C++ for Scientists - Technische Universität Dresden

12 CHAPTER 1. GOOD AND BAD SCIENTIFIC SOFTWARE
Programmers transform this mathematical notation into a form that a compiler understands,
by using operations from the language. The result could look like Listing 1.1. Do not read it
in detail, just skim it.
#include
#include
double one norm(int size, double ∗vp)
{
int i;
double sum= 0;
for (i= 0; i < size; i++)
sum+= fabs(vp[i]);
return sum;
}
double dot(int size, double ∗vp, double ∗wp)
{
int i;
double sum= 0;
for (inti= 0; i < size; i++)
sum+= vp[i] ∗ wp[i];
return sum;
}
int cg(int size, int nnz, int∗ aip, int∗ ajp, double∗ avp,
double ∗x, double ∗b, void (∗lpre)(int, double∗, double∗), double eps)
{
int i, j, iter= 0;
double rho, rho 1, alpha;
double ∗p= (double∗) malloc(size ∗ sizeof(double));
double ∗q= (double∗) malloc(size ∗ sizeof(double));
double ∗r= (double∗) malloc(size ∗ sizeof(double));
double ∗z= (double∗) malloc(size ∗ sizeof(double));
// r= b;
for (i= 0; i < size; i++)
r[i]= b[i];
// r−= A∗x;
for (i= 0; i < nnz; i++)
r[aip[i]]−= avp[i] ∗ b[ajp[i]];
while (one norm(size, r) >= eps) {
// z = solve(L, r);
(∗lpre)(size, z, r); // function pointer call
rho= dot(size, r, z);
if (!iter) {
for (i= 0; i < size; i++)
p[i]= z[i];
} else {
for (i= 0; i < size; i++)
p[i]= z[i] + rho / rho 1 ∗ p[i];