pcg.h File Reference

Typedefs
typedef void(*	cgfun_t) (dcell **xout, const void *A, const dcell *xin, const real alpha)
typedef void(*	prefun_t) (dcell **xout, const void *A, const dcell *xin)

Functions
real	pcg (dcell **px, cgfun_t Amul, const void *A, prefun_t Mmul, const void *M, const dcell *b, int warm, int maxiter)

Detailed Description

Implements preconditioned conjugate gradient method.

Function Documentation

pcg()

real pcg	(	dcell **	px,
		cgfun_t	Amul,
		const void *	A,
		prefun_t	Mmul,
		const void *	M,
		const dcell *	b,
		int	warm,
		int	maxiter
	)

solve A*x=b using (preconditioned) conjugate gradient method

; input x is first guess if not NULL and warm==1; A is symmetric positive definite (SPD) matrix plus low rand terms. x0 contains the initial guess. Amul is the operator that applies A to x.

Parameters

[in,out]	px	The output vector. input for warm restart.
[in]	Amul	The function that applies y=y+A*x*alpha: (*Amul)(&y,A,x,alpha)
[in]	A	Contain info about the The left hand side matrix A
[in]	Mmul	The precond func that applies y=M^-1*x;
[in]	M	Contains info about preconditioner matrix M.
[in]	b	The right hand side vector to solve
[in]	warm	Use warm restart (use the value contained in px)
[in]	maxiter	Max number of iterations