int CGSolver(SparseMatrix A, // CSR format matrix
const std::vector<double> &b,
std::vector<double> &u,
double tol,
std::map<int, std::vector<double>> &soln_iter) {
unsigned int n_iter = 0;
long unsigned int max_iter = A.GetRows();
soln_iter[n_iter] = u; // store initial state
auto A_u = A.MulVec(u); // A*u
std::vector<double> r = subvec(b, A_u); // b - A*u
auto L2normr0 = L2norm(r);
std::vector<double> p = r; // p =r
while (n_iter < max_iter) {
n_iter++;
auto A_p = A.MulVec(p); // A * p
double alpha = vecvec(r, r) / vecvec(p, A_p); // (r * r)/(p * A * p)
auto alpha_p = scalvec(alpha, p); // alpha * p
u = addvec(u, alpha_p); // u = u + alpha * p
/**
* alpha * A * p
* r_n+1 = r_n - alpha * A * p
*/
std::vector<double> alpha_A_p = scalvec(alpha, A_p);
std::vector<double> r_next = subvec(r, alpha_A_p);
auto L2normr = L2norm(r_next); // L2normr = L2norm(r_n+1)
if (L2normr / L2normr0 < tol) {
soln_iter[n_iter] = u;
std::cout << "SUCCESS: CG solver converged in "
<< n_iter << " iterations" << std::endl;
break;
} else {
double beta = vecvec(r_next, r_next) / vecvec(r, r);
auto beta_p = scalvec(beta, p);
p = addvec(r_next, beta_p);
r = r_next;
if ((n_iter % 10 == 0) || (n_iter == 0)) {
soln_iter[n_iter] = u;
}
if (n_iter == max_iter) {
std::cout << "FAILURE: CG solver failed to converge" << std::endl;
return 1;
}
}
}
return 0;
}
