nl_iterative_solvers.h File Reference

Internal OpenNL functions that implement iterative solvers. More...

#include "nl_private.h"
#include "nl_matrix.h"
#include "nl_blas.h"

Go to the source code of this file.

Functions
NLAPI NLuint NLAPIENTRY	nlSolveSystemIterative (NLBlas_t blas, NLMatrix M, NLMatrix P, NLdouble *b, NLdouble *x, NLenum solver, double eps, NLuint max_iter, NLuint inner_iter)
	Solves a linear system using an iterative solver.

Detailed Description

Internal OpenNL functions that implement iterative solvers.

Definition in file nl_iterative_solvers.h.

Function Documentation

nlSolveSystemIterative()

NLAPI NLuint NLAPIENTRY nlSolveSystemIterative	(	NLBlas_t	blas,
		NLMatrix	M,
		NLMatrix	P,
		NLdouble *	b,
		NLdouble *	x,
		NLenum	solver,
		double	eps,
		NLuint	max_iter,
		NLuint	inner_iter
	)

Solves a linear system using an iterative solver.

The implementation of the solvers is inspired by the lsolver library, by Christian Badura, available from: http://www.mathematik.uni-freiburg.de/IAM/Research/projectskr/lin_solver/

About the Conjugate Gradient, details can be found in: Ashby, Manteuffel, Saylor A taxonomy for conjugate gradient methods SIAM J Numer Anal 27, 1542-1568 (1990)

Parameters

[in]	blas	opaque handle to BLAS library, can be either host blas or CUDA blas. If it is CUDA blas, then matrices should be CUDA matrices.
[in]	M	the matrix of the system
[in]	P	a preconditionner or NULL if not using a preconditioner
[in]	b	the right-hand side of the system
[out]	x	the solution of the system
[in]	solver	one of NL_CG, NL_BICGSTAB, NL_GMRES
[in]	eps	convergence bound, iterations are stopped as soon as \( \| Mx - b \| / \| b \| < \mbox{eps}\)
[in]	max_iter	maximum number of iterations
[in]	inner_iter	number of inner iterations, used by GMRES only