XLPack 7.0
XLPack Numerical Library (Excel VBA) Reference Manual
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◆ SscSsorSolve()

Sub SscSsorSolve ( Uplo As  String,
N As  Long,
Omega As  Double,
Val() As  Double,
Colptr() As  Long,
Rowind() As  Long,
D() As  Double,
B() As  Double,
X() As  Double,
Optional Info As  Long,
Optional Base As  Long = -1 
)

Symmetric successive over-relaxation (SSOR) preconditioner (Symmetric matrix) (CSC)

Purpose
This routine is the symmetric successive over-relaxation (SSOR) preconditioner for the symmetric coefficient matrix A of the sparse linear equations. It solves the equation M*x = b or M^T*x = b, where M is the preconditioner matrix. Only the upper or lower trianglar part of A is referred for calculation.
Parameters
[in]Uplo= "U": Matrix A is stored in upper triangle.
= "L": Matrix A is stored in lower triangle.
[in]NDimension of preconditioner matrix. (N >= 0) (if N = 0, returns without computation)
[in]OmegaThe relaxation parameter ω. (0 < ω < 2)
[in]Val()Array Val(LVal - 1) (LVal >= Nnz)
Values of non-zero elements of matrix A. (Nnz is number of non-zero elements)
[in]Colptr()Array Colptr(LColptr - 1) (LColptr >= N + 1)
Column pointers of matrix A.
[in]Rowind()Array Rowind(LRowind - 1) (LRowind >= Nnz)
Row indices of matrix A (where Nnz is the number of nonzero elements).
[in]D()Array D(LD) (LD >= N)
Diagonal elements of preconditioner matrix M obtained by CSC_SSOR().
[in]B()Array B(LB - 1) (LB >= N)
Right hand side vector b.
[out]X()Array X(LX - 1) (LX >= N)
Solution vector x.
[out]Info(Optional)
= 0: Successful exit.
= i < 0: The (-i)-th argument is invalid.
= j > 0: Matrix is singular (j-th diagonal element is zero).
[in]Base(Optional)
Indexing of Colptr() and Rowind().
= 0: Zero-based (C style) indexing: Starting index is 0.
= 1: One-based (Fortran style) indexing: Starting index is 1.
(default: Assumes 1 if Colptr(0) = 1, 0 otherwise)
Example Program
Solve the system of linear equations Ax = B by CG method with SSOR preconditioner, where
( 2.2 -0.11 -0.32 ) ( -1.566 )
A = ( -0.11 2.93 0.81 ), B = ( -2.8425 )
( -0.32 0.81 2.37 ) ( -1.1765 )
Sub Ex_Cg_Ssor_Ssc()
Const N = 3, Nnz = 6, Omega = 0.9, Tol = 0.0000000001 '1.0e-10
Dim A(Nnz - 1) As Double, Ia(N) As Long, Ja(Nnz - 1) As Long
Dim B(N - 1) As Double, X(N - 1) As Double
Dim XX(N - 1) As Double, YY(N - 1) As Double
Dim Iter As Long, Res As Double, IRev As Long, Info As Long
A(0) = 2.2: A(1) = -0.11: A(2) = -0.32: A(3) = 2.93: A(4) = 0.81: A(5) = 2.37
Ia(0) = 0: Ia(1) = 3: Ia(2) = 5: Ia(3) = 6
Ja(0) = 0: Ja(1) = 1: Ja(2) = 2: Ja(3) = 1: Ja(4) = 2: Ja(5) = 2
B(0) = -1.566: B(1) = -2.8425: B(2) = -1.1765
Dim D(Nnz - 1) As Double
Call CsxSsor(N, Omega, A(), Ia(), Ja(), D(), Info)
If Info <> 0 Then Debug.Print "Ssor Info =" + Str(Info)
IRev = 0
Do
Call Cg_r(N, B(), X(), Info, XX(), YY(), IRev, Iter, Res)
If IRev = 1 Then '- Matvec
Call SscDusmv("L", N, 1, A(), Ia(), Ja(), XX(), 0, YY())
ElseIf IRev = 3 Then '- Psolve
Call SscSsorSolve("L", N, Omega, A(), Ia(), Ja(), D(), YY(), XX(), Info)
If Info <> 0 Then Debug.Print "SsorSolve Info =" + Str(Info)
ElseIf IRev = 10 Then '- Check convergence
If Res < Tol Then IRev = 11
End If
Loop While IRev <> 0
Debug.Print "X =", X(0), X(1), X(2)
Debug.Print "Iter = " + CStr(Iter) + ", Res = " + CStr(Res) + ", Info = " + CStr(Info)
End Sub
Sub SscDusmv(Uplo As String, N As Long, Alpha As Double, Val() As Double, Colptr() As Long, Rowind() As Long, X() As Double, Beta As Double, Y() As Double, Optional Info As Long, Optional Base As Long=-1, Optional IncX As Long=1, Optional IncY As Long=1)
y <- αAx + βy (CSC) (Symmetric matrix)
Sub CsxSsor(N As Long, Omega As Double, Val() As Double, Ptr() As Long, Ind() As Long, D() As Double, Optional Info As Long, Optional Base As Long=-1)
Initialize symmetric successive over-relaxation (SSOR) preconditioner (CSC/CSR)
Sub Cg_r(N As Long, B() As Double, X() As Double, Info As Long, XX() As Double, YY() As Double, IRev As Long, Optional Iter As Long, Optional Res As Double, Optional MaxIter As Long=500)
Solution of linear system Ax = b using conjugate gradient (CG) method (symmetric positive definite ma...
Sub SscSsorSolve(Uplo As String, N As Long, Omega As Double, Val() As Double, Colptr() As Long, Rowind() As Long, D() As Double, B() As Double, X() As Double, Optional Info As Long, Optional Base As Long=-1)
Symmetric successive over-relaxation (SSOR) preconditioner (Symmetric matrix) (CSC)
Example Results
X = -0.8 -0.92 -0.29
Iter = 3, Res = 6.67060401143409E-19, Info = 0