public override Vector Solve(IPreconditioner matrix, Vector rightPart, Vector initialSolution,
ILogger logger, ISolverLogger solverLogger, ISolverParametrs solverParametrs)
{
if (solverParametrs is LOSParametrs)
{
LOSParametrs LOSParametrs = solverParametrs as LOSParametrs;
Vector x, r, z, p;
double alpha, betta;
int size, k;
double Residual, pp, rightnorm;
Vector Ax;
Vector LAU, Ur;
size = initialSolution.Size;
x = new Vector(size);
r = new Vector(size);
z = new Vector(size);
p = new Vector(size);
Ax = new Vector(size);
LAU = new Vector(size);
Ur = new Vector(size);
x = initialSolution;
Ax = matrix.SourceMatrix.Multiply(x);
r = matrix.SSolve(rightPart - Ax);
z = matrix.QSolve(r);
p = matrix.SSolve(matrix.SourceMatrix.Multiply(z));
rightnorm = matrix.SSolve(rightPart).Norm();
Residual = r.Norm() / rightnorm;
solverLogger.AddIterationInfo(0, Residual);
for (k = 1; k <= LOSParametrs.MaxIterations && Residual > LOSParametrs.Epsilon; k++)
{
pp = p * p;
alpha = (p * r) / pp;
x = x + z * alpha;
r = r - p * alpha;
Ur = matrix.QSolve(r);
LAU = matrix.SourceMatrix.Multiply(Ur);
LAU = matrix.SSolve(LAU);
betta = -(p * LAU) / pp;
z = Ur + z * betta;
p = LAU + p * betta;
Residual = r.Norm() / rightnorm;
if (System.Double.IsInfinity(Residual))
{
logger.Error("Residual is infinity. It is impossible to solve this SLAE by LOS.");
return(x);
}
if (System.Double.IsNaN(Residual))
{
logger.Error("Residual is NaN. It is impossible to solve this SLAE by LOS.");
return(x);
}
solverLogger.AddIterationInfo(k, Residual);
}
return(x);
}
else
{
logger.Error("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in GaussSeidel");
throw new Exception("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in GaussSeidel");
}
}
public override Vector Solve(IPreconditioner matrix, Vector rightPart, Vector initialSolution, ILogger logger, ISolverLogger solverLogger, ISolverParametrs solverParametrs)
{
MSGParametrs ConGradParametrs = solverParametrs as MSGParametrs;
if (ConGradParametrs == null)
{
logger.Error("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in MSG");
throw new Exception("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in MSG");
}
else
{
//prestart
int oIter = 0;
double alpha, beta, oNev, bNev, scalRO, scaleRN;
Vector x = initialSolution, rNew, rOld, z, ap, p;
rOld = rightPart - matrix.SourceMatrix.Multiply(x);
z = matrix.QSolve(matrix.SSolve(rOld));
p = z;
ap = matrix.SourceMatrix.Multiply(p);
bNev = rightPart.Norm();
oNev = rOld.Norm() / bNev;
scalRO = z * rOld;
// x = matrix.QSolve(x);
solverLogger.AddIterationInfo(oIter, oNev);//logger
if (System.Double.IsInfinity(oNev))
{
logger.Error("Residual is infinity. It is impossible to solve this SLAE by MSG.");
return x;
}
if (System.Double.IsNaN(oNev))
{
logger.Error("Residual is NaN. It is impossible to solve this SLAE by MSG.");
return x;
}
while (oIter < ConGradParametrs.MaxIterations && oNev > ConGradParametrs.Epsilon)
{
alpha = scalRO / (ap * p);
x = x + p * alpha;
//if (oIter % 100 == 0)
//rNew = matrix.QMultiply(rightPart - matrix.SMultiply(matrix.SourceMatrix.Multiply(x)));
//else
rNew = rOld - ap * alpha;
z = matrix.QSolve(matrix.SSolve(rNew));
scaleRN = z * rNew;
beta = scaleRN / scalRO;
scalRO = scaleRN;
p = z + p * beta;
ap = matrix.SourceMatrix.Multiply(p);
rOld = rNew;
oIter++;
oNev = rNew.Norm() / bNev;
if (System.Double.IsInfinity(oNev))
{
logger.Error("Residual is infinity. It is impossible to solve this SLAE by MSG.");
return x;
}
if (System.Double.IsNaN(oNev))
{
logger.Error("Residual is NaN. It is impossible to solve this SLAE by MSG.");
return x;
}
solverLogger.AddIterationInfo(oIter, oNev);//logger
}
return x;
}
}
public override Vector Solve(IPreconditioner matrix, Vector rightPart, Vector initialSolution,
ILogger logger, ISolverLogger solverLogger, ISolverParametrs solverParametrs)
{
GMRESParameters GMRESParameters = solverParametrs as GMRESParameters;
if (GMRESParameters != null)
{
Vector[] V, H;
Vector residual, x, d, z, w, tmp;
bool continueCalculations;
double epsilon = GMRESParameters.Epsilon;
int m = GMRESParameters.M;
int maxIterations = GMRESParameters.MaxIterations;
int n = rightPart.Size;
x = initialSolution;
residual = rightPart - matrix.SourceMatrix.Multiply(x);
residual = matrix.SSolve(residual);
double rightPartNorm = matrix.SSolve(rightPart).Norm();
double residualNorm = residual.Norm();
if (System.Double.IsInfinity(residualNorm / rightPartNorm))
{
logger.Error("Residual is infinity. It is impossible to solve this SLAE by GMRES.");
return(x);
}
if (System.Double.IsNaN(residualNorm / rightPartNorm))
{
logger.Error("Residual is NaN. It is impossible to solve this SLAE by GMRES.");
return(x);
}
x = matrix.QMultiply(initialSolution);
V = new Vector[m];
for (int i = 0; i < m; i++)
{
V[i] = new Vector(n);
}
H = new Vector[m];
for (int i = 0; i < m; i++)
{
H[i] = new Vector(m + 1);
}
d = new Vector(m + 1);
for (int k = 1; k <= maxIterations && residualNorm / rightPartNorm > epsilon; k++)
{
d.Nullify();
V[0] = residual * (1.0 / residualNorm);
continueCalculations = true;
for (int j = 1; j <= m && continueCalculations; j++)
{
tmp = matrix.QSolve(V[j - 1]);
w = matrix.SSolve(matrix.SourceMatrix.Multiply(tmp));
for (int l = 1; l <= j; l++)
{
H[j - 1][l - 1] = V[l - 1] * w;
w = w - V[l - 1] * H[j - 1][l - 1];
}
H[j - 1][j] = w.Norm();
if (Math.Abs(H[j - 1][j]) < 1e-10)
{
m = j;
continueCalculations = false;
}
else
{
if (j != m)
{
V[j] = w * (1.0 / H[j - 1][j]);
}
}
}
d[0] = residualNorm;
z = solveMinSqrProblem(d, H, m);
x = x + multiplyMatrixVector(z, V);
tmp = rightPart - matrix.SourceMatrix.Multiply(matrix.QSolve(x));
residual = matrix.SSolve(tmp);
residualNorm = residual.Norm();
if (System.Double.IsInfinity(residualNorm / rightPartNorm))
{
logger.Error("Residual is infinity. It is impossible to solve this SLAE by GMRES.");
return(x);
}
if (System.Double.IsNaN(residualNorm / rightPartNorm))
{
logger.Error("Residual is NaN. It is impossible to solve this SLAE by GMRES.");
return(x);
}
solverLogger.AddIterationInfo(k, residualNorm / rightPartNorm);
}
return(matrix.QSolve(x));
}
else
{
logger.Error("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in GMRES");
throw new Exception("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in GMRES");
}
}
public override Vector Solve(IPreconditioner matrix, Vector rightPart, Vector initialSolution, ILogger logger, ISolverLogger solverLogger, ISolverParametrs solverParametrs)
{
BCGStabParametrs ConGradParametrs = solverParametrs as BCGStabParametrs;
if (ConGradParametrs == null)
{
logger.Error("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in BSGStab");
throw new Exception("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in BSGSTab");
}
else
{
int oIter = 0;
double nPi, oPi, alpha, w, oNev, bNev, betta;
oPi = alpha = w = 1;
int size = rightPart.Size;
Vector x, r, rTab, s, t, z, sqt, y;
Vector v = new Vector(size);
Vector p = new Vector(size);
v.Nullify();
p.Nullify();
x = initialSolution;
r = rightPart - matrix.SourceMatrix.Multiply(x);
rTab = r;
bNev = rightPart.Norm();
oNev = r.Norm() / bNev;
solverLogger.AddIterationInfo(oIter, oNev);//logger
if (System.Double.IsInfinity(oNev))
{
logger.Error("Residual is infinity. It is impossible to solve this SLAE by BSG Stab.");
return(x);
}
if (System.Double.IsNaN(oNev))
{
logger.Error("Residual is NaN. It is impossible to solve this SLAE by BSG Stab.");
return(x);
}
while (oIter < ConGradParametrs.MaxIterations && oNev > ConGradParametrs.Epsilon)
{
nPi = rTab * r;
betta = (nPi / oPi) * (alpha / w);
p = r + (p - v * w) * betta;
y = matrix.QSolve(matrix.SSolve(p));
v = matrix.SourceMatrix.Multiply(y);
alpha = nPi / (rTab * v);
x = x + y * alpha;//УТОЧНИТЬ!!!!!!!!!!!!!!!
s = r - v * alpha;
if (s.Norm() / bNev < ConGradParametrs.Epsilon)
{
return(x);
}
z = matrix.QSolve(matrix.SSolve(s));
t = matrix.SourceMatrix.Multiply(z);
sqt = matrix.QSolve(matrix.SSolve(t));
w = (z * sqt) / (sqt * sqt);
x = x + z * w;//УТОЧНИТЬ!!!!!!!!!!!!!!!!!!!
r = s - t * w;
oPi = nPi;
oIter++;
oNev = r.Norm() / bNev;
if (System.Double.IsInfinity(oNev))
{
logger.Error("Residual is infinity. It is impossible to solve this SLAE by BSG Stab.");
return(x);
}
if (System.Double.IsNaN(oNev))
{
logger.Error("Residual is NaN. It is impossible to solve this SLAE by BSG Stab.");
return(x);
}
solverLogger.AddIterationInfo(oIter, oNev);//logger
}
return(x);
}
}
public override Vector Solve(IPreconditioner matrix, Vector rightPart, Vector initialSolution,
ILogger logger, ISolverLogger solverLogger, ISolverParametrs solverParametrs)
{
GMRESParameters GMRESParameters = solverParametrs as GMRESParameters;
if (GMRESParameters != null)
{
Vector[] V, H;
Vector residual, x, d, z, w, tmp;
bool continueCalculations;
double epsilon = GMRESParameters.Epsilon;
int m = GMRESParameters.M;
int maxIterations = GMRESParameters.MaxIterations;
int n = rightPart.Size;
x = initialSolution;
residual = rightPart - matrix.SourceMatrix.Multiply(x);
residual = matrix.SSolve(residual);
double rightPartNorm = matrix.SSolve(rightPart).Norm();
double residualNorm = residual.Norm();
if (System.Double.IsInfinity(residualNorm / rightPartNorm))
{
logger.Error("Residual is infinity. It is impossible to solve this SLAE by GMRES.");
return x;
}
if (System.Double.IsNaN(residualNorm / rightPartNorm))
{
logger.Error("Residual is NaN. It is impossible to solve this SLAE by GMRES.");
return x;
}
x = matrix.QMultiply(initialSolution);
V = new Vector[m];
for (int i = 0; i < m; i++)
V[i] = new Vector(n);
H = new Vector[m];
for (int i = 0; i < m; i++)
H[i] = new Vector(m + 1);
d = new Vector(m + 1);
for (int k = 1; k <= maxIterations && residualNorm / rightPartNorm > epsilon; k++)
{
d.Nullify();
V[0] = residual * (1.0 / residualNorm);
continueCalculations = true;
for (int j = 1; j <= m && continueCalculations; j++)
{
tmp = matrix.QSolve(V[j - 1]);
w = matrix.SSolve(matrix.SourceMatrix.Multiply(tmp));
for (int l = 1; l <= j; l++)
{
H[j - 1][l - 1] = V[l - 1] * w;
w = w - V[l - 1] * H[j - 1][l - 1];
}
H[j - 1][j] = w.Norm();
if (Math.Abs(H[j - 1][j]) < 1e-10)
{
m = j;
continueCalculations = false;
}
else
{
if(j != m)
V[j] = w * (1.0 / H[j - 1][j]);
}
}
d[0] = residualNorm;
z = solveMinSqrProblem(d, H, m);
x = x + multiplyMatrixVector(z, V);
tmp = rightPart - matrix.SourceMatrix.Multiply(matrix.QSolve(x));
residual = matrix.SSolve(tmp);
residualNorm = residual.Norm();
if (System.Double.IsInfinity(residualNorm / rightPartNorm))
{
logger.Error("Residual is infinity. It is impossible to solve this SLAE by GMRES.");
return x;
}
if (System.Double.IsNaN(residualNorm / rightPartNorm))
{
logger.Error("Residual is NaN. It is impossible to solve this SLAE by GMRES.");
return x;
}
solverLogger.AddIterationInfo(k, residualNorm / rightPartNorm);
}
return matrix.QSolve(x);
}
else {
logger.Error("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in GMRES");
throw new Exception("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in GMRES");
}
}
public override Vector Solve(IPreconditioner matrix, Vector rightPart, Vector initialSolution, ILogger logger, ISolverLogger solverLogger, ISolverParametrs solverParametrs)
{
BCGStabParametrs ConGradParametrs = solverParametrs as BCGStabParametrs;
if (ConGradParametrs == null)
{
logger.Error("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in BSGStab");
throw new Exception("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in BSGSTab");
}
else
{
int oIter = 0;
double nPi, oPi, alpha, w, oNev, bNev, betta;
oPi = alpha = w = 1;
int size = rightPart.Size;
Vector x, r, rTab, s, t, z, sqt, y;
Vector v = new Vector(size);
Vector p = new Vector(size);
v.Nullify();
p.Nullify();
x = initialSolution;
r = rightPart - matrix.SourceMatrix.Multiply(x);
rTab = r;
bNev = rightPart.Norm();
oNev = r.Norm() / bNev;
solverLogger.AddIterationInfo(oIter, oNev);//logger
if (System.Double.IsInfinity(oNev))
{
logger.Error("Residual is infinity. It is impossible to solve this SLAE by BSG Stab.");
return x;
}
if (System.Double.IsNaN(oNev))
{
logger.Error("Residual is NaN. It is impossible to solve this SLAE by BSG Stab.");
return x;
}
while (oIter < ConGradParametrs.MaxIterations && oNev > ConGradParametrs.Epsilon)
{
nPi = rTab * r;
betta = (nPi / oPi) * (alpha / w);
p = r + (p - v * w) * betta;
y= matrix.QSolve(matrix.SSolve(p));
v = matrix.SourceMatrix.Multiply(y);
alpha = nPi / (rTab * v);
x = x + y * alpha;//УТОЧНИТЬ!!!!!!!!!!!!!!!
s = r - v * alpha;
if (s.Norm() / bNev < ConGradParametrs.Epsilon) return x;
z = matrix.QSolve(matrix.SSolve(s));
t = matrix.SourceMatrix.Multiply(z);
sqt = matrix.QSolve(matrix.SSolve(t));
w = (z * sqt) / (sqt * sqt);
x = x + z * w;//УТОЧНИТЬ!!!!!!!!!!!!!!!!!!!
r = s - t * w;
oPi = nPi;
oIter++;
oNev = r.Norm() / bNev;
if (System.Double.IsInfinity(oNev))
{
logger.Error("Residual is infinity. It is impossible to solve this SLAE by BSG Stab.");
return x;
}
if (System.Double.IsNaN(oNev))
{
logger.Error("Residual is NaN. It is impossible to solve this SLAE by BSG Stab.");
return x;
}
solverLogger.AddIterationInfo(oIter, oNev);//logger
}
return x;
}
}
public override Vector Solve(IPreconditioner matrix, Vector rightPart, Vector initialSolution,
ILogger logger, ISolverLogger solverLogger, ISolverParametrs solverParametrs)
{
if (solverParametrs is LOSParametrs)
{
LOSParametrs LOSParametrs = solverParametrs as LOSParametrs;
Vector x, r, z, p;
double alpha, betta;
int size, k;
double Residual,pp,rightnorm;
Vector Ax;
Vector LAU, Ur;
size = initialSolution.Size;
x = new Vector(size);
r = new Vector(size);
z = new Vector(size);
p = new Vector(size);
Ax = new Vector(size);
LAU = new Vector(size);
Ur = new Vector(size);
x = initialSolution;
Ax = matrix.SourceMatrix.Multiply(x);
r = matrix.SSolve(rightPart - Ax);
z = matrix.QSolve(r);
p = matrix.SSolve(matrix.SourceMatrix.Multiply(z));
rightnorm = matrix.SSolve(rightPart).Norm();
Residual = r.Norm()/rightnorm;
solverLogger.AddIterationInfo(0, Residual);
for (k = 1; k <= LOSParametrs.MaxIterations && Residual > LOSParametrs.Epsilon; k++)
{
pp = p*p;
alpha = (p * r) / pp;
x = x + z * alpha;
r = r - p * alpha;
Ur = matrix.QSolve(r);
LAU = matrix.SourceMatrix.Multiply(Ur);
LAU = matrix.SSolve(LAU);
betta = - (p * LAU) / pp;
z = Ur + z * betta;
p = LAU + p * betta;
Residual = r.Norm() / rightnorm;
if (System.Double.IsInfinity(Residual))
{
logger.Error("Residual is infinity. It is impossible to solve this SLAE by LOS.");
return x;
}
if (System.Double.IsNaN(Residual))
{
logger.Error("Residual is NaN. It is impossible to solve this SLAE by LOS.");
return x;
}
solverLogger.AddIterationInfo(k, Residual);
}
return x;
}
else {
logger.Error("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in GaussSeidel");
throw new Exception("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in GaussSeidel");
}
}
public override Vector Solve(IPreconditioner matrix, Vector rightPart, Vector initialSolution, ILogger logger, ISolverLogger solverLogger, ISolverParametrs solverParametrs)
{
MSGParametrs ConGradParametrs = solverParametrs as MSGParametrs;
if (ConGradParametrs == null)
{
logger.Error("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in MSG");
throw new Exception("Incorrect " + solverParametrs.GetType().Name.ToString() + " as a SolverParametrs in MSG");
}
else
{
//prestart
int oIter = 0;
double alpha, beta, oNev, bNev, scalRO, scaleRN;
Vector x = initialSolution, rNew, rOld, z, ap, p;
rOld = rightPart - matrix.SourceMatrix.Multiply(x);
z = matrix.QSolve(matrix.SSolve(rOld));
p = z;
ap = matrix.SourceMatrix.Multiply(p);
bNev = rightPart.Norm();
oNev = rOld.Norm() / bNev;
scalRO = z * rOld;
// x = matrix.QSolve(x);
solverLogger.AddIterationInfo(oIter, oNev);//logger
if (System.Double.IsInfinity(oNev))
{
logger.Error("Residual is infinity. It is impossible to solve this SLAE by MSG.");
return(x);
}
if (System.Double.IsNaN(oNev))
{
logger.Error("Residual is NaN. It is impossible to solve this SLAE by MSG.");
return(x);
}
while (oIter < ConGradParametrs.MaxIterations && oNev > ConGradParametrs.Epsilon)
{
alpha = scalRO / (ap * p);
x = x + p * alpha;
//if (oIter % 100 == 0)
//rNew = matrix.QMultiply(rightPart - matrix.SMultiply(matrix.SourceMatrix.Multiply(x)));
//else
rNew = rOld - ap * alpha;
z = matrix.QSolve(matrix.SSolve(rNew));
scaleRN = z * rNew;
beta = scaleRN / scalRO;
scalRO = scaleRN;
p = z + p * beta;
ap = matrix.SourceMatrix.Multiply(p);
rOld = rNew;
oIter++;
oNev = rNew.Norm() / bNev;
if (System.Double.IsInfinity(oNev))
{
logger.Error("Residual is infinity. It is impossible to solve this SLAE by MSG.");
return(x);
}
if (System.Double.IsNaN(oNev))
{
logger.Error("Residual is NaN. It is impossible to solve this SLAE by MSG.");
return(x);
}
solverLogger.AddIterationInfo(oIter, oNev);//logger
}
return(x);
}
}