preconditioner_diagonal.h

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#ifndef MUI_PRECONDITIONER_DIAGONAL_H_
#define MUI_PRECONDITIONER_DIAGONAL_H_
 
#include <math.h>
#include <limits>
 
namespace mui {
namespace linalg {
 
// Constructor
template<typename ITYPE, typename VTYPE>
diagonal_preconditioner<ITYPE,VTYPE>::diagonal_preconditioner(const sparse_matrix<ITYPE,VTYPE>& A) {
    // Initialise the lower triangular matrix
    inv_diag_.resize(A.get_rows(), A.get_cols());
    // Construct the inverse diagonal matrix
    for (int i = 0; i < A.get_rows(); i++) {
        if (std::abs(A.get_value(i,i)) >= std::numeric_limits<VTYPE>::min()) {
            inv_diag_.set_value(i, i, 1.0 / A.get_value(i,i));
        } else {
            inv_diag_.set_value(i, i, 1.0);
        }
    }
 }
 
// Destructor
template<typename ITYPE, typename VTYPE>
diagonal_preconditioner<ITYPE,VTYPE>::~diagonal_preconditioner() {
    // Deallocate the memory for the inverse diagonal matrix
    inv_diag_.set_zero();
}
 
// Member function on preconditioner apply
template<typename ITYPE, typename VTYPE>
sparse_matrix<ITYPE,VTYPE> diagonal_preconditioner<ITYPE,VTYPE>::apply(const sparse_matrix<ITYPE,VTYPE>& x) {
    assert((x.get_cols()==1) &&
        "MUI Error [preconditioner_diagonal.h]: apply only works for column vectors");
    sparse_matrix<ITYPE,VTYPE> z(x.get_rows(), x.get_cols());
 
    for (int i = 0; i < x.get_rows(); i++) {
        if (std::abs(inv_diag_.get_value(i,i)) >= std::numeric_limits<VTYPE>::min()) {
            z.set_value(i, 0, inv_diag_.get_value(i,i)*x.get_value(i,0));
        } else {
            z.set_value(i, 0, 0.0);
        }
    }
 
    return z;
}
 
} // linalg
} // mui
 
#endif /* MUI_PRECONDITIONER_DIAGONAL_H_ */