C++ (Cpp) BiCGSTAB Examples

Example #1

File: matrixfree_cg.cpp Project: muhammedabdelnasser/Vehicle-Steering-Using-Model-Predictive-Control

int main()
{
  int n = 10;
  Eigen::SparseMatrix<double> S = Eigen::MatrixXd::Random(n,n).sparseView(0.5,1);
  S = S.transpose()*S;

  MatrixReplacement A;
  A.attachMyMatrix(S);

  Eigen::VectorXd b(n), x;
  b.setRandom();

  // Solve Ax = b using various iterative solver with matrix-free version:
  {
    Eigen::ConjugateGradient<MatrixReplacement, Eigen::Lower|Eigen::Upper, Eigen::IdentityPreconditioner> cg;
    cg.compute(A);
    x = cg.solve(b);
    std::cout << "CG:       #iterations: " << cg.iterations() << ", estimated error: " << cg.error() << std::endl;
  }

  {
    Eigen::BiCGSTAB<MatrixReplacement, Eigen::IdentityPreconditioner> bicg;
    bicg.compute(A);
    x = bicg.solve(b);
    std::cout << "BiCGSTAB: #iterations: " << bicg.iterations() << ", estimated error: " << bicg.error() << std::endl;
  }

  {
    Eigen::GMRES<MatrixReplacement, Eigen::IdentityPreconditioner> gmres;
    gmres.compute(A);
    x = gmres.solve(b);
    std::cout << "GMRES:    #iterations: " << gmres.iterations() << ", estimated error: " << gmres.error() << std::endl;
  }

  {
    Eigen::DGMRES<MatrixReplacement, Eigen::IdentityPreconditioner> gmres;
    gmres.compute(A);
    x = gmres.solve(b);
    std::cout << "DGMRES:   #iterations: " << gmres.iterations() << ", estimated error: " << gmres.error() << std::endl;
  }

  {
    Eigen::MINRES<MatrixReplacement, Eigen::Lower|Eigen::Upper, Eigen::IdentityPreconditioner> minres;
    minres.compute(A);
    x = minres.solve(b);
    std::cout << "MINRES:   #iterations: " << minres.iterations() << ", estimated error: " << minres.error() << std::endl;
  }
}

Example #2

File: reconstructionsurface.cpp Project: Mric26/M2-S1

void ReconstructionSurface::construction_RBF(){
    //calcul des distances
    int taille = static_cast<int>(vertices_tab.size());
    Eigen::SparseMatrix<double> distances(taille, taille);
    for (int i = 0; i < taille; ++i) {
        for (int j = i; j < taille; ++j) {
            double dist = glm::distance(vertices_tab.at(i), vertices_tab.at(j));
            dist = fonction_RBF(dist);
            distances.coeffRef(i,j) = dist;
            distances.coeffRef(j,i) = dist;
        }
    }
    //calcul des poids par resolution du système avec matrice creuse
    Eigen::BiCGSTAB< Eigen::SparseMatrix<double> > solver;
    solver.compute(distances);
    weight_tab = solver.solve(iso_tab);
    std::cout << "###########################" << std::endl;
    std::cout << "Sorties du solveurs :      " << std::endl;
    std::cout << "Iterations :     " << solver.iterations() << std::endl;
    std::cout << "Estimated error: " << solver.error()      << std::endl;
    std::cout << "###########################" << std::endl;
}

Example #3

File: eigen_sparse_linear_solver.C Project: bwspenc/libmesh

std::pair<unsigned int, Real>
EigenSparseLinearSolver<T>::solve (SparseMatrix<T> &matrix_in,
                                   NumericVector<T> &solution_in,
                                   NumericVector<T> &rhs_in,
                                   const double tol,
                                   const unsigned int m_its)
{
  START_LOG("solve()", "EigenSparseLinearSolver");
  this->init ();

  // Make sure the data passed in are really Eigen types
  EigenSparseMatrix<T>& matrix   = libmesh_cast_ref<EigenSparseMatrix<T>&>(matrix_in);
  EigenSparseVector<T>& solution = libmesh_cast_ref<EigenSparseVector<T>&>(solution_in);
  EigenSparseVector<T>& rhs      = libmesh_cast_ref<EigenSparseVector<T>&>(rhs_in);

  // Close the matrix and vectors in case this wasn't already done.
  matrix.close();
  solution.close();
  rhs.close();

  std::pair<unsigned int, Real> retval(0,0.);

  // Solve the linear system
  switch (this->_solver_type)
    {
      // Conjugate-Gradient
    case CG:
      {
        Eigen::ConjugateGradient<EigenSM> solver (matrix._mat);
        solver.setMaxIterations(m_its);
        solver.setTolerance(tol);
        solution._vec = solver.solveWithGuess(rhs._vec,solution._vec);
        libMesh::out << "#iterations: " << solver.iterations() << std::endl;
        libMesh::out << "estimated error: " << solver.error() << std::endl;
        retval = std::make_pair(solver.iterations(), solver.error());
        break;
      }

      // Bi-Conjugate Gradient Stabilized
    case BICGSTAB:
      {
        Eigen::BiCGSTAB<EigenSM> solver (matrix._mat);
        solver.setMaxIterations(m_its);
        solver.setTolerance(tol);
        solution._vec = solver.solveWithGuess(rhs._vec,solution._vec);
        libMesh::out << "#iterations: " << solver.iterations() << std::endl;
        libMesh::out << "estimated error: " << solver.error() << std::endl;
        retval = std::make_pair(solver.iterations(), solver.error());
        break;
      }

      //   // Generalized Minimum Residual
      // case GMRES:
      //   {
      // libmesh_not_implemented();
      // break;
      //   }

      // Unknown solver, use BICGSTAB
    default:
      {
        libMesh::err << "ERROR:  Unsupported Eigen Solver: "
                     << Utility::enum_to_string(this->_solver_type) << std::endl
                     << "Continuing with BICGSTAB" << std::endl;

        this->_solver_type = BICGSTAB;

        STOP_LOG("solve()", "EigenSparseLinearSolver");

        return this->solve (matrix,
                            solution,
                            rhs,
                            tol,
                            m_its);
      }
    }

  STOP_LOG("solve()", "EigenSparseLinearSolver");
  return retval;
}