pcg.h

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// ========================================================================= //
// This file is part of MyraMath, copyright (c) 2014-2019 by Ryan A Chilton  //
// and distributed by MyraCore, LLC. See LICENSE.txt for license terms.      //
// ========================================================================= //

#ifndef MYRAMATH_ITERATIVE_PCG_H
#define MYRAMATH_ITERATIVE_PCG_H

#include <myramath/MYRAMATH_EXPORT.h>
#include <myramath/utility/Number.h>

#include <vector>

namespace myra {

// Forward declarations.
template<class Number> class Action;
template<class Number> class CVectorRange;
template<class Number> class  VectorRange;
template<class Number> class CMatrixRange;
template<class Number> class  MatrixRange;

template<class Precision> class MYRAMATH_EXPORT pcg_output
  {
  public:

    // Did pcg() converge?
    bool converged;
  
    // History of relative residual, |A*x-b|/|b|
    std::vector<Precision> history;

    // Constructs from components.
    pcg_output(bool in_converged, const std::vector<Precision>& in_history)
      {
      converged = in_converged;
      history = in_history;
      }

  };

MYRAMATH_EXPORT pcg_output<NumberS> pcg(const Action<NumberS>& M, const Action<NumberS>& A, const CVectorRange<NumberS>& b, const VectorRange<NumberS>& x, NumberS tolerance = 1.0e-4, int iterations = 50);
MYRAMATH_EXPORT pcg_output<NumberD> pcg(const Action<NumberD>& M, const Action<NumberD>& A, const CVectorRange<NumberD>& b, const VectorRange<NumberD>& x, NumberD tolerance = 1.0e-4, int iterations = 50);
MYRAMATH_EXPORT pcg_output<NumberS> pcg(const Action<NumberC>& M, const Action<NumberC>& A, const CVectorRange<NumberC>& b, const VectorRange<NumberC>& x, NumberS tolerance = 1.0e-4, int iterations = 50);
MYRAMATH_EXPORT pcg_output<NumberD> pcg(const Action<NumberZ>& M, const Action<NumberZ>& A, const CVectorRange<NumberZ>& b, const VectorRange<NumberZ>& x, NumberD tolerance = 1.0e-4, int iterations = 50);

MYRAMATH_EXPORT pcg_output<NumberS> pcg(const Action<NumberS>& M, const Action<NumberS>& A, const CMatrixRange<NumberS>& B, const MatrixRange<NumberS>& X, NumberS tolerance = 1.0e-4, int iterations = 50);
MYRAMATH_EXPORT pcg_output<NumberD> pcg(const Action<NumberD>& M, const Action<NumberD>& A, const CMatrixRange<NumberD>& B, const MatrixRange<NumberD>& X, NumberD tolerance = 1.0e-4, int iterations = 50);
MYRAMATH_EXPORT pcg_output<NumberS> pcg(const Action<NumberC>& M, const Action<NumberC>& A, const CMatrixRange<NumberC>& B, const MatrixRange<NumberC>& X, NumberS tolerance = 1.0e-4, int iterations = 50);
MYRAMATH_EXPORT pcg_output<NumberD> pcg(const Action<NumberZ>& M, const Action<NumberZ>& A, const CMatrixRange<NumberZ>& B, const MatrixRange<NumberZ>& X, NumberD tolerance = 1.0e-4, int iterations = 50);

// Note, uses dotu() and is suitable for complex-symmetric operands/preconditioners. Not as stable.
MYRAMATH_EXPORT pcg_output<NumberS> pcgu(const Action<NumberC>& M, const Action<NumberC>& A, const CVectorRange<NumberC>& b, const VectorRange<NumberC>& x, NumberS tolerance = 1.0e-4, int iterations = 50);
MYRAMATH_EXPORT pcg_output<NumberD> pcgu(const Action<NumberZ>& M, const Action<NumberZ>& A, const CVectorRange<NumberZ>& b, const VectorRange<NumberZ>& x, NumberD tolerance = 1.0e-4, int iterations = 50);

} // namespace myra

#endif