gctl_optimization/example/ex7.cpp

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 * Geophysical Computational Tools & Library (GCTL)
 *
 * Copyright (c) 2022  Yi Zhang (yizhang-geo@zju.edu.cn)
 *
 * GCTL is distributed under a dual licensing scheme. You can redistribute 
 * it and/or modify it under the terms of the GNU Lesser General Public 
 * License as published by the Free Software Foundation, either version 2 
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#include "gctl/core.h"
#include "gctl/algorithm.h"
#include "../lib/optimization.h"

typedef gctl::array<std::complex<double>> cd_array;

#define N 1000

double max_diff(const cd_array &a, const cd_array &b)
{
	double max = -1;
	std::complex<double> t;
	for (size_t i = 0; i < a.size(); i++)
	{
		t = a[i] - b[i];
		max = std::max(std::norm(t), max);
	}
	return max;
}

class ex7 : public gctl::clcg_solver
{
public:
    ex7();
    virtual ~ex7();
	virtual void CLCG_Ax(const cd_array &x, cd_array &ax, gctl::matrix_layout_e layout, gctl::conjugate_type_e conj);

    // 计算共轭梯度的B项
	void cal_partb(const cd_array &x, cd_array &B);

private:
    gctl::matrix<std::complex<double>> kernel; // 普通二维数组做核矩阵
};

ex7::ex7()
{
    gctl::array<double> tmp(round(0.5*(N+1)*N));
    tmp.random_float(1.0, 2.0, gctl::RdUniform);

    size_t c = 0;
    kernel.resize(N, N);
    for (int i = 0; i < N; i++)
	{
		for (int j = i; j < N; j++)
		{
            kernel[i][j] = tmp[c];
			kernel[j][i] = kernel[i][j];
            c++;
		}
	}
}

ex7::~ex7(){}

void ex7::cal_partb(const cd_array &x, cd_array &B)
{
    gctl::matvec(B, kernel, x);
    return;
}

void ex7::CLCG_Ax(const cd_array &x, cd_array &ax, gctl::matrix_layout_e layout, gctl::conjugate_type_e conj)
{
    gctl::matvec(ax, kernel, x, layout, conj);
    return;
}

int main(int argc, char const *argv[])
{
	// 生成一组正演解
    gctl::array<double> tmp(2*N);
    tmp.random_float(1.0, 2.0, gctl::RdUniform);

    cd_array fm(N);
    for (size_t i = 0; i < N; i++)
    {
        fm[i].real(tmp[2*i]);
        fm[i].imag(tmp[2*i + 1]);
    }

    ex7 test;

	// 计算共轭梯度B项
    cd_array B(N);
    test.cal_partb(fm, B);

	// 声明一组解
	cd_array m(N, std::complex<double>(0.0, 0.0));

    gctl::clcg_para my_para = test.default_clcg_para();
    my_para.abs_diff = 1;

    test.set_clcg_para(my_para);

    test.CLCG_Minimize(m, B, gctl::CLCG_BICG_SYM);
    std::clog << "maximal difference: " << max_diff(fm, m) << std::endl;

    m.assign_all(std::complex<double>(0.0, 0.0));
    test.CLCG_Minimize(m, B, gctl::CLCG_BICG);
    std::clog << "maximal difference: " << max_diff(fm, m) << std::endl;

    m.assign_all(std::complex<double>(0.0, 0.0));
    test.CLCG_Minimize(m, B, gctl::CLCG_CGS);
    std::clog << "maximal difference: " << max_diff(fm, m) << std::endl;

    m.assign_all(std::complex<double>(0.0, 0.0));
    test.CLCG_Minimize(m, B, gctl::CLCG_BICGSTAB);
    std::clog << "maximal difference: " << max_diff(fm, m) << std::endl;
	return 0;
}