Rheolef
7.2
an efficient C++ finite element environment
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solver_option sopt; sopt.max_iter = 100; sopt.tol = 1e-7; int status = cg (A, x, b, eye(), sopt);
This function solves the symmetric positive definite linear system A*x=b
with the conjugate gradient method. The cg
function follows the algorithm described on p. 15 in
R. Barrett, M. Berry, T. F. Chan, J. Demmel, J. Donato, J. Dongarra, V. Eijkhout, R. Pozo, C. Romine and H. Van der Vorst, Templates for the solution of linear systems: building blocks for iterative methods, SIAM, 1994.
The fourth argument of cg
is a preconditionner: here, the eye
one is a do-nothing preconditionner, for simplicity. Finally, the solver_option
variable sopt
transmits the stopping criterion with sopt.tol
and sopt.max_iter
.
On return, the sopt.residue
and sopt.n_iter
indicate the reached residue and the number of iterations effectively performed. The return status
is zero when the prescribed tolerance tol
has been obtained, and non-zero otherwise. Also, the x
variable contains the approximate solution. See also the solver_option
for more controls upon the stopping criterion.
This documentation has been generated from file linalg/lib/cg.h
The present template implementation is inspired from the IML++ 1.2
iterative method library, http://math.nist.gov/iml++