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release/4.3a0
Sungtae An 2014-12-04 23:30:17 -05:00
parent 55b8ecf8fa
commit cfb82d9a96
1 changed files with 6 additions and 6 deletions
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12
gtsam/linear/ConjugateGradientSolver.h
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@ -90,8 +90,8 @@ public:
/*********************************************************************************************/
/*
* A template of linear preconditioned conjugate gradient method.
* System class should support residual(v, g), multiply(v,Av), leftPrecondition(v, S^{-t}v,
* rightPrecondition(v, S^{-1}v), scal(alpha,v), dot(v,v), axpy(alpha,x,y)
* System class should support residual(v, g), multiply(v,Av), scal(alpha,v), dot(v,v), axpy(alpha,x,y)
* leftPrecondition(v, L^{-1}v, rightPrecondition(v, L^{-T}v) where preconditioner M = L*L^T
* Note that the residual is in the preconditioned domain. Refer to Section 9.2 of Saad's book.
*/
template <class S, class V>
@ -124,19 +124,19 @@ V preconditionedConjugateGradient(const S &system, const V &initial, const Conju
if ( k % iReset == 0 ) {
system.residual(estimate, q1); /* q1 = b-Ax */
system.leftPrecondition(q1, residual); /* r = S^{-T} (b-Ax) */
system.rightPrecondition(residual, direction); /* d = S^{-1} r */
system.leftPrecondition(q1, residual); /* r = L^{-1} (b-Ax) */
system.rightPrecondition(residual, direction); /* d = L^{-T} r */
currentGamma = system.dot(residual, residual);
}
system.multiply(direction, q1); /* q1 = A d */
alpha = currentGamma / system.dot(direction, q1); /* alpha = gamma / (d' A d) */
system.axpy(alpha, direction, estimate); /* estimate += alpha * direction */
system.leftPrecondition(q1, q2); /* q2 = S^{-T} * q1 */
system.leftPrecondition(q1, q2); /* q2 = L^{-1} * q1 */
system.axpy(-alpha, q2, residual); /* residual -= alpha * q2 */
prevGamma = currentGamma;
currentGamma = system.dot(residual, residual); /* gamma = |residual|^2 */
beta = currentGamma / prevGamma;
system.rightPrecondition(residual, q1); /* q1 = S^{-1} residual */
system.rightPrecondition(residual, q1); /* q1 = L^{-T} residual */
system.scal(beta, direction);
system.axpy(1.0, q1, direction); /* direction = q1 + beta * direction */