conjugate_gradient.F File Reference

#include "implicit_f.inc"

Go to the source code of this file.

Functions/Subroutines
subroutine	cg (dim, mat, rhs, sol, max_iter, tol)

Function/Subroutine Documentation

cg()

subroutine cg	(	integer, intent(in)	dim,
		dimension(dim, dim), intent(inout)	mat,
		dimension(dim), intent(inout)	rhs,
		dimension(dim), intent(out)	sol,
		integer, intent(in)	max_iter,
		intent(in)	tol )

Definition at line 28 of file conjugate_gradient.F.

C-----------------------------------------------
C   D e s c r i p t i o n
C   This subroutine computes the solution to the linear system
C   mat * sol = rhs by the conjugate gradient method.
C   This assumes that mat is a symmetric positive matrix
C-----------------------------------------------
 
C-----------------------------------------------
C   I m p l i c i t   T y p e s
C-----------------------------------------------
#include "implicit_f.inc" 
C-----------------------------------------------
C   D u m m y   A r g u m e n t s
C-----------------------------------------------
      INTEGER, INTENT(IN) ::  dim  ! system dimension
      my_real, INTENT(INOUT) ::  mat(dim, dim)  ! matrix
      my_real, INTENT(INOUT) :: rhs(dim)  ! right hand side
      my_real, INTENT(OUT) :: sol(dim)  ! solution vector
      INTEGER, INTENT(IN) :: max_iter
      my_real, INTENT(IN) :: tol
C-----------------------------------------------
C   L o c a l   V a r i a b l e s
C-----------------------------------------------
      INTEGER ii  ! matrix and vector indexes
      INTEGER iter  ! iteration count
      my_real error, norm_init  ! error, initial norm 
      my_real :: r(dim), rnew(dim), p(dim), temp(dim)
      my_real :: alpha, beta
C-----------------------------------------------
C   S o u r c e   L i n e s 
C----------------------------------------------- 
!!!   Setting the solution vector to zero
      sol(1:dim) = zero
!!!   Initialization of the algorithm
      r(1:dim) = rhs(1:dim) - matmul(mat(1:dim, 1:dim), sol(1:dim))
      p(1:dim) = r(1:dim)
      norm_init = maxval(abs(r(1:dim)))
      error = norm_init
      iter = 0
 
!!!   Main loop
      DO WHILE ((iter < max_iter) .AND. (error > tol))
      !DO WHILE (iter < max_iter)
         iter = iter + 1
         temp(1:dim) = matmul(mat(1:dim, 1:dim), p(1:dim))
         alpha = dot_product(r(1:dim), r(1:dim)) / dot_product(temp(1:dim), p(1:dim))
         DO ii = 1, dim
            sol(ii) = sol(ii) + alpha * p(ii)
            rnew(ii) = r(ii) - alpha * temp(ii)
         ENDDO
         beta = dot_product(rnew(1:dim), rnew(1:dim)) / dot_product(r(1:dim), r(1:dim))
         DO ii = 1, dim
            p(ii) = rnew(ii) + beta * p(ii)
            r(ii) = rnew(ii)
         ENDDO
         error = maxval(abs(r(1:dim))) / norm_init
      ENDDO
 
      IF (error > tol) THEN
C         PRINT*, "GC NON CONVERGENCE"
      ENDIF
 
C-----------------------------------------------