Example 5: The Second Householder Implementation
The coefficient matrix in this example corresponds to the five-point discretization of the 2-d Poisson equation with the Dirichlet boundary condition. Assuming the natural ordering of the unknowns, and moving all boundary terms to the right hand side, we obtain a block tridiagonal matrix. (Consider the tridiagonal matrix T which has the value 4.0 down the main diagonal and -1.0 along the upper and lower co-diagonals. Then the coefficient matrix is the block tridiagonal matrix consisting of T's down the main diagonal and -I along the upper and lower codiagonals where I is the identity matrix.) Discretizing on a 20 x 20 grid implies that the coefficient matrix is 400 x 400. In the solution, the second Householder implementation is selected and we choose to update the residual vector by direct evaluation.
import com.imsl.math.*;
public class GenMinResEx5 implements GenMinRes.Function {
//Creates a new instance of GenMinResEx5
public GenMinResEx5() {
}
public void amultp(double p[], double z[]) {
int n = z.length;
int k = (int)Math.sqrt(n);
// Multiply by diagonal blocks
for (int i = 0; i < n; i++) {
z[i] = 4.0 * p[i];
}
for (int i = 0; i < n-2; i++) {
z[i] = -1.0 * p[i+1] + z[i];
}
for (int i = 0; i < n-2; i++) {
z[i+1] = -1.0 * p[i] + z[i+1];
}
// Correct for terms not properly in block diagonal
for (int i = k-1; i < n-k; i=i+k) {
z[i] += p[i+1];
z[i+1] += p[i];
}
// Do the super and subdiagonal blocks, the -I's
for (int i = 0; i < n-k; i++) {
z[i] = -1.0 * p[i+k] + z[i];
}
for (int i = 0; i < n-k; i++) {
z[i+k] = -1.0 * p[i] + z[i+k];
}
}
public static void main(String args[]) throws Exception {
int n = 400;
double b[] = new double[n];
double xguess[] = new double[n];
GenMinResEx5 atp = new GenMinResEx5();
// Construct a GenMinRes object
GenMinRes gnmnrs = new GenMinRes(n, atp);
// Set right hand side and initial guess to ones */
for(int i=0; i<n; i++){
b[i] = 1.0;
xguess[i] = 1.0;
}
gnmnrs.setGuess(xguess);
gnmnrs.setMethod(gnmnrs.SECOND_HOUSEHOLDER);
gnmnrs.setResidualUpdating(gnmnrs.DIRECT_AT_RESTART_ONLY);
// Solve Ax = b
gnmnrs.solve(b);
int iterations = gnmnrs.getIterations();
System.out.println("The number of iterations used = "+iterations);
double resnorm = gnmnrs.getResidualNorm();
System.out.println("The final residual norm is "+resnorm);
}
}
Output
The number of iterations used = 92
The final residual norm is 2.5264852954103667E-7
Link to Java source.