예제 #1
0
        /// <summary>
        /// Решает СЛАУ Ax=b
        /// </summary>
        /// <param name="A">Матрица СЛАУ</param>
        /// <param name="x0">Начальное приблежение</param>
        /// <param name="b">Вектор правой части</param>
        /// <param name="maxIter">Максимальное число итераций</param>
        /// <param name="eps">Относительня невязка для выхода</param>
        /// <param name="malloc">false - результат сохранится в x0, true - результат сохранится в новый вектор</param>
        /// <returns></returns>
        public IVector Solve(ILinearOperator A, IVector x0, IVector b, int maxIter = (int)1E+4, double eps = 1.0E-14, bool malloc = false)
        {
            IVector result;
            int     iter;
            double  residual;

            if (!Method.InitMethod(A, x0, b, malloc))
            {
                return(null);
            }

            while (true)
            {
                try
                {
                    Method.MakeStep(out iter, out residual);
                }
                catch (Exception e)
                {
                    return(null);
                }

                Logger.Write(iter, residual);
                if (iter > maxIter || residual <= eps)
                {
                    break;
                }
            }

            return(Method.x);
        }
예제 #2
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        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;
            currentIter = 0;
            norm_b      = b.Norm;

            lastResidual = A.Multiply(x0).Add(b, -1).Norm / norm_b;
            if (Double.IsNaN(lastResidual) || Double.IsInfinity(lastResidual))
            {
                return(false);
            }
            init   = true;
            x_temp = new Vector(x.Size);
            Ux     = A.UMult(x0, false, 0);
            return(true);
        }
예제 #3
0
        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);
        }
예제 #4
0
        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;
            currentIter = 0;
            norm_b      = b.Norm;

            lastResidual = A.Multiply(x0).Add(b, -1).Norm / norm_b;
            if (Double.IsNaN(lastResidual) || Double.IsInfinity(lastResidual))
            {
                return(false);
            }
            init            = true;
            x_temp          = new Vector(x.Size);
            inverseDioganal = A.Diagonal.Clone();
            for (int i = 0; i < inverseDioganal.Size; i++)
            {
                inverseDioganal[i] = 1.0 / inverseDioganal[i];
            }
            L_Ux = A.LMult(x0, false, 0).Add(A.UMult(x0, false, 0));
            return(true);
        }
        public bool InitMethod(ILinearOperator A, IVector x0, IVector b, bool malloc = false)
        {
            if (malloc)
            {
                x = new Vector(x0.Size);
            }
            else
            {
                x = x0;
            }

            this.x0     = x0;
            this.b      = b;
            this.A      = A;
            currentIter = 0;
            norm_b      = b.Norm;
            try
            {
                lastResidual = A.Multiply(x0).Add(b, -1).Norm / norm_b;
            }
            catch (DivideByZeroException e)
            {
                return(false);
            }
            init   = true;
            x_temp = new Vector(x.Size);
            Ux     = A.UMult(x0, false, 0);
            return(true);
        }
예제 #6
0
        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);
        }
예제 #7
0
        public IVector InitMethod(ILinearOperator A, IVector x0, IVector b, bool malloc = false)
        {
            if (malloc)
            {
                x = new Vector(x0.Size);
            }
            else
            {
                x = x0;
            }

            this.x0     = x0;
            this.b      = b;
            this.A      = A;
            currentIter = 0;
            norm_b      = b.Norm;

            try
            {
                lastResidual = A.Multiply(x0).Add(b, -1).Norm / norm_b;
            }
            catch (DivideByZeroException e)
            {
                return(null);
            }
            init            = true;
            x_temp          = new Vector(x.Size);
            inverseDioganal = A.Diagonal.Clone();
            for (int i = 0; i < inverseDioganal.Size; i++)
            {
                inverseDioganal[i] = 1.0 / inverseDioganal[i];
            }
            L_Ux = A.LMult(x0, false, 0).Add(A.UMult(x0, false, 0));
            return(x);
        }
예제 #8
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        public static double[] Multiply(ILinearOperator <double> A, double[] x)
        {
            var b = new double[A.RowCount];

            A.Multiply(1.0, x, 0.0, b);

            return(b);
        }
예제 #9
0
        public bool InitMethod(ILinearOperator A, IVector x0, IVector b, bool malloc = false)
        {
            Counters.Mult.ResetCount();

            var result = method.InitMethod(A, x0, b, false);

            MultCount[0] = Counters.Mult.count;
            Counters.ResetAll();

            return(false);// result;
        }
예제 #10
0
        public bool InitMethod(ILinearOperator A, IVector x0, IVector b, bool malloc = false)
        {
            Counters.Reset("Mult");

            var result = method.InitMethod(A, x0, b, false);

            MultCount[0] = Counters.GetCount("Mult");
            Counters.ResetAll();

            return(result);
        }
예제 #11
0
        //не предобусловленная система
        public bool InitMethod(ILinearOperator A, IVector x0, IVector b, bool malloc = false)
        {
            if (malloc)
            {
                x = new Vector(x0.Size);
            }
            else
            {
                x = x0;
            }

            this.x0       = x0;
            this.b        = b;
            this.A        = A;
            norm_b        = b.Norm;
            currentIter   = 0;
            r             = b.Add(A.Multiply(x0), -1);
            z             = r.Clone();
            dotproduct_rr = r.DotProduct(r);
            init          = true;
            return(init);
        }
예제 #12
0
파일: CGM.cs 프로젝트: alandre/SLAE-solver
        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);
        }
예제 #13
0
        public IVector InitMethod(ILinearOperator A, IVector x0, IVector b, bool malloc = false)
        {
            if (malloc)
            {
                x = new Vector(x0.Size);
            }
            else
            {
                x = x0;
            }

            xk                 = x0;
            this.b             = b;
            this.A             = A;
            norm_b             = b.Norm;
            currentIter        = 0;
            r_prev             = A.LSolve(b.Add(A.Multiply(xk), -1), true);
            r0                 = r_prev.Clone();
            z                  = A.USolve(r_prev.Clone(), true);
            dotproduct_rr      = r_prev.DotProduct(r_prev);
            dotproduct_rprevr0 = dotproduct_rr;
            init               = true;
            return(x);
        }
예제 #14
0
 public ProxyMatrix(ILinearOperator linearOperator)
 {
     linear = linearOperator;
 }
예제 #15
0
 bool IMethod.InitMethod(ILinearOperator A, IVector x0, IVector b, bool malloc, IFactorization Factorizer = null)
 {
     return(method.InitMethod(A, x0, b, malloc, Factorizer));
 }