/* Jacobi.f -- translated by f2c (version of 20 August 1993 13:15:44). You must link the resulting object file with the libraries: -lf2c -lm (in that order) */ #include "f2c.h" /* Table of constant values */ static doublereal c_b2 = 1.; static integer c__1 = 1; static doublereal c_b13 = -1.; /* -- Iterative template routine -- * Univ. of Tennessee and Oak Ridge National Laboratory * October 1, 1993 * Details of this algorithm are described in "Templates for the * Solution of Linear Systems: Building Blocks for Iterative * Methods", Barrett, Berry, Chan, Demmel, Donato, Dongarra, * Eijkhout, Pozo, Romine, and van der Vorst, SIAM Publications, * 1993. (ftp netlib2.cs.utk.edu; cd linalg; get templates.ps). * * Purpose * ======= * * JACOBI solves the linear system Ax = b using the Jacobi iterative * method. The matrix splitting should be accomplished before calling * this routine. The diagonal elements of the matrix must be passed into * this routine in the first column of matrix WORK. * * Relative error measured: norm( X - X_1 ) / norm( X ). * * Arguments * ========= * * N (input) INTEGER. * On entry, the dimension of the matrix. * Unchanged on exit. * * B (input) DOUBLE PRECISION array, dimension N. * On entry, right hand side vector B. * Unchanged on exit. * * X (input/output) DOUBLE PRECISION array, dimension N. * On input, the initial guess. This is commonly set to * the zero vector. * On exit, if INFO = 0, the iterated approximate solution. * * WORK (workspace) DOUBLE PRECISION array, dimension (LDW,4). * Workspace for residual, direction vector, etc. * * LDW (input) INTEGER * The leading dimension of the array WORK. LDW >= max(1,N). * * ITER (input/output) INTEGER * On input, the maximum iterations to be performed. * On output, actual number of iterations performed. * * RESID (input/output) DOUBLE PRECISION * On input, the allowable convergence measure for * norm( b - A*x ) / norm( b ). * On output, the final value of this measure. * * MATVEC (external subroutine) * The user must provide a subroutine to perform the * matrix-vector product * * y := alpha*A*x + beta*y, * * where alpha and beta are scalars, x and y are vectors, * and A is a matrix. Vector x must remain unchanged. * The solution is over-written on vector y. * * The call is: * * CALL MATVEC( ALPHA, X, BETA, Y ) * * The matrix is passed into the routine in a common block. * * INFO (output) INTEGER * * = 0: Successful exit. Iterated approximate solution returned. * * * > 0: Convergence to tolerance not achieved. This will be * set to the number of iterations performed. * * < 0: Illegal input parameter. * * -1: matrix dimension N < 0 * -2: LDW < N * -3: Maximum number of iterations ITER <= 0. * * BLAS CALLS: DAXPY, DCOPY, DNRM2 * ============================================================ */ int jacobi_(n, b, x, work, ldw, iter, resid, matvec, info) integer *n, *ldw, *iter, *info; doublereal *b, *x, *work, *resid; int (*matvec) (); { /* System generated locals */ integer work_dim1, work_offset, i__1; /* Local variables */ static integer temp; extern /* Subroutine */ int matsplit_(); extern doublereal dnrm2_(); static integer i; extern /* Subroutine */ int dcopy_(); static integer maxit; extern /* Subroutine */ int daxpy_(); static integer x1, mm; static doublereal tol; /* .. Executable Statements .. */ /* Parameter adjustments */ work_dim1 = *ldw; work_offset = work_dim1 + 1; work -= work_offset; --x; --b; /* Function Body */ *info = 0; /* Test the input parameters. */ if (*n < 0) { *info = -1; } else if (*ldw < max(1,*n)) { *info = -2; } else if (*iter <= 0) { *info = -3; } if (*info != 0) { return 0; } maxit = *iter; tol = *resid; /* Alias workspace columns. */ mm = 1; x1 = 2; temp = 3; *iter = 0; /* Form matrix splitting inv(M) and N. */ matsplit_(&c_b2, &b[1], &work[mm * work_dim1 + 1], ldw, "JACOBI", "SPLIT", 6L, 5L); L10: /* Perform Jacobi iteration */ ++(*iter); /* Save the current approximation to X in X1. */ dcopy_(n, &x[1], &c__1, &work[x1 * work_dim1 + 1], &c__1); /* Apply iteration; result is updated approximation vector x. */ dcopy_(n, &b[1], &c__1, &work[temp * work_dim1 + 1], &c__1); (*matvec)(&c_b2, &x[1], &c_b2, &work[temp * work_dim1 + 1]); i__1 = *n; for (i = 1; i <= i__1; ++i) { x[i] = work[i + mm * work_dim1] * work[i + temp * work_dim1]; /* L15: */ } /* Compute error and check for acceptable convergence. */ daxpy_(n, &c_b13, &x[1], &c__1, &work[x1 * work_dim1 + 1], &c__1); *resid = dnrm2_(n, &work[x1 * work_dim1 + 1], &c__1) / dnrm2_(n, &x[1], & c__1); if (*resid <= tol) { goto L30; } if (*iter == maxit) { goto L20; } goto L10; L20: /* Iteration fails */ *info = 1; goto L30; L30: /* Iteration successful. Reconstruct matrix A. */ matsplit_(&c_b2, &b[1], &work[mm * work_dim1 + 1], ldw, "JACOBI", "RECON\ STRUCT", 6L, 11L); return 0; /* End of JACOBI */ }