ell_grid_solve: use BiCGSTAB to speed up exact solves

1 files changed, 47 insertions, 0 deletions

diff --git a/bicgstab.h b/bicgstab.h
new file mode 100644
index 0000000..f25cb28
--- /dev/null
+++ b/bicgstab.h
@@ -0,0 +1,47 @@
+/*
+ * BiCGStab iterative linear system solver
+ * Copyright (C) 2016 Anton Khirnov <anton@khirnov.net>
+ *
+ * This program is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef MG2D_BICGSTAB_H
+#define MG2D_BICGSTAB_H
+
+typedef struct BiCGStabContext BiCGStabContext;
+
+/**
+ * Allocate and initialize the solver for the NxN system.
+ */
+int mg2di_bicgstab_context_alloc(BiCGStabContext **ctx, size_t N, unsigned int maxiter);
+
+/**
+ * Free the solver and all its internal state.
+ */
+void mg2di_bicgstab_context_free(BiCGStabContext **ctx);
+
+/**
+ * Initialise the solver with the given preconditioner matrix. This function
+ * may be any number of times on a given solver context.
+ */
+int mg2di_bicgstab_init(BiCGStabContext *ctx, const double *k, const double *x0);
+
+/**
+ * Solve the linear system
+ * mat · x = rhs
+ * The result is written into x.
+ */
+int mg2di_bicgstab_solve(BiCGStabContext *ctx, const double *mat, const double *rhs, double *x);
+
+#endif /* MG2D_BICGSTAB_H */