solveur/src/matcreuse.cpp

#include "gestionversion.h"
//---------------------------------------------------------------------------
#include "matcreuse.h"

#pragma hdrstop


//---------------------------------------------------------------------------

#pragma package(smart_init)


MatCr::MatCr(int dim) : dimension(dim) {
row = new Row[dim] ;
}

MatCr::~MatCr() { delete[] row; }
// aij <- aij + val
void MatCr::add(int i, int j, double val) {
                                  if(j>=i)
                                   row[i].add(j, val) ;
                                   }
void MatCr::set(int i, int j, double val) {
                                   row[i].set(j, val) ;
                                   }
double MatCr::get(int i, int j) {
                                 if(i>j){
                                 int tmp=j;
                                 j=i;
                                 i=tmp;}
                                 return  row[i].get(j) ;
                                   }


double MatCr:: get_max()
{
  double max=0.;
  for(int i=0;i<dimension;i++)
      {
        double maxi=row[i].row_max();
        if (maxi>max) max=maxi;
      }
  return max;
}
void MatCr::diag(double* tmp_diag)
{
  for(int i=0;i<dimension;i++)
      {
       tmp_diag[i]=get(i,i);
      }
}
// A <- 0
void MatCr::clear() {
             for(int i=0; i<dimension; i++) {
               row[i].clear() ;
               }
             }
// number of non-zero coefficients
int MatCr::nnz() const {
                int result = 0 ;
                for(int i=0; i<dimension; i++) {
                result += row[i].size() ;
                 }
               return result ;
                }


void MatCr::mul(double* y, const double* x)
                          {
                             for(int i=0; i<this->dimension; i++)
                                {
                                 y[i] = 0 ;
                                 const Row& R = this->row[i] ;
                                 for(int jj=0; jj<this->dimension; jj++)
                                    {
                                        y[i] += this->get(i,jj)* x[jj] ;
                                    }
                                   /*
                                    for(int jj=0; jj<R.size(); jj++)
                                    {
                                        y[i] += R[jj].a * x[ R[jj].index ] ;
                                    } */
                                }
                           }
void MatCr::convert_to_CRS(const MatCr& M, CRSMatrix& M_CRS,int array_base)  // 0 pour le C, 1 pour le Fortran
 {
  M_CRS.N = M.dimension ;
  M_CRS.NNZ = M.nnz() ;
  M_CRS.a = new double[M_CRS.NNZ] ;
  M_CRS.col_ind = new int[M_CRS.NNZ] ;
  M_CRS.row_ptr = new int[M_CRS.N+1] ;
  int count = 0 ;
  for(int i=0; i<M_CRS.N; i++)
   {
    const MatCr::Row& R = M.row[i] ;
    M_CRS.row_ptr[i] = count + array_base ;
    for(int jj=0; jj<R.size(); jj++)
      {
      M_CRS.a[count] = R[jj].a ;
      M_CRS.col_ind[count] = R[jj].index + array_base ;
      count++ ;
      }
   }
M_CRS.row_ptr[M_CRS.N] = M_CRS.NNZ + array_base ;
}

void MatCr::mult(double* y, CRSMatrix* M, double* x)
  {
  for(int i=0; i<M->N; i++) {
  y[i] = 0.0 ;
    for(int jj=M->row_ptr[i]; jj<M->row_ptr[i+1]; jj++) {
      y[i] += M->a[jj] * x[M->col_ind[jj]] ;
     }
   }
 }


void MatCr::pcg(double* b,double*x,double eps)
{

template < class Matrix, class Vector, class Preconditioner, class Real >
int
CGS(const Matrix &A, Vector &x, const Vector &b,
    const Preconditioner &M, int &max_iter, Real &tol)
{
  Real resid;
  Vector rho_1(1), rho_2(1), alpha(1), beta(1);
  Vector p, phat, q, qhat, vhat, u, uhat;

  Real normb = norm(b);
  Vector r = b - A*x;
  Vector rtilde = r;

  if (normb == 0.0)
    normb = 1;
  
  if ((resid = norm(r) / normb) <= tol) {
    tol = resid;
    max_iter = 0;
    return 0;
  }

  for (int i = 1; i <= max_iter; i++) {
    rho_1(0) = dot(rtilde, r);
    if (rho_1(0) == 0) {
      tol = norm(r) / normb;
      return 2;
    }
    if (i == 1) {
      u = r;
      p = u;
    } else {
      beta(0) = rho_1(0) / rho_2(0);
      u = r + beta(0) * q;
      p = u + beta(0) * (q + beta(0) * p);
    }
    phat = M.solve(p);
    vhat = A*phat;
    alpha(0) = rho_1(0) / dot(rtilde, vhat);
    q = u - alpha(0) * vhat;
    uhat = M.solve(u + q);
    x += alpha(0) * uhat;
    qhat = A * uhat;
    r -= alpha(0) * qhat;
    rho_2(0) = rho_1(0);
    if ((resid = norm(r) / normb) < tol) {
      tol = resid;
      max_iter = i;
      return 0;
    }
  }
  
  tol = resid;
  return 1;
}


/*
double *r=new double[dimension];
double *d=new double[dimension];
double *z=new double[dimension];
double *Adk=new double[dimension];
double *s=new double[dimension];
double *dig=new double[dimension];
this->diag(dig);
double delta_zero;
double delta_new=0;

//mul(q,b);
for(int i=0;i<dimension;i++)
  {
   x[i]=0.;
   r[i]=b[i];     //ro=b-A.xo   i=0;
   z[i]=(1./dig[i]) *r[i];
   d[i]=z[i] ;
   delta_new+=r[i]*d[i];
  }

delta_zero=delta_new ;

while (fabs(delta_new)>eps)
 {
  double dkAdk=0.;
  double zkrk= 0.;
  mul(Adk,d);
  for(int i=0;i<dimension;i++)
    {
    dkAdk+=d[i]*Adk[i];
    zkrk+=z[i]*r[i];
    }
  double alpha=zkrk/ dkAdk;
   for(int i=0;i<dimension;i++)
    {
    x[i]+=alpha*d[i];
    r[i]-=alpha*Adk[i];
    z[i]+=(1./dig[i]) *r[i];
    }

double delta_old=zkrk;
delta_new=0.;
  for(int i=0;i<dimension;i++)
    {
    delta_new+=z[i]*r[i];
    }


double beta=delta_new/delta_old;
  for(int i=0;i<dimension;i++)
    {
    d[i]=z[i]+beta*d[i];
    }

 }
delete [] r;
delete [] d;
//delete [] q;
delete [] s;
delete [] dig; */
}


MatCr& MatCr::Get_LU(int*perm,double&d)
{
        static const double petit=double(1.0e-20);
        int taille=dimension;
        int imax,i,j,k;
        vector<double> v1(taille);
        double maxi,temp,som,dum;
        d=1;

            for(int i=0;i<taille;i++)
                {
                maxi=row[i].row_max();
                v1[i]=1./maxi;
                }

              for(j=0;j<taille;j++)
                {
                //cherche les colonnnes  de lamatrice L (triangulaire inferieur
                        for(i=0;i<j;i++)
                                {
                                        som=get(i,j);//[i][j];
                                        for(k=0;k<i;k++)
                                                som-=get(i,k)*get(k,j);
                                        set(i,j,som);
                                }
                        maxi=0;

               //cherches les lignes de la matrice triangulaire superieur
                        for(i=j;i<taille;i++)
                                {
                                som=get(i,j);
                                for(k=0;k<j;k++)
                                        som-=get(i,k)*get(k,j);
                                set(i,j,som);
                        //v�rificstion de pivot
                                if((dum=v1[i]*fabs(som))>=maxi)
                                        {
                                                maxi=dum;
                                                imax=i;
                                        }
                                }
                        //permuation des lignes imax et j
                        if(j!=imax)
                                {
                                           for(k=0;k<taille;k++)
                                                {
                                                        dum=get(imax,k);
                                                        set(imax,k,get(j,k));
                                                        set(j,k,dum);
                                                }
                                        d*=-1;
                                        v1[imax]=v1[j];
                                }
                       // stoker dans perm la permuattion
                        perm[j]=imax;
                       // si le pivot est null 
                        if(get(j,j)==0.0)//Data[j][j]==0.0)
                                set(j,j,petit);//[j][j]=petit;
                        if(j!=taille-1)
                                {
                                        dum=1./get(j,j);//Data[j][j];
                                        for(i=j+1;i<taille;i++)
                                                set(i,j,get(i,j)*dum);//Data[i][j]*=dum;
                                }
                }

 return *this;
}


void MatCr::Get_Solution(int*perm,const double* b,double* r1)
{
        //Vecteur r1;
        int taille=dimension,i,j,ip,ii=-1;
        double som;

       //       if(taille&&taille==NbCols&&taille==(int)b.Get_Size())
       //               {
                        for(i=0;i<taille;i++)
                          r1[i]=b[i];
                        for(i=0;i<taille;i++)
                                {
                                        ip=perm[i];
                                        som=r1[ip];
                                        r1[ip]=r1[i];
                                        if(ii>=0)
                                                for(j=ii;j<=i-1;j++)
                                                        som-=get(i,j)*r1[j];
                                        else if(som) ii=i;
                                        r1[i]=som;
                                }
                        for(i=taille-1;i>=0;i--)
                                {
                                        som=r1[i];
                                        for(j=i+1;j<taille;j++)
                                                som-=get(i,j)*r1[j];
                                        r1[i]=som/get(i,i);
                                }
              //        }
        //return r1;
}


Revision:	108
Committed:	Tue Jun 17 13:01:28 2008 UTC (16 years, 11 months ago) by souaissa
Original Path:	*magic/lib/solveur/solveur/src/matcreuse.cpp*
File size:	8167 byte(s)
Error occurred while calculating annotation data.
Log Message:	solveur version du 17 juin 2008
#	Content
1	#include "gestionversion.h"
2	//---------------------------------------------------------------------------
3	#include "matcreuse.h"
4
5	#pragma hdrstop
6
7
8	//---------------------------------------------------------------------------
9
10	#pragma package(smart_init)
11
12
13	MatCr::MatCr(int dim) : dimension(dim) {
14	row = new Row[dim] ;
15	}
16
17	MatCr::~MatCr() { delete[] row; }
18	// aij <- aij + val
19	void MatCr::add(int i, int j, double val) {
20	if(j>=i)
21	row[i].add(j, val) ;
22	}
23	void MatCr::set(int i, int j, double val) {
24	row[i].set(j, val) ;
25	}
26	double MatCr::get(int i, int j) {
27	if(i>j){
28	int tmp=j;
29	j=i;
30	i=tmp;}
31	return row[i].get(j) ;
32	}
33
34
35
36	double MatCr:: get_max()
37	{
38	double max=0.;
39	for(int i=0;i<dimension;i++)
40	{
41	double maxi=row[i].row_max();
42	if (maxi>max) max=maxi;
43	}
44	return max;
45	}
46	void MatCr::diag(double* tmp_diag)
47	{
48	for(int i=0;i<dimension;i++)
49	{
50	tmp_diag[i]=get(i,i);
51	}
52	}
53	// A <- 0
54	void MatCr::clear() {
55	for(int i=0; i<dimension; i++) {
56	row[i].clear() ;
57	}
58	}
59	// number of non-zero coefficients
60	int MatCr::nnz() const {
61	int result = 0 ;
62	for(int i=0; i<dimension; i++) {
63	result += row[i].size() ;
64	}
65	return result ;
66	}
67
68
69	void MatCr::mul(double* y, const double* x)
70	{
71	for(int i=0; i<this->dimension; i++)
72	{
73	y[i] = 0 ;
74	const Row& R = this->row[i] ;
75	for(int jj=0; jj<this->dimension; jj++)
76	{
77	y[i] += this->get(i,jj)* x[jj] ;
78	}
79	/*
80	for(int jj=0; jj<R.size(); jj++)
81	{
82	y[i] += R[jj].a * x[ R[jj].index ] ;
83	} */
84	}
85	}
86	void MatCr::convert_to_CRS(const MatCr& M, CRSMatrix& M_CRS,int array_base) // 0 pour le C, 1 pour le Fortran
87	{
88	M_CRS.N = M.dimension ;
89	M_CRS.NNZ = M.nnz() ;
90	M_CRS.a = new double[M_CRS.NNZ] ;
91	M_CRS.col_ind = new int[M_CRS.NNZ] ;
92	M_CRS.row_ptr = new int[M_CRS.N+1] ;
93	int count = 0 ;
94	for(int i=0; i<M_CRS.N; i++)
95	{
96	const MatCr::Row& R = M.row[i] ;
97	M_CRS.row_ptr[i] = count + array_base ;
98	for(int jj=0; jj<R.size(); jj++)
99	{
100	M_CRS.a[count] = R[jj].a ;
101	M_CRS.col_ind[count] = R[jj].index + array_base ;
102	count++ ;
103	}
104	}
105	M_CRS.row_ptr[M_CRS.N] = M_CRS.NNZ + array_base ;
106	}
107
108	void MatCr::mult(double* y, CRSMatrix* M, double* x)
109	{
110	for(int i=0; i<M->N; i++) {
111	y[i] = 0.0 ;
112	for(int jj=M->row_ptr[i]; jj<M->row_ptr[i+1]; jj++) {
113	y[i] += M->a[jj] * x[M->col_ind[jj]] ;
114	}
115	}
116	}
117
118
119	void MatCr::pcg(double* b,double*x,double eps)
120	{
121
122	template < class Matrix, class Vector, class Preconditioner, class Real >
123	int
124	CGS(const Matrix &A, Vector &x, const Vector &b,
125	const Preconditioner &M, int &max_iter, Real &tol)
126	{
127	Real resid;
128	Vector rho_1(1), rho_2(1), alpha(1), beta(1);
129	Vector p, phat, q, qhat, vhat, u, uhat;
130
131	Real normb = norm(b);
132	Vector r = b - A*x;
133	Vector rtilde = r;
134
135	if (normb == 0.0)
136	normb = 1;
137
138	if ((resid = norm(r) / normb) <= tol) {
139	tol = resid;
140	max_iter = 0;
141	return 0;
142	}
143
144	for (int i = 1; i <= max_iter; i++) {
145	rho_1(0) = dot(rtilde, r);
146	if (rho_1(0) == 0) {
147	tol = norm(r) / normb;
148	return 2;
149	}
150	if (i == 1) {
151	u = r;
152	p = u;
153	} else {
154	beta(0) = rho_1(0) / rho_2(0);
155	u = r + beta(0) * q;
156	p = u + beta(0) * (q + beta(0) * p);
157	}
158	phat = M.solve(p);
159	vhat = A*phat;
160	alpha(0) = rho_1(0) / dot(rtilde, vhat);
161	q = u - alpha(0) * vhat;
162	uhat = M.solve(u + q);
163	x += alpha(0) * uhat;
164	qhat = A * uhat;
165	r -= alpha(0) * qhat;
166	rho_2(0) = rho_1(0);
167	if ((resid = norm(r) / normb) < tol) {
168	tol = resid;
169	max_iter = i;
170	return 0;
171	}
172	}
173
174	tol = resid;
175	return 1;
176	}
177
178
179
180
181
182
183
184	/*
185	double *r=new double[dimension];
186	double *d=new double[dimension];
187	double *z=new double[dimension];
188	double *Adk=new double[dimension];
189	double *s=new double[dimension];
190	double *dig=new double[dimension];
191	this->diag(dig);
192	double delta_zero;
193	double delta_new=0;
194
195	//mul(q,b);
196	for(int i=0;i<dimension;i++)
197	{
198	x[i]=0.;
199	r[i]=b[i]; //ro=b-A.xo i=0;
200	z[i]=(1./dig[i]) *r[i];
201	d[i]=z[i] ;
202	delta_new+=r[i]*d[i];
203	}
204
205	delta_zero=delta_new ;
206
207	while (fabs(delta_new)>eps)
208	{
209	double dkAdk=0.;
210	double zkrk= 0.;
211	mul(Adk,d);
212	for(int i=0;i<dimension;i++)
213	{
214	dkAdk+=d[i]*Adk[i];
215	zkrk+=z[i]*r[i];
216	}
217	double alpha=zkrk/ dkAdk;
218	for(int i=0;i<dimension;i++)
219	{
220	x[i]+=alpha*d[i];
221	r[i]-=alpha*Adk[i];
222	z[i]+=(1./dig[i]) *r[i];
223	}
224
225	double delta_old=zkrk;
226	delta_new=0.;
227	for(int i=0;i<dimension;i++)
228	{
229	delta_new+=z[i]*r[i];
230	}
231
232
233	double beta=delta_new/delta_old;
234	for(int i=0;i<dimension;i++)
235	{
236	d[i]=z[i]+beta*d[i];
237	}
238
239	}
240	delete [] r;
241	delete [] d;
242	//delete [] q;
243	delete [] s;
244	delete [] dig; */
245	}
246
247
248
249
250	MatCr& MatCr::Get_LU(int*perm,double&d)
251	{
252	static const double petit=double(1.0e-20);
253	int taille=dimension;
254	int imax,i,j,k;
255	vector<double> v1(taille);
256	double maxi,temp,som,dum;
257	d=1;
258
259	for(int i=0;i<taille;i++)
260	{
261	maxi=row[i].row_max();
262	v1[i]=1./maxi;
263	}
264
265	for(j=0;j<taille;j++)
266	{
267	//cherche les colonnnes de lamatrice L (triangulaire inferieur
268	for(i=0;i<j;i++)
269	{
270	som=get(i,j);//[i][j];
271	for(k=0;k<i;k++)
272	som-=get(i,k)*get(k,j);
273	set(i,j,som);
274	}
275	maxi=0;
276
277	//cherches les lignes de la matrice triangulaire superieur
278	for(i=j;i<taille;i++)
279	{
280	som=get(i,j);
281	for(k=0;k<j;k++)
282	som-=get(i,k)*get(k,j);
283	set(i,j,som);
284	//v�rificstion de pivot
285	if((dum=v1[i]*fabs(som))>=maxi)
286	{
287	maxi=dum;
288	imax=i;
289	}
290	}
291	//permuation des lignes imax et j
292	if(j!=imax)
293	{
294	for(k=0;k<taille;k++)
295	{
296	dum=get(imax,k);
297	set(imax,k,get(j,k));
298	set(j,k,dum);
299	}
300	d*=-1;
301	v1[imax]=v1[j];
302	}
303	// stoker dans perm la permuattion
304	perm[j]=imax;
305	// si le pivot est null
306	if(get(j,j)==0.0)//Data[j][j]==0.0)
307	set(j,j,petit);//[j][j]=petit;
308	if(j!=taille-1)
309	{
310	dum=1./get(j,j);//Data[j][j];
311	for(i=j+1;i<taille;i++)
312	set(i,j,get(i,j)dum);//Data[i][j]=dum;
313	}
314	}
315
316	return *this;
317	}
318
319
320	void MatCr::Get_Solution(intperm,const double b,double* r1)
321	{
322	//Vecteur r1;
323	int taille=dimension,i,j,ip,ii=-1;
324	double som;
325
326	// if(taille&&taille==NbCols&&taille==(int)b.Get_Size())
327	// {
328	for(i=0;i<taille;i++)
329	r1[i]=b[i];
330	for(i=0;i<taille;i++)
331	{
332	ip=perm[i];
333	som=r1[ip];
334	r1[ip]=r1[i];
335	if(ii>=0)
336	for(j=ii;j<=i-1;j++)
337	som-=get(i,j)*r1[j];
338	else if(som) ii=i;
339	r1[i]=som;
340	}
341	for(i=taille-1;i>=0;i--)
342	{
343	som=r1[i];
344	for(j=i+1;j<taille;j++)
345	som-=get(i,j)*r1[j];
346	r1[i]=som/get(i,i);
347	}
348	// }
349	//return r1;
350	}
351
352
353
354