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MathTL
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00001 // -*- c++ -*- 00002 00003 // +--------------------------------------------------------------------+ 00004 // | This file is part of MathTL - the Mathematical Template Library | 00005 // | | 00006 // | Copyright (c) 2002-2009 | 00007 // | Thorsten Raasch, Manuel Werner | 00008 // +--------------------------------------------------------------------+ 00009 00010 #ifndef _MATHTL_ITERATSOLV_H 00011 #define _MATHTL_ITERATSOLV_H 00012 00013 // A collection of template-based iterative solvers for linear systems. 00014 // 00015 // VECTOR: arbitrary vector class, should implement the operators +, -, * (scalar mult.) 00016 // MATRIX: matrix class 00017 // PREC: preconditioner, we require apply_preconditioner(const VECTOR&, VECTOR&) 00018 00019 namespace FLAT 00020 { 00021 // NOTE: the following routines access matrices and vectors with unsigned integer 00022 // indices from 0 to size()-1 !!! 00023 00024 // Stationary iterative schemes (Richardson, Jacobi, Gauss-Seidel, SOR, SSOR) 00025 // x^{(k+1)} = Bx^{(k)} + c 00026 00028 00038 template <class VECTOR, class MATRIX> 00039 void Richardson(const MATRIX &A, const VECTOR &b, VECTOR &xk, const double omega, 00040 const double tol, const unsigned int maxiter, unsigned int& iterations); 00041 00043 00052 template <class VECTOR, class MATRIX> 00053 void Jacobi(const MATRIX &A, const VECTOR &b, VECTOR &xk, 00054 const double tol, const unsigned int maxiter, unsigned int& iterations); 00055 00057 00066 template <class VECTOR, class MATRIX> 00067 void GaussSeidel(const MATRIX &A, const VECTOR &b, VECTOR &xk, 00068 const double tol, const unsigned int maxiter, unsigned int& iterations); 00069 00071 00080 template <class VECTOR, class MATRIX> 00081 void SOR(const MATRIX &A, const VECTOR &b, VECTOR &xk, const double omega, 00082 const double tol, const unsigned int maxiter, unsigned int& iterations); 00083 00085 00094 template <class VECTOR, class MATRIX> 00095 void SSOR(const MATRIX &A, const VECTOR &b, VECTOR &xk, const double omega, 00096 const double tol, const unsigned int maxiter, unsigned int& iterations); 00097 00099 00108 template <class VECTOR, class MATRIX> 00109 bool CG(const MATRIX &A, const VECTOR &b, VECTOR &xk, 00110 const double tol, const unsigned int maxiter, unsigned int& iterations); 00111 00113 00123 template <class VECTOR, class MATRIX, class PREC> 00124 bool PCG(const MATRIX &A, const VECTOR &b, const PREC& P, VECTOR &xk, 00125 const double tol, const unsigned int maxiter, unsigned int& iterations); 00126 } 00127 00128 #include <numerics/iteratsolv.cpp> 00129 00130 #endif
1.7.6.1
