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<div class="title">iterative-eigen.cpp</div> </div>
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<a href="iterative-eigen_8cpp.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="comment">/* =========================================================================</span></div>
<div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="comment"> Copyright (c) 2010-2016, Institute for Microelectronics,</span></div>
<div class="line"><a name="l00003"></a><span class="lineno"> 3</span> <span class="comment"> Institute for Analysis and Scientific Computing,</span></div>
<div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="comment"> TU Wien.</span></div>
<div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment"> Portions of this software are copyright by UChicago Argonne, LLC.</span></div>
<div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="comment"></span></div>
<div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment"> -----------------</span></div>
<div class="line"><a name="l00008"></a><span class="lineno"> 8</span> <span class="comment"> ViennaCL - The Vienna Computing Library</span></div>
<div class="line"><a name="l00009"></a><span class="lineno"> 9</span> <span class="comment"> -----------------</span></div>
<div class="line"><a name="l00010"></a><span class="lineno"> 10</span> <span class="comment"></span></div>
<div class="line"><a name="l00011"></a><span class="lineno"> 11</span> <span class="comment"> Project Head: Karl Rupp rupp@iue.tuwien.ac.at</span></div>
<div class="line"><a name="l00012"></a><span class="lineno"> 12</span> <span class="comment"></span></div>
<div class="line"><a name="l00013"></a><span class="lineno"> 13</span> <span class="comment"> (A list of authors and contributors can be found in the PDF manual)</span></div>
<div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="comment"></span></div>
<div class="line"><a name="l00015"></a><span class="lineno"> 15</span> <span class="comment"> License: MIT (X11), see file LICENSE in the base directory</span></div>
<div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="comment">============================================================================= */</span></div>
<div class="line"><a name="l00017"></a><span class="lineno"> 17</span> </div>
<div class="line"><a name="l00027"></a><span class="lineno"> 27</span> <span class="comment">// System headers</span></div>
<div class="line"><a name="l00028"></a><span class="lineno"> 28</span> <span class="preprocessor">#include <iostream></span></div>
<div class="line"><a name="l00029"></a><span class="lineno"> 29</span> </div>
<div class="line"><a name="l00030"></a><span class="lineno"> 30</span> <span class="preprocessor">#ifndef NDEBUG</span></div>
<div class="line"><a name="l00031"></a><span class="lineno"> 31</span> <span class="preprocessor"> #define NDEBUG</span></div>
<div class="line"><a name="l00032"></a><span class="lineno"> 32</span> <span class="preprocessor">#endif</span></div>
<div class="line"><a name="l00033"></a><span class="lineno"> 33</span> </div>
<div class="line"><a name="l00034"></a><span class="lineno"> 34</span> </div>
<div class="line"><a name="l00035"></a><span class="lineno"> 35</span> <span class="comment">// Eigen headers</span></div>
<div class="line"><a name="l00036"></a><span class="lineno"> 36</span> <span class="preprocessor">#include <Eigen/Core></span></div>
<div class="line"><a name="l00037"></a><span class="lineno"> 37</span> <span class="preprocessor">#include <Eigen/Sparse></span></div>
<div class="line"><a name="l00038"></a><span class="lineno"> 38</span> </div>
<div class="line"><a name="l00039"></a><span class="lineno"> 39</span> <span class="comment">// Must be set prior to any ViennaCL includes if you want to use ViennaCL algorithms on Eigen objects</span></div>
<div class="line"><a name="l00040"></a><span class="lineno"> 40</span> <span class="preprocessor">#define VIENNACL_WITH_EIGEN 1</span></div>
<div class="line"><a name="l00041"></a><span class="lineno"> 41</span> </div>
<div class="line"><a name="l00042"></a><span class="lineno"> 42</span> <span class="comment">// ViennaCL headers</span></div>
<div class="line"><a name="l00043"></a><span class="lineno"> 43</span> <span class="preprocessor">#include "<a class="code" href="ilu_8hpp.html">viennacl/linalg/ilu.hpp</a>"</span></div>
<div class="line"><a name="l00044"></a><span class="lineno"> 44</span> <span class="preprocessor">#include "<a class="code" href="cg_8hpp.html">viennacl/linalg/cg.hpp</a>"</span></div>
<div class="line"><a name="l00045"></a><span class="lineno"> 45</span> <span class="preprocessor">#include "<a class="code" href="bicgstab_8hpp.html">viennacl/linalg/bicgstab.hpp</a>"</span></div>
<div class="line"><a name="l00046"></a><span class="lineno"> 46</span> <span class="preprocessor">#include "<a class="code" href="gmres_8hpp.html">viennacl/linalg/gmres.hpp</a>"</span></div>
<div class="line"><a name="l00047"></a><span class="lineno"> 47</span> <span class="preprocessor">#include "<a class="code" href="matrix__market_8hpp.html">viennacl/io/matrix_market.hpp</a>"</span></div>
<div class="line"><a name="l00048"></a><span class="lineno"> 48</span> </div>
<div class="line"><a name="l00049"></a><span class="lineno"> 49</span> </div>
<div class="line"><a name="l00050"></a><span class="lineno"> 50</span> <span class="comment">// Some helper functions for this tutorial:</span></div>
<div class="line"><a name="l00051"></a><span class="lineno"> 51</span> <span class="preprocessor">#include "<a class="code" href="vector-io_8hpp.html">vector-io.hpp</a>"</span></div>
<div class="line"><a name="l00052"></a><span class="lineno"> 52</span> </div>
<div class="line"><a name="l00057"></a><span class="lineno"> 57</span> <span class="keywordtype">int</span> <a class="code" href="tests_2src_2bisect_8cpp.html#ae66f6b31b5ad750f1fe042a706a4e3d4">main</a>(<span class="keywordtype">int</span>, <span class="keywordtype">char</span> *[])</div>
<div class="line"><a name="l00058"></a><span class="lineno"> 58</span> {</div>
<div class="line"><a name="l00059"></a><span class="lineno"> 59</span>  <span class="keyword">typedef</span> <span class="keywordtype">float</span> <a class="code" href="fft__1d_8cpp.html#ad5c19ca4f47d3f8ec21232a5af2624e5">ScalarType</a>;</div>
<div class="line"><a name="l00060"></a><span class="lineno"> 60</span> </div>
<div class="line"><a name="l00061"></a><span class="lineno"> 61</span>  Eigen::SparseMatrix<ScalarType, Eigen::RowMajor> eigen_matrix(65025, 65025);</div>
<div class="line"><a name="l00062"></a><span class="lineno"> 62</span>  Eigen::VectorXf eigen_rhs;</div>
<div class="line"><a name="l00063"></a><span class="lineno"> 63</span>  Eigen::VectorXf eigen_result;</div>
<div class="line"><a name="l00064"></a><span class="lineno"> 64</span>  Eigen::VectorXf ref_result;</div>
<div class="line"><a name="l00065"></a><span class="lineno"> 65</span>  Eigen::VectorXf residual;</div>
<div class="line"><a name="l00066"></a><span class="lineno"> 66</span> </div>
<div class="line"><a name="l00070"></a><span class="lineno"> 70</span>  std::cout << <span class="stringliteral">"Reading matrix (this might take some time)..."</span> << std::endl;</div>
<div class="line"><a name="l00071"></a><span class="lineno"> 71</span>  eigen_matrix.reserve(65025 * 7);</div>
<div class="line"><a name="l00072"></a><span class="lineno"> 72</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceviennacl_1_1io.html#ad934125ed3dbe661e264bcd7d62b1048">viennacl::io::read_matrix_market_file</a>(eigen_matrix, <span class="stringliteral">"../examples/testdata/mat65k.mtx"</span>))</div>
<div class="line"><a name="l00073"></a><span class="lineno"> 73</span>  {</div>
<div class="line"><a name="l00074"></a><span class="lineno"> 74</span>  std::cout << <span class="stringliteral">"Error reading Matrix file. Make sure you run from the build/-folder."</span> << std::endl;</div>
<div class="line"><a name="l00075"></a><span class="lineno"> 75</span>  <span class="keywordflow">return</span> EXIT_FAILURE;</div>
<div class="line"><a name="l00076"></a><span class="lineno"> 76</span>  }</div>
<div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  <span class="comment">//eigen_matrix.endFill();</span></div>
<div class="line"><a name="l00078"></a><span class="lineno"> 78</span>  std::cout << <span class="stringliteral">"Done: reading matrix"</span> << std::endl;</div>
<div class="line"><a name="l00079"></a><span class="lineno"> 79</span> </div>
<div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  <span class="keywordflow">if</span> (!<a class="code" href="vector-io_8hpp.html#a303954a45833b84192a6dcf3065f85e3">readVectorFromFile</a>(<span class="stringliteral">"../examples/testdata/rhs65025.txt"</span>, eigen_rhs))</div>
<div class="line"><a name="l00081"></a><span class="lineno"> 81</span>  {</div>
<div class="line"><a name="l00082"></a><span class="lineno"> 82</span>  std::cout << <span class="stringliteral">"Error reading RHS file"</span> << std::endl;</div>
<div class="line"><a name="l00083"></a><span class="lineno"> 83</span>  <span class="keywordflow">return</span> EXIT_FAILURE;</div>
<div class="line"><a name="l00084"></a><span class="lineno"> 84</span>  }</div>
<div class="line"><a name="l00085"></a><span class="lineno"> 85</span> </div>
<div class="line"><a name="l00086"></a><span class="lineno"> 86</span>  <span class="keywordflow">if</span> (!<a class="code" href="vector-io_8hpp.html#a303954a45833b84192a6dcf3065f85e3">readVectorFromFile</a>(<span class="stringliteral">"../examples/testdata/result65025.txt"</span>, ref_result))</div>
<div class="line"><a name="l00087"></a><span class="lineno"> 87</span>  {</div>
<div class="line"><a name="l00088"></a><span class="lineno"> 88</span>  std::cout << <span class="stringliteral">"Error reading Result file"</span> << std::endl;</div>
<div class="line"><a name="l00089"></a><span class="lineno"> 89</span>  <span class="keywordflow">return</span> EXIT_FAILURE;</div>
<div class="line"><a name="l00090"></a><span class="lineno"> 90</span>  }</div>
<div class="line"><a name="l00091"></a><span class="lineno"> 91</span> </div>
<div class="line"><a name="l00095"></a><span class="lineno"> 95</span>  std::cout << <span class="stringliteral">"----- Running CG -----"</span> << std::endl;</div>
<div class="line"><a name="l00096"></a><span class="lineno"> 96</span>  eigen_result = <a class="code" href="namespaceviennacl_1_1linalg.html#a6e9b329b64ac782e6a5687ad2fc47a2a">viennacl::linalg::solve</a>(eigen_matrix, eigen_rhs, <a class="code" href="classviennacl_1_1linalg_1_1cg__tag.html">viennacl::linalg::cg_tag</a>());</div>
<div class="line"><a name="l00097"></a><span class="lineno"> 97</span> </div>
<div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  residual = eigen_matrix * eigen_result - eigen_rhs;</div>
<div class="line"><a name="l00099"></a><span class="lineno"> 99</span>  std::cout << <span class="stringliteral">"Relative residual: "</span> << <a class="code" href="namespaceviennacl_1_1linalg.html#ae46f15d01c01f92a153b3f555a15096b">viennacl::linalg::norm_2</a>(residual) / <a class="code" href="namespaceviennacl_1_1linalg.html#ae46f15d01c01f92a153b3f555a15096b">viennacl::linalg::norm_2</a>(eigen_rhs) << std::endl;</div>
<div class="line"><a name="l00100"></a><span class="lineno"> 100</span> </div>
<div class="line"><a name="l00104"></a><span class="lineno"> 104</span>  std::cout << <span class="stringliteral">"----- Running BiCGStab -----"</span> << std::endl;</div>
<div class="line"><a name="l00105"></a><span class="lineno"> 105</span>  eigen_result = <a class="code" href="namespaceviennacl_1_1linalg.html#a6e9b329b64ac782e6a5687ad2fc47a2a">viennacl::linalg::solve</a>(eigen_matrix, eigen_rhs, <a class="code" href="classviennacl_1_1linalg_1_1bicgstab__tag.html">viennacl::linalg::bicgstab_tag</a>());</div>
<div class="line"><a name="l00106"></a><span class="lineno"> 106</span> </div>
<div class="line"><a name="l00107"></a><span class="lineno"> 107</span>  residual = eigen_matrix * eigen_result - eigen_rhs;</div>
<div class="line"><a name="l00108"></a><span class="lineno"> 108</span>  std::cout << <span class="stringliteral">"Relative residual: "</span> << <a class="code" href="namespaceviennacl_1_1linalg.html#ae46f15d01c01f92a153b3f555a15096b">viennacl::linalg::norm_2</a>(residual) / <a class="code" href="namespaceviennacl_1_1linalg.html#ae46f15d01c01f92a153b3f555a15096b">viennacl::linalg::norm_2</a>(eigen_rhs) << std::endl;</div>
<div class="line"><a name="l00109"></a><span class="lineno"> 109</span> </div>
<div class="line"><a name="l00113"></a><span class="lineno"> 113</span>  std::cout << <span class="stringliteral">"----- Running GMRES -----"</span> << std::endl;</div>
<div class="line"><a name="l00114"></a><span class="lineno"> 114</span>  eigen_result = <a class="code" href="namespaceviennacl_1_1linalg.html#a6e9b329b64ac782e6a5687ad2fc47a2a">viennacl::linalg::solve</a>(eigen_matrix, eigen_rhs, <a class="code" href="classviennacl_1_1linalg_1_1gmres__tag.html">viennacl::linalg::gmres_tag</a>());</div>
<div class="line"><a name="l00115"></a><span class="lineno"> 115</span> </div>
<div class="line"><a name="l00116"></a><span class="lineno"> 116</span>  residual = eigen_matrix * eigen_result - eigen_rhs;</div>
<div class="line"><a name="l00117"></a><span class="lineno"> 117</span>  std::cout << <span class="stringliteral">"Relative residual: "</span> << <a class="code" href="namespaceviennacl_1_1linalg.html#ae46f15d01c01f92a153b3f555a15096b">viennacl::linalg::norm_2</a>(residual) / <a class="code" href="namespaceviennacl_1_1linalg.html#ae46f15d01c01f92a153b3f555a15096b">viennacl::linalg::norm_2</a>(eigen_rhs) << std::endl;</div>
<div class="line"><a name="l00118"></a><span class="lineno"> 118</span> </div>
<div class="line"><a name="l00122"></a><span class="lineno"> 122</span>  std::cout << std::endl;</div>
<div class="line"><a name="l00123"></a><span class="lineno"> 123</span>  std::cout << <span class="stringliteral">"!!!! TUTORIAL COMPLETED SUCCESSFULLY !!!!"</span> << std::endl;</div>
<div class="line"><a name="l00124"></a><span class="lineno"> 124</span>  std::cout << std::endl;</div>
<div class="line"><a name="l00125"></a><span class="lineno"> 125</span> }</div>
<div class="line"><a name="l00126"></a><span class="lineno"> 126</span> </div>
<div class="ttc" id="namespaceviennacl_1_1linalg_html_ae46f15d01c01f92a153b3f555a15096b"><div class="ttname"><a href="namespaceviennacl_1_1linalg.html#ae46f15d01c01f92a153b3f555a15096b">viennacl::linalg::norm_2</a></div><div class="ttdeci">T norm_2(std::vector< T, A > const &v1)</div><div class="ttdef"><b>Definition:</b> <a href="norm__2_8hpp_source.html#l00096">norm_2.hpp:96</a></div></div>
<div class="ttc" id="matrix__market_8hpp_html"><div class="ttname"><a href="matrix__market_8hpp.html">matrix_market.hpp</a></div><div class="ttdoc">A reader and writer for the matrix market format is implemented here. </div></div>
<div class="ttc" id="tests_2src_2bisect_8cpp_html_ae66f6b31b5ad750f1fe042a706a4e3d4"><div class="ttname"><a href="tests_2src_2bisect_8cpp.html#ae66f6b31b5ad750f1fe042a706a4e3d4">main</a></div><div class="ttdeci">int main()</div><div class="ttdef"><b>Definition:</b> <a href="tests_2src_2bisect_8cpp_source.html#l00091">bisect.cpp:91</a></div></div>
<div class="ttc" id="bicgstab_8hpp_html"><div class="ttname"><a href="bicgstab_8hpp.html">bicgstab.hpp</a></div><div class="ttdoc">The stabilized bi-conjugate gradient method is implemented here. </div></div>
<div class="ttc" id="vector-io_8hpp_html"><div class="ttname"><a href="vector-io_8hpp.html">vector-io.hpp</a></div></div>
<div class="ttc" id="classviennacl_1_1linalg_1_1gmres__tag_html"><div class="ttname"><a href="classviennacl_1_1linalg_1_1gmres__tag.html">viennacl::linalg::gmres_tag</a></div><div class="ttdoc">A tag for the solver GMRES. Used for supplying solver parameters and for dispatching the solve() func...</div><div class="ttdef"><b>Definition:</b> <a href="gmres_8hpp_source.html#l00049">gmres.hpp:49</a></div></div>
<div class="ttc" id="namespaceviennacl_1_1linalg_html_a6e9b329b64ac782e6a5687ad2fc47a2a"><div class="ttname"><a href="namespaceviennacl_1_1linalg.html#a6e9b329b64ac782e6a5687ad2fc47a2a">viennacl::linalg::solve</a></div><div class="ttdeci">VectorT solve(MatrixT const &matrix, VectorT const &rhs, bicgstab_tag const &tag, PreconditionerT const &precond)</div><div class="ttdef"><b>Definition:</b> <a href="bicgstab_8hpp_source.html#l00496">bicgstab.hpp:496</a></div></div>
<div class="ttc" id="gmres_8hpp_html"><div class="ttname"><a href="gmres_8hpp.html">gmres.hpp</a></div><div class="ttdoc">Implementations of the generalized minimum residual method are in this file. </div></div>
<div class="ttc" id="ilu_8hpp_html"><div class="ttname"><a href="ilu_8hpp.html">ilu.hpp</a></div><div class="ttdoc">Implementations of incomplete factorization preconditioners. Convenience header file. </div></div>
<div class="ttc" id="vector-io_8hpp_html_a303954a45833b84192a6dcf3065f85e3"><div class="ttname"><a href="vector-io_8hpp.html#a303954a45833b84192a6dcf3065f85e3">readVectorFromFile</a></div><div class="ttdeci">bool readVectorFromFile(const std::string &filename, VectorType &vec)</div><div class="ttdef"><b>Definition:</b> <a href="vector-io_8hpp_source.html#l00104">vector-io.hpp:104</a></div></div>
<div class="ttc" id="cg_8hpp_html"><div class="ttname"><a href="cg_8hpp.html">cg.hpp</a></div><div class="ttdoc">The conjugate gradient method is implemented here. </div></div>
<div class="ttc" id="fft__1d_8cpp_html_ad5c19ca4f47d3f8ec21232a5af2624e5"><div class="ttname"><a href="fft__1d_8cpp.html#ad5c19ca4f47d3f8ec21232a5af2624e5">ScalarType</a></div><div class="ttdeci">float ScalarType</div><div class="ttdef"><b>Definition:</b> <a href="fft__1d_8cpp_source.html#l00042">fft_1d.cpp:42</a></div></div>
<div class="ttc" id="classviennacl_1_1linalg_1_1cg__tag_html"><div class="ttname"><a href="classviennacl_1_1linalg_1_1cg__tag.html">viennacl::linalg::cg_tag</a></div><div class="ttdoc">A tag for the conjugate gradient Used for supplying solver parameters and for dispatching the solve()...</div><div class="ttdef"><b>Definition:</b> <a href="cg_8hpp_source.html#l00048">cg.hpp:48</a></div></div>
<div class="ttc" id="classviennacl_1_1linalg_1_1bicgstab__tag_html"><div class="ttname"><a href="classviennacl_1_1linalg_1_1bicgstab__tag.html">viennacl::linalg::bicgstab_tag</a></div><div class="ttdoc">A tag for the stabilized Bi-conjugate gradient solver. Used for supplying solver parameters and for d...</div><div class="ttdef"><b>Definition:</b> <a href="bicgstab_8hpp_source.html#l00047">bicgstab.hpp:47</a></div></div>
<div class="ttc" id="namespaceviennacl_1_1io_html_ad934125ed3dbe661e264bcd7d62b1048"><div class="ttname"><a href="namespaceviennacl_1_1io.html#ad934125ed3dbe661e264bcd7d62b1048">viennacl::io::read_matrix_market_file</a></div><div class="ttdeci">long read_matrix_market_file(MatrixT &mat, const char *file, long index_base=1)</div><div class="ttdoc">Reads a sparse matrix from a file (MatrixMarket format) </div><div class="ttdef"><b>Definition:</b> <a href="matrix__market_8hpp_source.html#l00339">matrix_market.hpp:339</a></div></div>
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