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-rw-r--r--src/2geom/conjugate_gradient.cpp143
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diff --git a/src/2geom/conjugate_gradient.cpp b/src/2geom/conjugate_gradient.cpp
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-/*
- * conjugate_gradient.cpp
- *
- * Copyright 2006 Nathan Hurst <njh@mail.csse.monash.edu.au>
- *
- * This library is free software; you can redistribute it and/or
- * modify it either under the terms of the GNU Lesser General Public
- * License version 2.1 as published by the Free Software Foundation
- * (the "LGPL") or, at your option, under the terms of the Mozilla
- * Public License Version 1.1 (the "MPL"). If you do not alter this
- * notice, a recipient may use your version of this file under either
- * the MPL or the LGPL.
- *
- * You should have received a copy of the LGPL along with this library
- * in the file COPYING-LGPL-2.1; if not, write to the Free Software
- * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
- * You should have received a copy of the MPL along with this library
- * in the file COPYING-MPL-1.1
- *
- * The contents of this file are subject to the Mozilla Public License
- * Version 1.1 (the "License"); you may not use this file except in
- * compliance with the License. You may obtain a copy of the License at
- * http://www.mozilla.org/MPL/
- *
- * This software is distributed on an "AS IS" basis, WITHOUT WARRANTY
- * OF ANY KIND, either express or implied. See the LGPL or the MPL for
- * the specific language governing rights and limitations.
- *
- */
-
-#include <math.h>
-#include <stdlib.h>
-#include <valarray>
-#include <cassert>
-#include <2geom/conjugate_gradient.h>
-
-/* lifted wholely from wikipedia. */
-
-namespace Geom
-{
-
-using std::valarray;
-
-static void
-matrix_times_vector(valarray<double> const &matrix, /* m * n */
- valarray<double> const &vec, /* n */
- valarray<double> &result) /* m */
-{
- unsigned n = vec.size();
- unsigned m = result.size();
- assert(m*n == matrix.size());
- const double* mp = &const_cast<valarray<double>&>(matrix)[0];
- for (unsigned i = 0; i < m; i++) {
- double res = 0;
- for (unsigned j = 0; j < n; j++)
- res += *mp++ * vec[j];
- result[i] = res;
- }
-}
-
-/**
-// only used in commented code below
-static double Linfty(valarray<double> const &vec) {
- return std::max(vec.max(), -vec.min());
-}
-**/
-
-double
-inner(valarray<double> const &x,
- valarray<double> const &y) {
- double total = 0;
- for(unsigned i = 0; i < x.size(); i++)
- total += x[i]*y[i];
- return total;// (x*y).sum(); <- this is more concise, but ineff
-}
-
-void
-conjugate_gradient(double **A,
- double *x,
- double *b,
- unsigned n,
- double tol,
- int max_iterations,
- bool ortho1) {
- valarray<double> vA(n*n);
- valarray<double> vx(n);
- valarray<double> vb(n);
- for(unsigned i=0;i<n;i++) {
- vx[i]=x[i];
- vb[i]=b[i];
- for(unsigned j=0;j<n;j++) {
- vA[i*n+j]=A[i][j];
- }
- }
- conjugate_gradient(vA,vx,vb,n,tol,max_iterations,ortho1);
- for(unsigned i=0;i<n;i++) {
- x[i]=vx[i];
- }
-}
-void
-conjugate_gradient(valarray<double> const &A,
- valarray<double> &x,
- valarray<double> const &b,
- unsigned n, double tol,
- unsigned max_iterations, bool /*ortho1*/) {
- valarray<double> Ap(n), p(n), r(n);
- matrix_times_vector(A,x,Ap);
- r=b-Ap;
- double r_r = inner(r,r);
- unsigned k = 0;
- tol *= tol;
- while(k < max_iterations && r_r > tol) {
- k++;
- double r_r_new = r_r;
- if(k == 1)
- p = r;
- else {
- r_r_new = inner(r,r);
- p = r + (r_r_new/r_r)*p;
- }
- matrix_times_vector(A, p, Ap);
- double alpha_k = r_r_new / inner(p, Ap);
- x += alpha_k*p;
- r -= alpha_k*Ap;
- r_r = r_r_new;
- }
- //printf("njh: %d iters, Linfty = %g L2 = %g\n", k,
- //std::max(-r.min(), r.max()), sqrt(r_r));
- // x is solution
-}
-
-} // namespace Geom
-
-/*
- Local Variables:
- mode:c++
- c-file-style:"stroustrup"
- c-file-offsets:((innamespace . 0)(inline-open . 0)(case-label . +))
- indent-tabs-mode:nil
- fill-column:99
- End:
-*/
-// vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:fileencoding=utf-8:textwidth=99 :