GetFEM++  5.3
gmm_iter_solvers.h
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30 ===========================================================================*/
31 
32 /**@file gmm_iter_solvers.h
33  @author Yves Renard <Yves.Renard@insa-lyon.fr>
34  @date October 13, 2002.
35  @brief Include standard gmm iterative solvers (cg, gmres, ...)
36 */
37 #ifndef GMM_ITER_SOLVERS_H__
38 #define GMM_ITER_SOLVERS_H__
39 
40 #include "gmm_iter.h"
41 
42 
43 namespace gmm {
44 
45  /** mixed method to find a zero of a real function G, a priori
46  * between a and b. If the zero is not between a and b, iterations
47  * of secant are applied. When a convenient interval is found,
48  * iterations of dichotomie and regula falsi are applied.
49  */
50  template <typename FUNC, typename T>
51  T find_root(const FUNC &G, T a = T(0), T b = T(1),
52  T tol = gmm::default_tol(T())) {
53  T c, Ga = G(a), Gb = G(b), Gc, d;
54  d = gmm::abs(b - a);
55 #if 0
56  for (int i = 0; i < 4; i++) { /* secant iterations. */
57  if (d < tol) return (b + a) / 2.0;
58  c = b - Gb * (b - a) / (Gb - Ga); Gc = G(c);
59  a = b; b = c; Ga = Gb; Gb = Gc;
60  d = gmm::abs(b - a);
61  }
62 #endif
63  while (Ga * Gb > 0.0) { /* secant iterations. */
64  if (d < tol) return (b + a) / 2.0;
65  c = b - Gb * (b - a) / (Gb - Ga); Gc = G(c);
66  a = b; b = c; Ga = Gb; Gb = Gc;
67  d = gmm::abs(b - a);
68  }
69 
70  c = std::max(a, b); a = std::min(a, b); b = c;
71  while (d > tol) {
72  c = b - (b - a) * (Gb / (Gb - Ga)); /* regula falsi. */
73  if (c > b) c = b;
74  if (c < a) c = a;
75  Gc = G(c);
76  if (Gc*Gb > 0) { b = c; Gb = Gc; } else { a = c; Ga = Gc; }
77  c = (b + a) / 2.0 ; Gc = G(c); /* Dichotomie. */
78  if (Gc*Gb > 0) { b = c; Gb = Gc; } else { a = c; Ga = Gc; }
79  d = gmm::abs(b - a); c = (b + a) / 2.0; if ((c == a) || (c == b)) d = 0.0;
80  }
81  return (b + a) / 2.0;
82  }
83 
84 }
85 
86 #include "gmm_precond_diagonal.h"
87 #include "gmm_precond_ildlt.h"
88 #include "gmm_precond_ildltt.h"
90 #include "gmm_precond_ilu.h"
91 #include "gmm_precond_ilut.h"
92 #include "gmm_precond_ilutp.h"
93 
94 
95 
96 #include "gmm_solver_cg.h"
97 #include "gmm_solver_bicgstab.h"
98 #include "gmm_solver_qmr.h"
102 #include "gmm_tri_solve.h"
103 #include "gmm_solver_gmres.h"
104 #include "gmm_solver_bfgs.h"
105 #include "gmm_least_squares_cg.h"
106 
107 // #include "gmm_solver_idgmres.h"
108 
109 
110 
111 #endif // GMM_ITER_SOLVERS_H__
Solve triangular linear system for dense matrices.
BiCGStab iterative solver.
Quasi-Minimal Residual iterative solver.
ILUTP: Incomplete LU with threshold and K fill-in Preconditioner and column pivoting.
GMRES (Generalized Minimum Residual) iterative solver.
Modified Gram-Schmidt orthogonalization.
Incomplete Level 0 ILDLT Preconditioner.
incomplete LDL^t (cholesky) preconditioner with fill-in and threshold.
Iteration object.
Conjugate gradient iterative solver.
Constrained conjugate gradient.
Implements BFGS (Broyden, Fletcher, Goldfarb, Shanno) algorithm.
ILUT: Incomplete LU with threshold and K fill-in Preconditioner.
Incomplete LU without fill-in Preconditioner.
T find_root(const FUNC &G, T a=T(0), T b=T(1), T tol=gmm::default_tol(T()))
mixed method to find a zero of a real function G, a priori between a and b.
Diagonal matrix preconditoner.
Approximate inverse via MR iteration.