diff --git a/unsupported/Eigen/src/IterativeSolvers/MINRES.h b/unsupported/Eigen/src/IterativeSolvers/MINRES.h index 01ab319a1..46d7bedc1 100644 --- a/unsupported/Eigen/src/IterativeSolvers/MINRES.h +++ b/unsupported/Eigen/src/IterativeSolvers/MINRES.h @@ -41,10 +41,6 @@ namespace Eigen { const int N(mat.cols()); // the size of the matrix const RealScalar rhsNorm2(rhs.squaredNorm()); const RealScalar threshold2(tol_error*tol_error*rhsNorm2); // convergence threshold (compared to residualNorm2) - -// // Compute initial residual -// const VectorType residual(rhs-mat*x); -// RealScalar residualNorm2(residual.squaredNorm()); // Initialize preconditioned Lanczos // VectorType v_old(N); // will be initialized inside loop @@ -70,16 +66,14 @@ namespace Eigen { VectorType p(p_old); // initialize p=0 RealScalar eta(1.0); - //int n = 0; - iters = 0; -// while ( n < maxIters ){ + iters = 0; // reset iters while ( iters < maxIters ){ // Preconditioned Lanczos /* Note that there are 4 variants on the Lanczos algorithm. These are * described in Paige, C. C. (1972). Computational variants of * the Lanczos method for the eigenproblem. IMA Journal of Applied - * Mathematics, 10(3), 373–381. The current implementation corresonds + * Mathematics, 10(3), 373–381. The current implementation corresponds * to the case A(2,7) in the paper. It also corresponds to * algorithm 6.14 in Y. Saad, Iterative Methods for Sparse Linear * Systems, 2003 p.173. For the preconditioned version see @@ -87,10 +81,10 @@ namespace Eigen { */ const RealScalar beta(beta_new); // v_old = v; // update: at first time step, this makes v_old = 0 so value of beta doesn't matter - const VectorType v_old(v); + const VectorType v_old(v); // NOT SURE IF CREATING v_old EVERY ITERATION IS EFFICIENT v = v_new; // update // w = w_new; // update - const VectorType w(w_new); + const VectorType w(w_new); // NOT SURE IF CREATING w EVERY ITERATION IS EFFICIENT v_new.noalias() = mat*w - beta*v_old; // compute v_new const RealScalar alpha = v_new.dot(w); v_new -= alpha*v; // overwrite v_new @@ -113,9 +107,9 @@ namespace Eigen { // Update solution // p_oold = p_old; - const VectorType p_oold(p_old); + const VectorType p_oold(p_old); // NOT SURE IF CREATING p_oold EVERY ITERATION IS EFFICIENT p_old = p; - p=(w-r2*p_old-r3*p_oold) /r1; + p.noalias()=(w-r2*p_old-r3*p_oold) /r1; // IS NOALIAS REQUIRED? x += beta_one*c*eta*p; residualNorm2 *= s*s; @@ -124,11 +118,9 @@ namespace Eigen { } eta=-s*eta; // update eta - // n++; // increment iteration - iters++; + iters++; // increment iteration number (for output purposes) } - tol_error = std::sqrt(residualNorm2 / rhsNorm2); // return error - // iters = n; // return number of iterations + tol_error = std::sqrt(residualNorm2 / rhsNorm2); // return error. Note that this is the estimated error. The real error |Ax-b|/|b| may be slightly larger } }