GetFEM  5.4.3
gmm_iter_solvers.h
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30 ===========================================================================*/
31 
32 /**@file gmm_iter_solvers.h
33  @author Yves Renard <[email protected]>
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__
Iteration object.
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.
Modified Gram-Schmidt orthogonalization.
Diagonal matrix preconditoner.
Incomplete Level 0 ILDLT Preconditioner.
incomplete LDL^t (cholesky) preconditioner with fill-in and threshold.
Incomplete LU without fill-in Preconditioner.
ILUT: Incomplete LU with threshold and K fill-in Preconditioner.
ILUTP: Incomplete LU with threshold and K fill-in Preconditioner and column pivoting.
Approximate inverse via MR iteration.
Implements BFGS (Broyden, Fletcher, Goldfarb, Shanno) algorithm.
BiCGStab iterative solver.
Conjugate gradient iterative solver.
Constrained conjugate gradient.
GMRES (Generalized Minimum Residual) iterative solver.
Quasi-Minimal Residual iterative solver.
Solve triangular linear system for dense matrices.