CG.h

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/*************************************************************************
> File Name: CG.h
> Project Name: CubbyFlow
> Author: Chan-Ho Chris Ohk
> Purpose: Generic CG(conjugate gradient) operator functions.
> Created Time: 2017/08/13
> Copyright (c) 2018, Chan-Ho Chris Ohk
*************************************************************************/
#ifndef CUBBYFLOW_CG_H
#define CUBBYFLOW_CG_H

#include <Core/Math/BLAS.h>

namespace CubbyFlow
{
    template <typename BLASType>
    struct NullCGPreconditioner final
    {
        void Build(const typename BLASType::MatrixType&)
        {
            // Do nothing
        }

        void Solve(const typename BLASType::VectorType& b, typename BLASType::VectorType* x)
        {
            BLASType::Set(b, x);
        }
    };

    template <typename BLASType>
    void CG(
        const typename BLASType::MatrixType& A,
        const typename BLASType::VectorType& b,
        unsigned int maxNumberOfIterations,
        double tolerance,
        typename BLASType::VectorType* x,
        typename BLASType::VectorType* r,
        typename BLASType::VectorType* d,
        typename BLASType::VectorType* q,
        typename BLASType::VectorType* s,
        unsigned int* lastNumberOfIterations,
        double* lastResidualNorm);

    template <typename BLASType, typename PrecondType>
    void PCG(
        const typename BLASType::MatrixType& A,
        const typename BLASType::VectorType& b,
        unsigned int maxNumberOfIterations,
        double tolerance,
        PrecondType* M,
        typename BLASType::VectorType* x,
        typename BLASType::VectorType* r,
        typename BLASType::VectorType* d,
        typename BLASType::VectorType* q,
        typename BLASType::VectorType* s,
        unsigned int* lastNumberOfIterations,
        double* lastResidualNorm);
}

#include <Core/Math/CG-Impl.h>

#endif