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Grasp

The document outlines an implementation of the Conjugate Gradient method for solving linear systems, utilizing sparse matrix-vector multiplication. It includes the initialization of residuals and iterative updates for the solution and search direction until convergence or a maximum number of iterations is reached. A helper function for sparse matrix-vector multiplication is also provided to facilitate the calculations.

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4 views1 page

Grasp

The document outlines an implementation of the Conjugate Gradient method for solving linear systems, utilizing sparse matrix-vector multiplication. It includes the initialization of residuals and iterative updates for the solution and search direction until convergence or a maximum number of iterations is reached. A helper function for sparse matrix-vector multiplication is also provided to facilitate the calculations.

Uploaded by

Le Fondateur
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Dim alpha As Double, beta As Double

Dim rr As Double, rr_new As Double, pAp As Double

' r = F - K*U (initial residual)


SparseMatrixVectorMultiply sparse, U, r)
For i = 1 To n
r(i) = F(i) - r(i)
p(i) = r(i)
Next i

rr = DotProduct(r, r)

' Iterative solution


For iter = 1 To maxIter
' Ap = A*p
SparseMatrixVectorMultiply sparse, p, Ap)

' alpha = r*r / p*Ap


pAp = DotProduct(p, Ap)
If Abs(pAp) < 1E-15 Then Exit For
alpha = rr / pAp

' Update solution and residual


For i = 1 To n
U(i) = U(i) + alpha * p(i)
r(i) = r(i) - alpha * Ap(i)
Next i

' Check convergence


rr_new = DotProduct(r, r)
If Sqr(rr_new) < tol Then Exit For

' Update search direction


beta = rr_new / rr
For i = 1 To n
p(i) = r(i) + beta * p(i)
Next i

rr = rr_new
Next iter

If iter >= maxIter Then


MsgBox "Conjugate Gradient did not converge in " & maxIter & "
iterations", vbExclamation
End If
End Sub

' Helper function for sparse matrix-vector multiplication


Sub SparseMatrixVectorMultiply(sparse As SparseMatrix, x() As Double, ByRef
y() As Double)
Dim i As Long
For i = 1 To sparse.size
y(sparse.entries(i).row) = y(sparse.entries(i).row) + _
sparse.entries(i).value *
x(sparse.entries(i).col)
Next i
End Sub

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