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Modified CG to use axpy!/axpby! directly instead of broadcasting #334

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Modified CG to use axpy!/axpby! directly instead of broadcasting #334

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14 changes: 7 additions & 7 deletions src/cg.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -48,15 +48,15 @@ function iterate(it::CGIterable, iteration::Int=start(it))

# u := r + βu (almost an axpy)
β = it.residual^2 / it.prev_residual^2
it.u .= it.r .+ β .* it.u
axpby!(true, it.r, β, it.u)

# c = A * u
mul!(it.c, it.A, it.u)
α = it.residual^2 / dot(it.u, it.c)

# Improve solution and residual
it.x .+= α .* it.u
it.r .-= α .* it.c
axpy!(α, it.u, it.x)
axpy!(-α, it.c, it.r)

it.prev_residual = it.residual
it.residual = norm(it.r)
Expand All @@ -83,15 +83,15 @@ function iterate(it::PCGIterable, iteration::Int=start(it))

# u := c + βu (almost an axpy)
β = it.ρ / ρ_prev
it.u .= it.c .+ β .* it.u
axpby!(true, it.c, β, it.u)

# c = A * u
mul!(it.c, it.A, it.u)
α = it.ρ / dot(it.u, it.c)

# Improve solution and residual
it.x .+= α .* it.u
it.r .-= α .* it.c
axpy!(α, it.u, it.x)
axpy!(-α, it.c, it.r)

it.residual = norm(it.r)

Expand Down Expand Up @@ -135,7 +135,7 @@ function cg_iterator!(x, A, b, Pl = Identity();
else
mv_products = 1
mul!(c, A, x)
r .-= c
axpy!(-one(eltype(c)), c, r)
end
residual = norm(r)
tolerance = max(reltol * residual, abstol)
Expand Down