*DECK ISDCG INTEGER FUNCTION ISDCG (N, B, X, NELT, IA, JA, A, ISYM, MSOLVE, + ITOL, TOL, ITMAX, ITER, ERR, IERR, IUNIT, R, Z, P, DZ, RWORK, + IWORK, AK, BK, BNRM, SOLNRM) C***BEGIN PROLOGUE ISDCG C***SUBSIDIARY C***PURPOSE Preconditioned Conjugate Gradient Stop Test. C This routine calculates the stop test for the Conjugate C Gradient iteration scheme. It returns a non-zero if the C error estimate (the type of which is determined by ITOL) C is less than the user specified tolerance TOL. C***LIBRARY SLATEC (SLAP) C***CATEGORY D2B4 C***TYPE DOUBLE PRECISION (ISSCG-S, ISDCG-D) C***KEYWORDS LINEAR SYSTEM, SLAP, SPARSE, STOP TEST C***AUTHOR Greenbaum, Anne, (Courant Institute) C Seager, Mark K., (LLNL) C Lawrence Livermore National Laboratory C PO BOX 808, L-60 C Livermore, CA 94550 (510) 423-3141 C seager@llnl.gov C***DESCRIPTION C C *Usage: C INTEGER N, NELT, IA(NELT), JA(NELT), ISYM, ITOL, ITMAX, ITER C INTEGER IERR, IUNIT, IWORK(USER DEFINED) C DOUBLE PRECISION B(N), X(N), A(N), TOL, ERR, R(N), Z(N) C DOUBLE PRECISION P(N), DZ(N), RWORK(USER DEFINED), AK, BK C DOUBLE PRECISION BNRM, SOLNRM C EXTERNAL MSOLVE C C IF( ISDCG(N, B, X, NELT, IA, JA, A, ISYM, MSOLVE, ITOL, TOL, C $ ITMAX, ITER, ERR, IERR, IUNIT, R, Z, P, DZ, RWORK, IWORK, C $ AK, BK, BNRM, SOLNRM) .NE. 0 ) THEN ITERATION DONE C C *Arguments: C N :IN Integer. C Order of the Matrix. C B :IN Double Precision B(N). C Right-hand side vector. C X :IN Double Precision X(N). C The current approximate solution vector. C NELT :IN Integer. C Number of Non-Zeros stored in A. C IA :IN Integer IA(NELT). C JA :IN Integer JA(NELT). C A :IN Double Precision A(NELT). C These arrays should hold the matrix A in either the SLAP C Triad format or the SLAP Column format. See "Description" C in the DCG, DSDCG or DSICCG routines. C ISYM :IN Integer. C Flag to indicate symmetric storage format. C If ISYM=0, all non-zero entries of the matrix are stored. C If ISYM=1, the matrix is symmetric, and only the upper C or lower triangle of the matrix is stored. C MSOLVE :EXT External. C Name of a routine which solves a linear system MZ = R for C Z given R with the preconditioning matrix M (M is supplied via C RWORK and IWORK arrays). The name of the MSOLVE routine must C be declared external in the calling program. The calling C sequence to MSOLVE is: C CALL MSOLVE(N, R, Z, NELT, IA, JA, A, ISYM, RWORK, IWORK) C Where N is the number of unknowns, R is the right-hand side C vector and Z is the solution upon return. NELT, IA, JA, A and C ISYM are defined as above. RWORK is a double precision array C that can be used to pass necessary preconditioning information C and/or workspace to MSOLVE. IWORK is an integer work array C for the same purpose as RWORK. C ITOL :IN Integer. C Flag to indicate type of convergence criterion. C If ITOL=1, iteration stops when the 2-norm of the residual C divided by the 2-norm of the right-hand side is less than TOL. C If ITOL=2, iteration stops when the 2-norm of M-inv times the C residual divided by the 2-norm of M-inv times the right hand C side is less than TOL, where M-inv is the inverse of the C diagonal of A. C ITOL=11 is often useful for checking and comparing different C routines. For this case, the user must supply the "exact" C solution or a very accurate approximation (one with an error C much less than TOL) through a common block, C COMMON /DSLBLK/ SOLN( ) C If ITOL=11, iteration stops when the 2-norm of the difference C between the iterative approximation and the user-supplied C solution divided by the 2-norm of the user-supplied solution C is less than TOL. Note that this requires the user to set up C the "COMMON /DSLBLK/ SOLN(LENGTH)" in the calling routine. C The routine with this declaration should be loaded before the C stop test so that the correct length is used by the loader. C This procedure is not standard Fortran and may not work C correctly on your system (although it has worked on every C system the authors have tried). If ITOL is not 11 then this C common block is indeed standard Fortran. C TOL :IN Double Precision. C Convergence criterion, as described above. C ITMAX :IN Integer. C Maximum number of iterations. C ITER :IN Integer. C Current iteration count. (Must be zero on first call.) C ERR :OUT Double Precision. C Error estimate of error in the X(N) approximate solution, as C defined by ITOL. C IERR :OUT Integer. C Error flag. IERR is set to 3 if ITOL is not one of the C acceptable values, see above. C IUNIT :IN Integer. C Unit number on which to write the error at each iteration, C if this is desired for monitoring convergence. If unit C number is 0, no writing will occur. C R :IN Double Precision R(N). C The residual R = B-AX. C Z :WORK Double Precision Z(N). C Workspace used to hold the pseudo-residual M Z = R. C P :IN Double Precision P(N). C The conjugate direction vector. C DZ :WORK Double Precision DZ(N). C Workspace used to hold temporary vector(s). C RWORK :WORK Double Precision RWORK(USER DEFINED). C Double Precision array that can be used by MSOLVE. C IWORK :WORK Integer IWORK(USER DEFINED). C Integer array that can be used by MSOLVE. C AK :IN Double Precision. C BK :IN Double Precision. C Current conjugate gradient parameters alpha and beta. C BNRM :INOUT Double Precision. C Norm of the right hand side. Type of norm depends on ITOL. C Calculated only on the first call. C SOLNRM :INOUT Double Precision. C 2-Norm of the true solution, SOLN. Only computed and used C if ITOL = 11. C C *Function Return Values: C 0 : Error estimate (determined by ITOL) is *NOT* less than the C specified tolerance, TOL. The iteration must continue. C 1 : Error estimate (determined by ITOL) is less than the C specified tolerance, TOL. The iteration can be considered C complete. C C *Cautions: C This routine will attempt to write to the Fortran logical output C unit IUNIT, if IUNIT .ne. 0. Thus, the user must make sure that C this logical unit is attached to a file or terminal before calling C this routine with a non-zero value for IUNIT. This routine does C not check for the validity of a non-zero IUNIT unit number. C C***SEE ALSO DCG, DSDCG, DSICCG C***ROUTINES CALLED D1MACH, DNRM2 C***COMMON BLOCKS DSLBLK C***REVISION HISTORY (YYMMDD) C 890404 DATE WRITTEN C 890404 Previous REVISION DATE C 890915 Made changes requested at July 1989 CML Meeting. (MKS) C 890921 Removed TeX from comments. (FNF) C 890922 Numerous changes to prologue to make closer to SLATEC C standard. (FNF) C 890929 Numerous changes to reduce SP/DP differences. (FNF) C 891003 Removed C***REFER TO line, per MKS. C 910411 Prologue converted to Version 4.0 format. (BAB) C 910502 Removed MSOLVE from ROUTINES CALLED list. (FNF) C 910506 Made subsidiary to DCG. (FNF) C 920407 COMMON BLOCK renamed DSLBLK. (WRB) C 920511 Added complete declaration section. (WRB) C 920930 Corrected to not print AK,BK when ITER=0. (FNF) C 921026 Changed 1.0E10 to D1MACH(2) and corrected D to E in C output format. (FNF) C***END PROLOGUE ISDCG C .. Scalar Arguments .. DOUBLE PRECISION AK, BK, BNRM, ERR, SOLNRM, TOL INTEGER IERR, ISYM, ITER, ITMAX, ITOL, IUNIT, N, NELT C .. Array Arguments .. DOUBLE PRECISION A(NELT), B(N), DZ(N), P(N), R(N), RWORK(*), X(N), + Z(N) INTEGER IA(NELT), IWORK(*), JA(NELT) C .. Subroutine Arguments .. EXTERNAL MSOLVE C .. Arrays in Common .. DOUBLE PRECISION SOLN(1) C .. Local Scalars .. INTEGER I C .. External Functions .. DOUBLE PRECISION D1MACH, DNRM2 EXTERNAL D1MACH, DNRM2 C .. Common blocks .. COMMON /DSLBLK/ SOLN C***FIRST EXECUTABLE STATEMENT ISDCG ISDCG = 0 C IF( ITOL.EQ.1 ) THEN C err = ||Residual||/||RightHandSide|| (2-Norms). IF(ITER .EQ. 0) BNRM = DNRM2(N, B, 1) ERR = DNRM2(N, R, 1)/BNRM ELSE IF( ITOL.EQ.2 ) THEN C -1 -1 C err = ||M Residual||/||M RightHandSide|| (2-Norms). IF(ITER .EQ. 0) THEN CALL MSOLVE(N, R, Z, NELT, IA, JA, A, ISYM, RWORK, IWORK) BNRM = DNRM2(N, DZ, 1) ENDIF ERR = DNRM2(N, Z, 1)/BNRM ELSE IF( ITOL.EQ.11 ) THEN C err = ||x-TrueSolution||/||TrueSolution|| (2-Norms). IF(ITER .EQ. 0) SOLNRM = DNRM2(N, SOLN, 1) DO 10 I = 1, N DZ(I) = X(I) - SOLN(I) 10 CONTINUE ERR = DNRM2(N, DZ, 1)/SOLNRM ELSE C C If we get here ITOL is not one of the acceptable values. ERR = D1MACH(2) IERR = 3 ENDIF C IF(IUNIT .NE. 0) THEN IF( ITER.EQ.0 ) THEN WRITE(IUNIT,1000) N, ITOL WRITE(IUNIT,1010) ITER, ERR ELSE WRITE(IUNIT,1010) ITER, ERR, AK, BK ENDIF ENDIF IF(ERR .LE. TOL) ISDCG = 1 RETURN 1000 FORMAT(' Preconditioned Conjugate Gradient for ', $ 'N, ITOL = ',I5, I5, $ /' ITER',' Error Estimate',' Alpha', $ ' Beta') 1010 FORMAT(1X,I4,1X,D16.7,1X,D16.7,1X,D16.7) C------------- LAST LINE OF ISDCG FOLLOWS ------------------------------ END