private static void test01()
//****************************************************************************80
//
// Purpose:
//
// TEST01 tests MGMRES_ST on the simple -1,2-1 matrix.
//
// Discussion:
//
// This is a very weak test, since the matrix has such a simple
// structure, is diagonally dominant (though not strictly),
// and is symmetric.
//
// To make the matrix bigger, simply increase the value of N.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 13 July 2007
//
// Author:
//
// John Burkardt
//
{
const int N = 20;
const int NZ_NUM = 3 * N - 2;
double[] a = new double[NZ_NUM];
int i;
int[] ia = new int[NZ_NUM];
int itr_max = 0;
int[] ja = new int[NZ_NUM];
int mr = 0;
double[] rhs = new double[N];
int test;
double[] x_estimate = new double[N];
double[] x_exact = new double[N];
Console.WriteLine("");
Console.WriteLine("TEST01");
Console.WriteLine(" Test MGMRES_ST on the simple -1,2-1 matrix.");
//
// Set the matrix.
// Note that we use zero based index values in IA and JA.
//
int k = 0;
for (i = 0; i < N; i++)
{
switch (i)
{
case > 0:
ia[k] = i;
ja[k] = i - 1;
a[k] = -1.0;
k += 1;
break;
}
ia[k] = i;
ja[k] = i;
a[k] = 2.0;
k += 1;
if (i >= N - 1)
{
continue;
}
ia[k] = i;
ja[k] = i + 1;
a[k] = -1.0;
k += 1;
}
//
// Set the right hand side:
//
for (i = 0; i < N - 1; i++)
{
rhs[i] = 0.0;
}
rhs[N - 1] = N + 1;
//
// Set the exact solution.
//
for (i = 0; i < N; i++)
{
x_exact[i] = i + 1;
}
for (test = 1; test <= 3; test++)
{
//
// Set the initial solution estimate.
//
for (i = 0; i < N; i++)
{
x_estimate[i] = 0.0;
}
double x_error = 0.0;
for (i = 0; i < N; i++)
{
x_error += Math.Pow(x_exact[i] - x_estimate[i], 2);
}
x_error = Math.Sqrt(x_error);
switch (test)
{
case 1:
itr_max = 1;
mr = 20;
break;
case 2:
itr_max = 2;
mr = 10;
break;
case 3:
itr_max = 5;
mr = 4;
break;
}
const double tol_abs = 1.0E-08;
const double tol_rel = 1.0E-08;
Console.WriteLine("");
Console.WriteLine(" Test " + test + "");
Console.WriteLine(" Matrix order N = " + N + "");
Console.WriteLine(" Inner iteration limit = " + mr + "");
Console.WriteLine(" Outer iteration limit = " + itr_max + "");
Console.WriteLine(" Initial X_ERROR = " + x_error + "");
RestartedGeneralizedMinimumResidual.mgmres_st(N, NZ_NUM, ia, ja, a, ref x_estimate, rhs, itr_max, mr,
tol_abs, tol_rel);
x_error = 0.0;
for (i = 0; i < N; i++)
{
x_error += Math.Pow(x_exact[i] - x_estimate[i], 2);
}
x_error = Math.Sqrt(x_error);
Console.WriteLine(" Final X_ERROR = " + x_error + "");
}
}
private static void test02()
//****************************************************************************80
//
// Purpose:
//
// TEST02 tests MGMRES_ST on a 9 by 9 matrix.
//
// Discussion:
//
// A =
// 2 0 0 -1 0 0 0 0 0
// 0 2 -1 0 0 0 0 0 0
// 0 -1 2 0 0 0 0 0 0
// -1 0 0 2 -1 0 0 0 0
// 0 0 0 -1 2 -1 0 0 0
// 0 0 0 0 -1 2 -1 0 0
// 0 0 0 0 0 -1 2 -1 0
// 0 0 0 0 0 0 -1 2 -1
// 0 0 0 0 0 0 0 -1 2
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 18 October 2006
//
// Author:
//
// John Burkardt
//
{
const int N = 9;
const int NZ_NUM = 23;
double[] a =
{
2.0, -1.0,
2.0, -1.0,
-1.0, 2.0,
-1.0, 2.0, -1.0,
-1.0, 2.0, -1.0,
-1.0, 2.0, -1.0,
-1.0, 2.0, -1.0,
-1.0, 2.0, -1.0,
-1.0, 2.0
};
int[] ia =
{
0, 0,
1, 1,
2, 2,
3, 3, 3,
4, 4, 4,
5, 5, 5,
6, 6, 6,
7, 7, 7,
8, 8
};
int[] ja =
{
0, 3,
1, 2,
1, 2,
0, 3, 4,
3, 4, 5,
4, 5, 6,
5, 6, 7,
6, 7, 8,
7, 8
};
double[] rhs =
{
1.0,
1.0,
1.0,
1.0,
1.0,
1.0,
1.0,
1.0,
1.0
};
int seed = 123456789;
int test;
double[] x_estimate = new double[1];
double[] x_exact =
{
3.5,
1.0,
1.0,
6.0,
7.5,
8.0,
7.5,
6.0,
3.5
};
Console.WriteLine("");
Console.WriteLine("TEST02");
Console.WriteLine(" Test MGMRES_ST on matrix that is not quite the -1,2,-1 matrix,");
Console.WriteLine(" of order N = " + N + "");
for (test = 1; test <= 2; test++)
{
int i;
switch (test)
{
case 1:
{
Console.WriteLine("");
Console.WriteLine(" First try, use zero initial vector:");
Console.WriteLine("");
x_estimate = new double[N];
for (i = 0; i < N; i++)
{
x_estimate[i] = 0.0;
}
break;
}
default:
Console.WriteLine("");
Console.WriteLine(" Second try, use random initial vector:");
Console.WriteLine("");
UniformRNG.r8vec_uniform_01(N, ref seed, ref x_estimate);
break;
}
//
// Set the initial solution estimate.
//
double x_error = 0.0;
for (i = 0; i < N; i++)
{
x_error += Math.Pow(x_exact[i] - x_estimate[i], 2);
}
x_error = Math.Sqrt(x_error);
Console.WriteLine(" Before solving, X_ERROR = " + x_error + "");
const int itr_max = 20;
const int mr = N - 1;
const double tol_abs = 1.0E-08;
const double tol_rel = 1.0E-08;
RestartedGeneralizedMinimumResidual.mgmres_st(N, NZ_NUM, ia, ja, a, ref x_estimate, rhs, itr_max, mr,
tol_abs, tol_rel);
x_error = 0.0;
for (i = 0; i < N; i++)
{
x_error += Math.Pow(x_exact[i] - x_estimate[i], 2);
}
x_error = Math.Sqrt(x_error);
Console.WriteLine(" After solving, X_ERROR = " + x_error + "");
Console.WriteLine("");
Console.WriteLine(" Final solution estimate:");
Console.WriteLine("");
for (i = 0; i < N; i++)
{
Console.WriteLine(" " + i.ToString().PadLeft(8)
+ " " + x_estimate[i].ToString(CultureInfo.InvariantCulture).PadLeft(12) + "");
}
}
}
