Homework, Material, and Software Manual for Math 4610
Routine Name: conGrad
Author: Tanner Wheeler
Language: C++. This can be compiled using the GNU compiler. On the command line when in the file containing the code use the command
g++ ./<fileNameHere>.cpp
This will create a a.out file. To run the program use the command
./a
Description/Purpose: This method will run the Conjugate Gradient method on a matrix that is symmetric and positive definite.
Input: Given the equation Ax = b. A two dimensional vector array is the first input representing A. It has dimensions nxn. The second is a vector array of length n representing b. The third input is a vector array of length n representing a guess of x. The fourth is an integer of the maximum number of times the method should iterate. The last input is a small double number for the amount of error allowed for the answer.
Output: This will output the solution x that satisfies the equation Ax=b. It will be a vector array of length n.
Usage/Example:
In our main function we want to create a two dimension vector array a, vector array b, vector array x0 as a guess, use 15 for maxiter, and .0001 for tol.
#include<vector>
#include<iostream>
int main(void)
{
int n = 3;
std::vector<double> b(n);
std::vector<double> x(n);
std::vector<std::vector<double>> a(n, std::vector<double>(n))
a[0][0] = 7.0
a[0][1] = 3.0
a[0][2] = 1.0
a[1][0] = 3.0
a[1][1] = 10.0
a[1][2] = 2.0
a[2][0] = 1.0
a[2][1] = 2.0
a[2][2] = 15.0
b[0] = 11.0
b[1] = 15.0
b[2] = 18.0
for (int i = 0; i < x.size(); i++)
{
x[i] = 0.0; //Our guess will be a vector of zeros
}
std::cout << conGrad(a, b, x, 15, .0001) << std::endl;
return 0;
}
You have created
a = [[7.0, 3.0, 1.0],
[3.0, 10.0, 2.0],
[1.0, 2.0, 15.0]]
b = [11.0, 15.0, 18.0]
Our output for the Conjugate Gradient method will be
[0.9999641037446935, 1.0000164852836104, 0.999989210187439]
Implementation/Code: The following is the code for conGrad(a, b, x0, maxiter, tol)
std::vector<double> conGrad(std::vector<std::vector<double>> a, std::vector<double> b, std::vector<double> x0, int maxiter, double tol)
{
int k = 0;
int n = b.size();
std::vector<double> x1 = x0;
std::vector<double> p0 = b;
std::vector<double> r0 = b;
int i,j;
double sum;
for (i = 0; i < n; i++)
{
sum = 0.0f;
for (j = 0; j < n; j++)
{
sum += a[i][j] * x0[j];
}
p0[i] -= sum;
r0[i] -= sum;
}
double delta0 = 0.0f;
double bdelta = 0.0f;
for (int i = 0; i < n; i++)
{
delta0 += p0[i] * p0[i];
bdelta += b[i] * b[i];
}
while (delta0 > ((tol * tol) - bdelta) && k < maxiter)
{
std::vector<double> s = b;
int i,j;
double sum;
#pragma omp parallel for shared(p0, a, s, n) private(i, j)
for (i = 0; i < n; i++)
{
s[i] = 0.0;
for (j = 0; j < n; j++)
{
s[i] += a[i][j] * p0[j];
}
}
double ynorm = 0.0f;
int i;
for (i = 0; i < n; i++)
{
ynorm += p0[i] * s[i];
}
double alpha = delta0 / ynorm;
int i;
for (i = 0; i < n; i++)
{
x1[i] = 0.0;
x1[i] = x0[i] + (p0[i] * alpha);
}
std::vector<double> r1 = b;
int i;
for (i = 0; i < n; i++)
{
r1[i] = r0[i] - (s[i] * alpha);
}
double delta1 = 0.0f;
int i;
for (i = 0; i < n; i++)
{
delta1 += r1[i] * r1[i];
}
std::vector<double> p1 = b;
int i;
for (i = 0; i < n; i++)
{
p1[i] = r1[i] + (p0[i] * (delta1/delta0));
}
k++;
int i;
for (i = 0; i < n; i++)
{
r0[i] = r1[i];
p0[i] = p1[i];
x0[i] = x1[i];
}
delta0 = delta1;
}
return x0;
}
Last Modified: December 2018