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/*
* Copyright 2008-2009 NVIDIA Corporation
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
#include <cusp/array1d.h>
#include <cusp/blas.h>
#include <cusp/multiply.h>
#include <cusp/monitor.h>
#include <cusp/linear_operator.h>
namespace blas = cusp::blas;
namespace cusp
{
namespace krylov
{
template <class LinearOperator,
class Vector>
void cg(LinearOperator& A,
Vector& x,
Vector& b)
{
typedef typename LinearOperator::value_type ValueType;
cusp::default_monitor<ValueType> monitor(b);
cusp::krylov::cg(A, x, b, monitor);
}
template <class LinearOperator,
class Vector,
class Monitor>
void cg(LinearOperator& A,
Vector& x,
Vector& b,
Monitor& monitor)
{
typedef typename LinearOperator::value_type ValueType;
typedef typename LinearOperator::memory_space MemorySpace;
cusp::identity_operator<ValueType,MemorySpace> M(A.num_rows, A.num_cols);
cusp::krylov::cg(A, x, b, monitor, M);
}
template <class LinearOperator,
class Vector,
class Monitor,
class Preconditioner>
void cg(LinearOperator& A,
Vector& x,
Vector& b,
Monitor& monitor,
Preconditioner& M)
{
CUSP_PROFILE_SCOPED();
typedef typename LinearOperator::value_type ValueType;
typedef typename LinearOperator::memory_space MemorySpace;
assert(A.num_rows == A.num_cols); // sanity check
const size_t N = A.num_rows;
// allocate workspace
cusp::array1d<ValueType,MemorySpace> y(N);
cusp::array1d<ValueType,MemorySpace> z(N);
cusp::array1d<ValueType,MemorySpace> r(N);
cusp::array1d<ValueType,MemorySpace> p(N);
// y <- Ax
cusp::multiply(A, x, y);
// r <- b - A*x
blas::axpby(b, y, r, ValueType(1), ValueType(-1));
// z <- M*r
cusp::multiply(M, r, z);
// p <- z
blas::copy(z, p);
// rz = <r^H, z>
ValueType rz = blas::dotc(r, z);
while (!monitor.finished(r))
{
// y <- Ap
cusp::multiply(A, p, y);
// alpha <- <r,z>/<y,p>
ValueType alpha = rz / blas::dotc(y, p);
// x <- x + alpha * p
blas::axpy(p, x, alpha);
// r <- r - alpha * y
blas::axpy(y, r, -alpha);
// z <- M*r
cusp::multiply(M, r, z);
ValueType rz_old = rz;
// rz = <r^H, z>
rz = blas::dotc(r, z);
// beta <- <r_{i+1},r_{i+1}>/<r,r>
ValueType beta = rz / rz_old;
// p <- r + beta*p
blas::axpby(z, p, p, ValueType(1), beta);
++monitor;
}
}
} // end namespace krylov
} // end namespace cusp
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