# include # include # include # include # include using namespace std; # include "cg_rc.hpp" //****************************************************************************80 int cg_rc ( int n, double b[], double x[], double r[], double z[], double p[], double q[], int job ) //****************************************************************************80 // // Purpose: // // CG_RC is a reverse communication conjugate gradient routine. // // Discussion: // // This routine seeks a solution of the linear system A*x=b // where b is a given right hand side vector, A is an n by n // symmetric positive definite matrix, and x is an unknown vector // to be determined. // // Under the assumptions that the matrix A is large and sparse, // the conjugate gradient method may provide a solution when // a direct approach would be impractical because of excessive // requirements of storage or even of time. // // The conjugate gradient method presented here does not require the // user to store the matrix A in a particular way. Instead, it only // supposes that the user has a way of calculating // y = alpha * A * x + b * y // and of solving the preconditioned linear system // M * x = b // where M is some preconditioning matrix, which might be merely // the identity matrix, or a diagonal matrix containing the // diagonal entries of A. // // This routine was extracted from the "templates" package. // There, it was not intended for direct access by a user; // instead, a higher routine called "cg()" was called once by // the user. The cg() routine then made repeated calls to // cgrevcom() before returning the result to the user. // // The reverse communication feature of cgrevcom() makes it, by itself, // a very powerful function. It allows the user to handle issues of // storage and implementation that would otherwise have to be // mediated in a fixed way by the function argument list. Therefore, // this version of cgrecom() has been extracted from the templates // library and documented as a stand-alone procedure. // // The user sets the value of JOB to 1 before the first call, // indicating the beginning of the computation, and to the value of // 2 thereafter, indicating a continuation call. // The output value of JOB is set by cgrevcom(), which // will return with an output value of JOB that requests a particular // new action from the user. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 13 January 2013 // // Author: // // John Burkardt // // Reference: // // Richard Barrett, Michael Berry, Tony Chan, James Demmel, // June Donato, Jack Dongarra, Victor Eijkhout, Roidan Pozo, // Charles Romine, Henk van der Vorst, // Templates for the Solution of Linear Systems: // Building Blocks for Iterative Methods, // SIAM, 1994, // ISBN: 0898714710, // LC: QA297.8.T45. // // Parameters: // // Input, int N, the dimension of the matrix. // // Input, double B[N], the right hand side vector. // // Input/output, double X[N]. On first call, the user // should store an initial guess for the solution in X. On return with // JOB = 4, X contains the latest solution estimate. // // Input/output, double R[N], Z[N], P[N], Q[N], // information used by the program during the calculation. The user // does not need to initialize these vectors. However, specific // return values of JOB may require the user to carry out some computation // using data in some of these vectors. // // Input/output, int JOB, communicates the task to be done. // The user needs to set the input value of JOB to 1, before the first call, // and then to 2 for every subsequent call for the given problem. // The output value of JOB indicates the requested user action. // * JOB = 1, compute Q = A * P; // * JOB = 2: solve M*Z=R, where M is the preconditioning matrix; // * JOB = 3: compute R = R - A * X; // * JOB = 4: check the residual R for convergence. // If satisfactory, terminate the iteration. // If too many iterations were taken, terminate the iteration. // { double alpha; double beta; int i; static int iter; int job_next; double pdotq; static double rho; static double rho_old; static int rlbl; // // Initialization. // Ask the user to compute the initial residual. // if ( job == 1 ) { for ( i = 0; i < n; i++ ) { r[i] = b[i]; } job_next = 3; rlbl = 2; } // // Begin first conjugate gradient loop. // Ask the user for a preconditioner solve. // else if ( rlbl == 2 ) { iter = 1; job_next = 2; rlbl = 3; } // // Compute the direction. // Ask the user to compute ALPHA. // Save A*P to Q. // else if ( rlbl == 3 ) { rho = 0.0; for ( i = 0; i < n; i++ ) { rho = rho + r[i] * z[i]; } if ( 1 < iter ) { beta = rho / rho_old; for ( i = 0; i < n; i++ ) { z[i] = z[i] + beta * p[i]; } } for ( i = 0; i < n; i++ ) { p[i] = z[i]; } job_next = 1; rlbl = 4; } // // Compute current solution vector. // Ask the user to check the stopping criterion. // else if ( rlbl == 4 ) { pdotq = 0.0; for ( i = 0; i < n; i++ ) { pdotq = pdotq + p[i] * q[i]; } alpha = rho / pdotq; for ( i = 0; i < n; i++ ) { x[i] = x[i] + alpha * p[i]; } for ( i = 0; i < n; i++ ) { r[i] = r[i] - alpha * q[i]; } job_next = 4; rlbl = 5; } // // Begin the next step. // Ask for a preconditioner solve. // else if ( rlbl == 5 ) { rho_old = rho; iter = iter + 1; job_next = 2; rlbl = 3; } return job_next; } //****************************************************************************80 void r8mat_mv ( int m, int n, double a[], double x[], double ax[] ) //****************************************************************************80 // // Purpose: // // R8MAT_MV multiplies a matrix times a vector. // // Discussion: // // An R8MAT is a doubly dimensioned array of R8 values, stored as a vector // in column-major order. // // For this routine, the result is returned as an argument. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 11 April 2007 // // Author: // // John Burkardt // // Parameters: // // Input, int M, N, the number of rows and columns of the matrix. // // Input, double A[M,N], the M by N matrix. // // Input, double X[N], the vector to be multiplied by A. // // Output, double AX[M], the product A*X. // { int i; int j; for ( i = 0; i < m; i++ ) { ax[i] = 0.0; for ( j = 0; j < n; j++ ) { ax[i] = ax[i] + a[i+j*m] * x[j]; } } return; } //****************************************************************************80 double *r8vec_uniform_01_new ( int n, int &seed ) //****************************************************************************80 // // Purpose: // // R8VEC_UNIFORM_01_NEW returns a new unit pseudorandom R8VEC. // // Discussion: // // This routine implements the recursion // // seed = ( 16807 * seed ) mod ( 2^31 - 1 ) // u = seed / ( 2^31 - 1 ) // // The integer arithmetic never requires more than 32 bits, // including a sign bit. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 19 August 2004 // // Author: // // John Burkardt // // Reference: // // Paul Bratley, Bennett Fox, Linus Schrage, // A Guide to Simulation, // Second Edition, // Springer, 1987, // ISBN: 0387964673, // LC: QA76.9.C65.B73. // // Bennett Fox, // Algorithm 647: // Implementation and Relative Efficiency of Quasirandom // Sequence Generators, // ACM Transactions on Mathematical Software, // Volume 12, Number 4, December 1986, pages 362-376. // // Pierre L'Ecuyer, // Random Number Generation, // in Handbook of Simulation, // edited by Jerry Banks, // Wiley, 1998, // ISBN: 0471134031, // LC: T57.62.H37. // // Peter Lewis, Allen Goodman, James Miller, // A Pseudo-Random Number Generator for the System/360, // IBM Systems Journal, // Volume 8, Number 2, 1969, pages 136-143. // // Parameters: // // Input, int N, the number of entries in the vector. // // Input/output, int &SEED, a seed for the random number generator. // // Output, double R8VEC_UNIFORM_01_NEW[N], the vector of pseudorandom values. // { int i; int i4_huge = 2147483647; int k; double *r; if ( seed == 0 ) { cerr << "\n"; cerr << "R8VEC_UNIFORM_01_NEW - Fatal error!\n"; cerr << " Input value of SEED = 0.\n"; exit ( 1 ); } r = new double[n]; for ( i = 0; i < n; i++ ) { k = seed / 127773; seed = 16807 * ( seed - k * 127773 ) - k * 2836; if ( seed < 0 ) { seed = seed + i4_huge; } r[i] = ( double ) ( seed ) * 4.656612875E-10; } return r; } //****************************************************************************80 void timestamp ( ) //****************************************************************************80 // // Purpose: // // TIMESTAMP prints the current YMDHMS date as a time stamp. // // Example: // // 31 May 2001 09:45:54 AM // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 08 July 2009 // // Author: // // John Burkardt // // Parameters: // // None // { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct std::tm *tm_ptr; size_t len; std::time_t now; now = std::time ( NULL ); tm_ptr = std::localtime ( &now ); len = std::strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm_ptr ); std::cout << time_buffer << "\n"; return; # undef TIME_SIZE } //****************************************************************************80 double *wathen ( int nx, int ny, int n ) //****************************************************************************80 // // Purpose: // // WATHEN returns the WATHEN matrix. // // Discussion: // // The Wathen matrix is a finite element matrix which is sparse. // // The entries of the matrix depend in part on a physical quantity // related to density. That density is here assigned random values between // 0 and 100. // // The matrix order N is determined by the input quantities NX and NY, // which would usually be the number of elements in the X and Y directions. // The value of N is // // N = 3*NX*NY + 2*NX + 2*NY + 1, // // and sufficient storage in A must have been set aside to hold // the matrix. // // A is the consistent mass matrix for a regular NX by NY grid // of 8 node serendipity elements. // // Here is an illustration for NX = 3, NY = 2: // // 23-24-25-26-27-28-29 // | | | | // 19 20 21 22 // | | | | // 12-13-14-15-16-17-18 // | | | | // 8 9 10 11 // | | | | // 1--2--3--4--5--6--7 // // For this example, the total number of nodes is, as expected, // // N = 3 * 3 * 2 + 2 * 2 + 2 * 3 + 1 = 29 // // Properties: // // A is symmetric positive definite for any positive values of the // density RHO(NX,NY), which is here given the value 1. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 13 January 2013 // // Author: // // John Burkardt // // Reference: // // Nicholas Higham, // Algorithm 694: A Collection of Test Matrices in MATLAB, // ACM Transactions on Mathematical Software, // Volume 17, Number 3, September 1991, pages 289-305. // // Andrew Wathen, // Realistic eigenvalue bounds for the Galerkin mass matrix, // IMA Journal of Numerical Analysis, // Volume 7, 1987, pages 449-457. // // Parameters: // // Input, int NX, NY, values which determine the size of A. // // Input, int N, the order of the matrix. // // Output, double WATHEN[N*N], the matrix. // { double *a; static double em[8*8] = { 6.0, -6.0, 2.0, -8.0, 3.0, -8.0, 2.0, -6.0, -6.0, 32.0, -6.0, 20.0, -8.0, 16.0, -8.0, 20.0, 2.0, -6.0, 6.0, -6.0, 2.0, -8.0, 3.0, -8.0, -8.0, 20.0, -6.0, 32.0, -6.0, 20.0, -8.0, 16.0, 3.0, -8.0, 2.0, -6.0, 6.0, -6.0, 2.0, -8.0, -8.0, 16.0, -8.0, 20.0, -6.0, 32.0, -6.0, 20.0, 2.0, -8.0, 3.0, -8.0, 2.0, -6.0, 6.0, -6.0, -6.0, 20.0, -8.0, 16.0, -8.0, 20.0, -6.0, 32.0 }; int i; int j; int kcol; int krow; int node[8]; double rho; a = new double[n*n]; for ( j = 0; j < n; j++ ) { for ( i = 0; i < n; i++ ) { a[i+j*n] = 0.0; } } for ( j = 1; j <= ny; j++ ) { for ( i = 1; i <= nx; i++ ) { // // For the element (I,J), determine the indices of the 8 nodes. // node[0] = 3 * j * nx + 2 * j + 2 * i; node[1] = node[0] - 1; node[2] = node[0] - 2; node[3] = ( 3 * j - 1 ) * nx + 2 * j + i - 2; node[4] = ( 3 * j - 3 ) * nx + 2 * j + 2 * i - 4; node[5] = node[4] + 1; node[6] = node[4] + 2; node[7] = node[3] + 1; // // The density RHO can also be set to a random positive value. // for ( krow = 0; krow < 8; krow++ ) { for ( kcol = 0; kcol < 8; kcol++ ) { rho = 1.0; if ( node[krow] < 0 || n <= node[krow] || node[kcol] < 0 || n <= node[kcol] ) { cerr << "\n"; cerr << "WATHEN - Fatal error!\n"; cerr << " I = " << i << " J = " << j << "\n"; cerr << " KROW = " << krow << "\n"; cerr << " KCOL = " << kcol << "\n"; cerr << " NODE[KROW] = " << node[krow] << "\n"; cerr << " NODE[KCOL] = " << node[kcol] << "\n"; exit ( 1 ); } a[node[krow]+node[kcol]*n] = a[node[krow]+node[kcol]*n] + 20.0 * rho * em[krow+kcol*8] / 9.0; } } } } return a; } //****************************************************************************80 int wathen_order ( int nx, int ny ) //****************************************************************************80 // // Purpose: // // WATHEN_ORDER returns the order of the WATHEN matrix. // // Discussion: // // N = 3*NX*NY + 2*NX + 2*NY + 1, // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 17 June 2011 // // Author: // // John Burkardt // // Reference: // // Nicholas Higham, // Algorithm 694: A Collection of Test Matrices in MATLAB, // ACM Transactions on Mathematical Software, // Volume 17, Number 3, September 1991, pages 289-305. // // Andrew Wathen, // Realistic eigenvalue bounds for the Galerkin mass matrix, // IMA Journal of Numerical Analysis, // Volume 7, 1987, pages 449-457. // // Parameters: // // Input, int NX, NY, values which determine the size of A. // // Output, int WATHEN_ORDER, the order of the matrix. // { int n; n = 3 * nx * ny + 2 * nx + 2 * ny + 1; return n; }