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src

itsl.h File Reference

#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#include "meml.h"

Functions

ME_MATRIX * itsl_jacobi_preconditioner (ME_MATRIX *M)
 Jacobi Preconditioner $ D = inv (diag(M)) $.
int itsl_arnoldi (const ME_MATRIX *A, VECTOR *r, ME_MATRIX **H, ME_MATRIX **Q, const MEML_INT krylow_dim)
int itsl_least_square_solve_f (const ME_MATRIX *M, const VECTOR *b, VECTOR *result)
void itsl_gmres (const ME_MATRIX *A, const VECTOR *b, VECTOR *guess, const MEML_FLOAT boundary, const int krylov_dim)
 grmes without precondioner
void itsl_gmres_jacobi (const ME_MATRIX *M, const VECTOR *f, VECTOR *guess, const MEML_FLOAT boundary, const int krylov_dim)
 grmes with jacobi precondioner
int itsl_minres (const ME_MATRIX *A, const VECTOR *b, VECTOR *guess, const MEML_FLOAT eps)

Function Documentation

int itsl_arnoldi (  const ME_MATRIX *  A,
VECTOR *  r,
ME_MATRIX **  H,
ME_MATRIX **  Q,
MEML_INT const   krylow_dim
) 
 

The Arnoldi iteration for computing a Krylov subspace of the dimension krylow_dim

void itsl_gmres (  const ME_MATRIX *  A,
const VECTOR *  b,
VECTOR *  guess,
const MEML_FLOAT  boundary,
const int  krylov_dim
) 
 

grmes without precondioner

This function solves the linear equation system Ax=b, based on the grmes-algorithm.

Parameters:
A a matrix
b a vector; the right side for the linear equation system
guess is a initial guess of the result x. If you don't have one,set guess to the zero-vector. In the end guess stores the result.
krylov_dim the dimension of the krylov-space created by the itsl_sf_arnoldi function. A small dimension will bring a loos of speed, a greater k will requiere more memory. 25-100 is a mostly a good choise for k.
boundary itsl_gmres breaks if $ \|A*guess -b \| < boundary v $

void itsl_gmres_jacobi (  const ME_MATRIX *  M,
const VECTOR *  f,
VECTOR *  guess,
const MEML_FLOAT  boundary,
const int  krylov_dim
) 
 

grmes with jacobi precondioner

This function solves the linear equation system Ax=b, based on the grmes-algorithm.

Parameters:
A a matrix
b a vector; the right side for the linear equation system
guess is a initial guess of the result x. If you don't have one,set guess to the zero-vector. In the end guess stores the result.
krylov_dim the dimension of the krylov-space created by the itsl_sf_arnoldi function. A small dimension will bring a loos of speed, a greater k will requiere more memory. 25-100 is a mostly a good choise for k.
boundary itsl_gmres breaks if $ \|A*guess -b \| < boundary v $

ME_MATRIX* itsl_jacobi_preconditioner (  ME_MATRIX *  M  ) 
 

Jacobi Preconditioner $ D = inv (diag(M)) $.

int itsl_least_square_solve_f (  const ME_MATRIX *  M,
const VECTOR *  b,
VECTOR *  result
) 
 

Computes the solution of a balance problem

$ M \in R^{n \times k} \; ; \; b \in R^n $
$ \min_{x\in R^k} \|b-M*x\| $.

int itsl_minres (  const ME_MATRIX *  A,
const VECTOR *  b,
VECTOR *  guess,
const MEML_FLOAT  eps
) 
 

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