Struct CG

pub struct CG<'mat, Mat: MatrixOp> { /* private fields */ }

Conjugate Gradient (CG) method for solving linear systems Ax = b.

The Conjugate Gradient method is an iterative algorithm for solving systems of linear equations where the coefficient matrix A is symmetric and positive definite. It is particularly effective for large sparse systems.

Algorithm Overview

The CG method generates a sequence of approximations to the solution by minimizing the quadratic form associated with the linear system. At each iteration, it computes a search direction that is conjugate to all previous search directions with respect to the matrix A.

Convergence

For a symmetric positive definite matrix, the CG method is guaranteed to converge to the exact solution in at most n iterations (where n is the size of the matrix), though in practice it often converges much faster, especially for well-conditioned systems.

Examples

use nalgebra::{DMatrix, DVector};
use iterative_solvers::CG;

// Create a simple 2x2 symmetric positive definite system
let mat = DMatrix::from_row_slice(2, 2, &[4.0, 1.0, 1.0, 3.0]);
let rhs = DVector::from_vec(vec![1.0, 2.0]);
let abstol = 1e-10;
let reltol = 1e-8;

let mut cg = CG::new(&mat, &rhs, abstol, reltol).unwrap();
let solution = cg.solve();

Implementations

impl<'mat, Mat: MatrixOp> CG<'mat, Mat>

pub fn new( mat: &'mat Mat, rhs: &'mat DVector<f64>, abstol: f64, reltol: f64, ) -> IterSolverResult<Self>

Create a new CG solver with the given matrix, right-hand side, and tolerance.

Arguments

• mat - The coefficient matrix A.
• rhs - The right-hand side vector b.
• abstol - The absolute tolerance for the residual.
• reltol - The relative tolerance for the residual.

Tolerance

The tolerance is the stopping criterion for the CG method. It is the maximum of the absolute tolerance and the relative tolerance.

The stopping criterion is |r_k| ≤ max(reltol * |r_0|, abstol), where r_k ≈ A x_k - b is the residual at the kth iteration, and r_0 ≈ A x_0 - b is the initial residual.

Examples

use nalgebra::{DMatrix, DVector};
use iterative_solvers::CG;

// Create a simple 2x2 symmetric positive definite system
let mat = DMatrix::from_row_slice(2, 2, &[4.0, 1.0, 1.0, 3.0]);
let rhs = DVector::from_vec(vec![1.0, 2.0]);
let abstol = 1e-10;
let reltol = 1e-8;

let mut cg = CG::new(&mat, &rhs, abstol, reltol).unwrap();
let solution = cg.solve();

pub fn new_with_initial_guess( mat: &'mat Mat, rhs: &'mat DVector<f64>, initial_guess: DVector<f64>, abstol: f64, reltol: f64, ) -> IterSolverResult<Self>

where &'mat Mat: Mul<DVector<f64>, Output = DVector<f64>>,

Create a new CG solver with the given matrix, right-hand side, tolerance, and initial guess.

Arguments

• mat - The coefficient matrix A.
• rhs - The right-hand side vector b.
• abstol - The absolute tolerance for the residual.
• reltol - The relative tolerance for the residual.
• initial_guess - The initial guess for the solution.

Tolerance

The tolerance is the stopping criterion for the CG method. It is the maximum of the absolute tolerance and the relative tolerance.

The stopping criterion is |r_k| ≤ max(reltol * |r_0|, abstol), where r_k ≈ A x_k - b is the residual at the kth iteration, and r_0 ≈ A x_0 - b is the initial residual.

Initial Guess

The initial guess is the starting point for the CG method. It is used to compute the initial residual.

Examples

use nalgebra::{DMatrix, DVector};
use iterative_solvers::CG;

// Create a simple 2x2 symmetric positive definite system
let mat = DMatrix::from_row_slice(2, 2, &[4.0, 1.0, 1.0, 3.0]);
let rhs = DVector::from_vec(vec![1.0, 2.0]);
let abstol = 1e-10;
let reltol = 1e-8;
let initial_guess = DVector::from_vec(vec![0.0, 0.0]);

let mut cg = CG::new_with_initial_guess(&mat, &rhs, initial_guess, abstol, reltol).unwrap();
let solution = cg.solve();

pub fn solve(self) -> Self

Consume the solver and return the solved result.

pub fn solution(&self) -> &DVector<f64>

Get the solution.

pub fn residual(&self) -> f64

Get the residual.

pub fn iteration(&self) -> usize

Get the iteration.

pub fn mat(&self) -> &Mat

Get the matrix.

pub fn residual_vector(&self) -> &DVector<f64>

Get the residual vector

pub fn conjugate_direction(&self) -> &DVector<f64>

Get the conjugate direction

Trait Implementations

impl<'mat, Mat: Clone + MatrixOp> Clone for CG<'mat, Mat>

fn clone(&self) -> CG<'mat, Mat>

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<'mat, Mat: Debug + MatrixOp> Debug for CG<'mat, Mat>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'mat, Mat: MatrixOp> Iterator for CG<'mat, Mat>

type Item = f64

The type of the elements being iterated over.

fn next(&mut self) -> Option<Self::Item>

Advances the iterator and returns the next value.

fn next_chunk<const N: usize>( &mut self, ) -> Result<[Self::Item; N], IntoIter<Self::Item, N>>

where Self: Sized,

🔬This is a nightly-only experimental API. (iter_next_chunk)

Advances the iterator and returns an array containing the next N values.

fn size_hint(&self) -> (usize, Option<usize>)

Returns the bounds on the remaining length of the iterator.

fn count(self) -> usize

where Self: Sized,

Consumes the iterator, counting the number of iterations and returning it.

fn last(self) -> Option<Self::Item>

where Self: Sized,

Consumes the iterator, returning the last element.

fn advance_by(&mut self, n: usize) -> Result<(), NonZero<usize>>

🔬This is a nightly-only experimental API. (iter_advance_by)

Advances the iterator by n elements.

fn nth(&mut self, n: usize) -> Option<Self::Item>

Returns the nth element of the iterator.

fn step_by(self, step: usize) -> StepBy<Self>

where Self: Sized,

Creates an iterator starting at the same point, but stepping by the given amount at each iteration.

fn chain<U>(self, other: U) -> Chain<Self, <U as IntoIterator>::IntoIter>

where Self: Sized, U: IntoIterator<Item = Self::Item>,

Takes two iterators and creates a new iterator over both in sequence.

fn zip<U>(self, other: U) -> Zip<Self, <U as IntoIterator>::IntoIter>

where Self: Sized, U: IntoIterator,

‘Zips up’ two iterators into a single iterator of pairs.

fn intersperse(self, separator: Self::Item) -> Intersperse<Self>

where Self: Sized, Self::Item: Clone,

🔬This is a nightly-only experimental API. (iter_intersperse)

Creates a new iterator which places a copy of separator between adjacent items of the original iterator.

fn intersperse_with<G>(self, separator: G) -> IntersperseWith<Self, G>

where Self: Sized, G: FnMut() -> Self::Item,

🔬This is a nightly-only experimental API. (iter_intersperse)

Creates a new iterator which places an item generated by separator between adjacent items of the original iterator.

fn map<B, F>(self, f: F) -> Map<Self, F>

where Self: Sized, F: FnMut(Self::Item) -> B,

Takes a closure and creates an iterator which calls that closure on each element.

fn for_each<F>(self, f: F)

where Self: Sized, F: FnMut(Self::Item),

Calls a closure on each element of an iterator.

fn filter<P>(self, predicate: P) -> Filter<Self, P>

where Self: Sized, P: FnMut(&Self::Item) -> bool,

Creates an iterator which uses a closure to determine if an element should be yielded.

fn filter_map<B, F>(self, f: F) -> FilterMap<Self, F>

where Self: Sized, F: FnMut(Self::Item) -> Option<B>,

Creates an iterator that both filters and maps.

fn enumerate(self) -> Enumerate<Self>

where Self: Sized,

Creates an iterator which gives the current iteration count as well as the next value.

fn peekable(self) -> Peekable<Self>

where Self: Sized,

Creates an iterator which can use the peek and peek_mut methods to look at the next element of the iterator without consuming it. See their documentation for more information.

fn skip_while<P>(self, predicate: P) -> SkipWhile<Self, P>

where Self: Sized, P: FnMut(&Self::Item) -> bool,

Creates an iterator that skips elements based on a predicate.

fn take_while<P>(self, predicate: P) -> TakeWhile<Self, P>

where Self: Sized, P: FnMut(&Self::Item) -> bool,

Creates an iterator that yields elements based on a predicate.

fn map_while<B, P>(self, predicate: P) -> MapWhile<Self, P>

where Self: Sized, P: FnMut(Self::Item) -> Option<B>,

Creates an iterator that both yields elements based on a predicate and maps.

fn skip(self, n: usize) -> Skip<Self>

where Self: Sized,

Creates an iterator that skips the first n elements.

fn take(self, n: usize) -> Take<Self>

where Self: Sized,

Creates an iterator that yields the first n elements, or fewer if the underlying iterator ends sooner.

fn scan<St, B, F>(self, initial_state: St, f: F) -> Scan<Self, St, F>

where Self: Sized, F: FnMut(&mut St, Self::Item) -> Option<B>,

An iterator adapter which, like fold, holds internal state, but unlike fold, produces a new iterator.

fn flat_map<U, F>(self, f: F) -> FlatMap<Self, U, F>

where Self: Sized, U: IntoIterator, F: FnMut(Self::Item) -> U,

Creates an iterator that works like map, but flattens nested structure.

fn flatten(self) -> Flatten<Self>

where Self: Sized, Self::Item: IntoIterator,

Creates an iterator that flattens nested structure.

fn map_windows<F, R, const N: usize>(self, f: F) -> MapWindows<Self, F, N>

where Self: Sized, F: FnMut(&[Self::Item; N]) -> R,

🔬This is a nightly-only experimental API. (iter_map_windows)

Calls the given function f for each contiguous window of size N over self and returns an iterator over the outputs of f. Like slice::windows(), the windows during mapping overlap as well.

fn fuse(self) -> Fuse<Self>

where Self: Sized,

Creates an iterator which ends after the first None.

fn inspect<F>(self, f: F) -> Inspect<Self, F>

where Self: Sized, F: FnMut(&Self::Item),

Does something with each element of an iterator, passing the value on.

fn by_ref(&mut self) -> &mut Self

where Self: Sized,

Creates a “by reference” adapter for this instance of Iterator.

fn collect<B>(self) -> B

where B: FromIterator<Self::Item>, Self: Sized,

Transforms an iterator into a collection.

fn try_collect<B>( &mut self, ) -> <<Self::Item as Try>::Residual as Residual<B>>::TryType

where Self: Sized, Self::Item: Try, <Self::Item as Try>::Residual: Residual<B>, B: FromIterator<<Self::Item as Try>::Output>,

🔬This is a nightly-only experimental API. (iterator_try_collect)

Fallibly transforms an iterator into a collection, short circuiting if a failure is encountered.

fn collect_into<E>(self, collection: &mut E) -> &mut E

where E: Extend<Self::Item>, Self: Sized,

🔬This is a nightly-only experimental API. (iter_collect_into)

Collects all the items from an iterator into a collection.

fn partition<B, F>(self, f: F) -> (B, B)

where Self: Sized, B: Default + Extend<Self::Item>, F: FnMut(&Self::Item) -> bool,

Consumes an iterator, creating two collections from it.

fn is_partitioned<P>(self, predicate: P) -> bool

where Self: Sized, P: FnMut(Self::Item) -> bool,

🔬This is a nightly-only experimental API. (iter_is_partitioned)

Checks if the elements of this iterator are partitioned according to the given predicate, such that all those that return true precede all those that return false.

fn try_fold<B, F, R>(&mut self, init: B, f: F) -> R

where Self: Sized, F: FnMut(B, Self::Item) -> R, R: Try<Output = B>,

An iterator method that applies a function as long as it returns successfully, producing a single, final value.

fn try_for_each<F, R>(&mut self, f: F) -> R

where Self: Sized, F: FnMut(Self::Item) -> R, R: Try<Output = ()>,

An iterator method that applies a fallible function to each item in the iterator, stopping at the first error and returning that error.

fn fold<B, F>(self, init: B, f: F) -> B

where Self: Sized, F: FnMut(B, Self::Item) -> B,

Folds every element into an accumulator by applying an operation, returning the final result.

fn reduce<F>(self, f: F) -> Option<Self::Item>

where Self: Sized, F: FnMut(Self::Item, Self::Item) -> Self::Item,

Reduces the elements to a single one, by repeatedly applying a reducing operation.

fn try_reduce<R>( &mut self, f: impl FnMut(Self::Item, Self::Item) -> R, ) -> <<R as Try>::Residual as Residual<Option<<R as Try>::Output>>>::TryType

where Self: Sized, R: Try<Output = Self::Item>, <R as Try>::Residual: Residual<Option<Self::Item>>,

🔬This is a nightly-only experimental API. (iterator_try_reduce)

Reduces the elements to a single one by repeatedly applying a reducing operation. If the closure returns a failure, the failure is propagated back to the caller immediately.

fn all<F>(&mut self, f: F) -> bool

where Self: Sized, F: FnMut(Self::Item) -> bool,

Tests if every element of the iterator matches a predicate.

fn any<F>(&mut self, f: F) -> bool

where Self: Sized, F: FnMut(Self::Item) -> bool,

Tests if any element of the iterator matches a predicate.

fn find<P>(&mut self, predicate: P) -> Option<Self::Item>

where Self: Sized, P: FnMut(&Self::Item) -> bool,

Searches for an element of an iterator that satisfies a predicate.

fn find_map<B, F>(&mut self, f: F) -> Option<B>

where Self: Sized, F: FnMut(Self::Item) -> Option<B>,

Applies function to the elements of iterator and returns the first non-none result.

fn try_find<R>( &mut self, f: impl FnMut(&Self::Item) -> R, ) -> <<R as Try>::Residual as Residual<Option<Self::Item>>>::TryType

where Self: Sized, R: Try<Output = bool>, <R as Try>::Residual: Residual<Option<Self::Item>>,

🔬This is a nightly-only experimental API. (try_find)

Applies function to the elements of iterator and returns the first true result or the first error.

fn position<P>(&mut self, predicate: P) -> Option<usize>

where Self: Sized, P: FnMut(Self::Item) -> bool,

Searches for an element in an iterator, returning its index.

fn max(self) -> Option<Self::Item>

where Self: Sized, Self::Item: Ord,

Returns the maximum element of an iterator.

fn min(self) -> Option<Self::Item>

where Self: Sized, Self::Item: Ord,

Returns the minimum element of an iterator.

fn max_by_key<B, F>(self, f: F) -> Option<Self::Item>

where B: Ord, Self: Sized, F: FnMut(&Self::Item) -> B,

Returns the element that gives the maximum value from the specified function.

fn max_by<F>(self, compare: F) -> Option<Self::Item>

where Self: Sized, F: FnMut(&Self::Item, &Self::Item) -> Ordering,

Returns the element that gives the maximum value with respect to the specified comparison function.

fn min_by_key<B, F>(self, f: F) -> Option<Self::Item>

where B: Ord, Self: Sized, F: FnMut(&Self::Item) -> B,

Returns the element that gives the minimum value from the specified function.

fn min_by<F>(self, compare: F) -> Option<Self::Item>

where Self: Sized, F: FnMut(&Self::Item, &Self::Item) -> Ordering,

Returns the element that gives the minimum value with respect to the specified comparison function.

fn unzip<A, B, FromA, FromB>(self) -> (FromA, FromB)

where FromA: Default + Extend<A>, FromB: Default + Extend<B>, Self: Sized + Iterator<Item = (A, B)>,

Converts an iterator of pairs into a pair of containers.

fn copied<'a, T>(self) -> Copied<Self>

where T: 'a + Copy, Self: Sized + Iterator<Item = &'a T>,

Creates an iterator which copies all of its elements.

fn cloned<'a, T>(self) -> Cloned<Self>

where T: 'a + Clone, Self: Sized + Iterator<Item = &'a T>,

Creates an iterator which clones all of its elements.

fn cycle(self) -> Cycle<Self>

where Self: Sized + Clone,

Repeats an iterator endlessly.

fn array_chunks<const N: usize>(self) -> ArrayChunks<Self, N>

where Self: Sized,

🔬This is a nightly-only experimental API. (iter_array_chunks)

Returns an iterator over N elements of the iterator at a time.

fn sum<S>(self) -> S

where Self: Sized, S: Sum<Self::Item>,

Sums the elements of an iterator.

fn product<P>(self) -> P

where Self: Sized, P: Product<Self::Item>,

Iterates over the entire iterator, multiplying all the elements

fn cmp<I>(self, other: I) -> Ordering

where I: IntoIterator<Item = Self::Item>, Self::Item: Ord, Self: Sized,

Lexicographically compares the elements of this Iterator with those of another.

fn cmp_by<I, F>(self, other: I, cmp: F) -> Ordering

where Self: Sized, I: IntoIterator, F: FnMut(Self::Item, <I as IntoIterator>::Item) -> Ordering,

🔬This is a nightly-only experimental API. (iter_order_by)

Lexicographically compares the elements of this Iterator with those of another with respect to the specified comparison function.

fn partial_cmp<I>(self, other: I) -> Option<Ordering>

where I: IntoIterator, Self::Item: PartialOrd<<I as IntoIterator>::Item>, Self: Sized,

Lexicographically compares the PartialOrd elements of this Iterator with those of another. The comparison works like short-circuit evaluation, returning a result without comparing the remaining elements. As soon as an order can be determined, the evaluation stops and a result is returned.

fn partial_cmp_by<I, F>(self, other: I, partial_cmp: F) -> Option<Ordering>

where Self: Sized, I: IntoIterator, F: FnMut(Self::Item, <I as IntoIterator>::Item) -> Option<Ordering>,

🔬This is a nightly-only experimental API. (iter_order_by)

Lexicographically compares the elements of this Iterator with those of another with respect to the specified comparison function.

fn eq<I>(self, other: I) -> bool

where I: IntoIterator, Self::Item: PartialEq<<I as IntoIterator>::Item>, Self: Sized,

Determines if the elements of this Iterator are equal to those of another.

fn eq_by<I, F>(self, other: I, eq: F) -> bool

where Self: Sized, I: IntoIterator, F: FnMut(Self::Item, <I as IntoIterator>::Item) -> bool,

🔬This is a nightly-only experimental API. (iter_order_by)

Determines if the elements of this Iterator are equal to those of another with respect to the specified equality function.

fn ne<I>(self, other: I) -> bool

where I: IntoIterator, Self::Item: PartialEq<<I as IntoIterator>::Item>, Self: Sized,

Determines if the elements of this Iterator are not equal to those of another.

fn lt<I>(self, other: I) -> bool

where I: IntoIterator, Self::Item: PartialOrd<<I as IntoIterator>::Item>, Self: Sized,

Determines if the elements of this Iterator are lexicographically less than those of another.

fn le<I>(self, other: I) -> bool

where I: IntoIterator, Self::Item: PartialOrd<<I as IntoIterator>::Item>, Self: Sized,

Determines if the elements of this Iterator are lexicographically less or equal to those of another.

fn gt<I>(self, other: I) -> bool

where I: IntoIterator, Self::Item: PartialOrd<<I as IntoIterator>::Item>, Self: Sized,

Determines if the elements of this Iterator are lexicographically greater than those of another.

fn ge<I>(self, other: I) -> bool

where I: IntoIterator, Self::Item: PartialOrd<<I as IntoIterator>::Item>, Self: Sized,

Determines if the elements of this Iterator are lexicographically greater than or equal to those of another.

fn is_sorted(self) -> bool

where Self: Sized, Self::Item: PartialOrd,

Checks if the elements of this iterator are sorted.

fn is_sorted_by<F>(self, compare: F) -> bool

where Self: Sized, F: FnMut(&Self::Item, &Self::Item) -> bool,

Checks if the elements of this iterator are sorted using the given comparator function.

fn is_sorted_by_key<F, K>(self, f: F) -> bool

where Self: Sized, F: FnMut(Self::Item) -> K, K: PartialOrd,

Checks if the elements of this iterator are sorted using the given key extraction function.