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Diffstat (limited to 'src/libcola/conjugate_gradient.cpp')
| -rw-r--r-- | src/libcola/conjugate_gradient.cpp | 137 |
1 files changed, 0 insertions, 137 deletions
diff --git a/src/libcola/conjugate_gradient.cpp b/src/libcola/conjugate_gradient.cpp deleted file mode 100644 index adb7fa67f..000000000 --- a/src/libcola/conjugate_gradient.cpp +++ /dev/null @@ -1,137 +0,0 @@ -/* - * vim: ts=4 sw=4 et tw=0 wm=0 - * - * libcola - A library providing force-directed network layout using the - * stress-majorization method subject to separation constraints. - * - * Copyright (C) 2006 Nathan Hurst <njh@njhurst.com> - * Copyright (C) 2006-2008 Monash University - * - * This library is free software; you can redistribute it and/or - * modify it under the terms of the GNU Lesser General Public - * License as published by the Free Software Foundation; either - * version 2.1 of the License, or (at your option) any later version. - * See the file LICENSE.LGPL distributed with the library. - * - * This library is distributed in the hope that it will be useful, - * but WITHOUT ANY WARRANTY; without even the implied warranty of - * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. - * - * Author(s): Nathan Hurst - * Tim Dwyer - * -*/ - - -#include <cmath> -#include <cstdlib> -#include <cassert> -#include <valarray> - -#include "libvpsc/assertions.h" -#include "libcola/commondefs.h" -#include "libcola/conjugate_gradient.h" - -/* lifted wholely from wikipedia. Well, apart from the bug in the wikipedia version. */ - -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(); - COLA_ASSERT(m*n == matrix.size()); -# if defined(_MSC_VER) - // magmy: The following lines show how operator[] is defined for valarray under MSVC - // _Ty valarray<_Ty>::operator[](size_t _Off) const; - // _Ty &valarray<_Ty>::operator[](size_t _Off); - // As a consequence, it is not possible to take the address of a constant valarray[n]. - // This looks like a bug in the Microsoft's <valarray> file. - // Below is a workaround - double const *mp = &const_cast<valarray<double> &>(matrix)[0]; -# else - const double* mp = &matrix[0]; -# endif - for (unsigned i = 0; i < m; i++) { - double res = 0; - for (unsigned j = 0; j < n; j++) - res += *mp++ * vec[j]; - result[i] = res; - } -} - -/* -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 -} - -double compute_cost(valarray<double> const &A, - valarray<double> const &b, - valarray<double> const &x, - const unsigned n) { - // computes cost = 2 b x - x A x - double cost = 2. * inner(b,x); - valarray<double> Ax(n); - for (unsigned i=0; i<n; i++) { - Ax[i] = 0; - for (unsigned j=0; j<n; j++) { - Ax[i] += A[i*n+j]*x[j]; - } - } - return cost - inner(x,Ax); -} -void -conjugate_gradient(valarray<double> const &A, - valarray<double> &x, - valarray<double> const &b, - unsigned const n, double const tol, - unsigned const max_iterations) { - //printf("Conjugate Gradient...\n"); - 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; - double tol_squared = tol*tol; -#ifdef EXAMINE_COST - double previousCost=compute_cost(A,b,x,n),cost; -#endif - while(k < max_iterations && r_r > tol_squared) { - k++; - double r_r_new = r_r; - if(k == 1) - p = r; - else { - r_r_new = inner(r,r); - if(r_r_new<tol_squared) break; - 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; -#ifdef EXAMINE_COST - cost=compute_cost(A,b,x,n); - printf(" CG[%d] %.15f %.15f\n",k,previousCost,cost); - previousCost=cost; -#endif - r -= alpha_k*Ap; - r_r = r_r_new; - } - //printf(" CG finished after %d iterations\n",k); - //printf("njh: %d iters, Linfty = %g L2 = %g\n", k, - //std::max(-r.min(), r.max()), sqrt(r_r)); - // x is solution -} |
