Merge 7c45065 into d41f60d

src/bicgstabl.jl

@@ -2,12 +2,11 @@ export bicgstabl, bicgstabl!, bicgstabl_iterator, bicgstabl_iterator!, BiCGStabI
 
 import Base: start, next, done
 
-mutable struct BiCGStabIterable{precT, matT, vecT <: AbstractVector, smallMatT <: AbstractMatrix, realT <: Real, scalarT <: Number}
+mutable struct BiCGStabIterable{precT, matT, solT, vecT <: AbstractVector, smallMatT <: AbstractMatrix, realT <: Real, scalarT <: Number}
     A::matT
-    b::vecT
     l::Int
 
-    x::vecT
+    x::solT
     r_shadow::vecT
     rs::smallMatT
     us::smallMatT
@@ -33,7 +32,7 @@ function bicgstabl_iterator!(x, A, b, l::Int = 2;
     initial_zero = false,
     tol = sqrt(eps(real(eltype(b))))
 )
-    T = eltype(b)
+    T = eltype(x)
     n = size(A, 1)
     mv_products = 0
 
@@ -69,7 +68,7 @@ function bicgstabl_iterator!(x, A, b, l::Int = 2;
     # Stopping condition based on relative tolerance.
     reltol = nrm * tol
 
-    BiCGStabIterable(A, b, l, x, r_shadow, rs, us,
+    BiCGStabIterable(A, l, x, r_shadow, rs, us,
         max_mv_products, mv_products, reltol, nrm,
         Pl,
         γ, ω, σ, M
@@ -81,7 +80,7 @@ end
 @inline done(it::BiCGStabIterable, iteration::Int) = it.mv_products ≥ it.max_mv_products || converged(it)
 
 function next(it::BiCGStabIterable, iteration::Int)
-    T = eltype(it.b)
+    T = eltype(it.x)
     L = 2 : it.l + 1
 
     it.σ = -it.ω * it.σ

src/cg.jl

@@ -2,10 +2,9 @@ import Base: start, next, done
 
 export cg, cg!, CGIterable, PCGIterable, cg_iterator, cg_iterator!
 
-mutable struct CGIterable{matT, vecT <: AbstractVector, numT <: Real}
+mutable struct CGIterable{matT, solT, vecT, numT <: Real}
     A::matT
-    x::vecT
-    b::vecT
+    x::solT
     r::vecT
     c::vecT
     u::vecT
@@ -16,11 +15,10 @@ mutable struct CGIterable{matT, vecT <: AbstractVector, numT <: Real}
     mv_products::Int
 end
 
-mutable struct PCGIterable{precT, matT, vecT <: AbstractVector, numT <: Real, paramT <: Number}
+mutable struct PCGIterable{precT, matT, solT, vecT, numT <: Real, paramT <: Number}
     Pl::precT
     A::matT
-    x::vecT
-    b::vecT
+    x::solT
     r::vecT
     c::vecT
     u::vecT
@@ -46,7 +44,7 @@ function next(it::CGIterable, iteration::Int)
     # u := r + βu (almost an axpy)
     β = it.residual^2 / it.prev_residual^2
     @blas! it.u *= β
-    @blas! it.u += one(eltype(it.b)) * it.r
+    @blas! it.u += one(eltype(it.u)) * it.r
 
     # c = A * u
     A_mul_B!(it.c, it.A, it.u)
@@ -76,7 +74,7 @@ function next(it::PCGIterable, iteration::Int)
     # u := c + βu (almost an axpy)
     β = it.ρ / ρ_prev
     @blas! it.u *= β
-    @blas! it.u += one(eltype(it.b)) * it.c
+    @blas! it.u += one(eltype(it.u)) * it.c
 
     # c = A * u
     A_mul_B!(it.c, it.A, it.u)
@@ -102,7 +100,8 @@ function cg_iterator!(x, A, b, Pl = Identity();
     initially_zero::Bool = false
 )
     u = zeros(x)
-    r = copy(b)
+    r = similar(x)
+    copy!(r, b)
 
     # Compute r with an MV-product or not.
     if initially_zero
@@ -120,16 +119,13 @@ function cg_iterator!(x, A, b, Pl = Identity();
 
     # Return the iterable
     if isa(Pl, Identity)
-        return CGIterable(A, x, b,
-            r, c, u,
+        return CGIterable(A, x, r, c, u,
             reltol, residual, one(residual),
             maxiter, mv_products
         )
     else
-        ρ = one(eltype(r))
-        return PCGIterable(Pl, A, x, b,
-            r, c, u,
-            reltol, residual, ρ,
+        return PCGIterable(Pl, A, x, r, c, u,
+            reltol, residual, one(eltype(x)),
             maxiter, mv_products
         )
     end

src/chebyshev.jl

@@ -2,12 +2,11 @@ import Base: next, start, done
 
 export chebyshev, chebyshev!
 
-mutable struct ChebyshevIterable{precT, matT, vecT, realT <: Real}
+mutable struct ChebyshevIterable{precT, matT, solT, vecT, realT <: Real}
     Pl::precT
     A::matT
-    b::vecT
 
-    x::vecT
+    x::solT
     r::vecT
     u::vecT
     c::vecT
@@ -28,7 +27,7 @@ start(::ChebyshevIterable) = 0
 done(c::ChebyshevIterable, iteration::Int) = iteration ≥ c.maxiter || converged(c)
 
 function next(cheb::ChebyshevIterable, iteration::Int)
-    T = eltype(cheb.u)
+    T = eltype(cheb.x)
 
     solve!(cheb.c, cheb.Pl, cheb.r)
 
@@ -64,8 +63,9 @@ function chebyshev_iterable!(x, A, b, λmin::Real, λmax::Real;
     λ_avg = (λmax + λmin) / 2
     λ_diff = (λmax - λmin) / 2
 
-    T = eltype(b)
-    r = copy(b)
+    T = eltype(x)
+    r = similar(x)
+    copy!(r, b)
     u = zeros(x)
     c = similar(x)
 
@@ -82,8 +82,7 @@ function chebyshev_iterable!(x, A, b, λmin::Real, λmax::Real;
         mv_products = 1
     end
 
-    ChebyshevIterable(Pl, A, b,
-        x, r, u, c,
+    ChebyshevIterable(Pl, A, x, r, u, c,
         zero(real(T)),
         λ_avg, λ_diff,
         resnorm, reltol, maxiter, mv_products

src/common.jl

@@ -12,60 +12,23 @@ Determine type of the division of an element of `b` against an element of `A`:
 """
 Adivtype(A, b) = typeof(one(eltype(b))/one(eltype(A)))
 
-"""
-    Amultype(A, x)
-Determine type of the multiplication of an element of `b` with an element of `A`:
-`typeof(one(eltype(A))*one(eltype(x)))`
-"""
-Amultype(A, x) = typeof(one(eltype(A))*one(eltype(x)))
-
-"""
-    randx(A, b)
-Build a random unitary vector `Vector{T}`, where `T` is `Adivtype(A,b)`.
-"""
-function randx(A, b)
-    T = Adivtype(A, b)
-    x = initrand!(Array(T, size(A, 2)))
-end
-
 """
     zerox(A, b)
 Build a zeros vector `Vector{T}`, where `T` is `Adivtype(A,b)`.
 """
-function zerox(A, b)
-    T = Adivtype(A, b)
-    x = zeros(T, size(A, 2))
-end
+zerox(A, b) = zeros(Adivtype(A, b), size(A, 2))
 
 #### Numerics
 """
     solve(A,b)
-Solve `A\b` with a direct solver. When `A` is a function `A(b)` is dispatched instead.
+Solve `A\\b` with a direct solver. When `A` is a function `A(b)` is dispatched instead.
 """
 solve(A::Function,b) = A(b)
-
 solve(A,b) = A\b
-
 solve!(out::AbstractArray{T},A::Int,b::AbstractArray{T}) where {T} = scale!(out,b, 1/A)
-
 solve!(out::AbstractArray{T},A,b::AbstractArray{T}) where {T} = A_ldiv_B!(out,A,b)
 solve!(out::AbstractArray{T},A::Function,b::AbstractArray{T}) where {T} = copy!(out,A(b))
 
-"""
-    initrand!(v)
-Overwrite `v` with a random unitary vector of the same length.
-"""
-function initrand!(v::Vector)
-    _randn!(v)
-    nv = norm(v)
-    for i = 1:length(v)
-        v[i] /= nv
-    end
-    v
-end
-_randn!(v::Array{Float64}) = randn!(v)
-_randn!(v) = copy!(v, randn(length(v)))
-
 # Identity preconditioner
 struct Identity end
 

src/gmres.jl

@@ -28,11 +28,11 @@ Residual(order, T::Type) = Residual{T, real(T)}(
     one(real(T))
 )
 
-mutable struct GMRESIterable{preclT, precrT, vecT <: AbstractVector, arnoldiT <: ArnoldiDecomp, residualT <: Residual, resT <: Real}
+mutable struct GMRESIterable{preclT, precrT, solT, rhsT, vecT, arnoldiT <: ArnoldiDecomp, residualT <: Residual, resT <: Real}
     Pl::preclT
     Pr::precrT
-    x::vecT
-    b::vecT
+    x::solT
+    b::rhsT
     Ax::vecT # Some room to work in.
 
     arnoldi::arnoldiT
@@ -98,25 +98,25 @@ function next(g::GMRESIterable, iteration::Int)
     g.residual.current, iteration + 1
 end
 
-gmres_iterable(A, b; kwargs...) = gmres_iterable!(zeros(b), A, b; initially_zero = true, kwargs...)
+gmres_iterable(A, b; kwargs...) = gmres_iterable!(zerox(A, b), A, b; initially_zero = true, kwargs...)
 
 function gmres_iterable!(x, A, b;
     Pl = Identity(),
     Pr = Identity(),
     tol = sqrt(eps(real(eltype(b)))),
     restart::Int = min(20, length(b)),
     maxiter::Int = restart,
-    initially_zero = false
+    initially_zero::Bool = false
 )
-    T = eltype(b)
+    T = eltype(x)
 
     # Approximate solution
     arnoldi = ArnoldiDecomp(A, restart, T)
     residual = Residual(restart, T)
-    mv_products = initially_zero == true ? 1 : 0
+    mv_products = initially_zero ? 1 : 0
 
     # Workspace vector to reduce the # allocs.
-    Ax = similar(b)
+    Ax = similar(x)
     residual.current = init!(arnoldi, x, b, Pl, Ax, initially_zero = initially_zero)
     init_residual!(residual, residual.current)
 
@@ -133,7 +133,7 @@ end
 
 Same as [`gmres!`](@ref), but allocates a solution vector `x` initialized with zeros.
 """
-gmres(A, b; kwargs...) = gmres!(zeros(b), A, b; initially_zero = true, kwargs...)
+gmres(A, b; kwargs...) = gmres!(zerox(A, b), A, b; initially_zero = true, kwargs...)
 
 """
     gmres!(x, A, b; kwargs...) -> x, [history]

src/minres.jl

@@ -3,10 +3,10 @@ export minres_iterable, minres, minres!
 import Base.LinAlg: BLAS.axpy!, givensAlgorithm
 import Base: start, next, done
 
-mutable struct MINRESIterable{matT, vecT <: DenseVector, smallVecT <: DenseVector, rotT <: Number, realT <: Real}
+mutable struct MINRESIterable{matT, solT, vecT <: DenseVector, smallVecT <: DenseVector, rotT <: Number, realT <: Real}
     A::matT
     skew_hermitian::Bool
-    x::vecT
+    x::solT
 
     # Krylov basis vectors
     v_prev::vecT
@@ -44,15 +44,16 @@ function minres_iterable!(x, A, b;
     tol = sqrt(eps(real(eltype(b)))), 
     maxiter = size(A, 1)
 )
-    T = eltype(b)
+    T = eltype(x)
     HessenbergT = skew_hermitian ? T : real(T)
 
-    v_prev = similar(b)
-    v_curr = copy(b)
-    v_next = similar(b)
-    w_prev = similar(b)
-    w_curr = similar(b)
-    w_next = similar(b)
+    v_prev = similar(x)
+    v_curr = similar(x)
+    copy!(v_curr, b)
+    v_next = similar(x)
+    w_prev = similar(x)
+    w_curr = similar(x)
+    w_next = similar(x)
 
     mv_products = 0
 

src/stationary.jl

@@ -35,11 +35,11 @@ function jacobi!(x, A::AbstractMatrix, b; maxiter::Int=10)
     x
 end
 
-mutable struct DenseJacobiIterable{matT,vecT}
+mutable struct DenseJacobiIterable{matT,vecT,solT,rhsT}
     A::matT
-    x::vecT
+    x::solT
     next::vecT
-    b::vecT
+    b::rhsT
     maxiter::Int
 end
 
@@ -93,10 +93,10 @@ function gauss_seidel!(x, A::AbstractMatrix, b; maxiter::Int=10)
     x
 end
 
-mutable struct DenseGaussSeidelIterable{matT,vecT}
+mutable struct DenseGaussSeidelIterable{matT,solT,rhsT}
     A::matT
-    x::vecT
-    b::vecT
+    x::solT
+    b::rhsT
     maxiter::Int
 end
 
@@ -149,11 +149,11 @@ function sor!(x, A::AbstractMatrix, b, ω::Real; maxiter::Int=10)
     x
 end
 
-mutable struct DenseSORIterable{matT,vecT,numT}
+mutable struct DenseSORIterable{matT,solT,vecT,rhsT,numT}
     A::matT
-    x::vecT
+    x::solT
     tmp::vecT
-    b::vecT
+    b::rhsT
     ω::numT
     maxiter::Int
 end
@@ -207,11 +207,11 @@ function ssor!(x, A::AbstractMatrix, b, ω::Real; maxiter::Int=10)
     x
 end
 
-mutable struct DenseSSORIterable{matT,vecT,numT}
+mutable struct DenseSSORIterable{matT,solT,vecT,rhsT,numT}
     A::matT
-    x::vecT
+    x::solT
     tmp::vecT
-    b::vecT
+    b::rhsT
     ω::numT
     maxiter::Int
 end