Conjugate Gradient technique

[Matthew Knepley]

On Thu, May 14, 2009 at 3:58 PM, Barai, Pallab <baraip at ornl.gov> wrote:

> Hello,
>
> I am using PETSc to solve a set of linear equations "Sx=b".
>
> Here "b" is known and "x" is the trial solution.
>
> The complete (assembled) form of S is not known. That is why I am not able
> to use something like "KSPSolve".
>
> But given a trial solution "x", I can calculate "S*x" using a "MatVec"
> routine.
>
> Is it possible to use the Conjugate Gradient (CG) technique to find a
> solution in this case? In place of "S", I can give "S*x" as the input.


You can use CG if S is symmetric. If not, try GMRES.


>
> It will be great if someone can show me some direction. If this thing has
> already been discussed before, the link to that thread will be sufficient.


You can wrap your function in a MatShell:

http://www.mcs.anl.gov/petsc/petsc-as/snapshots/petsc-current/docs/manualpages/Mat/MatCreateShell.html

   Matt


>
> Thanking you.
>
> Pallab Barai
>
-- 
What most experimenters take for granted before they begin their experiments
is infinitely more interesting than any results to which their experiments
lead.
-- Norbert Wiener
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