public void step(ref object a, double t, double theta = 1.0)
{
Utils.QL_REQUIRE(t - dt_ > -1e-8, () => "a step towards negative time given");
double intermediateTimeStep = dt_.Value * alpha_;
object fStar = a;
trapezoidalScheme_.setStep(intermediateTimeStep);
trapezoidalScheme_.step(ref fStar, t);
bcSet_.setTime(Math.Max(0.0, t - dt_.Value));
bcSet_.applyBeforeSolving(map_, a as Vector);
Vector fStarVec = fStar as Vector;
Vector f = (1.0 / alpha_ * fStarVec - Math.Pow(1.0 - alpha_, 2.0) / alpha_ * (a as Vector)) / (2.0 - alpha_);
if (map_.size() == 1)
{
a = map_.solve_splitting(0, f, -beta_.Value);
}
else
{
if (solverType_ == SolverType.BiCGstab)
{
BiCGStab.MatrixMult preconditioner = x => map_.preconditioner(x, -beta_.Value);
BiCGStab.MatrixMult applyF = x => this.apply(x);
BiCGStabResult result =
new BiCGStab(applyF, Math.Max(10, (a as Vector).Count), relTol_, preconditioner).solve(f, f);
iterations_ += result.Iterations;
a = result.X;
}
else if (solverType_ == SolverType.GMRES)
{
GMRES.MatrixMult preconditioner = x => map_.preconditioner(x, -beta_.Value);
GMRES.MatrixMult applyF = x => this.apply(x);
GMRESResult result =
new GMRES(applyF, Math.Max(10, (a as Vector).Count) / 10, relTol_, preconditioner).solve(f, f);
iterations_ += result.Errors.Count;
a = result.X;
}
else
{
Utils.QL_FAIL("unknown/illegal solver type");
}
}
bcSet_.applyAfterSolving(a as Vector);
}
public void step(ref object a, double t, double theta = 1.0)
{
Utils.QL_REQUIRE(t - dt_.Value > -1e-8, () => "a step towards negative time given");
map_.setTime(Math.Max(0.0, t - dt_.Value), t);
bcSet_.setTime(Math.Max(0.0, t - dt_.Value));
bcSet_.applyBeforeSolving(map_, a as Vector);
if (map_.size() == 1)
{
a = map_.solve_splitting(0, a as Vector, -theta * dt_.Value);
}
else
{
if (solverType_ == SolverType.BiCGstab)
{
BiCGStab.MatrixMult preconditioner = x => map_.preconditioner(x, -theta * dt_.Value);
BiCGStab.MatrixMult applyF = x => this.apply(x, theta);
BiCGStabResult result =
new BiCGStab(applyF, Math.Max(10, (a as Vector).Count), relTol_, preconditioner).solve(a as Vector, a as Vector);
iterations_ += result.Iterations;
a = result.X;
}
else if (solverType_ == SolverType.GMRES)
{
GMRES.MatrixMult preconditioner = x => map_.preconditioner(x, -theta * dt_.Value);
GMRES.MatrixMult applyF = x => this.apply(x, theta);
GMRESResult result =
new GMRES(applyF, Math.Max(10, (a as Vector).Count) / 10, relTol_, preconditioner).solve(a as Vector, a as Vector);
iterations_ += result.Errors.Count;
a = result.X;
}
else
{
Utils.QL_FAIL("unknown/illegal solver type");
}
}
bcSet_.applyAfterSolving(a as Vector);
}