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Fix GMRES: Initialize essential Householder vector with correct dimension. Add check if initial guess is already a sufficient approximation.

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Kolja Brix 2014-07-10 08:20:55 +02:00
parent 160034bba1
commit 6ff72f40cf
1 changed files with 8 additions and 4 deletions
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12
unsupported/Eigen/src/IterativeSolvers/GMRES.h
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@ -2,7 +2,7 @@
// for linear algebra. // for linear algebra.
// //
// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2012 Kolja Brix <brix@igpm.rwth-aaachen.de> // Copyright (C) 2012, 2014 Kolja Brix <brix@igpm.rwth-aaachen.de>
// //
// This Source Code Form is subject to the terms of the Mozilla // This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed // Public License v. 2.0. If a copy of the MPL was not distributed
@ -72,16 +72,20 @@ bool gmres(const MatrixType & mat, const Rhs & rhs, Dest & x, const Precondition
VectorType p0 = rhs - mat*x; VectorType p0 = rhs - mat*x;
VectorType r0 = precond.solve(p0); VectorType r0 = precond.solve(p0);
// RealScalar r0_sqnorm = r0.squaredNorm();
// is initial guess already good enough?
if(abs(r0.norm()) < tol) {
return true;
}
VectorType w = VectorType::Zero(restart + 1); VectorType w = VectorType::Zero(restart + 1);
FMatrixType H = FMatrixType::Zero(m, restart + 1); FMatrixType H = FMatrixType::Zero(m, restart + 1); // Hessenberg matrix
VectorType tau = VectorType::Zero(restart + 1); VectorType tau = VectorType::Zero(restart + 1);
std::vector < JacobiRotation < Scalar > > G(restart); std::vector < JacobiRotation < Scalar > > G(restart);
// generate first Householder vector // generate first Householder vector
VectorType e; VectorType e(m-1);
RealScalar beta; RealScalar beta;
r0.makeHouseholder(e, tau.coeffRef(0), beta); r0.makeHouseholder(e, tau.coeffRef(0), beta);
w(0)=(Scalar) beta; w(0)=(Scalar) beta;