mirror of
https://github.com/wassname/Run-Skeleton-Run.git
synced 2026-06-27 17:14:10 +08:00
Kolesnikov Sergey
39 lines
923 B
Python
39 lines
923 B
Python
import numpy as np
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def cg(f_Ax, b, cg_iters=10, callback=None, verbose=False, residual_tol=1e-10):
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"""
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Demmel p 312
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"""
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p = b.copy()
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r = b.copy()
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x = np.zeros_like(b)
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rdotr = r.dot(r)
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fmtstr = "%10i %10.3g %10.3g"
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titlestr = "%10s %10s %10s"
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if verbose:
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print(titlestr % ("iter", "residual norm", "soln norm"))
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for i in range(cg_iters):
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if callback is not None:
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callback(x)
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if verbose: print(fmtstr % (i, rdotr, np.linalg.norm(x)))
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z = f_Ax(p)
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v = rdotr / p.dot(z)
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x += v * p
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r -= v * z
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newrdotr = r.dot(r)
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mu = newrdotr / rdotr
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p = r + mu * p
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rdotr = newrdotr
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if rdotr < residual_tol:
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break
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if callback is not None:
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callback(x)
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if verbose:
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print(fmtstr % (i + 1, rdotr, np.linalg.norm(x))) # pylint: disable=W0631
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return x
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