algorithms.hpp

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/// @file solve/algorithms.hpp
/// @brief Algorithm tags: carry the numerics, not the mathematics.
#pragma once
 
#include "core/policy.hpp"
#include "core/types.hpp"
#include <concepts>
#include <type_traits>
 
namespace num {
 
// -- ODE integrators --
 
struct Euler {
  double h = 1e-3;
};
 
struct RK4 {
  double h = 1e-3;
};
 
struct RK45 {
  double h = 1e-3;
  double rtol = 1e-6;
  double atol = 1e-9;
  idx max_steps = 1000000;
};
 
// -- Linear-system solvers --
 
struct CG {
  real tol = 1e-10;
  idx max_iter = 1000;
  Backend backend = default_backend;
};
 
struct GMRES {
  real tol = 1e-6;
  idx max_iter = 1000;
  idx restart = 30;
  Backend backend = default_backend;
};
 
struct MINRES {
  real tol = 1e-10;
  idx max_iter = 1000;
  Backend backend = default_backend;
};
 
template<class M>
struct PCG {
  const M& preconditioner;
  real tol = 1e-10;
  idx max_iter = 1000;
  Backend backend = default_backend;
};
 
template<class M>
PCG(const M&) -> PCG<M>;
 
// -- MCMC samplers --
 
struct Metropolis {
  int equilibration = 1000;
  int measurements = 500;
};
 
/// @brief An MCMC algorithm tag.
template<typename A>
concept IsMCMCAlg = std::same_as<std::remove_cvref_t<A>, Metropolis>;
 
} // namespace num