Skip to content

Modified CG to use axpy!/axpby! directly instead of broadcasting #334

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
wants to merge 1 commit into
base: master
Choose a base branch
from
Open

Modified CG to use axpy!/axpby! directly instead of broadcasting #334

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
14 changes: 7 additions & 7 deletions src/cg.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -48,15 +48,15 @@ function iterate(it::CGIterable, iteration::Int=start(it))

# u := r + βu (almost an axpy)
β = it.residual^2 / it.prev_residual^2
it.u .= it.r .+ β .* it.u
axpby!(true, it.r, β, it.u)

# c = A * u
mul!(it.c, it.A, it.u)
α = it.residual^2 / dot(it.u, it.c)

# Improve solution and residual
it.x .+= α .* it.u
it.r .-= α .* it.c
axpy!(α, it.u, it.x)
axpy!(-α, it.c, it.r)

it.prev_residual = it.residual
it.residual = norm(it.r)
Expand All @@ -83,15 +83,15 @@ function iterate(it::PCGIterable, iteration::Int=start(it))

# u := c + βu (almost an axpy)
β = it.ρ / ρ_prev
it.u .= it.c .+ β .* it.u
axpby!(true, it.c, β, it.u)

# c = A * u
mul!(it.c, it.A, it.u)
α = it.ρ / dot(it.u, it.c)

# Improve solution and residual
it.x .+= α .* it.u
it.r .-= α .* it.c
axpy!(α, it.u, it.x)
axpy!(-α, it.c, it.r)

it.residual = norm(it.r)

Expand Down Expand Up @@ -135,7 +135,7 @@ function cg_iterator!(x, A, b, Pl = Identity();
else
mv_products = 1
mul!(c, A, x)
r .-= c
axpy!(-one(eltype(c)), c, r)
end
residual = norm(r)
tolerance = max(reltol * residual, abstol)
Expand Down