/* * 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 no.uib.cipr.matrix.sparse; import no.uib.cipr.matrix.Matrix; import no.uib.cipr.matrix.Vector; /** * Conjugate Gradients solver. CG solves the symmetric positive definite linear * system <code>Ax=b</code> using the Conjugate Gradient method. * * @author Templates */ public class CG extends AbstractIterativeSolver { /** * Vectors for use in the iterative solution process */ private Vector p, z, q, r; /** * Constructor for CG. 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 CG(Vector template) { p = template.copy(); z = template.copy(); q = template.copy(); r = template.copy(); } public Vector solve(Matrix A, Vector b, Vector x) throws IterativeSolverNotConvergedException { checkSizes(A, b, x); double alpha = 0, beta = 0, rho = 0, rho_1 = 0; A.multAdd(-1, x, r.set(b)); for (iter.setFirst(); !iter.converged(r, x); iter.next()) { M.apply(r, z); rho = r.dot(z); if (iter.isFirst()) p.set(z); else { beta = rho / rho_1; p.scale(beta).add(z); } A.mult(p, q); alpha = rho / p.dot(q); x.add(alpha, p); r.add(-alpha, q); rho_1 = rho; } return x; } }