RVLUmin::CGStep< Scalar > Class Template Reference

Single iteration of the Conjugate Gradient method for solution of SPD linear systems. More...

#include <cgalg.hh>

Inheritance diagram for RVLUmin::CGStep< Scalar >:

List of all members.

Public Member Functions
void	run ()
	Execute a single CG step.
	CGStep (Vector< Scalar > &x0, LinearOp< Scalar > const &inA, Vector< Scalar > const &rhs, atype &_rnormsq)
	constructor:
Protected Member Functions
void	restart ()
	restart CG for the current x.
Protected Attributes
Vector< Scalar > &	x
const LinearOp< Scalar > &	A
Vector< Scalar > const &	b
Vector< Scalar >	r
Scalar	curv
atype &	rnormsq
Vector< Scalar >	p
Vector< Scalar >	w

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Detailed Description

template<typename Scalar>
class RVLUmin::CGStep< Scalar >

Single iteration of the Conjugate Gradient method for solution of SPD linear systems.

Stores const references for linear map, represented as RVL::LinearOp, and right-hand side vector, represented as RVL::Vector. Updates solution vector and residual norm, for which the class stores mutable references. Detection of negative curvature (implying failure of SPD condition) throws exception. Uses RVL::ProtectedDivision to compute alpha, beta, with default zerodivide tolerance.

Definition at line 82 of file cgalg.hh.

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Constructor & Destructor Documentation

template<typename Scalar>

RVLUmin::CGStep< Scalar >::CGStep	(	Vector< Scalar > &	x0,
		LinearOp< Scalar > const &	inA,
		Vector< Scalar > const &	rhs,
		atype &	_rnormsq
	)

constructor:

Parameters:

	x0	- mutable reference to solution vector (external), updated by CGStep::run()
	inA	- const reference to LinearOp (external) defining problem; presumed to be SPD
	rhs	- const reference to RHS or target vector (external)
	_rnormsq	- mutable reference to residual norm-squared scalar; constructor initializes, CGStep::run() updates

Definition at line 147 of file cgalg.hh.

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Member Function Documentation

template<typename Scalar>

void RVLUmin::CGStep< Scalar >::run

(

)

[virtual]

Execute a single CG step.

If CG finds a direction of negative curvature <p, Ap> < 0, it will NOT take a step

Implements RVLAlg::Algorithm.

Definition at line 92 of file cgalg.hh.

References RVLUmin::CGStep< Scalar >::A, RVLUmin::CGStep< Scalar >::curv, RVLUmin::CGStep< Scalar >::p, RVLUmin::CGStep< Scalar >::r, RVLUmin::realgt(), RVLUmin::CGStep< Scalar >::rnormsq, RVLUmin::CGStep< Scalar >::w, and RVLUmin::CGStep< Scalar >::x.

template<typename Scalar>

void RVLUmin::CGStep< Scalar >::restart

(

)

[protected]

restart CG for the current x.

This should only be used if x is modified outside of this algorithm.

Definition at line 163 of file cgalg.hh.

References RVLUmin::CGStep< Scalar >::A, RVLUmin::CGStep< Scalar >::b, RVLUmin::CGStep< Scalar >::p, RVLUmin::CGStep< Scalar >::r, RVLUmin::CGStep< Scalar >::rnormsq, RVLUmin::CGStep< Scalar >::w, and RVLUmin::CGStep< Scalar >::x.

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Member Data Documentation

template<typename Scalar>

Vector<Scalar>& RVLUmin::CGStep< Scalar >::x [protected]

Definition at line 171 of file cgalg.hh.

Referenced by RVLUmin::CGStep< Scalar >::restart(), and RVLUmin::CGStep< Scalar >::run().

template<typename Scalar>

const LinearOp<Scalar>& RVLUmin::CGStep< Scalar >::A [protected]

Definition at line 172 of file cgalg.hh.

Referenced by RVLUmin::CGStep< Scalar >::restart(), and RVLUmin::CGStep< Scalar >::run().

template<typename Scalar>

Vector<Scalar> const& RVLUmin::CGStep< Scalar >::b [protected]

Definition at line 173 of file cgalg.hh.

Referenced by RVLUmin::CGStep< Scalar >::restart().

template<typename Scalar>

Vector<Scalar> RVLUmin::CGStep< Scalar >::r [protected]

Definition at line 174 of file cgalg.hh.

Referenced by RVLUmin::CGStep< Scalar >::restart(), and RVLUmin::CGStep< Scalar >::run().

template<typename Scalar>

Scalar RVLUmin::CGStep< Scalar >::curv [protected]

Definition at line 175 of file cgalg.hh.

Referenced by RVLUmin::CGStep< Scalar >::run().

template<typename Scalar>

atype& RVLUmin::CGStep< Scalar >::rnormsq [protected]

Definition at line 176 of file cgalg.hh.

Referenced by RVLUmin::CGStep< Scalar >::restart(), and RVLUmin::CGStep< Scalar >::run().

template<typename Scalar>

Vector<Scalar> RVLUmin::CGStep< Scalar >::p [protected]

Definition at line 177 of file cgalg.hh.

Referenced by RVLUmin::CGStep< Scalar >::restart(), and RVLUmin::CGStep< Scalar >::run().

template<typename Scalar>

Vector<Scalar> RVLUmin::CGStep< Scalar >::w [protected]

Definition at line 178 of file cgalg.hh.

Referenced by RVLUmin::CGStep< Scalar >::restart(), and RVLUmin::CGStep< Scalar >::run().

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The documentation for this class was generated from the following file:

• cgalg.hh

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