Class: Numo::GSL::SpLinalg::IterSolve

Inherits:

Object

• Object
• Numo::GSL::SpLinalg::IterSolve

Defined in:

ext/numo/gsl/spmatrix/gsl_spmatrix.c

Direct Known Subclasses

Gmres

Defined Under Namespace

Classes: Gmres

Class Method Summary

• .iterate(a, b, tol, x) ⇒ Integer

  This function performs one iteration of the iterative method for the sparse linear system specfied by the matrix A, right hand side vector b and solution vector x.

Instance Method Summary

• #name ⇒ String

  This function returns a string pointer to the name of the solver.

• #normr ⇒ Float

  This function returns the current residual norm

  r

  =

  A x - b

  , which is updated after each call to gsl_splinalg_itersolve_iterate.

Class Method Details

.iterate(a, b, tol, x) ⇒ Integer

This function performs one iteration of the iterative method for the sparse linear system specfied by the matrix A, right hand side vector b and solution vector x. On input, x must be set to an initial guess for the solution. On output, x is updated to give the current solution estimate. The parameter tol specifies the relative tolerance between the residual norm and norm of b in order to check for convergence. When the following condition is satisfied: || A x - b || <= tol * || b || the method has converged, the function returns GSL_SUCCESS and the final solution is provided in x. Otherwise, the function returns GSL_CONTINUE to signal that more iterations are required. Here, || \cdot || represents the Euclidean norm. The input matrix A may be in triplet or compressed column format.

Parameters:

• a (Numo::GSL::SpMatrix) —

  (input sparse matrix)

• b (Numo::DFloat) —

  (input vector)

• tol (Float)
• x (Numo::DFloat) —

  (input

  output vector)

Returns:

• (Integer) —

  returns GSL::CONTINUE=-2 to signal that more iterations are required.

# File 'ext/numo/gsl/spmatrix/gsl_spmatrix.c', line 804

static VALUE
splinalg_itersolve_s_iterate(VALUE self, VALUE vA, VALUE vb, VALUE vtol, VALUE vx)
{
    gsl_spmatrix *A;
    gsl_vector *b, *x;
    double tol;
    gsl_splinalg_itersolve *w;
    narray_t *na;
    int status;

    TypedData_Get_Struct(self, gsl_splinalg_itersolve, &splinalg_itersolve_data_type, w);

    TypedData_Get_Struct(vA, gsl_spmatrix, &spmatrix_data_type, A);

    vb = cast_1d_contiguous(vb, cDF);
    ALLOCA_GSL_VECTOR_FROM_NARRAY_R(vb, b);
    tol = NUM2DBL(vtol);

    if (CLASS_OF(vx) != cDF) {
        rb_raise(rb_eTypeError, "x should be Numo::DFloat");
    }
    GetNArray(vx,na);
    if (NA_NDIM(na) != 1) {
        rb_raise(nary_eShapeError, "x should be 1-dimensional array");
    }
    if (!RTEST(na_check_contiguous(vx))) {
        rb_raise(nary_eOperationError, "x should be contiguous array");
    }
    ALLOCA_GSL_VECTOR_FROM_NARRAY_RW(vx, x);

    status = gsl_splinalg_itersolve_iterate(A, b, tol, x, w);
    RB_GC_GUARD(vb);
    return INT2FIX(status);
}

Instance Method Details

#name ⇒ String

This function returns a string pointer to the name of the solver.

Returns:

• (String)

# File 'ext/numo/gsl/spmatrix/gsl_spmatrix.c', line 767

static VALUE
splinalg_itersolve_name(VALUE self)
{
    gsl_splinalg_itersolve *w;

    TypedData_Get_Struct(self, gsl_splinalg_itersolve, &splinalg_itersolve_data_type, w);

    return rb_str_new_cstr(gsl_splinalg_itersolve_name(w));
}

#normr ⇒ Float

This function returns the current residual norm ||r|| = ||A x - b||, which is updated after each call to gsl_splinalg_itersolve_iterate.

Returns:

• (Float)

# File 'ext/numo/gsl/spmatrix/gsl_spmatrix.c', line 849

static VALUE
splinalg_itersolve_normr(VALUE self)
{
    gsl_splinalg_itersolve *w;

    TypedData_Get_Struct(self, gsl_splinalg_itersolve, &splinalg_itersolve_data_type, w);

    return DBL2NUM(gsl_splinalg_itersolve_normr(w));
}