public void MakeStep(out int iter, out double residual)
{
if (!init)
{
throw new InvalidOperationException("Решатель не инициализирован, выполнение операции невозможно");
}
if (currentIter % 20 == 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;
}
currentIter++;
iter = currentIter;
LAUz = A.LSolve(A.Multiply(A.USolve(z, true)), true);
var alfa = dotproduct_rprevr0 / (LAUz.DotProduct(r0));
var p = r_prev.Add(LAUz, -alfa);
LAUp = A.LSolve(A.Multiply(A.USolve(p, true)), true);
var gamma = (LAUp.DotProduct(p)) / (LAUp.DotProduct(LAUp));
xk = xk.Add(z, alfa).Add(p, gamma);
r = p.Add(LAUp, -gamma);
dotproduct_rkr0 = r.DotProduct(r0);
var betta = alfa * dotproduct_rkr0 / (gamma * dotproduct_rprevr0);
z = r.Add(z, betta).Add(LAUz, -betta * gamma);
dotproduct_rprevr0 = dotproduct_rkr0;
r_prev = r;
dotproduct_rr = r.DotProduct(r);
if (Double.IsNaN(alfa) || Double.IsNaN(betta) || Double.IsNaN(gamma))
{
residual = -1;
return;
}
x = A.USolve(xk, true);
residual = Math.Sqrt(dotproduct_rr) / norm_b;
}
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 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);
}
public IVector LSolve(IVector x, bool UseDiagonal)
{
return(linear.LSolve(x, UseDiagonal));
}