线性求解器C++API源码(含列选主元高斯消去法，共轭梯度法，Gmres法)

前言

本文集合了Gauss消去法， 共轭梯度法， Gmres方法的线性求解器的源码。同时集成了API方便调用，支持读取文本形式的矩阵数据。更进一步集成Matrix Market 的接口， 可以将在 Matrix Market 下载的数据直接读如测试。同时对共轭梯度法和 Gmres 方法都做了预条件矩阵。

部分源码

#ifndef Matrix_H
#define Matrix_H


#include <iostream>
#include <string>
#include <vector>
#include <map>
#include <set>
#include <math.h>


using namespace std;

enum SolverType {GAUSS_SOLVER, CG_SOLVER, GMRES_SOLVER, UNKNOWN_METHOD};
static const string SolverTypeName[] = {"GAUSS_SOLVER", "CG_SOLVER", "GMRES_SOLVER", "UNKNOWN_METHOD"};

class Matrix
{
//......
}

//列压缩矩阵
class CSRMatrix : public Matrix
{
//.....
}

//预条件矩阵
class Preconditioner
{
//....
}

class GaussEliminationSolver
{
//.....
}

class ConjugateGradientSolver
{
//....
}

class GMRESSolver
{
//....
}


class LinearSolverAPI
{
	public:
	/*
	.......
	*/
	public:
    	void setSolverType(const SolverType& solverType) {_solverType = solverType;}
    	bool solve();
		bool checkSolution();
	private:
		bool cgSolverApi();
		bool gmresSolveApi();

	public:
		// all function is for test
		bool readMatrixFromMatrixMarket(const string& fileName);
		bool buildRightVector();
		bool readData(const string& fileName, bool isIndexFromZero);


  private:
    map<unsigned int, map<unsigned int, double> > _A;
    vector<double> _x;
    vector<double> _b;
    double _eps;
    double _norm2Error;
    SolverType _solverType;

};

源码

完整源码请到我的博客的资源页面下载使用。