Input Data Description
The ITSOLVER call has the following syntax and arguments:
call ITSOLVER (x, error, iter, method, A, b,
precond, tol, maxiter, start, history);
The conjugate gradient and minimum residual algorithms (method = 'CG' or method = 'MINRES') require
to be symmetric;
hence you must specify only the lower triangular part of
, while the remaining
algorithms require all nonzero coefficients to be
listed. The following table lists valid values for the precond parameter for each class of algorithm.
Table 18.1: Subroutine Definitions and Valid Preconditioners
Method Value
|
Algorithm
|
Preconditioners
|
"CG" | conjugate gradient | "NONE" "IC" "DIAG" |
"MINRES" | minimum residual | "NONE" "IC" "DIAG" |
"BICG" | biconjugate gradient | "NONE" "MILU" |
"CGS" | conjugate gradient squared | "NONE" |
- x
- solution vector
- error
- final solution error (optional)
- iter
- resultant number of iterations (optional)
- A
- three-column matrix of triplets, where the first column
contains the value, the next column contains the row
indices, and the third column contains the column indices of the nonzero matrix coefficients.
The order in which triplets are listed is insignificant. For symmetric
matrices specify only the lower triangular part, including the main diagonal
(row indices must be greater than or equal to the corresponding
column indices). Zero coefficients should not be included. No missing
values or duplicate entries are allowed.
- b
- the right-hand-side vector
- precond
- preconditioner, default value "NONE"
- tol
- desired tolerance, default value
- maxiter
- maximum number of iterations, default value
- start
- initial guess
- history
- the history of errors for each iteration
Copyright © 2009 by SAS Institute Inc., Cary, NC, USA. All rights reserved.