# include # include # include # include # include using namespace std; # include "mgmres.hpp" int main ( ); void test01 ( ); void test02 ( ); void test03 ( ); void test04 ( ); //****************************************************************************80 int main ( ) //****************************************************************************80 // // Purpose: // // MAIN is the main program for MGMRES_PRB. // // Discussion: // // MGMRES_PRB tests the MGMRES library. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 25 July 2007 // // Author: // // John Burkardt // { timestamp ( ); cout << "\n"; cout << "MGMRES_PRB:\n"; cout << " C++ version\n"; cout << " Test the MGMRES library.\n"; test01 ( ); test02 ( ); test03 ( ); test04 ( ); // // Terminate. // cout << "\n"; cout << "MGMRES_PRB:\n"; cout << " Normal end of execution.\n"; cout << "\n"; timestamp ( ); return 0; } //****************************************************************************80 void test01 ( ) //****************************************************************************80 // // Purpose: // // TEST01 tests MGMRES_ST on the simple -1,2-1 matrix. // // Discussion: // // This is a very weak test, since the matrix has such a simple // structure, is diagonally dominant (though not strictly), // and is symmetric. // // To make the matrix bigger, simply increase the value of N. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 13 July 2007 // // Author: // // John Burkardt // { # define N 20 # define NZ_NUM 3 * N - 2 double a[NZ_NUM]; int i; int ia[NZ_NUM]; int itr_max; int j; int ja[NZ_NUM]; int k; int mr; int n = N; int nz_num = NZ_NUM; double rhs[N]; int test; double tol_abs; double tol_rel; double x_error; double x_estimate[N]; double x_exact[N]; cout << "\n"; cout << "TEST01\n"; cout << " Test MGMRES_ST on the simple -1,2-1 matrix.\n"; // // Set the matrix. // Note that we use zero based index values in IA and JA. // k = 0; for ( i = 0; i < n; i++ ) { if ( 0 < i ) { ia[k] = i; ja[k] = i-1; a[k] = -1.0; k = k + 1; } ia[k] = i; ja[k] = i; a[k] = 2.0; k = k + 1; if ( i < n-1 ) { ia[k] = i; ja[k] = i+1; a[k] = -1.0; k = k + 1; } } // // Set the right hand side: // for ( i = 0; i < n-1; i++ ) { rhs[i] = 0.0; } rhs[N-1] = ( double ) ( n + 1 ); // // Set the exact solution. // for ( i = 0; i < n; i++ ) { x_exact[i] = ( double ) ( i + 1 ); } for ( test = 1; test <= 3; test++ ) { // // Set the initial solution estimate. // for ( i = 0; i < n; i++ ) { x_estimate[i] = 0.0; } x_error = 0.0; for ( i = 0; i < n; i++ ) { x_error = x_error + pow ( x_exact[i] - x_estimate[i], 2 ); } x_error = sqrt ( x_error ); if ( test == 1 ) { itr_max = 1; mr = 20; } else if ( test == 2 ) { itr_max = 2; mr = 10; } else if ( test == 3 ) { itr_max = 5; mr = 4; } tol_abs = 1.0E-08; tol_rel = 1.0E-08; cout << "\n"; cout << " Test " << test << "\n"; cout << " Matrix order N = " << n << "\n"; cout << " Inner iteration limit = " << mr << "\n"; cout << " Outer iteration limit = " << itr_max << "\n"; cout << " Initial X_ERROR = " << x_error << "\n"; mgmres_st ( n, nz_num, ia, ja, a, x_estimate, rhs, itr_max, mr, tol_abs, tol_rel ); x_error = 0.0; for ( i = 0; i < n; i++ ) { x_error = x_error + pow ( x_exact[i] - x_estimate[i], 2 ); } x_error = sqrt ( x_error ); cout << " Final X_ERROR = " << x_error << "\n"; } return; # undef N # undef NZ_NUM } //****************************************************************************80 void test02 ( ) //****************************************************************************80 // // Purpose: // // TEST02 tests MGMRES_ST on a 9 by 9 matrix. // // Discussion: // // A = // 2 0 0 -1 0 0 0 0 0 // 0 2 -1 0 0 0 0 0 0 // 0 -1 2 0 0 0 0 0 0 // -1 0 0 2 -1 0 0 0 0 // 0 0 0 -1 2 -1 0 0 0 // 0 0 0 0 -1 2 -1 0 0 // 0 0 0 0 0 -1 2 -1 0 // 0 0 0 0 0 0 -1 2 -1 // 0 0 0 0 0 0 0 -1 2 // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 18 October 2006 // // Author: // // John Burkardt // { # define N 9 # define NZ_NUM 23 double a[NZ_NUM] = { 2.0, -1.0, 2.0, -1.0, -1.0, 2.0, -1.0, 2.0, -1.0, -1.0, 2.0, -1.0, -1.0, 2.0, -1.0, -1.0, 2.0, -1.0, -1.0, 2.0, -1.0, -1.0, 2.0 }; int i; int ia[NZ_NUM] = { 0, 0, 1, 1, 2, 2, 3, 3, 3, 4, 4, 4, 5, 5, 5, 6, 6, 6, 7, 7, 7, 8, 8 }; int itr_max; int j; int ja[NZ_NUM] = { 0, 3, 1, 2, 1, 2, 0, 3, 4, 3, 4, 5, 4, 5, 6, 5, 6, 7, 6, 7, 8, 7, 8 }; int k; int mr; int n = N; int nz_num = NZ_NUM; double rhs[N] = { 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0 }; int seed = 123456789; int test; double tol_abs; double tol_rel; double x_error; double *x_estimate; double x_exact[N] = { 3.5, 1.0, 1.0, 6.0, 7.5, 8.0, 7.5, 6.0, 3.5 }; cout << "\n"; cout << "TEST02\n"; cout << " Test MGMRES_ST on matrix that is not quite the -1,2,-1 matrix,\n"; cout << " of order N = " << n << "\n"; for ( test = 1; test <= 2; test++ ) { if ( test == 1 ) { cout << "\n"; cout << " First try, use zero initial vector:\n"; cout << "\n"; x_estimate = new double[n]; for ( i = 0; i < n; i++ ) { x_estimate[i] = 0.0; } } else { cout << "\n"; cout << " Second try, use random initial vector:\n"; cout << "\n"; x_estimate = r8vec_uniform_01 ( n, &seed ); } // // Set the initial solution estimate. // x_error = 0.0; for ( i = 0; i < n; i++ ) { x_error = x_error + pow ( x_exact[i] - x_estimate[i], 2 ); } x_error = sqrt ( x_error ); cout << " Before solving, X_ERROR = " << x_error << "\n"; itr_max = 20; mr = n - 1; tol_abs = 1.0E-08; tol_rel = 1.0E-08; mgmres_st ( n, nz_num, ia, ja, a, x_estimate, rhs, itr_max, mr, tol_abs, tol_rel ); x_error = 0.0; for ( i = 0; i < N; i++ ) { x_error = x_error + pow ( x_exact[i] - x_estimate[i], 2 ); } x_error = sqrt ( x_error ); cout << " After solving, X_ERROR = " << x_error << "\n"; cout << "\n"; cout << " Final solution estimate:\n"; cout << "\n"; for ( i = 0; i < n; i++ ) { cout << " " << setw(8) << i << " " << setw(12) << x_estimate[i] << "\n"; } delete [] x_estimate; } return; # undef N # undef NZ_NUM } //****************************************************************************** void test03 ( ) //****************************************************************************** // // Purpose: // // TEST03 tests PMGMRES_ILU_CR on the simple -1,2-1 matrix. // // Discussion: // // This is a very weak test, since the matrix has such a simple // structure, is diagonally dominant (though not strictly), // and is symmetric. // // To make the matrix bigger, simply increase the value of N. // // Note that PGMRES_ILU_CR expects the matrix to be stored using the // sparse compressed row format. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 25 July 2007 // // Author: // // John Burkardt // { # define N 20 # define NZ_NUM 3 * N - 2 double a[NZ_NUM]; int i; int ia[N+1]; int itr_max; int j; int ja[NZ_NUM]; int k; int mr; int n = N; int nz_num = NZ_NUM; double rhs[N]; int test; double tol_abs; double tol_rel; double x_error; double x_estimate[N]; double x_exact[N]; cout << "\n"; cout << "TEST03\n"; cout << " Test PMGMRES_ILU_CR on the simple -1,2-1 matrix.\n"; // // Set the matrix. // Note that we use zero based index valuesin IA and JA. // k = 0; ia[0] = 0; cout << "\n"; cout << " ia[" << 0 << "] = " << ia[0] << "\n"; for ( i = 0; i < n; i++ ) { ia[i+1] = ia[i]; if ( 0 < i ) { ia[i+1] = ia[i+1] + 1; ja[k] = i-1; a[k] = -1.0; k = k + 1; } ia[i+1] = ia[i+1] + 1; ja[k] = i; a[k] = 2.0; k = k + 1; if ( i < N-1 ) { ia[i+1] = ia[i+1] + 1; ja[k] = i+1; a[k] = -1.0; k = k + 1; } cout << " ia[" << i+1 << "] = " << ia[i+1] << "\n"; } // // Set the right hand side: // for ( i = 0; i < n-1; i++ ) { rhs[i] = 0.0; } rhs[n-1] = ( double ) ( n + 1 ); // // Set the exact solution. // for ( i = 0; i < n; i++ ) { x_exact[i] = ( double ) ( i + 1 ); } for ( test = 1; test <= 3; test++ ) { // // Set the initial solution estimate. // for ( i = 0; i < n; i++ ) { x_estimate[i] = 0.0; } x_error = 0.0; for ( i = 0; i < n; i++ ) { x_error = x_error + pow ( x_exact[i] - x_estimate[i], 2 ); } x_error = sqrt ( x_error ); if ( test == 1 ) { itr_max = 1; mr = 20; } else if ( test == 2 ) { itr_max = 2; mr = 10; } else if ( test == 3 ) { itr_max = 5; mr = 4; } tol_abs = 1.0E-08; tol_rel = 1.0E-08; cout << "\n"; cout << " Test " << test << "\n"; cout << " Matrix order N = " << n << "\n"; cout << " Inner iteration limit = " << mr << "\n"; cout << " Outer iteration limit = " << itr_max << "\n"; cout << " Initial X_ERROR = " << x_error << "\n"; pmgmres_ilu_cr ( n, nz_num, ia, ja, a, x_estimate, rhs, itr_max, mr, tol_abs, tol_rel ); x_error = 0.0; for ( i = 0; i < n; i++ ) { x_error = x_error + pow ( x_exact[i] - x_estimate[i], 2 ); } x_error = sqrt ( x_error ); cout << " Final X_ERROR = " << x_error << "\n"; } return; # undef N # undef NZ_NUM } //****************************************************************************** void test04 ( ) //****************************************************************************** // // Purpose: // // TEST04 tests PMGMRES_ILU_CR on a simple 5 by 5 matrix. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 25 July 2007 // // Author: // // John Burkardt // { # define N 5 # define NZ_NUM 9 double a[NZ_NUM] = { 1.0, 2.0, 1.0, 2.0, 3.0, 3.0, 4.0, 1.0, 5.0 }; int i; int ia[N+1] = { 0, 3, 4, 6, 7, 9 }; int itr_max; int j; int ja[NZ_NUM] = { 0, 3, 4, 1, 0, 2, 3, 1, 4 }; int k; int mr; int n = N; int nz_num = NZ_NUM; double rhs[N] = { 14.0, 4.0, 12.0, 16.0, 27.0 }; int test; double tol_abs; double tol_rel; double x_error; double x_estimate[N]; double x_exact[N] = { 1.0, 2.0, 3.0, 4.0, 5.0 }; cout << "\n"; cout << "TEST04\n"; cout << " Test PMGMRES_ILU_CR on a simple 5 x 5 matrix.\n"; cout << "\n"; for ( i = 0; i <= n + 1; i++ ) { cout << " ia[" << i << "] = " << ia[i] << "\n"; } for ( test = 1; test <= 3; test++ ) { // // Set the initial solution estimate. // for ( i = 0; i < n; i++ ) { x_estimate[i] = 0.0; } x_error = 0.0; for ( i = 0; i < n; i++ ) { x_error = x_error + pow ( x_exact[i] - x_estimate[i], 2 ); } x_error = sqrt ( x_error ); if ( test == 1 ) { itr_max = 1; mr = 20; } else if ( test == 2 ) { itr_max = 2; mr = 10; } else if ( test == 3 ) { itr_max = 5; mr = 4; } tol_abs = 1.0E-08; tol_rel = 1.0E-08; cout << "\n"; cout << " Test " << test << "\n"; cout << " Matrix order N = " << n << "\n"; cout << " Inner iteration limit = " << mr << "\n"; cout << " Outer iteration limit = " << itr_max << "\n"; cout << " Initial X_ERROR = " << x_error << "\n"; pmgmres_ilu_cr ( n, nz_num, ia, ja, a, x_estimate, rhs, itr_max, mr, tol_abs, tol_rel ); x_error = 0.0; for ( i = 0; i < n; i++ ) { x_error = x_error + pow ( x_exact[i] - x_estimate[i], 2 ); } x_error = sqrt ( x_error ); cout << " Final X_ERROR = " << x_error << "\n"; } return; # undef N # undef NZ_NUM }