/* * vim: ts=4 sw=4 et tw=0 wm=0 * * libcola - A library providing force-directed network layout using the * stress-majorization method subject to separation constraints. * * Copyright (C) 2006 Nathan Hurst * Copyright (C) 2006-2008 Monash University * * This library is free software; 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 2.1 of the License, or (at your option) any later version. * See the file LICENSE.LGPL distributed with the library. * * This library is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. * * Author(s): Nathan Hurst * Tim Dwyer * */ #include #include #include #include #include "libvpsc/assertions.h" #include "libcola/commondefs.h" #include "libcola/conjugate_gradient.h" /* lifted wholely from wikipedia. Well, apart from the bug in the wikipedia version. */ using std::valarray; static void matrix_times_vector(valarray const &matrix, /* m * n */ valarray const &vec, /* n */ valarray &result) /* m */ { unsigned n = vec.size(); unsigned m = result.size(); COLA_ASSERT(m*n == matrix.size()); # if defined(_MSC_VER) // magmy: The following lines show how operator[] is defined for valarray under MSVC // _Ty valarray<_Ty>::operator[](size_t _Off) const; // _Ty &valarray<_Ty>::operator[](size_t _Off); // As a consequence, it is not possible to take the address of a constant valarray[n]. // This looks like a bug in the Microsoft's file. // Below is a workaround double const *mp = &const_cast &>(matrix)[0]; # else const double* mp = &matrix[0]; # endif for (unsigned i = 0; i < m; i++) { double res = 0; for (unsigned j = 0; j < n; j++) res += *mp++ * vec[j]; result[i] = res; } } /* static double Linfty(valarray const &vec) { return std::max(vec.max(), -vec.min()); } */ double inner(valarray const &x, valarray const &y) { double total = 0; for(unsigned i = 0; i < x.size(); i++) total += x[i]*y[i]; return total;// (x*y).sum(); <- this is more concise, but ineff } double compute_cost(valarray const &A, valarray const &b, valarray const &x, const unsigned n) { // computes cost = 2 b x - x A x double cost = 2. * inner(b,x); valarray Ax(n); for (unsigned i=0; i const &A, valarray &x, valarray const &b, unsigned const n, double const tol, unsigned const max_iterations) { //printf("Conjugate Gradient...\n"); valarray Ap(n), p(n), r(n); matrix_times_vector(A,x,Ap); r=b-Ap; double r_r = inner(r,r); unsigned k = 0; double tol_squared = tol*tol; #ifdef EXAMINE_COST double previousCost=compute_cost(A,b,x,n),cost; #endif while(k < max_iterations && r_r > tol_squared) { k++; double r_r_new = r_r; if(k == 1) p = r; else { r_r_new = inner(r,r); if(r_r_new