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◆ z_cg()
void z_cg |
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int |
n, |
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void(*)(int, const doublecomplex[], doublecomplex[]) |
matvec, |
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void(*)(int, const doublecomplex[], doublecomplex[]) |
psolve, |
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void(*)(int, const doublecomplex[], double, int, int *) |
chkconv, |
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const doublecomplex |
b[], |
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doublecomplex |
x[], |
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int |
maxiter, |
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int * |
iter, |
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double * |
res, |
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int |
lwork, |
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doublecomplex |
work[], |
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int * |
info |
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Solution of linear system Ax = b using conjugate gradient (CG) method (Hermitian positive definite matrices)
- Purpose
- This routine solves the linear system Ax = b with Hermitian positive definite coefficient matrix using the conjugate gradient (CG) method with preconditioning.
- Parameters
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[in] | n | Dimension of the matrix. (n >= 0) (if n = 0, returns without computation) |
[in] | matvec | User supplied subroutine which calculates the matrix-vector product as follows.
void matvec(int n, const doublecomplex x[], doublecomplex y[])
{
Compute A*x, and return result in y[].
}
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[in] | psolve | User supplied subroutine which perform the preconditioner solve routine for the linear system M*x = b as follows, where M is a preconditioner metrix.
void psolve(int n, const doublecomplex b[], doublecomplex x[])
{
Solve M*x = b, and return solution in x[].
}
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[in] | chkconv | User supplied subroutine which is called on every iteration for the convergence test as follows, where x[] is the current approximate solution, res is the current residual norm norm(b - A*x), and iter is the current number of iterations. This routine can also be used to output the intermediate results.
void chkconv(int n, const doublecomplex x[], double res, int iter, int *ichk)
{
Set *ichk = 1 if converged. Otherwise, set *ichk = 0.
}
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[in] | b[] | Array b[lb] (lb >= n)
Right hand side vector b. |
[in,out] | x[] | Array x[lx] (lx >= n)
[in] Initial guess of solution.
[out] Obtained approximate solution. |
[in] | maxiter | Maximum number of iterations. (maxiter > 0) |
[out] | iter | Final number of iterations. |
[out] | res | Final residual norm norm(b - A*x). |
[in] | lwork | Size of array work[]. (lwork >= 5*n) |
[out] | work[] | Array work[lwork]
Work array. |
[out] | info | = 0: Successful exit.
< 0: The (-info)-th argument is invalid.
= 1: (Warning) Matrix A is not positive definite (computation continued).
= 2: (Warning) Preconditioner matrix M is not positive definite (computation continued).
= 11: Maximum number of iterations exceeded.
= 12: Matrix A is singular. |
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