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gmm_iter_solvers.h 3.90 KiB
// -*- c++ -*- (enables emacs c++ mode)
//===========================================================================
//
// Copyright (C) 2002-2008 Yves Renard
//
// This file is a part of GETFEM++
//
// Getfem++ is free software; you can redistribute it and/or modify it
// under the terms of the GNU Lesser General Public License as published
// by the Free Software Foundation; either version 2.1 of the License, or
// (at your option) any later version.
// This program is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
// or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public
// License for more details.
// You should have received a copy of the GNU Lesser General Public License
// along with this program; if not, write to the Free Software Foundation,
// Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA.
//
// As a special exception, you may use this file as part of a free software
// library without restriction. Specifically, if other files instantiate
// templates or use macros or inline functions from this file, or you compile
// this file and link it with other files to produce an executable, this
// file does not by itself cause the resulting executable to be covered by
// the GNU General Public License. This exception does not however
// invalidate any other reasons why the executable file might be covered by
// the GNU General Public License.
//
//===========================================================================
/**@file gmm_iter_solvers.h
@author Yves Renard <Yves.Renard@insa-lyon.fr>
@date October 13, 2002.
@brief Include standard gmm iterative solvers (cg, gmres, ...)
*/
#ifndef GMM_ITER_SOLVERS_H__
#define GMM_ITER_SOLVERS_H__
#include "gmm_iter.h"
namespace gmm {
/** mixed method to find a zero of a real function G, a priori
* between a and b. If the zero is not between a and b, iterations
* of secant are applied. When a convenient interval is found,
* iterations of dichotomie and regula falsi are applied.
*/
template <typename FUNC, typename T>
T find_root(const FUNC &G, T a = T(0), T b = T(1),
T tol = gmm::default_tol(T())) {
T c, Ga = G(a), Gb = G(b), Gc, d;
d = gmm::abs(b - a);
#if 0
for (int i = 0; i < 4; i++) { /* secant iterations. */
if (d < tol) return (b + a) / 2.0;
c = b - Gb * (b - a) / (Gb - Ga); Gc = G(c);
a = b; b = c; Ga = Gb; Gb = Gc;
d = gmm::abs(b - a);
}
#endif
while (Ga * Gb > 0.0) { /* secant iterations. */
if (d < tol) return (b + a) / 2.0;
c = b - Gb * (b - a) / (Gb - Ga); Gc = G(c);
a = b; b = c; Ga = Gb; Gb = Gc;
d = gmm::abs(b - a);
}
c = std::max(a, b); a = std::min(a, b); b = c;
while (d > tol) {
c = b - (b - a) * (Gb / (Gb - Ga)); /* regula falsi. */
if (c > b) c = b; if (c < a) c = a;
Gc = G(c);
if (Gc*Gb > 0) { b = c; Gb = Gc; } else { a = c; Ga = Gc; }
c = (b + a) / 2.0 ; Gc = G(c); /* Dichotomie. */
if (Gc*Gb > 0) { b = c; Gb = Gc; } else { a = c; Ga = Gc; }
d = gmm::abs(b - a); c = (b + a) / 2.0; if ((c == a) || (c == b)) d = 0.0;
}
return (b + a) / 2.0;
}
}
#include "gmm_precond_diagonal.h"
#include "gmm_precond_ildlt.h"
#include "gmm_precond_ildltt.h"
#include "gmm_precond_mr_approx_inverse.h"
#include "gmm_precond_ilu.h"
#include "gmm_precond_ilut.h"
#include "gmm_precond_ilutp.h"
#include "gmm_solver_cg.h"
#include "gmm_solver_bicgstab.h"
#include "gmm_solver_qmr.h"
#include "gmm_solver_constrained_cg.h"
#include "gmm_solver_Schwarz_additive.h"
#include "gmm_modified_gram_schmidt.h"
#include "gmm_tri_solve.h"
#include "gmm_solver_gmres.h"
#include "gmm_solver_bfgs.h"
#include "gmm_least_squares_cg.h"
// #include "gmm_solver_idgmres.h"
#endif // GMM_ITER_SOLVERS_H__