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cut at Conjugate gradient. Also copied in Remez, Zolotarev, Chebyshev from Mike Clark, Tony Kennedy and my BFM package respectively since we know we will need these. I wanted the structure of algorithms/approx algorithms/iterative etc.. to start taking shape.
96 lines
2.7 KiB
C++
96 lines
2.7 KiB
C++
#ifndef GRID_CONJUGATE_GRADIENT_H
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#define GRID_CONJUGATE_GRADIENT_H
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namespace Grid {
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/////////////////////////////////////////////////////////////
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// Base classes for iterative processes based on operators
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// single input vec, single output vec.
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/////////////////////////////////////////////////////////////
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template<class Field>
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class ConjugateGradient : public OperatorFunction<Field> {
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public:
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RealD Tolerance;
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Integer MaxIterations;
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ConjugateGradient(RealD tol,Integer maxit) : Tolerance(tol), MaxIterations(maxit) {
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std::cout << Tolerance<<std::endl;
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};
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void operator() (HermitianOperatorBase<Field> &Linop,const Field &src, Field &psi){
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RealD cp,c,a,d,b,ssq,qq,b_pred;
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Field p(src);
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Field mmp(src);
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Field r(src);
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//Initial residual computation & set up
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RealD guess = norm2(psi);
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Linop.OpAndNorm(psi,mmp,d,b);
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r= src-mmp;
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p= r;
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a =norm2(p);
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cp =a;
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ssq=norm2(src);
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std::cout <<std::setprecision(4)<< "ConjugateGradient: guess "<<guess<<std::endl;
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std::cout <<std::setprecision(4)<< "ConjugateGradient: src "<<ssq <<std::endl;
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std::cout <<std::setprecision(4)<< "ConjugateGradient: mp "<<d <<std::endl;
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std::cout <<std::setprecision(4)<< "ConjugateGradient: mmp "<<b <<std::endl;
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std::cout <<std::setprecision(4)<< "ConjugateGradient: r "<<cp <<std::endl;
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std::cout <<std::setprecision(4)<< "ConjugateGradient: p "<<a <<std::endl;
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RealD rsq = Tolerance* Tolerance*ssq;
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//Check if guess is really REALLY good :)
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if ( cp <= rsq ) {
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return;
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}
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std::cout << std::setprecision(4)<< "ConjugateGradient: k=0 residual "<<cp<<" rsq"<<rsq<<std::endl;
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int k;
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for (k=1;k<=MaxIterations;k++){
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c=cp;
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Linop.OpAndNorm(p,mmp,d,qq);
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a = c/d;
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b_pred = a*(a*qq-d)/c;
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cp = axpy_norm(r,mmp,r,-a);
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b = cp/c;
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// Fuse these loops ; should be really easy
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psi= a*p+psi;
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p = p*b+r;
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std::cout << "Iteration " <<k<<" residual "<<cp<< " target"<< rsq<<std::endl;
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// Stopping condition
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if ( cp <= rsq ) {
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Linop.Op(p,mmp);
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p=mmp-src;
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RealD mmpnorm = sqrt(norm2(mmp));
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RealD psinorm = sqrt(norm2(psi));
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RealD srcnorm = sqrt(norm2(src));
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RealD resnorm = sqrt(norm2(p));
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RealD true_residual = resnorm/srcnorm;
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std::cout<<"ConjugateGradient: true residual is "<<true_residual<<" sol "<<psinorm<<" src "<<srcnorm<<std::endl;
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std::cout<<"ConjugateGradient: target residual was "<<Tolerance<<std::endl;
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}
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}
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std::cout<<"ConjugateGradient did NOT converge"<<std::endl;
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assert(0);
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}
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};
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}
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#endif
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