/* QMR.f -- translated by f2c (version of 20 August 1993 13:15:44). You must link the resulting object file with the libraries: -lf2c -lm (in that order) */ #include "f2c.h" /* Table of constant values */ static integer c__1 = 1; static doublereal c_b5 = -1.; static doublereal c_b6 = 0.; static doublereal c_b44 = 1.; /* -- Iterative template routine -- * Univ. of Tennessee and Oak Ridge National Laboratory * October 1, 1993 * Details of this algorithm are described in "Templates for the * Solution of Linear Systems: Building Blocks for Iterative * Methods", Barrett, Berry, Chan, Demmel, Donato, Dongarra, * Eijkhout, Pozo, Romine, and van der Vorst, SIAM Publications, * 1993. (ftp netlib2.cs.utk.edu; cd linalg; get templates.ps). * * Purpose * ======= * * BiCG solves the linear system Ax = b using the * BiConjugate Gradient iterative method with preconditioning. * * Convergence test: ( norm( b - A*x ) / norm( b ) ) < TOL. * For other measures, see the above reference. * * Arguments * ========= * * N (input) INTEGER. * On entry, the dimension of the matrix. * Unchanged on exit. * * B (input) DOUBLE PRECISION array, dimension N. * On entry, right hand side vector B. * Unchanged on exit. * * X (input/output) DOUBLE PRECISION array, dimension N. * On input, the initial guess. This is commonly set to * the zero vector. * On exit, if INFO = 0, the iterated approximate solution. * * WORK (workspace) DOUBLE PRECISION array, dimension (LDW,4). * Workspace for residual, direction vector, etc. * * LDW (input) INTEGER * The leading dimension of the array WORK. LDW >= max(1,N). * * ITER (input/output) INTEGER * On input, the maximum iterations to be performed. * On output, actual number of iterations performed. * * RESID (input/output) DOUBLE PRECISION * On input, the allowable convergence measure for * norm( b - A*x ) / norm( b ). * On output, the final value of this measure. * * MATVEC (external subroutine) * The user must provide a subroutine to perform the * matrix-vector product * * y := alpha*A*x + beta*y, * * where alpha and beta are scalars, x and y are vectors, * and A is a matrix. Vector x must remain unchanged. * The solution is over-written on vector y. * * The call is: * * CALL MATVEC( ALPHA, X, BETA, Y ) * * The matrix is passed into the routine in a common block. * * MATVECTRANS (external subroutine) * The user must provide a subroutine to perform the * matrix-vector product * * y := alpha*A'*x + beta*y, * * where alpha and beta are scalars, x and y are vectors, * and A' is the tranpose of a matrix A. Vector x must remain * unchanged. * The solution is over-written on vector y. * * The call is: * * CALL MATVECTRANS( ALPHA, X, BETA, Y ) * * The matrix is passed into the routine in a common block. * * PSOLVEQ (external subroutine) * The user must provide a subroutine to perform the * preconditioner solve routine for the linear system * * M*x = b, * * where x and b are vectors, and M a matrix. As QMR uses left * and right preconditioning and the preconditioners are in * common, we must specify in the call which to use. Vector b * must remain unchanged. * The solution is over-written on vector x. * * The call is: * * CALL PSOLVEQ( X, B, 'LEFT' ) * * The preconditioner is passed into the routine in a common block * * * PSOLVETRANSQ (external subroutine) * The user must provide a subroutine to perform the * preconditioner solve routine for the linear system * * M'*x = b, * * where x and y are vectors, and M' is the tranpose of a * matrix M. As QMR uses left and right preconditioning and * the preconditioners are in common, we must specify in the * call which to use. Vector b must remain unchanged. * The solution is over-written on vector x. * * The call is: * * CALL PSOLVETRANSQ( X, B, 'LEFT' ) * * The preconditioner is passed into the routine in a common block. * * * INFO (output) INTEGER * * = 0: Successful exit. Iterated approximate solution returned. * * * > 0: Convergence to tolerance not achieved. This will be * set to the number of iterations performed. * * < 0: Illegal input parameter. * * -1: matrix dimension N < 0 * -2: LDW < N * -3: Maximum number of iterations ITER <= 0. * * BREAKDOWN: If parameters RHO or OMEGA become smaller * than some tolerance, the program will terminate. * Here we check against tolerance BREAKTOL. * * -10: RHO < BREAKTOL: RHO and RTLD have become * orthogonal. * -11: BETA < BREAKTOL: EPS too small in relation to DELTA. * Convergence has stalled. * -12: GAMMA < BREAKTOL: THETA too large. * Convergence has stalled. * -13: DELTA < BREAKTOL: Y and Z have become * orthogonal. * -14: EPS < BREAKTOL: Q and PTLD have become * orthogonal. * -15: XI < BREAKTOL: Z too small. Convergence has stalled. * * BREAKTOL is set in function GETBREAK. * * BLAS CALLS: DAXPY, DCOPY, DDOT, DNRM2, DSCAL * ============================================================ */ int qmr_(n, b, x, work, ldw, iter, resid, matvec, matvectrans, psolveq, psolvetransq, info) integer *n, *ldw, *iter, *info; doublereal *b, *x, *work, *resid; int (*matvec) (), (*matvectrans) (), (*psolveq) (), (*psolvetransq) (); { /* System generated locals */ integer work_dim1, work_offset; doublereal d__1, d__2; /* Builtin functions */ double sqrt(); /* Local variables */ static doublereal beta; extern doublereal ddot_(); static integer ptld; extern doublereal getbreak_(); static integer vtld, wtld, ytld, ztld; static doublereal gammatol, deltatol, bnrm2; extern doublereal dnrm2_(); static integer d, p, q, r, s; static doublereal gamma; static integer v, w, y, z; static doublereal delta; extern /* Subroutine */ int dscal_(); static doublereal theta; extern /* Subroutine */ int dcopy_(); static integer maxit; static doublereal c1; extern /* Subroutine */ int daxpy_(); static doublereal xitol, gamma1, theta1, xi, epstol, rhotol, eta, eps, rho, tol, betatol, rho1; /* Parameter adjustments */ work_dim1 = *ldw; work_offset = work_dim1 + 1; work -= work_offset; --x; --b; /* Executable Statements */ *info = 0; /* Test the input parameters. */ if (*n < 0) { *info = -1; } else if (*ldw < max(1,*n)) { *info = -2; } else if (*iter <= 0) { *info = -3; } if (*info != 0) { return 0; } maxit = *iter; tol = *resid; /* Alias workspace columns. */ r = 1; d = 2; p = 3; ptld = 4; q = 5; s = 6; v = 7; vtld = 8; w = 9; wtld = 9; y = 10; ytld = 10; z = 11; ztld = 11; /* Set breakdown tolerances. */ rhotol = getbreak_(); betatol = getbreak_(); gammatol = getbreak_(); deltatol = getbreak_(); epstol = getbreak_(); xitol = getbreak_(); /* Set initial residual. */ dcopy_(n, &b[1], &c__1, &work[r * work_dim1 + 1], &c__1); if (dnrm2_(n, &x[1], &c__1) != 0.) { (*matvec)(&c_b5, &x[1], &c_b44, &work[r * work_dim1 + 1]); if (dnrm2_(n, &work[r * work_dim1 + 1], &c__1) < tol) { goto L30; } } bnrm2 = dnrm2_(n, &b[1], &c__1); if (bnrm2 == 0.) { bnrm2 = 1.; } dcopy_(n, &work[r * work_dim1 + 1], &c__1, &work[vtld * work_dim1 + 1], & c__1); (*psolveq)(&work[y * work_dim1 + 1], &work[vtld * work_dim1 + 1], "LEFT", 4L); rho = dnrm2_(n, &work[y * work_dim1 + 1], &c__1); dcopy_(n, &work[r * work_dim1 + 1], &c__1, &work[wtld * work_dim1 + 1], & c__1); (*psolvetransq)(&work[z * work_dim1 + 1], &work[wtld * work_dim1 + 1], "RIGHT", 5L); xi = dnrm2_(n, &work[z * work_dim1 + 1], &c__1); gamma = 1.; eta = -1.; theta = 0.; *iter = 0; L10: /* Perform Preconditioned QMR iteration. */ ++(*iter); if (abs(rho) < rhotol || abs(xi) < xitol) { goto L25; } dcopy_(n, &work[vtld * work_dim1 + 1], &c__1, &work[v * work_dim1 + 1], & c__1); d__1 = 1. / rho; dscal_(n, &d__1, &work[v * work_dim1 + 1], &c__1); d__1 = 1. / rho; dscal_(n, &d__1, &work[y * work_dim1 + 1], &c__1); dcopy_(n, &work[wtld * work_dim1 + 1], &c__1, &work[w * work_dim1 + 1], & c__1); d__1 = 1. / xi; dscal_(n, &d__1, &work[w * work_dim1 + 1], &c__1); d__1 = 1. / xi; dscal_(n, &d__1, &work[z * work_dim1 + 1], &c__1); delta = ddot_(n, &work[z * work_dim1 + 1], &c__1, &work[y * work_dim1 + 1] , &c__1); if (abs(delta) < deltatol) { goto L25; } (*psolveq)(&work[ytld * work_dim1 + 1], &work[y * work_dim1 + 1], "RIGHT", 5L); (*psolvetransq)(&work[ztld * work_dim1 + 1], &work[z * work_dim1 + 1], "LEFT", 4L); if (*iter > 1) { c1 = -(xi * delta / eps); daxpy_(n, &c1, &work[p * work_dim1 + 1], &c__1, &work[ytld * work_dim1 + 1], &c__1); dcopy_(n, &work[ytld * work_dim1 + 1], &c__1, &work[p * work_dim1 + 1] , &c__1); d__1 = -(rho * delta / eps); daxpy_(n, &d__1, &work[q * work_dim1 + 1], &c__1, &work[ztld * work_dim1 + 1], &c__1); dcopy_(n, &work[ztld * work_dim1 + 1], &c__1, &work[q * work_dim1 + 1] , &c__1); } else { dcopy_(n, &work[ytld * work_dim1 + 1], &c__1, &work[p * work_dim1 + 1] , &c__1); dcopy_(n, &work[ztld * work_dim1 + 1], &c__1, &work[q * work_dim1 + 1] , &c__1); } (*matvec)(&c_b44, &work[p * work_dim1 + 1], &c_b6, &work[ptld * work_dim1 + 1]); eps = ddot_(n, &work[q * work_dim1 + 1], &c__1, &work[ptld * work_dim1 + 1], &c__1); if (abs(eps) < epstol) { goto L25; } beta = eps / delta; if (abs(beta) < betatol) { goto L25; } dcopy_(n, &work[ptld * work_dim1 + 1], &c__1, &work[vtld * work_dim1 + 1], &c__1); d__1 = -beta; daxpy_(n, &d__1, &work[v * work_dim1 + 1], &c__1, &work[vtld * work_dim1 + 1], &c__1); (*psolveq)(&work[y * work_dim1 + 1], &work[vtld * work_dim1 + 1], "LEFT", 4L); rho1 = rho; rho = dnrm2_(n, &work[y * work_dim1 + 1], &c__1); dcopy_(n, &work[w * work_dim1 + 1], &c__1, &work[wtld * work_dim1 + 1], & c__1); d__1 = -beta; (*matvectrans)(&c_b44, &work[q * work_dim1 + 1], &d__1, &work[wtld * work_dim1 + 1]); (*psolvetransq)(&work[z * work_dim1 + 1], &work[wtld * work_dim1 + 1], "RIGHT", 5L); xi = dnrm2_(n, &work[z * work_dim1 + 1], &c__1); gamma1 = gamma; theta1 = theta; theta = rho / (gamma1 * abs(beta)); /* Computing 2nd power */ d__1 = theta; gamma = 1. / sqrt(d__1 * d__1 + 1.); if (abs(gamma) < gammatol) { goto L25; } /* Computing 2nd power */ d__1 = gamma; /* Computing 2nd power */ d__2 = gamma1; eta = -eta * rho1 * (d__1 * d__1) / (beta * (d__2 * d__2)); if (*iter > 1) { /* Computing 2nd power */ d__2 = theta1 * gamma; d__1 = d__2 * d__2; dscal_(n, &d__1, &work[d * work_dim1 + 1], &c__1); daxpy_(n, &eta, &work[p * work_dim1 + 1], &c__1, &work[d * work_dim1 + 1], &c__1); /* Computing 2nd power */ d__2 = theta1 * gamma; d__1 = d__2 * d__2; dscal_(n, &d__1, &work[s * work_dim1 + 1], &c__1); daxpy_(n, &eta, &work[ptld * work_dim1 + 1], &c__1, &work[s * work_dim1 + 1], &c__1); } else { dcopy_(n, &work[p * work_dim1 + 1], &c__1, &work[d * work_dim1 + 1], & c__1); dscal_(n, &eta, &work[d * work_dim1 + 1], &c__1); dcopy_(n, &work[ptld * work_dim1 + 1], &c__1, &work[s * work_dim1 + 1] , &c__1); dscal_(n, &eta, &work[s * work_dim1 + 1], &c__1); } /* Compute current solution vector x. */ daxpy_(n, &c_b44, &work[d * work_dim1 + 1], &c__1, &x[1], &c__1); /* Compute residual vector rk, find norm, */ /* then check for tolerance. */ daxpy_(n, &c_b5, &work[s * work_dim1 + 1], &c__1, &work[r * work_dim1 + 1] , &c__1); *resid = dnrm2_(n, &work[r * work_dim1 + 1], &c__1) / bnrm2; if (*resid <= tol) { goto L30; } if (*iter == maxit) { goto L20; } goto L10; L20: /* Iteration fails. */ *info = 1; return 0; L25: /* Method breakdown. */ if (abs(rho) < rhotol) { *info = -10; } else if (abs(beta) < betatol) { *info = -11; } else if (abs(gamma) < gammatol) { *info = -12; } else if (abs(delta) < deltatol) { *info = -13; } else if (abs(eps) < epstol) { *info = -14; } else if (abs(xi) < xitol) { *info = -15; } return 0; L30: /* Iteration successful; return. */ return 0; /* End of QMR */ }