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UT_MatrixIterSolverT< T > Class Template Reference

#include <UT_MatrixSolver.h>

Public Types

typedef UT_Functor2< void,
const UT_VectorT< T >
&, UT_VectorT< T > & > 		MatrixOp
 
typedef UT_Functor2< bool,
exint, T > 		StopConditionOp
 
typedef UT_Functor2
< UT_PreciseT< T >, const
UT_VectorT< T > &, UT_VectorT
< T > & > 		MatrixDotOp
 
typedef UT_SparseMatrixCSRT< T > SparseMatrixType
 

Public Member Functions

 UT_MatrixIterSolverT (exint maxIterations=-1, UT_PreciseT< T > tolerance=1e-5, bool useAbsoluteError=false)
 
void setMultVec (const MatrixOp &op)
 
void setMultVec (const SparseMatrixType &matrix)
 
void setTransposeMultVec (const MatrixOp &op)
 
void setTransposeMultVec (const SparseMatrixType &transposematrix)
 
void setPreconditioner (const MatrixOp &op)
 
void setPreconditioner (const UT_VectorT< T > &invertedDiagonal)
 
void setPreconditioner (const SparseMatrixType &L, const SparseMatrixType &U, bool LhasUnitDiagonal=false, bool UhasUnitDiagonal=false)
 
void setTransposePreconditioner (const MatrixOp &op)
 
void setTransposePreconditioner (const UT_VectorT< T > &invertedDiagonal)
 
void setStopCondition (const StopConditionOp &op)
 
void PCG (UT_VectorT< T > &x, const UT_VectorT< T > &b, exint *resultIters=NULL, UT_PreciseT< T > *resultError=NULL, UT_Interrupt *boss=NULL) const
 
void PCGLS (UT_VectorT< T > &x, const UT_VectorT< T > &b, exint *resultIters=NULL, UT_PreciseT< T > *resultError=NULL, UT_Interrupt *boss=NULL) const
 
void PBiCG (UT_VectorT< T > &x, const UT_VectorT< T > &b, exint *resultIters=NULL, UT_PreciseT< T > *resultError=NULL, UT_Interrupt *boss=NULL) const
 
void PBiCGStab (UT_VectorT< T > &x, const UT_VectorT< T > &b, exint *resultIters=NULL, UT_PreciseT< T > *resultError=NULL, UT_Interrupt *boss=NULL) const
 
T PCG (void(*AMult)(const UT_VectorT< T > &x, UT_VectorT< T > &result), void(*ASolve)(const UT_VectorT< T > &b, UT_VectorT< T > &x), int n, UT_VectorT< T > &x, const UT_VectorT< T > &b, T tol=1e-3, int normType=2, int maxIter=-1)
 
T PCGLS (void(*AMult)(const UT_VectorT< T > &x, UT_VectorT< T > &result, int transpose), void(*AtASolve)(const UT_VectorT< T > &b, UT_VectorT< T > &x), int m, int n, UT_VectorT< T > &x, const UT_VectorT< T > &b, T tol=1e-3, int normType=2, int maxIter=-1)
 
template<typename AMult , typename AtASolve >
T PCGLS (const AMult &amult, const AtASolve &atasolve, int rows, int cols, UT_VectorT< T > &x, const UT_VectorT< T > &b, fpreal tol=-1.0, int norm_type=2, int max_iter=-1)
 
T biPCG (void(*AMult)(const UT_VectorT< T > &x, UT_VectorT< T > &result, int transpose), void(*ASolve)(const UT_VectorT< T > &b, UT_VectorT< T > &x, int transpose), int n, UT_VectorT< T > &x, const UT_VectorT< T > &b, T tol=1e-3, int normType=2, int maxIter=-1)
 

Static Public Member Functions

static void PCG (UT_VectorT< T > &x, const UT_VectorT< T > &b, const UT_Functor2< void, const UT_VectorT< T > &, UT_VectorT< T > & > &AMult, const UT_Functor2< void, const UT_VectorT< T > &, UT_VectorT< T > & > &ASolve, const UT_Functor2< bool, int, const UT_VectorT< T > & > &iterateTest)
 

Detailed Description

template<typename T>
class UT_MatrixIterSolverT< T >

Definition at line 457 of file UT_MatrixSolver.h.

Member Typedef Documentation

template<typename T >
typedef UT_Functor2<UT_PreciseT<T>, const UT_VectorT<T> &, UT_VectorT<T> &> UT_MatrixIterSolverT< T >::MatrixDotOp

Definition at line 463 of file UT_MatrixSolver.h.

template<typename T >
typedef UT_Functor2<void, const UT_VectorT<T> &, UT_VectorT<T> &> UT_MatrixIterSolverT< T >::MatrixOp

Definition at line 460 of file UT_MatrixSolver.h.

template<typename T >
typedef UT_SparseMatrixCSRT<T> UT_MatrixIterSolverT< T >::SparseMatrixType

Definition at line 464 of file UT_MatrixSolver.h.

template<typename T >
typedef UT_Functor2<bool, exint, T> UT_MatrixIterSolverT< T >::StopConditionOp

Definition at line 461 of file UT_MatrixSolver.h.

Constructor & Destructor Documentation

template<typename T >
UT_MatrixIterSolverT< T >::UT_MatrixIterSolverT ( exint  maxIterations = -1,
UT_PreciseT< T >  tolerance = 1e-5,
bool  useAbsoluteError = false 
)

Member Function Documentation

template<typename T >
T UT_MatrixIterSolverT< T >::biPCG ( void(*)(const UT_VectorT< T > &x, UT_VectorT< T > &result, int transpose)  AMult,
void(*)(const UT_VectorT< T > &b, UT_VectorT< T > &x, int transpose)  ASolve,
int  n,
UT_VectorT< T > &  x,
const UT_VectorT< T > &  b,
T  tol = 1e-3,
int  normType = 2,
int  maxIter = -1 
)

Preconditioned Conjugate Gradient method for solving Ax=b, given the matrix A[0..m-1][0..n-1] indirectly through AMult (ie. Ax if int = 0 or A^tx if int = 1), a preconditioner for A through ASolve, the vector b[0..m-1] and an initial guess x[0..n-1]. maxIter defaults to 2n. error |b-Ax|/|b| < tol. normType indicates the type of norm used for error: 0 L-infinity norm (ie. max) 1 L1-norm (ie. sum of abs) 2 L2-norm (ie. Euclidean distance) Output: x[0..n-1] and error.

template<typename T >
void UT_MatrixIterSolverT< T >::PBiCG ( UT_VectorT< T > &  x,
const UT_VectorT< T > &  b,
exint *  resultIters = NULL,
UT_PreciseT< T > *  resultError = NULL,
UT_Interrupt *  boss = NULL 
) const
template<typename T >
void UT_MatrixIterSolverT< T >::PBiCGStab ( UT_VectorT< T > &  x,
const UT_VectorT< T > &  b,
exint *  resultIters = NULL,
UT_PreciseT< T > *  resultError = NULL,
UT_Interrupt *  boss = NULL 
) const
template<typename T >
void UT_MatrixIterSolverT< T >::PCG ( UT_VectorT< T > &  x,
const UT_VectorT< T > &  b,
exint *  resultIters = NULL,
UT_PreciseT< T > *  resultError = NULL,
UT_Interrupt *  boss = NULL 
) const
template<typename T >
T UT_MatrixIterSolverT< T >::PCG ( void(*)(const UT_VectorT< T > &x, UT_VectorT< T > &result)  AMult,
void(*)(const UT_VectorT< T > &b, UT_VectorT< T > &x)  ASolve,
int  n,
UT_VectorT< T > &  x,
const UT_VectorT< T > &  b,
T  tol = 1e-3,
int  normType = 2,
int  maxIter = -1 
)

Preconditioned Conjugate Gradient method for solving Ax=b, given the symmetric positive definite matrix A[0..n-1][0..n-1] indirectly through AMult (ie. Ax), a preconditioner for A through ASolve, the vector b[0..n-1] and an initial guess x[0..n-1]. maxIter defaults to 2n. error |b-Ax|/|b| < tol. normType indicates the type of norm used for error: 0 L-infinity norm (ie. max) 1 L1-norm (ie. sum of abs) 2 L2-norm (ie. Euclidean distance) Output: x[0..n-1] and error.

template<typename T >
static void UT_MatrixIterSolverT< T >::PCG ( UT_VectorT< T > &  x,
const UT_VectorT< T > &  b,
const UT_Functor2< void, const UT_VectorT< T > &, UT_VectorT< T > & > &  AMult,
const UT_Functor2< void, const UT_VectorT< T > &, UT_VectorT< T > & > &  ASolve,
const UT_Functor2< bool, int, const UT_VectorT< T > & > &  iterateTest 
)
static

Preconditioned Conjugate Gradient method for solving Ax=b with the symmetric positive definite matrix A, preconditioner, and iteration conditions implicitly defined by functors.

template<typename T >
void UT_MatrixIterSolverT< T >::PCGLS ( UT_VectorT< T > &  x,
const UT_VectorT< T > &  b,
exint *  resultIters = NULL,
UT_PreciseT< T > *  resultError = NULL,
UT_Interrupt *  boss = NULL 
) const
template<typename T >
T UT_MatrixIterSolverT< T >::PCGLS ( void(*)(const UT_VectorT< T > &x, UT_VectorT< T > &result, int transpose)  AMult,
void(*)(const UT_VectorT< T > &b, UT_VectorT< T > &x)  AtASolve,
int  m,
int  n,
UT_VectorT< T > &  x,
const UT_VectorT< T > &  b,
T  tol = 1e-3,
int  normType = 2,
int  maxIter = -1 
)

Preconditioned Conjugate Gradient method for solving least squares Ax=b, given the matrix A[0..m-1][0..n-1] indirectly through AMult (ie. Ax if int = 0 or A^tx if int = 1), a preconditioner for A^tA through AtASolve, the vector b[0..m-1] and an initial guess x[0..n-1]. maxIter defaults to 2n. error |A^t(b-Ax)|/|A^tb| < tol. normType indicates the type of norm used for error: 0 L-infinity norm (ie. max) 1 L1-norm (ie. sum of abs) 2 L2-norm (ie. Euclidean distance) Output: x[0..n-1] and error.

template<typename T >
template<typename AMult , typename AtASolve >
T UT_MatrixIterSolverT< T >::PCGLS ( const AMult &  amult,
const AtASolve &  atasolve,
int  rows,
int  cols,
UT_VectorT< T > &  x,
const UT_VectorT< T > &  b,
fpreal  tol = -1.0,
int  norm_type = 2,
int  max_iter = -1 
)

Modified interface for the above Preconditioned Conjugate Gradient for solving Ax=b. The template parameter class C must implement the following two methods:

1) A method to compute either Av or A^tv depending on transpose being 0 or 1.

void AMult(const UT_VectorT<T> &v, UT_VectorT<T> &result, bool transpose);

2) The preconditioner as above.

void AtASolve(const UT_VectorT<fpreal> &b, UT_VectorT<fpreal> &x)

The rel_tol and abs_tol respectively represent relative and absolute tolerance. Set either to a positive number to stop the solver as soon as the corresponding error drops below the given threshold. If both positive, the solver stops as soon as one of the errors meets its corresponding threshold.

Definition at line 24 of file UT_MatrixSolverImpl.h.

template<typename T >
void UT_MatrixIterSolverT< T >::setMultVec ( const MatrixOp &  op)
template<typename T >
void UT_MatrixIterSolverT< T >::setMultVec ( const SparseMatrixType &  matrix)
template<typename T >
void UT_MatrixIterSolverT< T >::setPreconditioner ( const MatrixOp &  op)
template<typename T >
void UT_MatrixIterSolverT< T >::setPreconditioner ( const UT_VectorT< T > &  invertedDiagonal)
template<typename T >
void UT_MatrixIterSolverT< T >::setPreconditioner ( const SparseMatrixType &  L,
const SparseMatrixType &  U,
bool  LhasUnitDiagonal = false,
bool  UhasUnitDiagonal = false 
)
template<typename T >
void UT_MatrixIterSolverT< T >::setStopCondition ( const StopConditionOp &  op)
template<typename T >
void UT_MatrixIterSolverT< T >::setTransposeMultVec ( const MatrixOp &  op)
template<typename T >
void UT_MatrixIterSolverT< T >::setTransposeMultVec ( const SparseMatrixType &  transposematrix)
template<typename T >
void UT_MatrixIterSolverT< T >::setTransposePreconditioner ( const MatrixOp &  op)
template<typename T >
void UT_MatrixIterSolverT< T >::setTransposePreconditioner ( const UT_VectorT< T > &  invertedDiagonal)
The documentation for this class was generated from the following files: