public void addVector() { double[] x = new double[] { 1, 2, 3 }; double[] xx = new double[] { 2, 4, 6 }; IVector v = new SimpleVector(x); IVector resultRight = v.Add(v, 1, 1); IVector result = new SimpleVector(xx); Assert.IsTrue(result.CompareWith(resultRight, 1e-9)); }
/// <summary> /// Решение СЛАУ стабилизированным методом бисопряжённых градиентов /// </summary> /// <param name="A">Матрица СЛАУ</param> /// <param name="b">Ветор правой части</param> /// <param name="Initial">Ветор начального приближения</param> /// <param name="Precision">Точность</param> /// <param name="Maxiter">Максимальное число итераций</param> /// <returns>Вектор x - решение СЛАУ Ax=b с заданной точностью</returns> public IVector Solve(IPreconditioner Preconditioner, IMatrix A, IVector b, IVector Initial, double Precision, int Maxiter, ILogger Logger) { Logger.WriteNameSolution("BSGstab", Preconditioner.getName()); string start = DateTime.Now.ToString("dd.MM.yyyy hh:mm:ss:fff"); Logger.setMaxIter(Maxiter); IVector x = (IVector)Initial.Clone(); IVector r = b.Add(A.Mult(Initial), 1, -1); IVector r0 = r.Clone() as IVector; double opo = 1, po = 1, alpha = 1, w = 1, beta, normR; IVector p = new SimpleVector(b.Size); IVector v = new SimpleVector(b.Size); IVector y, h, s, z, t; normR = r.Norm / b.Norm; for (int iter = 0; iter < Maxiter && normR > Precision; iter++) { po = r0.ScalarMult(r); beta = (po / opo) * (alpha / w); p = r.Add(p.Add(v, 1, -w), 1, beta); y = Preconditioner.SolveL(Preconditioner.SolveU(p)); v = A.Mult(y); alpha = po / r0.ScalarMult(v); h = x.Add(y, 1, alpha); s = r.Add(v, 1, -alpha); z = Preconditioner.SolveL(Preconditioner.SolveU(s)); t = A.Mult(z); w = (Preconditioner.SolveL(t).ScalarMult(Preconditioner.SolveL(s))) / (Preconditioner.SolveL(t).ScalarMult(Preconditioner.SolveL(t))); x = h.Add(z, 1, w); r = s.Add(t, 1, -w); opo = po; normR = r.Norm / b.Norm; Factory.Residual.Add(normR); Logger.WriteIteration(iter, normR); if (double.IsNaN(normR) || double.IsInfinity(normR)) { Logger.WriteSolution(x, Maxiter, b.Add(A.Mult(x), -1, 1).Norm); Logger.WriteTime(start, DateTime.Now.ToString("dd.MM.yyyy hh:mm:ss:fff")); throw new CantSolveException(); } } Logger.WriteSolution(x, Maxiter, b.Add(A.Mult(x), -1, 1).Norm); Logger.WriteTime(start, DateTime.Now.ToString("dd.MM.yyyy hh:mm:ss:fff")); return(x); /* * if (b.Norm == 0) * return x; * * double alpha = 0.0, beta = 0.0, gamma = 0.0; * * IVector r0 = b.Add(A.Mult(Initial), 1, -1); //r_0 = f - Ax_0 * r0 = Preconditioner.SolveL(r0);//r_0 = L(-1)(f - Ax_0) * * IVector z = Preconditioner.SolveU(r0);//z_0 = U(-1)r_0 * * IVector r = (IVector)r0.Clone(); // r = r_0 * * IVector p = new SimpleVector(b.Size); * IVector LAUz = new SimpleVector(b.Size); * IVector LAUp = new SimpleVector(b.Size); * * double r_r = 0.0, r_r_1 = 0.0; * * double normR = r.Norm / b.Norm; * * for (int iter = 0; iter < Maxiter && normR > Precision; iter++) * { * r_r = r0.ScalarMult(r);//(r(k-1),r0) * * LAUz = Preconditioner.SolveL(A.Mult(Preconditioner.SolveU(z)));//L(-1)AU(-1)z(k-1) * * alpha = r_r / r0.ScalarMult(LAUz);//alpha = (r(k-1),r0)/(r0,L(-1)AU(-1)z(k-1)) * * p = r.Add(LAUz, 1, -alpha);//pk = r(k-1) - alpha * L(-1)AU(-1)z(k-1) * * LAUp = Preconditioner.SolveL(A.Mult(Preconditioner.SolveU(p)));//L(-1)AU(-1)p(k) * * gamma = p.ScalarMult(LAUp) / LAUp.ScalarMult(LAUp);//gamma = (p(k),L(-1)AU(-1)p(k))/(L(-1)AU(-1)p(k),L(-1)AU(-1)p(k)) * * x.Add(z, 1, alpha, true);//xk = x(k-1) + alpha(k) * z(k-1) * x.Add(p, 1, gamma, true);//xk = x(k-1) + gamma(k) * p(k) * * r_r_1 = r0.ScalarMult(r);//(r(k-1),r0) * * r = p.Add(LAUp, 1, -gamma);//rk = p(k) - gamma(k) * L(-1)AU(-1)p(k) * * r_r = r0.ScalarMult(r);//(r(k), r0) * * beta = (r_r * alpha) / (r_r_1 * gamma);//beta = ((r(k),r0) * alpha(k))/((r(k-1),r0) * omega(k-1)) * * z = r.Add(z, 1, beta);//z(k) = r(k) + beta(k) * z(k-1) * z.Add(LAUz, 1, -beta * gamma, true);//z(k) = z(k) - beta(k) * gamma(k) * L(-1)AU(-1)z(k-1) * * normR = r.Norm / b.Norm; * * Factory.Residual.Add(normR); * Logger.WriteIteration(iter, normR); * } * x = Preconditioner.SolveU(x);//x = U(-1)x * Logger.WriteSolution(x, Maxiter); * Logger.WriteTime(start, DateTime.Now.ToString("dd.MM.yyyy hh:mm:ss:fff")); * return x; */ }