public void TestNRM2InVectorWhole()
{
CreateRandomData(_hostInput1);
_gpu.CopyToDevice(_hostInput1, _devPtr1);
float gpuRes = _blas.NRM2(_devPtr1);
float hostRes = (float)Math.Sqrt(_hostInput1.Sum(f => f * f));
Assert.AreEqual(hostRes, gpuRes, 0.1);
}
/// <summary>
/// Solve linear system with Biconjugate gradient stabilized method (BiCGSTAB).
/// </summary>
/// <param name="n">number of rows and columns of matrix A.</param>
/// <param name="csrValA">array of nnz elements, where nnz is the number of non-zero elements and can be obtained from csrRowA[m] - csrRowA[0].</param>
/// <param name="csrRowA">array of n+1 index elements.</param>
/// <param name="csrColA">array of nnz column indices.</param>
/// <param name="x">vector of n elements. (updated after solving.)</param>
/// <param name="b">vector of n elements.</param>
/// <param name="ax">temporary memory for BiCGSTAB.</param>
/// <param name="r0">temporary memory for BiCGSTAB.</param>
/// <param name="r">temporary memory for BiCGSTAB.</param>
/// <param name="v">temporary memory for BiCGSTAB.</param>
/// <param name="p">temporary memory for BiCGSTAB.</param>
/// <param name="s">temporary memory for BiCGSTAB.</param>
/// <param name="t">temporary memory for BiCGSTAB.</param>
/// <param name="threshold">iterate tolerence of BiCGSTAB solver.</param>
/// <param name="maxIterate">max iterate count of BiCGSTAB solver.</param>
/// <returns></returns>
public SolveResult BiCGSTAB(int n, int nnz, double[] csrValA, int[] csrRowA, int[] csrColA, double[] x, double[] b, double[] ax, double[] r0, double[] r, double[] v, double[] p, double[] s, double[] t, double threshold = 1e-10, int maxIterate = 1000)
{
SolveResult result = new SolveResult();
double l0 = 1.0, alpha = 1.0, w0 = 1.0;
double l1, beta, w1;
double bn = blas.NRM2(b);
int k = 1;
double minusOne = -1.0;
double one = 1.0;
double zero = 0.0;
blas.COPY(b, r0);
sparse.CSRMV(n, n, nnz, ref minusOne, csrValA, csrRowA, csrColA, x, ref one, r0);
blas.COPY(r0, r);
SetValue(n, v, 0.0);
SetValue(n, p, 0.0);
double residual = 0.0;
while (true)
{
l1 = blas.DOT(r0, r);
beta = (l1 / l0) * (alpha / w0);
// Update p
blas.AXPY(-w0, v, p);
blas.SCAL(beta, p);
blas.AXPY(1.0, r, p);
sparse.CSRMV(n, n, nnz, ref one, csrValA, csrRowA, csrColA, p, ref zero, v);
// Update v
alpha = l1 / blas.DOT(r0, v);
blas.COPY(r, s);
blas.AXPY(-alpha, v, s);
sparse.CSRMV(n, n, nnz, ref one, csrValA, csrRowA, csrColA, s, ref zero, t);
w1 = blas.DOT(t, s) / blas.DOT(t, t);
// Update x
blas.AXPY(alpha, p, x);
blas.AXPY(w1, s, x);
// Update r
blas.COPY(s, r);
blas.AXPY(-w1, t, r);
//reidual = blas.NRM2(r) / bn;
residual = blas.NRM2(s);
if (k > maxIterate)
{
result.IterateCount = k;
result.IsSuccess = false;
result.LastError = residual;
return(result);
}
if (residual <= threshold)
{
result.IterateCount = k;
result.IsSuccess = true;
result.LastError = residual;
return(result);
}
k++;
w0 = w1;
l0 = l1;
}
}