Add GMRES example

examples/gmres/algorithm.h

@@ -0,0 +1,50 @@
+/*
+  Copyright (c) 2012, Intel Corporation
+  All rights reserved.
+
+  Redistribution and use in source and binary forms, with or without
+  modification, are permitted provided that the following conditions are
+  met:
+
+    * Redistributions of source code must retain the above copyright
+      notice, this list of conditions and the following disclaimer.
+
+    * Redistributions in binary form must reproduce the above copyright
+      notice, this list of conditions and the following disclaimer in the
+      documentation and/or other materials provided with the distribution.
+
+    * Neither the name of Intel Corporation nor the names of its
+      contributors may be used to endorse or promote products derived from
+      this software without specific prior written permission.
+
+
+   THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS
+   IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED
+   TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A
+   PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER
+   OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
+   EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+   PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
+   PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
+   LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
+   NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+   SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.  
+*/
+
+
+#ifndef __ALGORITHM_H__
+#define __ALGORITHM_H__
+
+#include "matrix.h"
+
+
+/* Generalized Minimal Residual Method:
+ * -----------------------------------
+ * Takes a square matrix and an rhs and uses GMRES to find an estimate for x.
+ * The specified error is relative.
+ */
+void gmres (const Matrix &A, const Vector &b, Vector &x, int num_iters, double err);
+
+
+
+#endif