Solves a symmetric system of linear equations with BiConjugate Gradient Stabilized (BICGSTAB). More...

#include <bicgstab.hh>

Inheritance diagram for concepts::BiCGStab< F, G >:
concepts::VecOperator< F > concepts::Operator< F >

Public Types

typedef Cmplxtype< F >::type c_type
 Real type of data type. More...
 
typedef Realtype< F >::type r_type
 Real type of data type. More...
 
typedef F type
 Type of data, e.g. matrix entries. More...
 

Public Member Functions

 BiCGStab (Operator< F > &A, Operator< G > &Minv, Real maxeps, int maxit=0, bool relres=0, bool throwing=true, Operator< G > *M=0)
 Constructor. More...
 
 BiCGStab (Operator< F > &A, Real maxeps, int maxit=0, uint relres=false, bool throwing=true)
 Constructor. More...
 
virtual const uint dimX () const
 Returns the size of the image space of the operator (number of rows of the corresponding matrix) More...
 
virtual const uint dimY () const
 Returns the size of the source space of the operator (number of columns of the corresponding matrix) More...
 
Real epsilon () const
 Returns the residual. More...
 
uint iterations () const
 Returns the number of iterations. More...
 
void operator() ()
 Application method without second argument. Used for parallel solvers. More...
 
virtual void operator() (const Function< c_type > &fncY, Function< c_type > &fncX)
 Application operator for complex function fncY. More...
 
virtual void operator() (const Function< r_type > &fncY, Function< F > &fncX)
 Application operator for real function fncY. More...
 
void operator() (const Matrix< c_type > &mX, Matrix< c_type > &mY)
 Application method to complex matrices. Calls apply_() More...
 
void operator() (const Matrix< r_type > &mX, Matrix< F > &mY)
 Application method to real matrices. Calls function apply() More...
 
virtual void operator() (const Vector< c_type > &fncY, Vector< c_type > &fncX)
 Application operator for complex function fncY. More...
 
virtual void operator() (const Vector< r_type > &fncY, Vector< F > &fncX)
 Application operator for real vector fncY. More...
 
virtual void show_messages ()
 
bool stagnated () const
 Return true, if solver stagnated. More...
 

Protected Member Functions

std::ostream & info (std::ostream &os) const
 

Protected Attributes

uint dimX_
 Dimension of image space and the source space. More...
 
uint dimY_
 

Private Member Functions

virtual void apply_ ()
 Intrinsic application method without argument. More...
 
virtual void apply_ (const Vector< F > &fncY, Vector< F > &fncX)
 Intrinsic application method, i.e. More...
 
bool converged_ (const Vector< F > &fncY, Vector< F > &fncX, const Vector< F > &x, const uint &it, Real &eps, const Real &maxeps, const Real &l2Y)
 Calculated current residual and return true if its smaller then maxeps. More...
 
template<class I >
bool scalarTooSmall_ (I &scalar, const std::string name, const uint &it, const Real &eps, const Real &maxeps) const
 Checks if the scalar is zero or NaN and throws an exception in this case. More...
 
bool stagnated_ (const Vector< F > &x, const Vector< F > &s_p, F &alpha_omega)
 

Private Attributes

Operator< F > & A_
 Operator which is solved. More...
 
Real eps_
 Current residual. More...
 
concepts::Sequence< RealepsVec_
 All residual. More...
 
uint it_
 Number of iterations. More...
 
Operator< G > * M_
 Operator which inverse is Minv, for control of residual. More...
 
Real maxeps_
 Convergence criterion. More...
 
uint maxit_
 Maximal number of iterations until abortion. More...
 
bool relres_
 false: absolute residual, true: relative residual More...
 
bool stag_
 true: solver stagnated More...
 
bool throwing_
 false: best solution is given, when non converging true: exception is thrown, when non converging More...
 
Operator< G > * W_
 Optional preconditioner. More...
 

Detailed Description

template<class F, class G = F>
class concepts::BiCGStab< F, G >

Solves a symmetric system of linear equations with BiConjugate Gradient Stabilized (BICGSTAB).

Constructing an object of this class does not solve the given system. Use the application operator to solve the system. If you want to specify a starting vector for the cg iterations, set fncX before calling the application operator to this starting value. fncX also holds the result after the solve.

The application operator throws NoConvergence if the desired residual maxeps is not reached within the given number of iterations maxit.

Test:
test::CgTest

Definition at line 34 of file bicgstab.hh.

Member Typedef Documentation

◆ c_type

template<class F >
typedef Cmplxtype<F>::type concepts::VecOperator< F >::c_type
inherited

Real type of data type.

Definition at line 120 of file compositions.hh.

◆ r_type

template<class F >
typedef Realtype<F>::type concepts::VecOperator< F >::r_type
inherited

Real type of data type.

Definition at line 118 of file compositions.hh.

◆ type

template<class F >
typedef F concepts::Operator< F >::type
inherited

Type of data, e.g. matrix entries.

Definition at line 45 of file compositions.hh.

Constructor & Destructor Documentation

◆ BiCGStab() [1/2]

template<class F , class G = F>
concepts::BiCGStab< F, G >::BiCGStab ( Operator< F > &  A,
Real  maxeps,
int  maxit = 0,
uint  relres = false,
bool  throwing = true 
)
inline

Constructor.

Parameters
AMatrix
maxepsMaximal residual
maxitMaximal number of iterations
relresRelative residual
throwingIn the case of non convergence an exception is thrown and the best solution is not given back.

Definition at line 44 of file bicgstab.hh.

◆ BiCGStab() [2/2]

template<class F , class G = F>
concepts::BiCGStab< F, G >::BiCGStab ( Operator< F > &  A,
Operator< G > &  Minv,
Real  maxeps,
int  maxit = 0,
bool  relres = 0,
bool  throwing = true,
Operator< G > *  M = 0 
)
inline

Constructor.

Parameters
AMatrix
MinvPreconditioner for A, ie. Minv should approximate $ A^-1 $ and it has to be symmetric positive definite
maxepsMaximal residual
maxitMaximal number of iterations
relresRelative residual
throwingIn the case of non convergence an exception is thrown and the best solution is not given back.
MOperator which inverse is Minv, for control of residual

Definition at line 61 of file bicgstab.hh.

Member Function Documentation

◆ apply_() [1/2]

template<class F , class G = F>
virtual void concepts::BiCGStab< F, G >::apply_ ( )
privatevirtual

Intrinsic application method without argument.

Implements concepts::VecOperator< F >.

◆ apply_() [2/2]

template<class F , class G = F>
virtual void concepts::BiCGStab< F, G >::apply_ ( const Vector< F > &  fncY,
Vector< F > &  fncX 
)
privatevirtual

Intrinsic application method, i.e.

real Operator and real Vector or complex Operator and real Vector.

Implements concepts::VecOperator< F >.

◆ converged_()

template<class F , class G = F>
bool concepts::BiCGStab< F, G >::converged_ ( const Vector< F > &  fncY,
Vector< F > &  fncX,
const Vector< F > &  x,
const uint &  it,
Real eps,
const Real maxeps,
const Real l2Y 
)
private

Calculated current residual and return true if its smaller then maxeps.

◆ dimX()

template<class F >
virtual const uint concepts::Operator< F >::dimX ( ) const
inlinevirtualinherited

Returns the size of the image space of the operator (number of rows of the corresponding matrix)

Definition at line 93 of file compositions.hh.

◆ dimY()

template<class F >
virtual const uint concepts::Operator< F >::dimY ( ) const
inlinevirtualinherited

Returns the size of the source space of the operator (number of columns of the corresponding matrix)

Definition at line 98 of file compositions.hh.

◆ epsilon()

template<class F , class G = F>
Real concepts::BiCGStab< F, G >::epsilon ( ) const
inline

Returns the residual.

Calling this method makes only sence after a linear system has been solved.

Definition at line 78 of file bicgstab.hh.

◆ info()

template<class F , class G = F>
std::ostream& concepts::BiCGStab< F, G >::info ( std::ostream &  os) const
protectedvirtual

Reimplemented from concepts::VecOperator< F >.

◆ iterations()

template<class F , class G = F>
uint concepts::BiCGStab< F, G >::iterations ( ) const
inline

Returns the number of iterations.

Calling this method makes only sense after a linear system has been solved.

Definition at line 73 of file bicgstab.hh.

◆ operator()() [1/7]

template<class F >
void concepts::VecOperator< F >::operator() ( )
virtualinherited

Application method without second argument. Used for parallel solvers.

Reimplemented from concepts::Operator< F >.

◆ operator()() [2/7]

template<class F >
virtual void concepts::VecOperator< F >::operator() ( const Function< c_type > &  fncY,
Function< c_type > &  fncX 
)
virtualinherited

Application operator for complex function fncY.

Computes fncX = A(fncY) where A is this operator. fncX becomes complex.

In derived classes its enough to implement the operator() for complex Operator's. If a real counterpart is not implemented, the function fncY is splitted into real and imaginary part and the application operator for real functions is called for each. Then the result is combined.

If in a derived class the operator() for complex Operator's is not implemented, a exception is thrown from here.

Reimplemented from concepts::Operator< F >.

◆ operator()() [3/7]

template<class F >
virtual void concepts::VecOperator< F >::operator() ( const Function< r_type > &  fncY,
Function< F > &  fncX 
)
virtualinherited

Application operator for real function fncY.

Computes fncX = A(fncY) where A is this operator.

fncX becomes the type of the operator, for real data it becomes real, for complex data it becomes complex.

In derived classes its enough to implement the operator() for real Operator's. If a complex counterpart is not implemented, the function fncY is transformed to a complex function and then the application operator for complex functions is called.

If in a derived class the operator() for real Operator's is not implemented, a exception is thrown from here.

Reimplemented from concepts::Operator< F >.

◆ operator()() [4/7]

template<class F >
void concepts::VecOperator< F >::operator() ( const Matrix< c_type > &  mX,
Matrix< c_type > &  mY 
)
inherited

Application method to complex matrices. Calls apply_()

◆ operator()() [5/7]

template<class F >
void concepts::VecOperator< F >::operator() ( const Matrix< r_type > &  mX,
Matrix< F > &  mY 
)
inherited

Application method to real matrices. Calls function apply()

◆ operator()() [6/7]

template<class F >
virtual void concepts::VecOperator< F >::operator() ( const Vector< c_type > &  fncY,
Vector< c_type > &  fncX 
)
virtualinherited

Application operator for complex function fncY.

Computes fncX = A(fncY) where A is this operator. fncX becomes complex.

In derived classes its enough to implement the operator() for complex Operator's. If a real counterpart is not implemented, the vector fncY is splitted into real and imaginary part and the application operator for real vectors is called for each. Then the result is combined

If in a derived class the operator() for complex Operator's i not implemented, a exception is thrown from here.

◆ operator()() [7/7]

template<class F >
virtual void concepts::VecOperator< F >::operator() ( const Vector< r_type > &  fncY,
Vector< F > &  fncX 
)
virtualinherited

Application operator for real vector fncY.

Computes fncX = A(fncY) where A is this operator.

Type of fncX becomes that of the operator, for real data it becomes real, for complex data it becomes complex.

In derived classes its enough to implement the operator() for real Operator's. If a complex counterpart is not implemented, the vector fncY is transformed to a complex vector and then the application for complex vectors is called.

If in a derived class the operator() for real Operator's is not implemented, a exception is thrown from here.

◆ scalarTooSmall_()

template<class F , class G = F>
template<class I >
bool concepts::BiCGStab< F, G >::scalarTooSmall_ ( I &  scalar,
const std::string  name,
const uint &  it,
const Real eps,
const Real maxeps 
) const
private

Checks if the scalar is zero or NaN and throws an exception in this case.

◆ show_messages()

template<class F >
virtual void concepts::Operator< F >::show_messages ( )
inlinevirtualinherited

Reimplemented in concepts::Newton< F >, concepts::MumpsOverlap< F >, and concepts::Mumps< F >.

Definition at line 100 of file compositions.hh.

◆ stagnated()

template<class F , class G = F>
bool concepts::BiCGStab< F, G >::stagnated ( ) const
inline

Return true, if solver stagnated.

Definition at line 80 of file bicgstab.hh.

◆ stagnated_()

template<class F , class G = F>
bool concepts::BiCGStab< F, G >::stagnated_ ( const Vector< F > &  x,
const Vector< F > &  s_p,
F &  alpha_omega 
)
private

Member Data Documentation

◆ A_

template<class F , class G = F>
Operator<F>& concepts::BiCGStab< F, G >::A_
private

Operator which is solved.

Definition at line 87 of file bicgstab.hh.

◆ dimX_

template<class F >
uint concepts::Operator< F >::dimX_
protectedinherited

Dimension of image space and the source space.

Definition at line 104 of file compositions.hh.

◆ dimY_

template<class F >
uint concepts::Operator< F >::dimY_
protectedinherited

Definition at line 104 of file compositions.hh.

◆ eps_

template<class F , class G = F>
Real concepts::BiCGStab< F, G >::eps_
private

Current residual.

Definition at line 96 of file bicgstab.hh.

◆ epsVec_

template<class F , class G = F>
concepts::Sequence<Real> concepts::BiCGStab< F, G >::epsVec_
private

All residual.

Definition at line 98 of file bicgstab.hh.

◆ it_

template<class F , class G = F>
uint concepts::BiCGStab< F, G >::it_
private

Number of iterations.

Definition at line 100 of file bicgstab.hh.

◆ M_

template<class F , class G = F>
Operator<G>* concepts::BiCGStab< F, G >::M_
private

Operator which inverse is Minv, for control of residual.

Definition at line 89 of file bicgstab.hh.

◆ maxeps_

template<class F , class G = F>
Real concepts::BiCGStab< F, G >::maxeps_
private

Convergence criterion.

Definition at line 92 of file bicgstab.hh.

◆ maxit_

template<class F , class G = F>
uint concepts::BiCGStab< F, G >::maxit_
private

Maximal number of iterations until abortion.

Definition at line 94 of file bicgstab.hh.

◆ relres_

template<class F , class G = F>
bool concepts::BiCGStab< F, G >::relres_
private

false: absolute residual, true: relative residual

Definition at line 102 of file bicgstab.hh.

◆ stag_

template<class F , class G = F>
bool concepts::BiCGStab< F, G >::stag_
private

true: solver stagnated

Definition at line 108 of file bicgstab.hh.

◆ throwing_

template<class F , class G = F>
bool concepts::BiCGStab< F, G >::throwing_
private

false: best solution is given, when non converging true: exception is thrown, when non converging

Definition at line 106 of file bicgstab.hh.

◆ W_

template<class F , class G = F>
Operator<G>* concepts::BiCGStab< F, G >::W_
private

Optional preconditioner.

Definition at line 85 of file bicgstab.hh.


The documentation for this class was generated from the following file:
Page URL: http://wiki.math.ethz.ch/bin/view/Concepts/WebHome
21 August 2020
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