 0;
goto lbl_rcomm;
lbl_0:
state.needvmv = false;
bnorm = 0;
state.r2 = 0;
state.meritfunction = 0;
for(i=0; i<=state.n-1; i++)
{
state.r[i] = state.b[i]-state.mv[i];
state.r2 = state.r2+state.r[i]*state.r[i];
state.meritfunction = state.meritfunction+state.mv[i]*state.rx[i]-2*state.b[i]*state.rx[i];
bnorm = bnorm+state.b[i]*state.b[i];
}
bnorm = Math.Sqrt(bnorm);
//
// Output first report
//
if( !state.xrep )
{
goto lbl_8;
}
for(i_=0; i_<=state.n-1;i_++)
{
state.x[i_] = state.rx[i_];
}
clearrfields(state);
state.xupdated = true;
state.rstate.stage = 1;
goto lbl_rcomm;
lbl_1:
state.xupdated = false;
lbl_8:
//
// Is x0 a solution?
//
if( !math.isfinite(state.r2) || (double)(Math.Sqrt(state.r2))<=(double)(state.epsf*bnorm) )
{
state.running = false;
if( math.isfinite(state.r2) )
{
state.repterminationtype = 1;
}
else
{
state.repterminationtype = -4;
}
result = false;
return result;
}
//
// Calculate Z and P
//
for(i_=0; i_<=state.n-1;i_++)
{
state.x[i_] = state.r[i_];
}
state.repnmv = state.repnmv+1;
clearrfields(state);
state.needprec = true;
state.rstate.stage = 2;
goto lbl_rcomm;
lbl_2:
state.needprec = false;
for(i=0; i<=state.n-1; i++)
{
state.z[i] = state.pv[i];
state.p[i] = state.z[i];
}
//
// Other iterations(1..N)
//
state.repiterationscount = 0;
lbl_10:
if( false )
{
goto lbl_11;
}
state.repiterationscount = state.repiterationscount+1;
//
// Calculate Alpha
//
for(i_=0; i_<=state.n-1;i_++)
{
state.x[i_] = state.p[i_];
}
state.repnmv = state.repnmv+1;
clearrfields(state);
state.needvmv = true;
state.rstate.stage = 3;
goto lbl_rcomm;
lbl_3:
state.needvmv = false;
if( !math.isfinite(state.vmv) || (double)(state.vmv)<=(double)(0) )
{
//
// a) Overflow when calculating VMV
// b) non-positive VMV (non-SPD matrix)
//
state.running = false;
if( math.isfinite(state.vmv) )
{
state.repterminationtype = -5;
}
else
{
state.repterminationtype = -4;
}
result = false;
return result;
}
state.alpha = 0;
for(i=0; i<=state.n-1; i++)
{
state.alpha = state.alpha+state.r[i]*state.z[i];
}
state.alpha = state.alpha/state.vmv;
if( !math.isfinite(state.alpha) )
{
//
// Overflow when calculating Alpha
//
state.running = false;
state.repterminationtype = -4;
result = false;
return result;
}
//
// Next step toward solution
//
for(i=0; i<=state.n-1; i++)
{
state.cx[i] = state.rx[i]+state.alpha*state.p[i];
}
//
// Calculate R:
// * use recurrent relation to update R
// * at every ItsBeforeRUpdate-th iteration recalculate it from scratch, using matrix-vector product
// in case R grows instead of decreasing, algorithm is terminated with positive completion code
//
if( !(state.itsbeforerupdate==0 || state.repiterationscount%state.itsbeforerupdate!=0) )
{
goto lbl_12;
}
//
// Calculate R using recurrent formula
//
for(i=0; i<=state.n-1; i++)
{
state.cr[i] = state.r[i]-state.alpha*state.mv[i];
state.x[i] = state.cr[i];
}
goto lbl_13;
lbl_12:
//
// Calculate R using matrix-vector multiplication
//
for(i_=0; i_<=state.n-1;i_++)
{
state.x[i_] = state.cx[i_];
}
state.repnmv = state.repnmv+1;
clearrfields(state);
state.needmv = true;
state.rstate.stage = 4;
goto lbl_rcomm;
lbl_4:
state.needmv = false;
for(i=0; i<=state.n-1; i++)
{
state.cr[i] = state.b[i]-state.mv[i];
state.x[i] = state.cr[i];
}
//
// Calculating merit function
// Check emergency stopping criterion
//
v = 0;
for(i=0; i<=state.n-1; i++)
{
v = v+state.mv[i]*state.cx[i]-2*state.b[i]*state.cx[i];
}
if( (double)(v)<(double)(state.meritfunction) )
{
goto lbl_14;
}
for(i=0; i<=state.n-1; i++)
{
if( !math.isfinite(state.rx[i]) )
{
state.running = false;
state.repterminationtype = -4;
result = false;
return result;
}
}
//
//output last report
//
if( !state.xrep )
{
goto lbl_16;
}
for(i_=0; i_<=state.n-1;i_++)
{
state.x[i_] = state.rx[i_];
}
clearrfields(state);
state.xupdated = true;
state.rstate.stage = 5;
goto lbl_rcomm;
lbl_5:
state.xupdated = false;
lbl_16:
state.running = false;
state.repterminationtype = 7;
result = false;
return result;
lbl_14:
state.meritfunction = v;
lbl_13:
for(i_=0; i_<=state.n-1;i_++)
{
state.rx[i_] = state.cx[i_];
}
//
// calculating RNorm
//
// NOTE: monotonic decrease of R2 is not guaranteed by algorithm.
//
state.r2 = 0;
for(i=0; i<=state.n-1; i++)
{
state.r2 = state.r2+state.cr[i]*state.cr[i];
}
//
//output report
//
if( !state.xrep )
{
goto lbl_18;
}
for(i_=0; i_<=state.n-1;i_++)
{
state.x[i_] = state.rx[i_];
}
clearrfields(state);
state.xupdated = true;
state.rstate.stage = 6;
goto lbl_rcomm;
lbl_6:
state.xupdated = false;
lbl_18:
//
//stopping criterion
//achieved the required precision
//
if( !math.isfinite(state.r2) || (double)(Math.Sqrt(state.r2))<=(double)(state.epsf*bnorm) )
{
state.running = false;
if( math.isfinite(state.r2) )
{
state.repterminationtype = 1;
}
else
{
state.repterminationtype = -4;
}
result = false;
return result;
}
if( state.repiterationscount>=state.maxits && state.maxits>0 )
{
for(i=0; i<=state.n-1; i++)
{
if( !math.isfinite(state.rx[i]) )
{
state.running = false;
state.repterminationtype = -4;
result = false;
return result;
}
}
//
//if X is finite number
//
state.running = false;
state.repterminationtype = 5;
result = false;
return result;
}
for(i_=0; i_<=state.n-1;i_++)
{
state.x[i_] = state.cr[i_];
}
//
//prepere of parameters for next iteration
//
state.repnmv = state.repnmv+1;
clearrfields(state);
state.needprec = true;
state.rstate.stage = 7;
goto lbl_rcomm;
lbl_7:
state.needprec = false;
for(i_=0; i_<=state.n-1;i_++)
{
state.cz[i_] = state.pv[i_];
}
if( state.repiterationscount%state.itsbeforerestart!=0 )
{
state.beta = 0;
uvar = 0;
for(i=0; i<=state.n-1; i++)
{
state.beta = state.beta+state.cz[i]*state.cr[i];
uvar = uvar+state.z[i]*state.r[i];
}
//
//check that UVar is't INF or is't zero
//
if( !math.isfinite(uvar) || (double)(uvar)==(double)(0) )
{
state.running = false;
state.repterminationtype = -4;
result = false;
return result;
}
//
//calculate .BETA
//
state.beta = state.beta/uvar;
//
//check that .BETA neither INF nor NaN
//
if( !math.isfinite(state.beta) )
{
state.running = false;
state.repterminationtype = -1;
result = false;
return result;
}
for(i=0; i<=state.n-1; i++)
{
state.p[i] = state.cz[i]+state.beta*state.p[i];
}
}
else
{
for(i_=0; i_<=state.n-1;i_++)
{
state.p[i_] = state.cz[i_];
}
}
//
//prepere data for next iteration
//
for(i=0; i<=state.n-1; i++)
{
//
//write (k+1)th iteration to (k )th iteration
//
state.r[i] = state.cr[i];
state.z[i] = state.cz[i];
}
goto lbl_10;
lbl_11:
result = false;
return result;
//
// Saving state
//
lbl_rcomm:
result = true;
state.rstate.ia[0] = i;
state.rstate.ra[0] = uvar;
state.rstate.ra[1] = bnorm;
state.rstate.ra[2] = v;
return result;
}
/*************************************************************************
Procedure for solution of A*x=b with sparse A.
INPUT PARAMETERS:
State - algorithm state
A - sparse matrix in the CRS format (you MUST contvert it to
CRS format by calling SparseConvertToCRS() function).
IsUpper - whether upper or lower triangle of A is used:
* IsUpper=True => only upper triangle is used and lower
triangle is not referenced at all
* IsUpper=False => only lower triangle is used and upper
triangle is not referenced at all
B - right part, array[N]
RESULT:
This function returns no result.
You can get solution by calling LinCGResults()
NOTE: this function uses lightweight preconditioning - multiplication by
inverse of diag(A). If you want, you can turn preconditioning off by
calling LinCGSetPrecUnit(). However, preconditioning cost is low and
preconditioner is very important for solution of badly scaled
problems.
-- ALGLIB --
Copyright 14.11.2011 by Bochkanov Sergey
*************************************************************************/
public static void lincgsolvesparse(lincgstate state,
sparse.sparsematrix a,
bool isupper,
double[] b)
{
int n = 0;
int i = 0;
double v = 0;
double vmv = 0;
int i_ = 0;
n = state.n;
alglib.ap.assert(alglib.ap.len(b)>=state.n, "LinCGSetB: Length(B)<N");
alglib.ap.assert(apserv.isfinitevector(b, state.n), "LinCGSetB: B contains infinite or NaN values!");
//
// Allocate temporaries
//
apserv.rvectorsetlengthatleast(ref state.tmpd, n);
//
// Compute diagonal scaling matrix D
//
if( state.prectype==0 )
{
//
// Default preconditioner - inverse of matrix diagonal
//
for(i=0; i<=n-1; i++)
{
v = sparse.sparsegetdiagonal(a, i);
if( (double)(v)>(double)(0) )
{
state.tmpd[i] = 1/Math.Sqrt(v);
}
else
{
state.tmpd[i] = 1;
}
}
}
else
{
//
// No diagonal scaling
//
for(i=0; i<=n-1; i++)
{
state.tmpd[i] = 1;
}
}
//
// Solve
//
lincgrestart(state);
lincgsetb(state, b);
while( lincgiteration(state) )
{
//
// Process different requests from optimizer
//
if( state.needmv )
{
sparse.sparsesmv(a, isupper, state.x, ref state.mv);
}
if( state.needvmv )
{
sparse.sparsesmv(a, isupper, state.x, ref state.mv);
vmv = 0.0;
for(i_=0; i_<=state.n-1;i_++)
{
vmv += state.x[i_]*state.mv[i_];
}
state.vmv = vmv;
}
if( state.needprec )
{
for(i=0; i<=n-1; i++)
{
state.pv[i] = state.x[i]*math.sqr(state.tmpd[i]);
}
}
}
}
/*************************************************************************
This function changes preconditioning settings of LinCGSolveSparse()
function. LinCGSolveSparse() will use diagonal of the system matrix as
preconditioner. This preconditioning mode is active by default.
INPUT PARAMETERS:
State - structure which stores algorithm state
-- ALGLIB --
Copyright 19.11.2012 by Bochkanov Sergey
*************************************************************************/
public static void lincgsetprecdiag(lincgstate state)
{
alglib.ap.assert(!state.running, "LinCGSetPrecDiag: you can not change preconditioner, because function LinCGIteration is running!");
state.prectype = 0;
}
/*************************************************************************
This function sets stopping criteria.
INPUT PARAMETERS:
EpsF - algorithm will be stopped if norm of residual is less than
EpsF*||b||.
MaxIts - algorithm will be stopped if number of iterations is more
than MaxIts.
OUTPUT PARAMETERS:
State - structure which stores algorithm state
NOTES:
If both EpsF and MaxIts are zero then small EpsF will be set to small
value.
-- ALGLIB --
Copyright 14.11.2011 by Bochkanov Sergey
*************************************************************************/
public static void lincgsetcond(lincgstate state,
double epsf,
int maxits)
{
alglib.ap.assert(!state.running, "LinCGSetCond: you can not change stopping criteria when LinCGIteration() is running");
alglib.ap.assert(math.isfinite(epsf) && (double)(epsf)>=(double)(0), "LinCGSetCond: EpsF is negative or contains infinite or NaN values");
alglib.ap.assert(maxits>=0, "LinCGSetCond: MaxIts is negative");
if( (double)(epsf)==(double)(0) && maxits==0 )
{
state.epsf = defaultprecision;
state.maxits = maxits;
}
else
{
state.epsf = epsf;
state.maxits = maxits;
}
}
/*************************************************************************
This function sets right part. By default, right part is zero.
INPUT PARAMETERS:
B - right part, array[N].
OUTPUT PARAMETERS:
State - structure which stores algorithm state
-- ALGLIB --
Copyright 14.11.2011 by Bochkanov Sergey
*************************************************************************/
public static void lincgsetb(lincgstate state,
double[] b)
{
int i_ = 0;
alglib.ap.assert(!state.running, "LinCGSetB: you can not set B, because function LinCGIteration is running!");
alglib.ap.assert(alglib.ap.len(b)>=state.n, "LinCGSetB: Length(B)<N");
alglib.ap.assert(apserv.isfinitevector(b, state.n), "LinCGSetB: B contains infinite or NaN values!");
for(i_=0; i_<=state.n-1;i_++)
{
state.b[i_] = b[i_];
}
}
/*************************************************************************
This function sets starting point.
By default, zero starting point is used.
INPUT PARAMETERS:
X - starting point, array[N]
OUTPUT PARAMETERS:
State - structure which stores algorithm state
-- ALGLIB --
Copyright 14.11.2011 by Bochkanov Sergey
*************************************************************************/
public static void lincgsetstartingpoint(lincgstate state,
double[] x)
{
int i_ = 0;
alglib.ap.assert(!state.running, "LinCGSetStartingPoint: you can not change starting point because LinCGIteration() function is running");
alglib.ap.assert(state.n<=alglib.ap.len(x), "LinCGSetStartingPoint: Length(X)<N");
alglib.ap.assert(apserv.isfinitevector(x, state.n), "LinCGSetStartingPoint: X contains infinite or NaN values!");
for(i_=0; i_<=state.n-1;i_++)
{
state.startx[i_] = x[i_];
}
}
/*************************************************************************
This function initializes linear CG Solver. This solver is used to solve
symmetric positive definite problems. If you want to solve nonsymmetric
(or non-positive definite) problem you may use LinLSQR solver provided by
ALGLIB.
USAGE:
1. User initializes algorithm state with LinCGCreate() call
2. User tunes solver parameters with LinCGSetCond() and other functions
3. Optionally, user sets starting point with LinCGSetStartingPoint()
4. User calls LinCGSolveSparse() function which takes algorithm state and
SparseMatrix object.
5. User calls LinCGResults() to get solution
6. Optionally, user may call LinCGSolveSparse() again to solve another
problem with different matrix and/or right part without reinitializing
LinCGState structure.
INPUT PARAMETERS:
N - problem dimension, N>0
OUTPUT PARAMETERS:
State - structure which stores algorithm state
-- ALGLIB --
Copyright 14.11.2011 by Bochkanov Sergey
*************************************************************************/
public static void lincgcreate(int n,
lincgstate state)
{
int i = 0;
alglib.ap.assert(n>0, "LinCGCreate: N<=0");
state.n = n;
state.prectype = 0;
state.itsbeforerestart = n;
state.itsbeforerupdate = 10;
state.epsf = defaultprecision;
state.maxits = 0;
state.xrep = false;
state.running = false;
//
// * allocate arrays
// * set RX to NAN (just for the case user calls Results() without
// calling SolveSparse()
// * set starting point to zero
// * we do NOT initialize B here because we assume that user should
// initializate it using LinCGSetB() function. In case he forgets
// to do so, exception will be thrown in the LinCGIteration().
//
state.rx = new double[state.n];
state.startx = new double[state.n];
state.b = new double[state.n];
for(i=0; i<=state.n-1; i++)
{
state.rx[i] = Double.NaN;
state.startx[i] = 0.0;
state.b[i] = 0;
}
state.cx = new double[state.n];
state.p = new double[state.n];
state.r = new double[state.n];
state.cr = new double[state.n];
state.z = new double[state.n];
state.cz = new double[state.n];
state.x = new double[state.n];
state.mv = new double[state.n];
state.pv = new double[state.n];
updateitersdata(state);
state.rstate.ia = new int[0+1];
state.rstate.ra = new double[2+1];
state.rstate.stage = -1;
}
public override alglib.apobject make_copy()
{
lincgstate _result = new lincgstate();
_result.rx = (double[])rx.Clone();
_result.b = (double[])b.Clone();
_result.n = n;
_result.prectype = prectype;
_result.cx = (double[])cx.Clone();
_result.cr = (double[])cr.Clone();
_result.cz = (double[])cz.Clone();
_result.p = (double[])p.Clone();
_result.r = (double[])r.Clone();
_result.z = (double[])z.Clone();
_result.alpha = alpha;
_result.beta = beta;
_result.r2 = r2;
_result.meritfunction = meritfunction;
_result.x = (double[])x.Clone();
_result.mv = (double[])mv.Clone();
_result.pv = (double[])pv.Clone();
_result.vmv = vmv;
_result.startx = (double[])startx.Clone();
_result.epsf = epsf;
_result.maxits = maxits;
_result.itsbeforerestart = itsbeforerestart;
_result.itsbeforerupdate = itsbeforerupdate;
_result.xrep = xrep;
_result.xupdated = xupdated;
_result.needmv = needmv;
_result.needmtv = needmtv;
_result.needmv2 = needmv2;
_result.needvmv = needvmv;
_result.needprec = needprec;
_result.repiterationscount = repiterationscount;
_result.repnmv = repnmv;
_result.repterminationtype = repterminationtype;
_result.running = running;
_result.tmpd = (double[])tmpd.Clone();
_result.rstate = (rcommstate)rstate.make_copy();
return _result;
}
/*************************************************************************
Procedure for solution of A*x=b with sparse A.
INPUT PARAMETERS:
State - algorithm state
A - sparse matrix in the CRS format (you MUST contvert it to
CRS format by calling SparseConvertToCRS() function).
IsUpper - whether upper or lower triangle of A is used:
* IsUpper=True => only upper triangle is used and lower
triangle is not referenced at all
* IsUpper=False => only lower triangle is used and upper
triangle is not referenced at all
B - right part, array[N]
RESULT:
This function returns no result.
You can get solution by calling LinCGResults()
-- ALGLIB --
Copyright 14.11.2011 by Bochkanov Sergey
*************************************************************************/
public static void lincgsolvesparse(lincgstate state,
sparse.sparsematrix a,
bool isupper,
double[] b)
{
double vmv = 0;
int i_ = 0;
alglib.ap.assert(alglib.ap.len(b)>=state.n, "LinCGSetB: Length(B)<N");
alglib.ap.assert(apserv.isfinitevector(b, state.n), "LinCGSetB: B contains infinite or NaN values!");
lincgrestart(state);
lincgsetb(state, b);
while( lincgiteration(state) )
{
if( state.needmv )
{
sparse.sparsesmv(a, isupper, state.x, ref state.mv);
}
if( state.needvmv )
{
sparse.sparsesmv(a, isupper, state.x, ref state.mv);
vmv = 0.0;
for(i_=0; i_<=state.n-1;i_++)
{
vmv += state.x[i_]*state.mv[i_];
}
state.vmv = vmv;
}
if( state.needprec )
{
for(i_=0; i_<=state.n-1;i_++)
{
state.pv[i_] = state.x[i_];
}
}
}
}