Preconditioned Conjugate Gradient method for solving Ax=b with (symmetric) positive definite matrix A and positive definite preconditioner M1 where the preconditioned system is A'x'=b' with A'=M1^{-.5}AM1^{-.5}, x'=M1^{.5}*x and b'=M1^{-.5}b. System matrix and preconditioner are provided by a CH_Matrix_Classes::IterativeSystemObject. More...
#include <pcg.hxx>
Public Member Functions | |
| PCG (std::ostream *out=0, int pril=-1) | |
| default constructor | |
| int | compute (IterativeSystemObject &system, Matrix &x, Real termprec, Matrix *storex=0, Integer storestep=0) |
| compute the solution for system into x with (absolute) residual precision termprec More... | |
Set and Get Parameters | |
There should be no need to set any parameters, default values should be available and reasonable. | |
| void | set_maxit (Integer in_maxit) |
| set maximum number of iterations | |
| Integer | get_maxit () const |
| get maximum number of iterations | |
| int | get_err () const |
| returns the error code of the last call | |
| Integer | get_nmult () const |
| returns the number of matrix-vector multiplications of the last call | |
| Real | get_residual_norm () const |
| returns the residual norm of last call | |
| virtual Real | get_avg_reduction () const |
| returns the average of the achieved reduction factor per iteration | |
| virtual Real | get_termprec () const |
| return the (absolute) precision requirement for termination used in the last call | |
Input/Output | |
| virtual void | set_out (std::ostream *in_out=0, int in_print_level=1) |
| set output stream and level of detail of log output (for debugging) | |
Set and Get Parameters | |
There should be no need to set any parameters, default values should be available and reasonable. | |
Input/Output | |
Private Attributes | |
| Integer | maxit |
| maximum number of matrix vector multiplications | |
| Real | resnorm |
| residual norm | |
| Real | old_resnorm |
| residual norm in the previous step | |
| Real | avg_reduction |
| average over the reduction factors | |
| Real | termprec |
| absolute precision required in the last call | |
| Integer | nmult |
| number of matrix vector multiplications/iterations | |
| Integer | err |
| error code | |
| Matrix | Ap |
| result of matrix multiplication | |
| Matrix | r |
| residual | |
| Matrix | z |
| temporary residual for step computation | |
| Matrix | p |
| step | |
| Integer | stall |
| counts number of time reduction was less than .999 | |
| std::ostream * | myout |
| everything is output to *myout, default: 0 for no output | |
| int | print_level |
| level of iteration information that should be displayed | |
Detailed Description
Preconditioned Conjugate Gradient method for solving Ax=b with (symmetric) positive definite matrix A and positive definite preconditioner M1 where the preconditioned system is A'x'=b' with A'=M1^{-.5}AM1^{-.5}, x'=M1^{.5}*x and b'=M1^{-.5}b. System matrix and preconditioner are provided by a CH_Matrix_Classes::IterativeSystemObject.
Member Function Documentation
◆ compute()
|
virtual |
compute the solution for system into x with (absolute) residual precision termprec
- Parameters
-
system the system informatin with precond x on input: starting point (x.dim()==0 uses 0-vector), on output: approx. sol., termprec !absolute! termination precission, stop if residual norm<= termprec, storex if not null, store initial x and the x of i*recordstep storestep if 0 and xrecord!=0 store only the initial x
Implements CH_Matrix_Classes::IterativeSolverObject.
Referenced by get_termprec().
The documentation for this class was generated from the following file:
