File: gmres.h

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/*
 *  Copyright 2011 The Regents of the University of California
 *
 *  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.
 */

/*! \file gmres.h
 *  \brief Generalized Minimum Residual (GMRES) method
 */

#pragma once

#include <cusp/detail/config.h>

namespace cusp
{
   namespace krylov
   {

      /*! \addtogroup iterative_solvers Iterative Solvers
       *  \addtogroup krylov_methods Krylov Methods
       *  \ingroup iterative_solvers
       *  \{
       */

      /*! \p gmres : GMRES method
       *
       * Solves the nonsymmetric, linear system A x = b
       * using the default convergence criteria.
       */
     template <class LinearOperator, class Vector>
       void gmres(LinearOperator& A,
		  Vector& x,
		  Vector& b,
		  const size_t restart);
     
      /*! \p gmres : GMRES method
       *
       * Solves the nonsymmetric, linear system A x = b without preconditioning.
       */
      template <class LinearOperator,
	        class Vector,
                class Monitor>
	void gmres(LinearOperator& A,
		   Vector& x,
		   Vector& b,
		   const size_t restart,
		   Monitor& monitor);
      
      /*! \p gmres : GMRES method
       *
       * Solves the nonsymmetric, linear system A x = b
       * with preconditioner \p M.
       *
       * \param A matrix of the linear system 
       * \param x approximate solution of the linear system
       * \param b right-hand side of the linear system
       * \param restart the method every restart inner iterations
       * \param monitor montiors iteration and determines stopping conditions
       * \param M preconditioner for A
       *
       * \tparam LinearOperator is a matrix or subclass of \p linear_operator
       * \tparam Vector vector
       * \tparam Monitor is a monitor such as \p default_monitor or \p verbose_monitor
       * \tparam Preconditioner is a matrix or subclass of \p linear_operator
       *
       *  The following code snippet demonstrates how to use \p gmres to 
       *  solve a 10x10 Poisson problem.
       *
       *  \code
       *  #include <cusp/csr_matrix.h>
       *  #include <cusp/monitor.h>
       *  #include <cusp/krylov/gmres.h>
       *  #include <cusp/gallery/poisson.h>
       *  
       *  int main(void)
       *  {
       *      // create an empty sparse matrix structure (CSR format)
       *      cusp::csr_matrix<int, float, cusp::device_memory> A;
       *
       *      // initialize matrix
       *      cusp::gallery::poisson5pt(A, 10, 10);
       *
       *      // allocate storage for solution (x) and right hand side (b)
       *      cusp::array1d<float, cusp::device_memory> x(A.num_rows, 0);
       *      cusp::array1d<float, cusp::device_memory> b(A.num_rows, 1);
       *
       *      // set stopping criteria:
       *      //  iteration_limit    = 100
       *      //  relative_tolerance = 1e-6
       *      cusp::verbose_monitor<float> monitor(b, 100, 1e-6);
       *      int restart = 50;
       *
       *      // set preconditioner (identity)
       *      cusp::identity_operator<float, cusp::device_memory> M(A.num_rows, A.num_rows);
       *
       *      // solve the linear system A x = b
       *      cusp::krylov::gmres(A, x, b,restart, monitor, M);
       *
       *      return 0;
       *  }
       *  \endcode

       *  \see \p default_monitor
       *  \see \p verbose_monitor
       *
       */
      template <class LinearOperator,
               class Vector,
               class Monitor,
               class Preconditioner>
                  void gmres(LinearOperator& A,
                        Vector& x,
                        Vector& b,
                        const size_t restart,
                        Monitor& monitor,
                        Preconditioner& M);
      /*! \}
      */

   } // end namespace krylov
} // end namespace cusp

#include <cusp/krylov/detail/gmres.inl>