/*
* Copyright (C) 2003-2006 Bjørn-Ove Heimsund
*
* This file is part of MTJ.
*
* This library is free software; you can redistribute it and/or modify it
* under the terms of the GNU Lesser General Public License as published by the
* Free Software Foundation; either version 2.1 of the License, or (at your
* option) any later version.
*
* This library is distributed in the hope that it will be useful, but WITHOUT
* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
* FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License
* for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with this library; if not, write to the Free Software Foundation,
* Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
/*
* Derived from public domain software at http://www.netlib.org/templates
*/
package cern.colt.matrix.tfloat.algo.solver;
import cern.colt.matrix.tfloat.FloatMatrix1D;
import cern.colt.matrix.tfloat.FloatMatrix2D;
import cern.jet.math.tfloat.FloatFunctions;
/**
* BiCG stablized solver. BiCGstab solves the unsymmetric linear system
* Ax = b using the Preconditioned BiConjugate Gradient Stabilized
* method
*
* @author Templates
*/
public class FloatBiCGstab extends AbstractFloatIterativeSolver {
/**
* Vectors for use in the iterative solution process
*/
private FloatMatrix1D p, s, phat, shat, t, v, temp, r, rtilde;
/**
* Constructor for BiCGstab. Uses the given vector as template for creating
* scratch vectors. Typically, the solution or the right hand side vector
* can be passed, and the template is not modified
*
* @param template
* Vector to use as template for the work vectors needed in the
* solution process
*/
public FloatBiCGstab(FloatMatrix1D template) {
p = template.copy();
s = template.copy();
phat = template.copy();
shat = template.copy();
t = template.copy();
v = template.copy();
temp = template.copy();
r = template.copy();
rtilde = template.copy();
}
public FloatMatrix1D solve(FloatMatrix2D A, FloatMatrix1D b, FloatMatrix1D x)
throws IterativeSolverFloatNotConvergedException {
checkSizes(A, b, x);
float rho_1 = 1, rho_2 = 1, alpha = 1, beta = 1, omega = 1;
A.zMult(x, r.assign(b), -1, 1, false);
rtilde.assign(r);
for (iter.setFirst(); !iter.converged(r, x); iter.next()) {
rho_1 = rtilde.zDotProduct(r);
if (rho_1 == 0)
throw new IterativeSolverFloatNotConvergedException(FloatNotConvergedException.Reason.Breakdown, "rho",
iter);
if (omega == 0)
throw new IterativeSolverFloatNotConvergedException(FloatNotConvergedException.Reason.Breakdown,
"omega", iter);
if (iter.isFirst())
p.assign(r);
else {
beta = (rho_1 / rho_2) * (alpha / omega);
// temp = p - omega * v
temp.assign(v, FloatFunctions.multSecond(-omega)).assign(p, FloatFunctions.plus);
// p = r + beta * temp = r + beta * (p - omega * v)
p.assign(r).assign(temp, FloatFunctions.plusMultSecond(beta));
}
M.apply(p, phat);
A.zMult(phat, v);
alpha = rho_1 / rtilde.zDotProduct(v);
s.assign(r).assign(v, FloatFunctions.plusMultSecond(-alpha));
if (iter.converged(s, x))
return x.assign(phat, FloatFunctions.plusMultSecond(alpha));
;
M.apply(s, shat);
A.zMult(shat, t);
omega = t.zDotProduct(s) / t.zDotProduct(t);
x.assign(phat, FloatFunctions.plusMultSecond(alpha));
x.assign(shat, FloatFunctions.plusMultSecond(omega));
r.assign(s).assign(t, FloatFunctions.plusMultSecond(-omega));
rho_2 = rho_1;
}
return x;
}
}
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