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//*****************************************************************
// Iterative template routine -- Preconditioned Richardson
//
// IR solves the unsymmetric linear system Ax = b using
// Iterative Refinement (preconditioned Richardson iteration).
//
// The return value indicates convergence within max_iter (input)
// iterations (0), or no convergence within max_iter iterations (1).
//
// Upon successful return, output arguments have the following values:
//
// x -- approximate solution to Ax = b
// max_iter -- the number of iterations performed before the
// tolerance was reached
// tol -- the residual after the final iteration
//
//*****************************************************************
//
// Slightly modified version of IML++ template. See ReadMe file.
//
// Jesper Andersson
//
#ifndef ir_h
#define ir_h
namespace MISCMATHS {
template < class Matrix, class Vector, class Preconditioner, class Real >
int
IR(const Matrix &A, Vector &x, const Vector &b,
const Preconditioner &M, int &max_iter, Real &tol)
{
Real resid;
Vector z;
Real normb = b.NormFrobenius();
Vector r = b - A*x;
if (normb == 0.0)
normb = 1;
if ((resid = r.NormFrobenius() / normb) <= tol) {
tol = resid;
max_iter = 0;
return 0;
}
for (int i = 1; i <= max_iter; i++) {
z = M.solve(r);
x += z;
r = b - A * x;
if ((resid = r.NormFrobenius() / normb) <= tol) {
tol = resid;
max_iter = i;
return 0;
}
}
tol = resid;
return 1;
}
} // End namespace MISCMATHS
#endif // End #ifndef ir_h