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Revision 4955 - (show annotations)
Tue May 20 04:33:15 2014 UTC (6 years, 1 month ago) by caltinay
File MIME type: text/plain
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added pristine copy of cusplibrary (apache license) to be used by ripley.

1 /*
2 * Copyright 2008-2009 NVIDIA Corporation
3 *
4 * Licensed under the Apache License, Version 2.0 (the "License");
5 * you may not use this file except in compliance with the License.
6 * You may obtain a copy of the License at
7 *
8 * http://www.apache.org/licenses/LICENSE-2.0
9 *
10 * Unless required by applicable law or agreed to in writing, software
11 * distributed under the License is distributed on an "AS IS" BASIS,
12 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13 * See the License for the specific language governing permissions and
14 * limitations under the License.
15 */
16
17 /*! \file cr.h
18 * \brief Conjugate Residual (CR) method
19 */
20
21 #pragma once
22
23 #include <cusp/detail/config.h>
24
25 namespace cusp
26 {
27 namespace krylov
28 {
29
30 /*! \addtogroup iterative_solvers Iterative Solvers
31 * \addtogroup krylov_methods Krylov Methods
32 * \ingroup iterative_solvers
33 * \{
34 */
35
36 /*! \p cr : Conjugate Residual method
37 *
38 * Computes least squares solution of semi-definite linear system A x = b
39 * using the default convergence criteria.
40 */
41 template <class LinearOperator,
42 class Vector>
43 void cr(LinearOperator& A,
44 Vector& x,
45 Vector& b);
46
47 /*! \p cr : Conjugate Residual method
48 *
49 * Computes least squares solution of semi-definite linear system A x = b without preconditioning.
50 */
51 template <class LinearOperator,
52 class Vector,
53 class Monitor>
54 void cr(LinearOperator& A,
55 Vector& x,
56 Vector& b,
57 Monitor& monitor);
58
59 /*! \p cr : Conjugate Residual method
60 *
61 * Computes least squares solution of semi-definite linear system A x = b
62 * with preconditioner \p M.
63 *
64 * \param A matrix of the linear system
65 * \param x approximate solution of the linear system
66 * \param b right-hand side of the linear system
67 * \param monitor montiors iteration and determines stopping conditions
68 * \param M preconditioner for A
69 *
70 * \tparam LinearOperator is a matrix or subclass of \p linear_operator
71 * \tparam Vector vector
72 * \tparam Monitor is a monitor such as \p default_monitor or \p verbose_monitor
73 * \tparam Preconditioner is a matrix or subclass of \p linear_operator
74 *
75 * \note \p A and \p M must be symmetric and semi-definite.
76 *
77 * The following code snippet demonstrates how to use \p cr to
78 * solve a 10x10 Poisson problem.
79 *
80 * \code
81 * #include <cusp/csr_matrix.h>
82 * #include <cusp/monitor.h>
83 * #include <cusp/krylov/cr.h>
84 * #include <cusp/gallery/poisson.h>
85 *
86 * int main(void)
87 * {
88 * // create an empty sparse matrix structure (CSR format)
89 * cusp::csr_matrix<int, float, cusp::device_memory> A;
90 *
91 * // initialize matrix
92 * cusp::gallery::poisson5pt(A, 10, 10);
93 *
94 * // allocate storage for solution (x) and right hand side (b)
95 * cusp::array1d<float, cusp::device_memory> x(A.num_rows, 0);
96 * cusp::array1d<float, cusp::device_memory> b(A.num_rows, 1);
97 *
98 * // set stopping criteria:
99 * // iteration_limit = 100
100 * // relative_tolerance = 1e-6
101 * cusp::verbose_monitor<float> monitor(b, 100, 1e-6);
102 *
103 * // set preconditioner (identity)
104 * cusp::identity_operator<float, cusp::device_memory> M(A.num_rows, A.num_rows);
105 *
106 * // solve the linear system A x = b
107 * cusp::krylov::cr(A, x, b, monitor, M);
108 *
109 * return 0;
110 * }
111 * \endcode
112
113 * \see \p default_monitor
114 * \see \p verbose_monitor
115 *
116 */
117 template <class LinearOperator,
118 class Vector,
119 class Monitor,
120 class Preconditioner>
121 void cr(LinearOperator& A,
122 Vector& x,
123 Vector& b,
124 Monitor& monitor,
125 Preconditioner& M);
126 /*! \}
127 */
128
129 } // end namespace krylov
130 } // end namespace cusp
131
132 #include <cusp/krylov/detail/cr.inl>
133

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