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 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);
}
public void MakeStep(out int iter, out double residual)
{
if (!init)
{
throw new InvalidOperationException("Решатель не инициализирован, выполнение операции невозможно");
}
currentIter++;
//x_k=(L+D)^(-1)*(b-Ux)
var x_k = A.LSolve(b.Add(Ux, -1), true);
double w = 1.0;
double tempResidual = Double.MaxValue;
while (w >= 0.1)
{
////????????????????
for (int i = 0; i < x.Size; i++)
{
x_temp[i] = w * x_k[i] + (1 - w) * x[i];
}
////????????????????
Ux = Ux = A.UMult(x_temp, false, 0);
//tempResidual = ||b - (Ux+Lx+Dx)|| / ||b||
tempResidual = Ux.Add(A.LMult(x_temp, false, 0)).Add(A.Diagonal.HadamardProduct(x_temp)).Add(b, -1).Norm / norm_b;
w -= 0.1;
if (tempResidual < lastResidual)
{
break;
}
}
lastResidual = tempResidual;
////????????????????
for (int i = 0; i < x.Size; i++)
{
x[i] = x_temp[i];
}
////???????????????
residual = lastResidual;
iter = currentIter;
}
public void MakeStep(out int iter, out double residual)
{
if (!init)
{
throw new InvalidOperationException("Решатель не инициализирован, выполнение операции невозможно");
}
currentIter++;
//x_k = D^(-1)*(b-(L+U)x)
var x_k = inverseDioganal.HadamardProduct(b.Add(L_Ux, -1));
double w = 1.0;
while (w >= 0.1)
{
for (int i = 0; i < x.Size; i++)
{
x_temp[i] = w * x_k[i] + (1 - w) * x[i];
}
L_Ux = A.LMult(x_temp, false, 0).Add(A.UMult(x_temp, false, 0));
//tempResidual = ||b - (Ux+Lx+Dx)|| / ||b||
double tempResidual = A.Diagonal.HadamardProduct(x_temp).Add(L_Ux).Add(b, -1).Norm / norm_b;
if (tempResidual < lastResidual)
{
lastResidual = tempResidual;
break;
}
w -= 0.1;
}
for (int i = 0; i < x.Size; i++)
{
x[i] = x_temp[i];
}
residual = lastResidual;
iter = currentIter;
}
public IVector LMult(IVector x, bool UseDiagonal, DiagonalElement diagonalElement = DiagonalElement.One)
{
Counters.LMult.Inc();
return(linear.LMult(x, UseDiagonal, diagonalElement));
}