Blob Blame History Raw
#include <stdio.h>
#include <stdlib.h>
#include <math.h>

#include <gsl/gsl_math.h>
#include <gsl/gsl_vector.h>
#include <gsl/gsl_spmatrix.h>
#include <gsl/gsl_splinalg.h>

int
main()
{
  const size_t N = 100;                       /* number of grid points */
  const size_t n = N - 2;                     /* subtract 2 to exclude boundaries */
  const double h = 1.0 / (N - 1.0);           /* grid spacing */
  gsl_spmatrix *A = gsl_spmatrix_alloc(n ,n); /* triplet format */
  gsl_spmatrix *C;                            /* compressed format */
  gsl_vector *f = gsl_vector_alloc(n);        /* right hand side vector */
  gsl_vector *u = gsl_vector_alloc(n);        /* solution vector */
  size_t i;

  /* construct the sparse matrix for the finite difference equation */

  /* construct first row */
  gsl_spmatrix_set(A, 0, 0, -2.0);
  gsl_spmatrix_set(A, 0, 1, 1.0);

  /* construct rows [1:n-2] */
  for (i = 1; i < n - 1; ++i)
    {
      gsl_spmatrix_set(A, i, i + 1, 1.0);
      gsl_spmatrix_set(A, i, i, -2.0);
      gsl_spmatrix_set(A, i, i - 1, 1.0);
    }

  /* construct last row */
  gsl_spmatrix_set(A, n - 1, n - 1, -2.0);
  gsl_spmatrix_set(A, n - 1, n - 2, 1.0);

  /* scale by h^2 */
  gsl_spmatrix_scale(A, 1.0 / (h * h));

  /* construct right hand side vector */
  for (i = 0; i < n; ++i)
    {
      double xi = (i + 1) * h;
      double fi = -M_PI * M_PI * sin(M_PI * xi);
      gsl_vector_set(f, i, fi);
    }

  /* convert to compressed column format */
  C = gsl_spmatrix_ccs(A);

  /* now solve the system with the GMRES iterative solver */
  {
    const double tol = 1.0e-6;  /* solution relative tolerance */
    const size_t max_iter = 10; /* maximum iterations */
    const gsl_splinalg_itersolve_type *T = gsl_splinalg_itersolve_gmres;
    gsl_splinalg_itersolve *work =
      gsl_splinalg_itersolve_alloc(T, n, 0);
    size_t iter = 0;
    double residual;
    int status;

    /* initial guess u = 0 */
    gsl_vector_set_zero(u);

    /* solve the system A u = f */
    do
      {
        status = gsl_splinalg_itersolve_iterate(C, f, tol, u, work);

        /* print out residual norm ||A*u - f|| */
        residual = gsl_splinalg_itersolve_normr(work);
        fprintf(stderr, "iter %zu residual = %.12e\n", iter, residual);

        if (status == GSL_SUCCESS)
          fprintf(stderr, "Converged\n");
      }
    while (status == GSL_CONTINUE && ++iter < max_iter);

    /* output solution */
    for (i = 0; i < n; ++i)
      {
        double xi = (i + 1) * h;
        double u_exact = sin(M_PI * xi);
        double u_gsl = gsl_vector_get(u, i);

        printf("%f %.12e %.12e\n", xi, u_gsl, u_exact);
      }

    gsl_splinalg_itersolve_free(work);
  }

  gsl_spmatrix_free(A);
  gsl_spmatrix_free(C);
  gsl_vector_free(f);
  gsl_vector_free(u);

  return 0;
} /* main() */