gsl_splinalg_itersolve * gsl_splinalg_itersolve_alloc(const gsl_splinalg_itersolve_type *T, const size_t n, const size_t m) { gsl_splinalg_itersolve *w; w = calloc(1, sizeof(gsl_splinalg_itersolve)); if (w == NULL) { GSL_ERROR_NULL("failed to allocate space for itersolve struct", GSL_ENOMEM); } w->type = T; w->normr = 0.0; w->state = w->type->alloc(n, m); if (w->state == NULL) { gsl_splinalg_itersolve_free(w); GSL_ERROR_NULL("failed to allocate space for itersolve state", GSL_ENOMEM); } return w; } /* gsl_splinalg_itersolve_alloc() */
static void test_random(const size_t N, const gsl_rng *r, const int compress) { const gsl_splinalg_itersolve_type *T = gsl_splinalg_itersolve_gmres; const double tol = 1.0e-8; int status; gsl_spmatrix *A = create_random_sparse(N, N, 0.3, r); gsl_spmatrix *B; gsl_vector *b = gsl_vector_alloc(N); gsl_vector *x = gsl_vector_calloc(N); /* these random matrices require all N iterations to converge */ gsl_splinalg_itersolve *w = gsl_splinalg_itersolve_alloc(T, N, N); const char *desc = gsl_splinalg_itersolve_name(w); create_random_vector(b, r); if (compress) B = gsl_spmatrix_compcol(A); else B = A; status = gsl_splinalg_itersolve_iterate(B, b, tol, x, w); gsl_test(status, "%s random status s=%d N=%zu", desc, status, N); /* check that the residual satisfies ||r|| <= tol*||b|| */ { gsl_vector *res = gsl_vector_alloc(N); double normr, normb; gsl_vector_memcpy(res, b); gsl_spblas_dgemv(CblasNoTrans, -1.0, A, x, 1.0, res); normr = gsl_blas_dnrm2(res); normb = gsl_blas_dnrm2(b); status = (normr <= tol*normb) != 1; gsl_test(status, "%s random residual N=%zu normr=%.12e normb=%.12e", desc, N, normr, normb); gsl_vector_free(res); } gsl_spmatrix_free(A); gsl_vector_free(b); gsl_vector_free(x); gsl_splinalg_itersolve_free(w); if (compress) gsl_spmatrix_free(B); } /* test_random() */
static void test_toeplitz(const size_t N, const double a, const double b, const double c) { int status; const double tol = 1.0e-10; const size_t max_iter = 10; const gsl_splinalg_itersolve_type *T = gsl_splinalg_itersolve_gmres; const char *desc; gsl_spmatrix *A; gsl_vector *rhs, *x; gsl_splinalg_itersolve *w; size_t i, iter = 0; if (N <= 1) return; A = gsl_spmatrix_alloc(N ,N); rhs = gsl_vector_alloc(N); x = gsl_vector_calloc(N); w = gsl_splinalg_itersolve_alloc(T, N, 0); desc = gsl_splinalg_itersolve_name(w); /* first row */ gsl_spmatrix_set(A, 0, 0, b); gsl_spmatrix_set(A, 0, 1, c); /* interior rows */ for (i = 1; i < N - 1; ++i) { gsl_spmatrix_set(A, i, i - 1, a); gsl_spmatrix_set(A, i, i, b); gsl_spmatrix_set(A, i, i + 1, c); } /* last row */ gsl_spmatrix_set(A, N - 1, N - 2, a); gsl_spmatrix_set(A, N - 1, N - 1, b); /* set rhs vector */ gsl_vector_set_all(rhs, 1.0); /* solve the system */ do { status = gsl_splinalg_itersolve_iterate(A, rhs, tol, x, w); } while (status == GSL_CONTINUE && ++iter < max_iter); gsl_test(status, "%s toeplitz status s=%d N=%zu a=%f b=%f c=%f", desc, status, N, a, b, c); /* check that the residual satisfies ||r|| <= tol*||b|| */ { gsl_vector *r = gsl_vector_alloc(N); double normr, normb; gsl_vector_memcpy(r, rhs); gsl_spblas_dgemv(CblasNoTrans, -1.0, A, x, 1.0, r); normr = gsl_blas_dnrm2(r); normb = gsl_blas_dnrm2(rhs); status = (normr <= tol*normb) != 1; gsl_test(status, "%s toeplitz residual N=%zu a=%f b=%f c=%f normr=%.12e normb=%.12e", desc, N, a, b, c, normr, normb); gsl_vector_free(r); } gsl_vector_free(x); gsl_vector_free(rhs); gsl_spmatrix_free(A); gsl_splinalg_itersolve_free(w); } /* test_toeplitz() */
/* test_poisson() Solve u''(x) = -pi^2 sin(pi*x), u(x) = sin(pi*x) epsrel is the relative error threshold with the exact solution */ static void test_poisson(const size_t N, const double epsrel, const int compress) { const gsl_splinalg_itersolve_type *T = gsl_splinalg_itersolve_gmres; const size_t n = N - 2; /* subtract 2 to exclude boundaries */ const double h = 1.0 / (N - 1.0); /* grid spacing */ const double tol = 1.0e-9; const size_t max_iter = 10; size_t iter = 0; gsl_spmatrix *A = gsl_spmatrix_alloc(n ,n); /* triplet format */ gsl_spmatrix *B; gsl_vector *b = gsl_vector_alloc(n); /* right hand side vector */ gsl_vector *u = gsl_vector_calloc(n); /* solution vector, u0 = 0 */ gsl_splinalg_itersolve *w = gsl_splinalg_itersolve_alloc(T, n, 0); const char *desc = gsl_splinalg_itersolve_name(w); size_t i; int status; /* construct the sparse matrix for the finite difference equation */ /* first row of matrix */ gsl_spmatrix_set(A, 0, 0, -2.0); gsl_spmatrix_set(A, 0, 1, 1.0); /* loop over interior grid points */ for (i = 1; i < n - 1; ++i) { gsl_spmatrix_set(A, i, i + 1, 1.0); gsl_spmatrix_set(A, i, i, -2.0); gsl_spmatrix_set(A, i, i - 1, 1.0); } /* last row of matrix */ gsl_spmatrix_set(A, n - 1, n - 1, -2.0); gsl_spmatrix_set(A, n - 1, n - 2, 1.0); /* scale by h^2 */ gsl_spmatrix_scale(A, 1.0 / (h * h)); /* construct right hand side vector */ for (i = 0; i < n; ++i) { double xi = (i + 1) * h; double bi = -M_PI * M_PI * sin(M_PI * xi); gsl_vector_set(b, i, bi); } if (compress) B = gsl_spmatrix_compcol(A); else B = A; /* solve the system */ do { status = gsl_splinalg_itersolve_iterate(B, b, tol, u, w); } while (status == GSL_CONTINUE && ++iter < max_iter); gsl_test(status, "%s poisson status s=%d N=%zu", desc, status, N); /* check solution against analytic */ for (i = 0; i < n; ++i) { double xi = (i + 1) * h; double u_gsl = gsl_vector_get(u, i); double u_exact = sin(M_PI * xi); gsl_test_rel(u_gsl, u_exact, epsrel, "%s poisson N=%zu i=%zu", desc, N, i); } /* check that the residual satisfies ||r|| <= tol*||b|| */ { gsl_vector *r = gsl_vector_alloc(n); double normr, normb; gsl_vector_memcpy(r, b); gsl_spblas_dgemv(CblasNoTrans, -1.0, A, u, 1.0, r); normr = gsl_blas_dnrm2(r); normb = gsl_blas_dnrm2(b); status = (normr <= tol*normb) != 1; gsl_test(status, "%s poisson residual N=%zu normr=%.12e normb=%.12e", desc, N, normr, normb); gsl_vector_free(r); } gsl_splinalg_itersolve_free(w); gsl_spmatrix_free(A); gsl_vector_free(b); gsl_vector_free(u); if (compress) gsl_spmatrix_free(B); } /* test_poisson() */
int main() { const size_t N = 100; /* number of grid points */ const size_t n = N - 2; /* subtract 2 to exclude boundaries */ const double h = 1.0 / (N - 1.0); /* grid spacing */ gsl_spmatrix *A = gsl_spmatrix_alloc(n ,n); /* triplet format */ gsl_spmatrix *C; /* compressed format */ gsl_vector *f = gsl_vector_alloc(n); /* right hand side vector */ gsl_vector *u = gsl_vector_alloc(n); /* solution vector */ size_t i; /* construct the sparse matrix for the finite difference equation */ /* construct first row */ gsl_spmatrix_set(A, 0, 0, -2.0); gsl_spmatrix_set(A, 0, 1, 1.0); /* construct rows [1:n-2] */ for (i = 1; i < n - 1; ++i) { gsl_spmatrix_set(A, i, i + 1, 1.0); gsl_spmatrix_set(A, i, i, -2.0); gsl_spmatrix_set(A, i, i - 1, 1.0); } /* construct last row */ gsl_spmatrix_set(A, n - 1, n - 1, -2.0); gsl_spmatrix_set(A, n - 1, n - 2, 1.0); /* scale by h^2 */ gsl_spmatrix_scale(A, 1.0 / (h * h)); /* construct right hand side vector */ for (i = 0; i < n; ++i) { double xi = (i + 1) * h; double fi = -M_PI * M_PI * sin(M_PI * xi); gsl_vector_set(f, i, fi); } /* convert to compressed column format */ C = gsl_spmatrix_ccs(A); /* now solve the system with the GMRES iterative solver */ { const double tol = 1.0e-6; /* solution relative tolerance */ const size_t max_iter = 10; /* maximum iterations */ const gsl_splinalg_itersolve_type *T = gsl_splinalg_itersolve_gmres; gsl_splinalg_itersolve *work = gsl_splinalg_itersolve_alloc(T, n, 0); size_t iter = 0; double residual; int status; /* initial guess u = 0 */ gsl_vector_set_zero(u); /* solve the system A u = f */ do { status = gsl_splinalg_itersolve_iterate(C, f, tol, u, work); /* print out residual norm ||A*u - f|| */ residual = gsl_splinalg_itersolve_normr(work); fprintf(stderr, "iter "F_ZU" residual = %.12e\n", iter, residual); if (status == GSL_SUCCESS) fprintf(stderr, "Converged\n"); } while (status == GSL_CONTINUE && ++iter < max_iter); /* output solution */ for (i = 0; i < n; ++i) { double xi = (i + 1) * h; double u_exact = sin(M_PI * xi); double u_gsl = gsl_vector_get(u, i); printf("%f %.12e %.12e\n", xi, u_gsl, u_exact); } gsl_splinalg_itersolve_free(work); } gsl_spmatrix_free(A); gsl_spmatrix_free(C); gsl_vector_free(f); gsl_vector_free(u); return 0; } /* main() */