Plan 9 from Bell Labs’s /usr/web/sources/contrib/fernan/nhc98/tests/nofib/real/linear/Cg.lhs

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\section{Cg}


   ======================================================
   =============== A LINEAR SYSTEM SOLVER ===============
   ======================================================



   This file implements a function to solve a system of linear
   equations using a variant of the conjugate gradient method.

   This method produces a series of approximate solutions along
   with the residual vector and other information associated with
   the solution at that point.


\begin{code}

module Cg(cgiters,Cg_state (..),showcg_state) 
        where

import Matrix (Vector , Matrix , 
               Block_list , Col_pos , Row_pos ,
               vsub,vdot,svmult,vadd,mvmult,norm)

import AbsDensematrix 

import Utils

\end{code}

    Note:
          AbsDensematrix is required by hbc.
          Utils provides the 'rjustify' and 'spaces' functions



        ============================================
     ==================== CG ===========================
        ============================================

\begin{code}

data Cg_state = Cg_stateC Vector Vector Vector Vector Int
type Precond_function = Matrix -> Vector -> Vector
type Scale_function = Matrix -> Vector -> (Matrix,Vector)

\end{code}



  Cg_state is an approximate solution vector along with its
   associated relevent information.


         State vars   x      r     p      q     count

           x = solution vector
           r = residual vector
           p = ?
           q = ?
          count = number of solution guesses preceding this one


   cgiters, given a scaling function and a preconditioning function,
   and a system of linear equations to solve (a matrix & vector)
   return an infinite list of solutions along with the residual
   vector and other stuff for that solution.

\begin{code}

cgiters :: Scale_function -> Precond_function -> Matrix -> Vector -> [Cg_state]
cgiters scale precond a0 b0
   = iterate cgiter (Cg_stateC x0 r0 p0 q0 0)
     where
        x0 = b0 `vsub` b0
        (a,b) = scale a0 b0
        r0 = b
        p0 = precondition r0
        q0 = a `mvmult` p0 
        precondition = precond a
        cgiter (Cg_stateC x r p q cnt) 
	     = (Cg_stateC x' r' p' q' cnt')       
               where 
                  qq = q `vdot` q
                  cnt' = cnt + 1
                  x' = x `vadd` (alpha `svmult` p)
                  r' = r `vsub` (alpha `svmult` q)
                  alpha = rq / qq
                  rq = r `vdot` q
                  p'' = precondition r'
                  q'' = a `mvmult` p'' 
                  beta  = qp / qq
                  qp = q `vdot` q'' 
                  p' = p'' `vsub` (beta `svmult` p)
                  q' = q'' `vsub` (beta `svmult` q) 
         


showcg_state :: Vector -> Cg_state -> [Char]
showcg_state soln (Cg_stateC x r p q cnt)
   = rjustify  5 (show cnt) ++ (spaces 4) ++
     rjustify 25 (show (norm err)) ++ (spaces 3) ++
     rjustify 25 (show (norm r)) ++ "\n"
     where
        err = vsub x soln
        alpha = if qq /= 0 then rq / qq
               else  0
        rq = vdot r q
        qq = vdot q q

\end{code}


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