-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathmgmres.f90
1508 lines (1341 loc) · 36.7 KB
/
mgmres.f90
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
subroutine atx_cr ( n, nz_num, ia, ja, a, x, w )
!*****************************************************************************80
!
!! ATX_CR computes A'*x for a matrix stored in sparse compressed row form.
!
! Discussion:
!
! The Sparse Compressed Row storage format is used.
!
! The matrix A is assumed to be sparse. To save on storage, only
! the nonzero entries of A are stored. The vector JA stores the
! column index of the nonzero value. The nonzero values are sorted
! by row, and the compressed row vector IA then has the property that
! the entries in A and JA that correspond to row I occur in indices
! IA[I] through IA[I+1]-1.
!
! Licensing:
!
! This code is distributed under the GNU LGPL license.
!
! Modified:
!
! 17 July 2007
!
! Author:
!
! Original C version by Lili Ju.
! FORTRAN90 version by John Burkardt.
!
! Reference:
!
! Richard Barrett, Michael Berry, Tony Chan, James Demmel,
! June Donato, Jack Dongarra, Victor Eijkhout, Roidan Pozo,
! Charles Romine, Henk van der Vorst,
! Templates for the Solution of Linear Systems:
! Building Blocks for Iterative Methods,
! SIAM, 1994.
! ISBN: 0898714710,
! LC: QA297.8.T45.
!
! Tim Kelley,
! Iterative Methods for Linear and Nonlinear Equations,
! SIAM, 2004,
! ISBN: 0898713528,
! LC: QA297.8.K45.
!
! Yousef Saad,
! Iterative Methods for Sparse Linear Systems,
! Second Edition,
! SIAM, 2003,
! ISBN: 0898715342,
! LC: QA188.S17.
!
! Parameters:
!
! Input, integer ( kind = 4 ) N, the order of the system.
!
! Input, integer ( kind = 4 ) NZ_NUM, the number of nonzeros.
!
! Input, integer ( kind = 4 ) IA(N+1), JA(NZ_NUM), the row and column
! indices of the matrix values. The row vector has been compressed.
!
! Input, real ( kind = 8 ) A(NZ_NUM), the matrix values.
!
! Input, real ( kind = 8 ) X(N), the vector to be multiplied by A'.
!
! Output, real ( kind = 8 ) W(N), the value of A'*X.
!
implicit none
integer ( kind = 8 ) n
integer ( kind = 8 ) nz_num
real ( kind = 8 ) a(nz_num)
integer ( kind = 4 ) i
integer ( kind = 4 ) ia(n+1)
integer ( kind = 4 ) ja(nz_num)
integer ( kind = 4 ) k
integer ( kind = 4 ) k1
integer ( kind = 4 ) k2
real ( kind = 8 ) w(n)
real ( kind = 8 ) x(n)
w(1:n) = 0.0D+00
do i = 1, n
k1 = ia(i)
k2 = ia(i+1) - 1
w(ja(k1:k2)) = w(ja(k1:k2)) + a(k1:k2) * x(i)
end do
return
end
subroutine atx_st ( n, nz_num, ia, ja, a, x, w )
!*****************************************************************************80
!
!! ATX_ST computes A'*x for a matrix stored in sparset triplet form.
!
! Discussion:
!
! The matrix A is assumed to be sparse. To save on storage, only
! the nonzero entries of A are stored. For instance, the K-th nonzero
! entry in the matrix is stored by:
!
! A(K) = value of entry,
! IA(K) = row of entry,
! JA(K) = column of entry.
!
! Licensing:
!
! This code is distributed under the GNU LGPL license.
!
! Modified:
!
! 08 August 2006
!
! Author:
!
! Original C version by Lili Ju.
! FORTRAN90 version by John Burkardt.
!
! Reference:
!
! Richard Barrett, Michael Berry, Tony Chan, James Demmel,
! June Donato, Jack Dongarra, Victor Eijkhout, Roidan Pozo,
! Charles Romine, Henk van der Vorst,
! Templates for the Solution of Linear Systems:
! Building Blocks for Iterative Methods,
! SIAM, 1994.
! ISBN: 0898714710,
! LC: QA297.8.T45.
!
! Tim Kelley,
! Iterative Methods for Linear and Nonlinear Equations,
! SIAM, 2004,
! ISBN: 0898713528,
! LC: QA297.8.K45.
!
! Yousef Saad,
! Iterative Methods for Sparse Linear Systems,
! Second Edition,
! SIAM, 2003,
! ISBN: 0898715342,
! LC: QA188.S17.
!
! Parameters:
!
! Input, integer ( kind = 4 ) N, the order of the system.
!
! Input, integer ( kind = 4 ) NZ_NUM, the number of nonzeros.
!
! Input, integer ( kind = 4 ) IA(NZ_NUM), JA(NZ_NUM), the row and column
! indices of the matrix values.
!
! Input, real ( kind = 8 ) A(NZ_NUM), the matrix values.
!
! Input, real ( kind = 8 ) X(N), the vector to be multiplied by A'.
!
! Output, real ( kind = 8 ) W(N), the value of A'*X.
!
implicit none
integer ( kind = 8 ) n
integer ( kind = 8 ) nz_num
real ( kind = 8 ) a(nz_num)
integer ( kind = 4 ) i
integer ( kind = 4 ) ia(nz_num)
integer ( kind = 4 ) j
integer ( kind = 4 ) ja(nz_num)
integer ( kind = 4 ) k
real ( kind = 8 ) w(n)
real ( kind = 8 ) x(n)
w(1:n) = 0.0D+00
do k = 1, nz_num
i = ia(k)
j = ja(k)
w(j) = w(j) + a(k) * x(i)
end do
return
end
subroutine ax_cr ( n, nz_num, ia, ja, a, x, w )
!*****************************************************************************80
!
!! AX_CR computes A*x for a matrix stored in sparse compressed row form.
!
! Discussion:
!
! The Sparse Compressed Row storage format is used.
!
! The matrix A is assumed to be sparse. To save on storage, only
! the nonzero entries of A are stored. The vector JA stores the
! column index of the nonzero value. The nonzero values are sorted
! by row, and the compressed row vector IA then has the property that
! the entries in A and JA that correspond to row I occur in indices
! IA[I] through IA[I+1]-1.
!
! Licensing:
!
! This code is distributed under the GNU LGPL license.
!
! Modified:
!
! 17 July 2007
!
! Author:
!
! Original C version by Lili Ju.
! FORTRAN90 version by John Burkardt.
!
! Reference:
!
! Richard Barrett, Michael Berry, Tony Chan, James Demmel,
! June Donato, Jack Dongarra, Victor Eijkhout, Roidan Pozo,
! Charles Romine, Henk van der Vorst,
! Templates for the Solution of Linear Systems:
! Building Blocks for Iterative Methods,
! SIAM, 1994.
! ISBN: 0898714710,
! LC: QA297.8.T45.
!
! Tim Kelley,
! Iterative Methods for Linear and Nonlinear Equations,
! SIAM, 2004,
! ISBN: 0898713528,
! LC: QA297.8.K45.
!
! Yousef Saad,
! Iterative Methods for Sparse Linear Systems,
! Second Edition,
! SIAM, 2003,
! ISBN: 0898715342,
! LC: QA188.S17.
!
! Parameters:
!
! Input, integer ( kind = 4 ) N, the order of the system.
!
! Input, integer ( kind = 4 ) NZ_NUM, the number of nonzeros.
!
! Input, integer ( kind = 4 ) IA(N+1), JA(NZ_NUM), the row and column
! indices of the matrix values. The row vector has been compressed.
!
! Input, real ( kind = 8 ) A(NZ_NUM), the matrix values.
!
! Input, real ( kind = 8 ) X(N), the vector to be multiplied by A.
!
! Output, real ( kind = 8 ) W(N), the value of A*X.
!
implicit none
integer ( kind = 8 ) n
integer ( kind = 8 ) nz_num
real ( kind = 8 ) a(nz_num)
integer ( kind = 4 ) i
integer ( kind = 4 ) ia(n+1)
integer ( kind = 4 ) ja(nz_num)
integer ( kind = 4 ) k
integer ( kind = 4 ) k1
integer ( kind = 4 ) k2
real ( kind = 8 ) w(n)
real ( kind = 8 ) x(n)
w(1:n) = 0.0D+00
do i = 1, n
k1 = ia(i)
k2 = ia(i+1) - 1
w(i) = w(i) + dot_product ( a(k1:k2), x(ja(k1:k2)) )
end do
return
end
subroutine ax_st ( n, nz_num, ia, ja, a, x, w )
!*****************************************************************************80
!
!! AX_ST computes A*x for a matrix stored in sparset triplet form.
!
! Discussion:
!
! The matrix A is assumed to be sparse. To save on storage, only
! the nonzero entries of A are stored. For instance, the K-th nonzero
! entry in the matrix is stored by:
!
! A(K) = value of entry,
! IA(K) = row of entry,
! JA(K) = column of entry.
!
! Licensing:
!
! This code is distributed under the GNU LGPL license.
!
! Modified:
!
! 08 August 2006
!
! Author:
!
! Original C version by Lili Ju.
! FORTRAN90 version by John Burkardt.
!
! Reference:
!
! Richard Barrett, Michael Berry, Tony Chan, James Demmel,
! June Donato, Jack Dongarra, Victor Eijkhout, Roidan Pozo,
! Charles Romine, Henk van der Vorst,
! Templates for the Solution of Linear Systems:
! Building Blocks for Iterative Methods,
! SIAM, 1994.
! ISBN: 0898714710,
! LC: QA297.8.T45.
!
! Tim Kelley,
! Iterative Methods for Linear and Nonlinear Equations,
! SIAM, 2004,
! ISBN: 0898713528,
! LC: QA297.8.K45.
!
! Yousef Saad,
! Iterative Methods for Sparse Linear Systems,
! Second Edition,
! SIAM, 2003,
! ISBN: 0898715342,
! LC: QA188.S17.
!
! Parameters:
!
! Input, integer ( kind = 4 ) N, the order of the system.
!
! Input, integer ( kind = 4 ) NZ_NUM, the number of nonzeros.
!
! Input, integer ( kind = 4 ) IA(NZ_NUM), JA(NZ_NUM), the row and column
! indices of the matrix values.
!
! Input, real ( kind = 8 ) A(NZ_NUM), the matrix values.
!
! Input, real ( kind = 8 ) X(N), the vector to be multiplied by A.
!
! Output, real ( kind = 8 ) W(N), the value of A*X.
!
implicit none
integer ( kind = 8 ) n
integer ( kind = 8 ) nz_num
real ( kind = 8 ) a(nz_num)
integer ( kind = 4 ) i
integer ( kind = 4 ) ia(nz_num)
integer ( kind = 4 ) j
integer ( kind = 4 ) ja(nz_num)
integer ( kind = 4 ) k
real ( kind = 8 ) w(n)
real ( kind = 8 ) x(n)
w(1:n) = 0.0D+00
do k = 1, nz_num
i = ia(k)
j = ja(k)
w(i) = w(i) + a(k) * x(j)
end do
return
end
subroutine diagonal_pointer_cr ( n, nz_num, ia, ja, ua )
!*****************************************************************************80
!
!! DIAGONAL_POINTER_CR finds diagonal entries in a sparse compressed row matrix.
!
! Discussion:
!
! The matrix A is assumed to be stored in compressed row format. Only
! the nonzero entries of A are stored. The vector JA stores the
! column index of the nonzero value. The nonzero values are sorted
! by row, and the compressed row vector IA then has the property that
! the entries in A and JA that correspond to row I occur in indices
! IA[I] through IA[I+1]-1.
!
! The array UA can be used to locate the diagonal elements of the matrix.
!
! It is assumed that every row of the matrix includes a diagonal element,
! and that the elements of each row have been ascending sorted.
!
! Licensing:
!
! This code is distributed under the GNU LGPL license.
!
! Modified:
!
! 18 July 2007
!
! Author:
!
! Original C version by Lili Ju.
! FORTRAN90 version by John Burkardt.
!
! Parameters:
!
! Input, integer ( kind = 4 ) N, the order of the system.
!
! Input, integer ( kind = 4 ) NZ_NUM, the number of nonzeros.
!
! Input, integer ( kind = 4 ) IA(N+1), JA(NZ_NUM), the row and column
! indices of the matrix values. The row vector has been compressed.
! On output, the order of the entries of JA may have changed because of
! the sorting.
!
! Output, integer ( kind = 4 ) UA(N), the index of the diagonal element
! of each row.
!
implicit none
integer ( kind = 8 ) n
integer ( kind = 8 ) nz_num
integer ( kind = 4 ) i
integer ( kind = 4 ) ia(n+1)
integer ( kind = 4 ) k
integer ( kind = 4 ) ja(nz_num)
integer ( kind = 4 ) ua(n)
ua(1:n) = -1
do i = 1, n
do k = ia(i), ia(i+1) - 1
if ( ja(k) == i ) then
ua(i) = k
end if
end do
end do
return
end
subroutine ilu_cr ( n, nz_num, ia, ja, a, ua, l )
!*****************************************************************************80
!
!! ILU_CR computes the incomplete LU factorization of a matrix.
!
! Discussion:
!
! The matrix A is assumed to be stored in compressed row format. Only
! the nonzero entries of A are stored. The vector JA stores the
! column index of the nonzero value. The nonzero values are sorted
! by row, and the compressed row vector IA then has the property that
! the entries in A and JA that correspond to row I occur in indices
! IA(I) through IA(I+1)-1.
!
! Licensing:
!
! This code is distributed under the GNU LGPL license.
!
! Modified:
!
! 27 July 2007
!
! Author:
!
! Original C version by Lili Ju.
! FORTRAN90 version by John Burkardt.
!
! Parameters:
!
! Input, integer ( kind = 4 ) N, the order of the system.
!
! Input, integer ( kind = 4 ) NZ_NUM, the number of nonzeros.
!
! Input, integer ( kind = 4 ) IA(N+1), JA(NZ_NUM), the row and column
! indices of the matrix values. The row vector has been compressed.
!
! Input, real ( kind = 8 ) A(NZ_NUM), the matrix values.
!
! Input, integer ( kind = 4 ) UA(N), the index of the diagonal element
! of each row.
!
! Output, real ( kind = 8 ) L(NZ_NUM), the ILU factorization of A.
!
implicit none
integer ( kind = 8 ) n
integer ( kind = 8 ) nz_num
real ( kind = 8 ) a(nz_num)
integer ( kind = 4 ) i
integer ( kind = 4 ) ia(n+1)
integer ( kind = 4 ) iw(n)
integer ( kind = 4 ) j
integer ( kind = 4 ) ja(nz_num)
integer ( kind = 4 ) jj
integer ( kind = 4 ) jrow
integer ( kind = 4 ) jw
integer ( kind = 4 ) k
real ( kind = 8 ) l(nz_num)
real ( kind = 8 ) tl
integer ( kind = 4 ) ua(n)
!
! Copy A.
!
l(1:nz_num) = a(1:nz_num)
do i = 1, n
!
! IW points to the nonzero entries in row I.
!
iw(1:n) = -1
do k = ia(i), ia(i+1) - 1
iw(ja(k)) = k
end do
do j = ia(i), ia(i+1) - 1
jrow = ja(j)
if ( i <= jrow ) then
exit
end if
tl = l(j) * l(ua(jrow))
l(j) = tl
do jj = ua(jrow) + 1, ia(jrow+1) - 1
jw = iw(ja(jj))
if ( jw /= -1 ) then
l(jw) = l(jw) - tl * l(jj)
end if
end do
end do
ua(i) = j
if ( jrow /= i ) then
write ( *, '(a)' ) ' '
write ( *, '(a)' ) 'ILU_CR - Fatal error!'
write ( *, '(a)' ) ' JROW ~= I'
write ( *, '(a,i8)' ) ' JROW = ', jrow
write ( *, '(a,i8)' ) ' I = ', i
stop
end if
if ( l(j) == 0.0D+00 ) then
write ( *, '(a)' ) ' '
write ( *, '(a)' ) 'ILU_CR - Fatal error!'
write ( *, '(a,i8)' ) ' Zero pivot on step I = ', i
write ( *, '(a,i8,a)' ) ' L(', j, ') = 0.0'
stop
end if
l(j) = 1.0D+00 / l(j)
end do
l(ua(1:n)) = 1.0D+00 / l(ua(1:n))
return
end
subroutine lus_cr ( n, nz_num, ia, ja, l, ua, r, z )
!*****************************************************************************80
!
!! LUS_CR applies the incomplete LU preconditioner.
!
! Discussion:
!
! The linear system M * Z = R is solved for Z. M is the incomplete
! LU preconditioner matrix, and R is a vector supplied by the user.
! So essentially, we're solving L * U * Z = R.
!
! The matrix A is assumed to be stored in compressed row format. Only
! the nonzero entries of A are stored. The vector JA stores the
! column index of the nonzero value. The nonzero values are sorted
! by row, and the compressed row vector IA then has the property that
! the entries in A and JA that correspond to row I occur in indices
! IA(I) through IA(I+1)-1.
!
! Licensing:
!
! This code is distributed under the GNU LGPL license.
!
! Modified:
!
! 18 July 2007
!
! Author:
!
! Original C version by Lili Ju.
! FORTRAN90 version by John Burkardt.
!
! Parameters:
!
! Input, integer ( kind = 4 ) N, the order of the system.
!
! Input, integer ( kind = 4 ) NZ_NUM, the number of nonzeros.
!
! Input, integer ( kind = 4 ) IA(N+1), JA(NZ_NUM), the row and column
! indices of the matrix values. The row vector has been compressed.
!
! Input, real ( kind = 8 ) L(NZ_NUM), the matrix values.
!
! Input, integer ( kind = 4 ) UA(N), the index of the diagonal element
! of each row.
!
! Input, real ( kind = 8 ) R(N), the right hand side.
!
! Output, real ( kind = 8 ) Z(N), the solution of the system M * Z = R.
!
implicit none
integer ( kind = 8 ) n
integer ( kind = 8 ) nz_num
integer ( kind = 4 ) i
integer ( kind = 4 ) ia(n+1)
integer ( kind = 4 ) j
integer ( kind = 4 ) ja(nz_num)
real ( kind = 8 ) l(nz_num)
real ( kind = 8 ) r(n)
integer ( kind = 4 ) ua(n)
real ( kind = 8 ) w(n)
real ( kind = 8 ) z(n)
!
! Copy R in.
!
w(1:n) = r(1:n)
!
! Solve L * w = w where L is unit lower triangular.
!
do i = 2, n
do j = ia(i), ua(i) - 1
w(i) = w(i) - l(j) * w(ja(j))
end do
end do
!
! Solve U * w = w, where U is upper triangular.
!
do i = n, 1, -1
do j = ua(i) + 1, ia(i+1) - 1
w(i) = w(i) - l(j) * w(ja(j))
end do
w(i) = w(i) / l(ua(i))
end do
!
! Copy Z out.
!
z(1:n) = w(1:n)
return
end
subroutine mgmres_st ( n, nz_num, ia, ja, a, x, rhs, itr_max, mr, tol_abs, &
tol_rel )
!*****************************************************************************80
!
!! MGMRES_ST applies restarted GMRES to a sparse triplet matrix.
!
! Discussion:
!
! The linear system A*X=B is solved iteratively.
!
! The matrix A is assumed to be stored in sparse triplet form. Only
! the nonzero entries of A are stored. For instance, the K-th nonzero
! entry in the matrix is stored by:
!
! A(K) = value of entry,
! IA(K) = row of entry,
! JA(K) = column of entry.
!
! Thanks to Jesus Pueblas Sanchez-Guerra for supplying two
! corrections to the code on 31 May 2007.
!
! Licensing:
!
! This code is distributed under the GNU LGPL license.
!
! Modified:
!
! 13 July 2007
!
! Author:
!
! Original C version by Lili Ju.
! FORTRAN90 version by John Burkardt.
!
! Reference:
!
! Richard Barrett, Michael Berry, Tony Chan, James Demmel,
! June Donato, Jack Dongarra, Victor Eijkhout, Roidan Pozo,
! Charles Romine, Henk van der Vorst,
! Templates for the Solution of Linear Systems:
! Building Blocks for Iterative Methods,
! SIAM, 1994.
! ISBN: 0898714710,
! LC: QA297.8.T45.
!
! Tim Kelley,
! Iterative Methods for Linear and Nonlinear Equations,
! SIAM, 2004,
! ISBN: 0898713528,
! LC: QA297.8.K45.
!
! Yousef Saad,
! Iterative Methods for Sparse Linear Systems,
! Second Edition,
! SIAM, 2003,
! ISBN: 0898715342,
! LC: QA188.S17.
!
! Parameters:
!
! Input, integer ( kind = 4 ) N, the order of the linear system.
!
! Input, integer ( kind = 4 ) NZ_NUM, the number of nonzero matrix values.
!
! Input, integer ( kind = 4 ) IA(NZ_NUM), JA(NZ_NUM), the row and column
! indices of the matrix values.
!
! Input, real ( kind = 8 ) A(NZ_NUM), the matrix values.
!
! Input/output, real ( kind = 8 ) X(N); on input, an approximation to
! the solution. On output, an improved approximation.
!
! Input, real ( kind = 8 ) RHS(N), the right hand side of the linear system.
!
! Input, integer ( kind = 4 ) ITR_MAX, the maximum number of (outer)
! iterations to take.
!
! Input, integer ( kind = 4 ) MR, the maximum number of (inner) iterations
! to take. 0 < MR <= N.
!
! Input, real ( kind = 8 ) TOL_ABS, an absolute tolerance applied to the
! current residual.
!
! Input, real ( kind = 8 ) TOL_REL, a relative tolerance comparing the
! current residual to the initial residual.
!
implicit none
integer ( kind = 8 ),intent(in):: mr
integer ( kind = 8 ) n
integer ( kind = 8 ) nz_num
real ( kind = 8 ) a(nz_num)
real ( kind = 8 ) av
real ( kind = 8 ) c(1:mr)
real ( kind = 8 ), parameter :: delta = 1.0D-03
real ( kind = 8 ) g(1:mr+1)
real ( kind = 8 ) h(1:mr+1,1:mr)
real ( kind = 8 ) htmp
integer ( kind = 4 ) i
integer ( kind = 4 ) ia(nz_num)
integer ( kind = 4 ) itr
integer ( kind = 8 ),intent(in):: itr_max
integer ( kind = 4 ) itr_used
integer ( kind = 4 ) j
integer ( kind = 4 ) ja(nz_num)
integer ( kind = 4 ) k
integer ( kind = 4 ) k_copy
real ( kind = 8 ) mu
real ( kind = 8 ) r(1:n)
real ( kind = 8 ) rho
real ( kind = 8 ) rho_tol
real ( kind = 8 ) rhs(1:n)
real ( kind = 8 ) s(1:mr)
real ( kind = 8 ) tol_abs
real ( kind = 8 ) tol_rel
real ( kind = 8 ) v(1:n,1:mr+1)
logical, parameter :: verbose = .false.
real ( kind = 8 ) x(1:n)
real ( kind = 8 ) y(1:mr+1)
itr_used = 0
if ( n < mr ) then
write ( *, '(a)' ) ' '
write ( *, '(a)' ) 'MGMRES_ST - Fatal error!'
write ( *, '(a)' ) ' N < MR.'
write ( *, '(a,i8)' ) ' N = ', n
write ( *, '(a,i8)' ) ' MR = ', mr
stop
end if
do itr = 1, itr_max
call ax_st ( n, nz_num, ia, ja, a, x, r )
r(1:n) = rhs(1:n) - r(1:n)
rho = sqrt ( dot_product ( r(1:n), r(1:n) ) )
if ( verbose ) then
write ( *, '(a,i8,a,g14.6)' ) ' ITR = ', itr, ' Residual = ', rho
end if
if ( itr == 1 ) then
rho_tol = rho * tol_rel
end if
v(1:n,1) = r(1:n) / rho
g(1) = rho
g(2:mr+1) = 0.0D+00
h(1:mr+1,1:mr) = 0.0D+00
do k = 1, mr
k_copy = k
call ax_st ( n, nz_num, ia, ja, a, v(1:n,k), v(1:n,k+1) )
av = sqrt ( dot_product ( v(1:n,k+1), v(1:n,k+1) ) )
do j = 1, k
h(j,k) = dot_product ( v(1:n,k+1), v(1:n,j) )
v(1:n,k+1) = v(1:n,k+1) - h(j,k) * v(1:n,j)
end do
h(k+1,k) = sqrt ( dot_product ( v(1:n,k+1), v(1:n,k+1) ) )
if ( av + delta * h(k+1,k) == av ) then
do j = 1, k
htmp = dot_product ( v(1:n,k+1), v(1:n,j) )
h(j,k) = h(j,k) + htmp
v(1:n,k+1) = v(1:n,k+1) - htmp * v(1:n,j)
end do
h(k+1,k) = sqrt ( dot_product ( v(1:n,k+1), v(1:n,k+1) ) )
end if
if ( h(k+1,k) /= 0.0D+00 ) then
v(1:n,k+1) = v(1:n,k+1) / h(k+1,k)
end if
if ( 1 < k ) then
y(1:k+1) = h(1:k+1,k)
do j = 1, k - 1
call mult_givens ( c(j), s(j), j, y(1:k+1) )
end do
h(1:k+1,k) = y(1:k+1)
end if
mu = sqrt ( h(k,k)**2 + h(k+1,k)**2 )
c(k) = h(k,k) / mu
s(k) = -h(k+1,k) / mu
h(k,k) = c(k) * h(k,k) - s(k) * h(k+1,k)
h(k+1,k) = 0.0D+00
call mult_givens ( c(k), s(k), k, g(1:k+1) )
rho = abs ( g(k+1) )
itr_used = itr_used + 1
if ( verbose ) then
write ( *, '(a,i8,a,g14.6)' ) ' K = ', k, ' Residual = ', rho
end if
if ( rho <= rho_tol .and. rho <= tol_abs ) then
exit
end if
end do
k = k_copy - 1
y(k+1) = g(k+1) / h(k+1,k+1)
do i = k, 1, -1
y(i) = ( g(i) - dot_product ( h(i,i+1:k+1), y(i+1:k+1) ) ) / h(i,i)
end do
do i = 1, n
x(i) = x(i) + dot_product ( v(i,1:k+1), y(1:k+1) )
end do
if ( rho <= rho_tol .and. rho <= tol_abs ) then
exit
end if
end do
! if ( verbose ) then
! write ( *, '(a)' ) ' '
! write ( *, '(a)' ) 'MGMRES_ST:'
! write ( *, '(a,i8)' ) ' Iterations = ', itr_used
! write ( *, '(a,g14.6)' ) ' Final residual = ', rho
! end if
return
end
subroutine mult_givens ( c, s, k, g )
!*****************************************************************************80
!
!! MULT_GIVENS applies a Givens rotation to two successive entries of a vector.
!
! Discussion:
!
! In order to make it easier to compare this code with the Original C,
! the vector indexing is 0-based.
!
! Licensing:
!
! This code is distributed under the GNU LGPL license.
!
! Modified:
!
! 08 August 2006
!
! Author:
!
! Original C version by Lili Ju.
! FORTRAN90 version by John Burkardt.
!
! Reference:
!
! Richard Barrett, Michael Berry, Tony Chan, James Demmel,
! June Donato, Jack Dongarra, Victor Eijkhout, Roidan Pozo,
! Charles Romine, Henk van der Vorst,
! Templates for the Solution of Linear Systems:
! Building Blocks for Iterative Methods,
! SIAM, 1994.
! ISBN: 0898714710,
! LC: QA297.8.T45.
!
! Tim Kelley,
! Iterative Methods for Linear and Nonlinear Equations,
! SIAM, 2004,
! ISBN: 0898713528,
! LC: QA297.8.K45.
!
! Yousef Saad,
! Iterative Methods for Sparse Linear Systems,
! Second Edition,
! SIAM, 2003,
! ISBN: 0898715342,
! LC: QA188.S17.
!
! Parameters:
!
! Input, real ( kind = 8 ) C, S, the cosine and sine of a Givens
! rotation.
!
! Input, integer ( kind = 4 ) K, indicates the location of the first
! vector entry.
!
! Input/output, real ( kind = 8 ) G(1:K+1), the vector to be modified.
! On output, the Givens rotation has been applied to entries G(K) and G(K+1).
!
implicit none
integer ( kind = 4 ) k
real ( kind = 8 ) c
real ( kind = 8 ) g(1:k+1)
real ( kind = 8 ) g1
real ( kind = 8 ) g2
real ( kind = 8 ) s
g1 = c * g(k) - s * g(k+1)
g2 = s * g(k) + c * g(k+1)
g(k) = g1
g(k+1) = g2
return
end
subroutine pmgmres_ilu_cr ( n, nz_num, ia, ja, a, x, rhs, itr_max, mr, &
tol_abs, tol_rel )
!*****************************************************************************80
!
!! PMGMRES_ILU_CR applies the preconditioned restarted GMRES algorithm.
!
! Discussion:
!
! The matrix A is assumed to be stored in compressed row format. Only
! the nonzero entries of A are stored. The vector JA stores the
! column index of the nonzero value. The nonzero values are sorted
! by row, and the compressed row vector IA then has the property that
! the entries in A and JA that correspond to row I occur in indices
! IA(I) through IA(I+1)-1.
!
! This routine uses the incomplete LU decomposition for the
! preconditioning. This preconditioner requires that the sparse
! matrix data structure supplies a storage position for each diagonal
! element of the matrix A, and that each diagonal element of the
! matrix A is not zero.
!
! Thanks to Jesus Pueblas Sanchez-Guerra for supplying two
! corrections to the code on 31 May 2007.