preconditioned_conjugate_gradient.h File Reference

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Typedefs
typedef int(*	t_Matrix )(DOUBLEVECTOR *x, DOUBLEVECTOR *y)
typedef double(*	t_Matrix_element )(long i, DOUBLEVECTOR *eta)

Functions
int	get_diagonal (DOUBLEVECTOR *diagonal, t_Matrix_element Matrix)
long	jacobi_preconditioned_conjugate_gradient_search (long kkm, double epsilon, DOUBLEVECTOR *x, DOUBLEVECTOR *b, t_Matrix_element funz)

Typedef Documentation

typedef int(* t_Matrix)(DOUBLEVECTOR *x, DOUBLEVECTOR *y)

Definition at line 30 of file preconditioned_conjugate_gradient.h.

typedef double(* t_Matrix_element)(long i, DOUBLEVECTOR *eta)

Definition at line 31 of file preconditioned_conjugate_gradient.h.

Function Documentation

int get_diagonal	(	DOUBLEVECTOR *	diagonal,
		t_Matrix_element	Matrix
	)

Definition at line 41 of file preconditioned_conjugate_gradient.c.

References free_doublevector(), new_doublevector(), DOUBLEVECTOR::nh, and DOUBLEVECTOR::nl.

Referenced by jacobi_preconditioned_conjugate_gradient_search(), and time_loop().

long jacobi_preconditioned_conjugate_gradient_search	(	long	kkm,
		double	epsilon,
		DOUBLEVECTOR *	x,
		DOUBLEVECTOR *	b,
		t_Matrix_element	funz
	)

Parameters

icnt	- (long) number of reiterations
epsilon	- (double) required tollerance (2-order norm of the residuals)
x	- (DOUBLEVECTOR *) vector of the unknowns x in Ax=b
b	- (DOUBLEVECTOR *) vector of b in Ax=b
funz	- (t_Matrix_element) - (int) pointer to the application A (x and y doublevector y=A(param)x ) it return 0 in case of success, -1 otherwise.

algorithm proposed by Jonathan Richard Shewckuck in http://www.cs.cmu.edu/~jrs/jrspapers.html#cg and http://www.cs.cmu.edu/~quake-papers/painless-conjugate-gradient.pdf

Author

Emanuele Cordano

Date

June 2009

Returns

the number of reitarations

Definition at line 80 of file preconditioned_conjugate_gradient.c.

References free_doublevector(), get_diagonal(), max_doublevector(), MAX_REITERTION, new_doublevector(), DOUBLEVECTOR::nh, DOUBLEVECTOR::nl, and stop_execution().

Referenced by Newton_convergence().