!// 在病态矩阵问题上,共轭梯度法比部分主元的高斯消去法还要差
!// 这种情况下,可通过预条件得到缓解,主要是将问题转化为良态矩阵系统,再实施CG方法
!// 此代码的预条件因子M=D,为雅可比预条件因子,D为A的对角线矩阵
Program ConjugateGradientMethods
Implicit none
Integer :: i, j
Integer, parameter :: n = 3
Real(kind=8) :: A(n,n) = [ 4.d0, -2.d0, 2.d0, -2.d0, 2.d0, -4.d0, 2.d0, -4.d0, 11.d0 ]
Real(kind=8) :: b(n,1) = [ 6.d0, -10.d0, 27.d0 ]
Real(kind=8) :: alpha = 0.d0, beta = 0.d0
Real(kind=8) :: x(n,1) = 0.d0, d(n,1) = 0.d0, r(n,1) = 0.d0, z(n,1) = 0.d0
Real(kind=8) :: rtmp(n,1) = 0.d0, tmp(1,1) = 0.d0, ztmp(n,1) = 0.d0
Real(kind=8) :: M(n,n) = 0.d0
forall ( i = 1:n, j = 1:n, i == j ) M(i,j) = A(i,j)
forall ( i = 1:n, j = 1:n, i == j ) M(i,j) = 1.d0 / M(i,j)
r = b - matmul( A,x ) !// r0 = b - Ax0
z = matmul( M,r ) !// z0 = Inv(M) * r0
d = z !// d0 = z0
Do i = 0, n - 1
If ( all(r<0.0) ) then
exit
End if
rtmp = r
ztmp = z
tmp = matmul( transpose(rtmp),ztmp ) / matmul( matmul( transpose(d),A ), d )
alpha = tmp(1,1)
x = x + alpha * d
r = r - alpha * matmul( A,d )
z = matmul( M,r )
tmp = matmul( transpose(r),z ) / matmul( transpose(rtmp),ztmp )
beta = tmp(1,1)
d = z + beta * d
End do
Do i = 1, n
Write ( *,'(f12.5)' ) x(i,1)
End do
End program ConjugateGradientMethods