add project2

.gitignore

@@ -1,2 +1,4 @@
 .vscode
-.DS_Store
+.DS_Store
+__pycache__
+*.pyc

project2/iterative_solvers.py

@@ -0,0 +1,154 @@
+import numpy as np
+from typing import Callable, Any, List, Tuple
+
+# Tolerance and maximum iterations
+TOL = 1e-10
+MAX_ITER = 20000
+
+def stationary_method(
+        b: np.ndarray,
+        method: str,
+        get_diag_inv: Callable[[int, Any], float],
+        get_off_diag_sum: Callable[[np.ndarray, int, Any], float],
+        mat_vec_prod: Callable[[np.ndarray, Any], np.ndarray],
+        omega: float = 1.0,
+        **kwargs
+    ) -> Tuple[np.ndarray, int, List[float]]:
+    """
+    Solves Ax=b using stationary methods (Jacobi, Gauss-Seidel, SOR).
+    """
+    n = len(b)
+    x = np.zeros(n)
+    r0 = b.copy()
+    r0_norm = np.linalg.norm(r0)
+    if r0_norm == 0:
+        return x, 0, [0.0]
+        
+    residual_history = []
+
+    for k in range(MAX_ITER):
+        # 1. Calculate current residual and its norm
+        r = b - mat_vec_prod(x, **kwargs)
+        res_norm = np.linalg.norm(r)
+        
+        # 2. Append to history
+        residual_history.append(res_norm)
+        
+        # 3. Check for convergence
+        if res_norm / r0_norm < TOL:
+            return x, k, residual_history
+        
+        # 4. If not converged, perform the next iteration update
+        if method == 'jacobi':
+            x_old = x.copy()
+            for i in range(n):
+                off_diag_val = get_off_diag_sum(x_old, i, **kwargs)
+                diag_inv_val = get_diag_inv(i, **kwargs)
+                x[i] = diag_inv_val * (b[i] - off_diag_val)
+        else: # Gauss-Seidel and SOR
+            x_k_iter = x.copy() # Needed for SOR
+            for i in range(n):
+                off_diag_val = get_off_diag_sum(x, i, **kwargs)
+                diag_inv_val = get_diag_inv(i, **kwargs)
+                x_gs = diag_inv_val * (b[i] - off_diag_val)
+                
+                if method == 'gauss_seidel':
+                    x[i] = x_gs
+                elif method == 'sor':
+                    x[i] = (1 - omega) * x_k_iter[i] + omega * x_gs
+    
+    # If loop finishes (MAX_ITER reached), calculate and append final residual
+    r_final = b - mat_vec_prod(x, **kwargs)
+    residual_history.append(np.linalg.norm(r_final))
+    return x, MAX_ITER, residual_history
+
+
+def steepest_descent(
+        mat_vec_prod: Callable[[np.ndarray, Any], np.ndarray],
+        b: np.ndarray,
+        **kwargs
+    ) -> Tuple[np.ndarray, int, List[float]]:
+    """
+    Solves Ax=b using Steepest Descent, with corrected residual logging.
+    """
+    x = np.zeros_like(b)
+    r = b.copy()
+    
+    r0_norm = np.linalg.norm(r)
+    if r0_norm == 0:
+        return x, 0, [0.0]
+        
+    residual_history = []
+    
+    for k in range(MAX_ITER):
+        # 1. Current residual norm is from previous step (or initial)
+        res_norm = np.linalg.norm(r)
+        
+        # 2. Append to history
+        residual_history.append(res_norm)
+        
+        # 3. Check for convergence BEFORE the update
+        if res_norm / r0_norm < TOL:
+            return x, k, residual_history
+            
+        # 4. If not converged, compute update
+        Ar = mat_vec_prod(r, **kwargs)
+        r_dot_Ar = np.dot(r, Ar)
+        if r_dot_Ar == 0: # Should not happen for SPD if r!=0
+            break
+        alpha = res_norm**2 / r_dot_Ar
+        
+        x += alpha * r
+        r -= alpha * Ar
+        
+    # If loop finishes, append final residual
+    residual_history.append(np.linalg.norm(r))
+    return x, MAX_ITER, residual_history
+
+
+def conjugate_gradient(
+        mat_vec_prod: Callable[[np.ndarray, Any], np.ndarray],
+        b: np.ndarray,
+        **kwargs
+    ) -> Tuple[np.ndarray, int, List[float]]:
+    """
+    Solves Ax=b using Conjugate Gradient, with corrected residual logging.
+    """
+    x = np.zeros_like(b)
+    r = b.copy()
+    p = r.copy()
+    
+    r0_norm = np.linalg.norm(r)
+    if r0_norm == 0:
+        return x, 0, [0.0]
+        
+    res_norm_old = r0_norm
+    residual_history = []
+    
+    for k in range(MAX_ITER):
+        # 1. Current residual norm is from previous step
+        # 2. Append to history
+        residual_history.append(res_norm_old)
+        
+        # 3. Check for convergence
+        if res_norm_old / r0_norm < TOL:
+            return x, k, residual_history
+            
+        # 4. If not converged, compute update
+        Ap = mat_vec_prod(p, **kwargs)
+        p_dot_Ap = np.dot(p, Ap)
+        if p_dot_Ap == 0:
+            break
+        alpha = res_norm_old**2 / p_dot_Ap
+        
+        x += alpha * p
+        r -= alpha * Ap
+        
+        res_norm_new = np.linalg.norm(r)
+        beta = res_norm_new**2 / res_norm_old**2
+        
+        p = r + beta * p
+        res_norm_old = res_norm_new
+    # If loop finishes, append final residual
+    residual_history.append(res_norm_old)
+    return x, MAX_ITER, residual_history

project2/main.tex

@@ -0,0 +1,187 @@
+\documentclass{article}
+
+% Language setting
+\usepackage[english]{babel}
+
+% Set page size and margins
+\usepackage[letterpaper,top=2cm,bottom=2cm,left=3cm,right=3cm,marginparwidth=1.75cm]{geometry}
+
+% Useful packages
+\usepackage{amsmath}
+\usepackage{graphicx}
+\usepackage{amsfonts}
+\usepackage{float} % For better table and figure placement
+\usepackage[colorlinks=true, allcolors=blue]{hyperref}
+\usepackage{array} % For better table column definitions
+
+\title{MATH 6601 - Project 2 Report}
+\author{Zhe Yuan (yuan.1435)}
+\date{Nov 2025}
+
+\begin{document}
+\maketitle
+
+\section*{Common Iterative Methods for Both Problems}
+This project implements five iterative methods to solve large, sparse, symmetric positive-definite (SPD) linear systems of the form $Ax=b$. The implemented methods are:
+\begin{itemize}
+    \item Jacobi method
+    \item Gauss-Seidel method
+    \item Successive Over-Relaxation (SOR) method
+    \item Steepest Descent method
+    \item Conjugate Gradient method
+\end{itemize}
+All five methods are implemented in Python. The core logic for each solver is contained in the `iterative\_solvers.py' file. The specific problems are set up and solved in `problem1.py' and `problem2.py', respectively.
+
+The initial guess was $x^{(0)}=0$, and the stopping condition was $\|r^{(k)}\|_2 / \|r^{(0)}\|_2 < 10^{-10}$. All $A$ were not explicitly constructed.
+
+\section{Problem 1: Ordinary Differential Equations}
+This problem solves the boundary value problem $-u'' = t$ on $(0,1)$ with $u(0)=u(1)=0$. To solve the problem numerically, the interval $(0,1)$ is discretized into $n+1$ subintervals of width $h=1/(n+1)$. The second derivative $u''(t_i)$ is approximated using a central difference scheme:
+\[ u''(t_i) = -t_i \approx \frac{u(t_{i-1}) - 2u(t_i) + u(t_{i+1})}{h^2} \quad \implies \quad -u_{i-1} + 2u_i - u_{i+1} = h^2 t_i \]
+for the internal grid points $i=1, \dots, n$. Combined with the boundary conditions $u_0=0$ and $u_{n+1}=0$, this forms a linear system $Au=b$, where $u = [u_1, \dots, u_n]^T$. The matrix $A \in \mathbb{R}^{n \times n}$ is a tridiagonal matrix, and the vector $b \in \mathbb{R}^n$ is given by:
+\[
+A = \begin{pmatrix}
+    2 & -1 & & & \\
+    -1 & 2 & -1 & & \\
+    & \ddots & \ddots & \ddots & \\
+    & & -1 & 2 & -1 \\
+    & & & -1 & 2
+\end{pmatrix}, \quad
+b = h^2 \begin{pmatrix} t_1 \\ t_2 \\ \vdots \\ t_n \end{pmatrix}
+\]
+
+\subsection*{(a) Exact Solution}
+The boundary value problem is given by $-u'' = t$ on the interval $(0, 1)$ with boundary conditions $u(0) = u(1) = 0$.
+Integrating twice gives the general solution:
+\[ u(t) = -\frac{t^3}{6} - C_1 t - C_2 \]
+Applying the boundary conditions $u(0)=0$ and $u(1)=0$, we find the constants $C_2=0$ and $C_1 = -1/6$. Thus, the exact solution is:
+\[ u(t) = \frac{t - t^3}{6} \]
+The plot of this exact solution is shown in Figure~\ref{fig:p1_exact_solution}.
+\begin{figure}[H]
+    \centering
+    \includegraphics[width=0.8\textwidth]{problem1_exact_solution.png}
+    \caption{Plot of the exact solution $u(t) = (t-t^3)/6$.}
+    \label{fig:p1_exact_solution}
+\end{figure}
+
+\subsection*{(b, c) Iteration Solution}
+According to the requirments from 1(b), The linear system was solved for $n=20$ and $n=40$. For SOR, the optimal relaxation parameter $\omega = \frac{2}{1+\sin(\pi h)}$ was used. The number of iterations required for each method to converge is summarized in Table~\ref{tab:p1_iterations}.
+
+\begin{table}[H]
+\centering
+\begin{tabular}{|l|r|r|}
+\hline
+\textbf{Method} & \textbf{Iterations (n=20)} & \textbf{Iterations (n=40)} \\
+\hline
+Jacobi & 2031 & 7758 \\
+Gauss-Seidel & 1018 & 3882 \\
+SOR & 94 & 183 \\
+Steepest Descent & 2044 & 7842\\
+Conjugate Gradient & 20 & 40 \\
+\hline
+\end{tabular}
+\caption{Number of iterations for each method for Problem 1.}
+\label{tab:p1_iterations}
+\end{table}
+
+\noindent \textbf{Observations:}
+\begin{enumerate}
+    \item The Conjugate Gradient method is the most efficient, requiring the fewest iterations. SOR is the second-best with a significant speedup over Gauss-Seidel. Gauss-Seidel converges about twice as fast as Jacobi. The Steepest Descent method performs poorly, rivaling Jacobi in its slow convergence.
+    \item As $n$ doubles, the number of iterations increases for all methods. The iteration count for Jacobi, Gauss-Seidel, and Steepest Descent increases by a factor of roughly 4, while for SOR and CG, the increase is closer to a factor of 2.
+\end{enumerate}
+
+\subsection*{(d) Convergence History}
+The convergence history is shown in Figures~\ref{fig:p1_conv_n20} and \ref{fig:p1_conv_n40}. The stationary methods and SD show linear convergence, while CG shows superlinear convergence.
+
+\begin{figure}[H]
+    \centering
+    \includegraphics[width=0.8\textwidth]{problem1_convergence_n20.png}
+    \caption{Convergence history for Problem 1 with n=20.}
+    \label{fig:p1_conv_n20}
+\end{figure}
+
+\begin{figure}[H]
+    \centering
+    \includegraphics[width=0.8\textwidth]{problem1_convergence_n40.png}
+    \caption{Convergence history for Problem 1 with n=40.}
+    \label{fig:p1_conv_n40}
+\end{figure}
+
+\newpage
+\section{Problem 2: Partial Differential Equation}
+This problem involves solving the PDE $-\nabla^2 u + u = 1$ (this should be $-\nabla^2 u + u = 1$ instead of $-\nabla u(\text{vector}) + u(\text{scalar}) = 1$ in question) on the unit square $[0,1]^2$ with zero boundary conditions. To solve the problem numerically, a finite difference approximation on an $n \times n$ grid of interior points leads to the discrete equations:
+\[ (4+h^2)u_{i,j} - u_{i-1,j} - u_{i,j-1} - u_{i+1,j} - u_{i,j+1} = h^2, \quad i,j=1,\dots,n \]
+To formulate this as a standard matrix system $Ax=b$, we reshape the 2D array of unknowns $u_{i,j}$ into a single 1D vector $x$ of length $N=n^2$. After flattening, $u_{i,j}$ maps to the index $k = (i-1)n + j$ in the vector $x$, the matrix $A \in \mathbb{R}^{N \times N}$ becomes a large, sparse, block tridiagonal matrix:
+\[
+A = \begin{pmatrix}
+    T & -I & & & \\
+    -I & T & -I & & \\
+    & \ddots & \ddots & \ddots & \\
+    & & -I & T & -I \\
+    & & & -I & T
+\end{pmatrix}_{n^2 \times n^2}
+\]
+where $I$ is the $n \times n$ identity matrix, and $T$ is an $n \times n$ tridiagonal matrix given by:
+\[
+T = \begin{pmatrix}
+    4+h^2 & -1 & & & \\
+    -1 & 4+h^2 & -1 & & \\
+    & \ddots & \ddots & \ddots & \\
+    & & -1 & 4+h^2 & -1 \\
+    & & & -1 & 4+h^2
+\end{pmatrix}_{n \times n}
+\]
+The right-hand side vector $b \in \mathbb{R}^{N}$ is a constant vector where every element is $h^2$. So:
+
+\[
+(A_{i,i}=T)_{j,j}x_{(i-1)n + j} = (4+h^2)u_{i,j}, (A_{i-1,i}=I)_{j,j}x_{(i-2)n + j} = u_{i-1,j},\dots
+\]
+
+\subsection*{(a) Iterative Solution}
+The system was solved for $n=16$ ($N=256$) and $n=32$ ($N=1024$) using the same five iterative methods. The number of iterations to reach convergence is reported in Table~\ref{tab:p2_iterations}.
+
+\begin{table}[H]
+\centering
+\begin{tabular}{|l|r|r|}
+\hline
+\textbf{Method} & \textbf{Iterations (n=16)} & \textbf{Iterations (n=32)} \\
+\hline
+Jacobi & 1268 & 4792 \\
+Gauss-Seidel & 635 & 2397 \\
+SOR & 71 & 138 \\
+Steepest Descent & 1247 & 4807 \\
+Conjugate Gradient & 31 & 66 \\
+\hline
+\end{tabular}
+\caption{Number of iterations for each method for Problem 2.}
+\label{tab:p2_iterations}
+\end{table}
+
+\noindent \textbf{Observations:}
+The relative performance of the methods remains consistent with Problem 1: CG is the fastest, followed by SOR, Gauss-Seidel, Jacobi, and Steepest Descent. Doubling $n$ from 16 to 32 quadruples the number of unknowns. Again, the iteration counts for slower methods increase by a factor of approximately 4, while for CG and SOR, the increase is only about a factor of 2. This reinforces the conclusion that CG and SOR scale much better with problem size.
+
+\subsection*{(b) Convergence History}
+The convergence history plots are shown in Figures~\ref{fig:p2_conv_n16} and \ref{fig:p2_conv_n32}.
+
+\begin{figure}[H]
+    \centering
+    \includegraphics[width=0.8\textwidth]{problem2_convergence_n16.png}
+    \caption{Convergence history for Problem 2 with n=16.}
+    \label{fig:p2_conv_n16}
+\end{figure}
+
+\begin{figure}[H]
+    \centering
+    \includegraphics[width=0.8\textwidth]{problem2_convergence_n32.png}
+    \caption{Convergence history for Problem 2 with n=32.}
+    \label{fig:p2_conv_n32}
+\end{figure}
+
+\subsection*{(c) Advantages of Iterative Methods}
+For large, sparse linear systems arising from PDE discretizations, iterative methods offer significant advantages over direct methods:
+\begin{enumerate}
+    \item Iterative methods typically only require storing a few vectors of size $N$, leading to a memory complexity of $O(N)$. In contrast, direct methods require denser helper matrices like $Q$ and $R$. 
+    \item The cost per iteration for these problems is dominated by the sparse matrix-vector product, which is $O(N)$. If the method converges in $K$ iterations, the total cost is $O(KN)$. If a good iterative method is used, $K$ can be much smaller than $N$ (like C.G.). Direct sparse solvers often have a higher complexity. When $N$ is very large, iterative methods can be much faster.
+    \item Implementing iterative methods is often simpler than implementing a direct solver for sparse matrix.
+\end{enumerate}
+
+\end{document}

project2/problem1.py

@@ -0,0 +1,160 @@
+import numpy as np
+import matplotlib.pyplot as plt
+from iterative_solvers import *
+
+# (a): Exact Solution
+def exact_solution(t: np.ndarray) -> np.ndarray:
+    """Computes the exact solution u(t) = t/6 * (1 - t^2)."""
+    return t / 6.0 * (1 - t**2)
+
+def plot_exact_solution():
+    """Plots the exact solution of the BVP."""
+    t_fine = np.linspace(0, 1, 500)
+    u_exact_fine = exact_solution(t_fine)
+    
+    plt.figure(figsize=(10, 6))
+    plt.plot(t_fine, u_exact_fine, 'k-', label='Exact Solution $u(t) = t/6 \cdot (1 - t^2)$')
+    plt.title('Exact Solution of $-u\'\'=t$ with $u(0)=u(1)=0$')
+    plt.xlabel('$t$')
+    plt.ylabel('$u(t)$')
+    plt.grid(True)
+    plt.legend()
+    plt.savefig('problem1_exact_solution.png')
+    # plt.show()
+    print("Exact solution plot saved to 'problem1_exact_solution.png'")
+
+
+# (b): Helper functions for iterative methods
+def mat_vec_prod_p1(x: np.ndarray, n: int) -> np.ndarray:
+    """Computes the matrix-vector product Ax for Problem 1."""
+    y = np.zeros(n)
+    # A is tridiagonal with [ -1, 2, -1 ]
+    # y_i = -x_{i-1} + 2x_i - x_{i+1}
+    for i in range(n):
+        term_prev = -x[i-1] if i > 0 else 0
+        term_next = -x[i+1] if i < n - 1 else 0
+        y[i] = term_prev + 2 * x[i] + term_next
+    return y
+
+def get_diag_inv_p1(i: int, n: int) -> float:
+    """Returns 1/A_ii for Problem 1. Diagonal elements are all 2, so inverse is 1/2."""
+    return 1.0 / 2.0
+
+def get_off_diag_sum_p1(x: np.ndarray, i: int, n: int) -> float:
+    """Computes sum_{j!=i} A_ij * x_j. For Problem 1, A_ij = -1 for j=i-1, i+1, else 0."""
+    sum_val = 0.0
+    if i > 0:
+        sum_val += -x[i-1]
+    if i < n - 1:
+        sum_val += -x[i+1]
+    return sum_val
+
+def solve_and_report(n: int):
+    """
+    Solves the linear system for a given n and reports results.
+    """
+    print(f"\n--- Solving for n = {n} ---")
+    h = 1.0 / (n + 1)
+    
+    # Setup the right-hand side vector b
+    t = np.linspace(h, 1.0 - h, n)
+    b = (h**2) * t
+    
+    # Calculate SOR parameter omega
+    omega = 2.0 / (1.0 + np.sin(np.pi * h))
+    
+    # Store results
+    iteration_counts = []
+    all_residuals = {}
+    all_solutions = {}
+    # Define methods and run solvers
+    methods_to_run = {
+        'Jacobi': ('jacobi', {}),
+        'Gauss-Seidel': ('gauss_seidel', {}),
+        'SOR': ('sor', {'omega': omega}),
+        'Steepest Descent': (steepest_descent, {}),
+        'Conjugate Gradient': (conjugate_gradient, {})
+    }
+    
+    print("\nStarting iterative solvers...")
+    for name, (method_func, params) in methods_to_run.items():
+        print(f"Running {name}...")
+        common_args = {'b': b, 'n': n}
+        if isinstance(method_func, str):
+            solver_args = { 'method': method_func, 'get_diag_inv': get_diag_inv_p1,
+                            'get_off_diag_sum': get_off_diag_sum_p1, 'mat_vec_prod': mat_vec_prod_p1,
+                            **common_args, **params }
+            solution, iters, res_hist = stationary_method(**solver_args)
+        else:
+            solver_args = {'mat_vec_prod': mat_vec_prod_p1, **common_args}
+            solution, iters, res_hist = method_func(**solver_args)
+        iteration_counts.append((name, iters))
+        all_residuals[name] = res_hist
+        all_solutions[name] = solution if iters < MAX_ITER else None
+    # (c): Report iteration counts
+    print("\n--- Iteration Counts ---")
+    for name, iters in iteration_counts:
+        status = "converged" if iters < MAX_ITER else "did NOT converge"
+        print(f"{name:<20}: {iters} iterations ({status}, last residual = {all_residuals[name][-1]:.2e})")
+    # (d): Plot residue history
+    plt.figure(figsize=(12, 8))
+    for name, res_hist in all_residuals.items():
+        res_log = np.log10(np.array(res_hist) + 1e-20)
+        plt.plot(res_log, label=name, linestyle='-')
+    
+    plt.title(f'Convergence History for n = {n}')
+    plt.xlabel('Iteration Step (m)')
+    plt.ylabel('log10(||r^(m)||_2)')
+    plt.legend()
+    plt.grid(True)
+    
+    # Set the y-axis limit to make the plot readable
+    current_ylim = plt.ylim()
+    plt.ylim(bottom=max(current_ylim[0], -13), top=current_ylim[1])
+    plt.savefig(f'problem1_convergence_n{n}.png')
+    # plt.show()
+    print(f"\nConvergence plot saved to 'problem1_convergence_n{n}.png'")
+    
+    if all_solutions:
+        plt.figure(figsize=(12, 8))
+        
+        # Plot exact solution on a fine grid
+        t_fine = np.linspace(0, 1, 500)
+        u_exact_fine = exact_solution(t_fine)
+        plt.plot(t_fine, u_exact_fine, 'k-', label='Exact Solution', linewidth=1, zorder=10) # Black, thick, on top
+        
+        # Define some styles for the different numerical methods
+        styles = {
+            'Jacobi':          {'color': 'red',   'linestyle': '--'},
+            'Gauss-Seidel':    {'color': 'blue',  'linestyle': '-.'},
+            'SOR':             {'color': 'green', 'linestyle': ':'},
+            'Steepest Descent':{'color': 'purple','linestyle': '--'},
+            'Conjugate Gradient':{'color': 'orange','linestyle': '-.'},
+        }
+        
+        # Plot each numerical solution
+        for name, solution in all_solutions.items():
+            # Add boundary points for a complete plot
+            t_numerical_with_bounds = np.concatenate(([0], t, [1]))
+            u_numerical_with_bounds = np.concatenate(([0], solution, [0]))
+            
+            style = styles.get(name, {'color': 'gray', 'linestyle': '-'})
+            plt.plot(t_numerical_with_bounds, u_numerical_with_bounds, 
+                     label=f'Numerical ({name})', **style, linewidth=2)
+        
+        plt.title(f'Comparison of Exact and Numerical Solutions for n = {n}')
+        plt.xlabel('$t$')
+        plt.ylabel('$u(t)$')
+        plt.legend()
+        plt.grid(True)
+        plt.savefig(f'problem1_all_solutions_comparison_n{n}.png')
+        # plt.show()
+        print(f"All solutions comparison plot saved to 'problem1_all_solutions_comparison_n{n}.png'")
+    
+if __name__ == "__main__":
+    # Part (a)
+    plot_exact_solution()
+    
+    # Part (b), (c), (d)
+    solve_and_report(n=20)
+    solve_and_report(n=40)

project2/problem1_output.txt

@@ -0,0 +1,39 @@
+Exact solution plot saved to 'problem1_exact_solution.png'
+
+--- Solving for n = 20 ---
+
+Starting iterative solvers...
+Running Jacobi...
+Running Gauss-Seidel...
+Running SOR...
+Running Steepest Descent...
+Running Conjugate Gradient...
+
+--- Iteration Counts ---
+Jacobi              : 2031 iterations (converged, last residual = 5.78e-13)
+Gauss-Seidel        : 1018 iterations (converged, last residual = 5.72e-13)
+SOR                 : 94 iterations (converged, last residual = 4.52e-13)
+Steepest Descent    : 2044 iterations (converged, last residual = 5.74e-13)
+Conjugate Gradient  : 20 iterations (converged, last residual = 1.39e-18)
+
+Convergence plot saved to 'problem1_convergence_n20.png'
+All solutions comparison plot saved to 'problem1_all_solutions_comparison_n20.png'
+
+--- Solving for n = 40 ---
+
+Starting iterative solvers...
+Running Jacobi...
+Running Gauss-Seidel...
+Running SOR...
+Running Steepest Descent...
+Running Conjugate Gradient...
+
+--- Iteration Counts ---
+Jacobi              : 7758 iterations (converged, last residual = 2.15e-13)
+Gauss-Seidel        : 3882 iterations (converged, last residual = 2.16e-13)
+SOR                 : 183 iterations (converged, last residual = 2.04e-13)
+Steepest Descent    : 7842 iterations (converged, last residual = 2.16e-13)
+Conjugate Gradient  : 40 iterations (converged, last residual = 5.40e-19)
+
+Convergence plot saved to 'problem1_convergence_n40.png'
+All solutions comparison plot saved to 'problem1_all_solutions_comparison_n40.png'

project2/problem2.py

@@ -0,0 +1,147 @@
+import numpy as np
+import matplotlib.pyplot as plt
+from iterative_solvers import *
+
+def mat_vec_prod_p2(x_flat: np.ndarray, n: int, h_sq: float) -> np.ndarray:
+    """
+    Computes the matrix-vector product y = Ax for the 2D PDE problem.
+    """
+    x_2d = x_flat.reshape((n, n))
+    x_padded = np.zeros((n + 2, n + 2))
+    x_padded[1:-1, 1:-1] = x_2d
+    
+    y_2d = np.zeros((n, n))
+    
+    # Apply the finite difference stencil: (4+h^2)u_ij - u_{i-1,j} - u_{i+1,j} - u_{i,j-1} - u_{i,j+1}
+    for i in range(n):
+        for j in range(n):
+            y_2d[i, j] = (4.0 + h_sq) * x_padded[i + 1, j + 1] \
+                       - x_padded[i, j + 1] \
+                       - x_padded[i + 2, j + 1] \
+                       - x_padded[i + 1, j] \
+                       - x_padded[i + 1, j + 2]
+                       
+    return y_2d.flatten()
+
+def get_diag_inv_p2(i: int, n: int, h_sq: float) -> float:
+    """Returns 1/A_ii for Problem 2. Diagonal is constant: 4 + h^2."""
+    return 1.0 / (4.0 + h_sq)
+
+def get_off_diag_sum_p2(x_flat: np.ndarray, i_flat: int, n: int, **kwargs) -> float:
+    """Computes the off-diagonal sum for a given row `i_flat` in Problem 2."""
+    row = i_flat // n
+    col = i_flat % n
+    sum_val = 0.0
+    
+    if row > 0: sum_val += -x_flat[i_flat - n]
+    if row < n - 1: sum_val += -x_flat[i_flat + n]
+    if col > 0: sum_val += -x_flat[i_flat - 1]
+    if col < n - 1: sum_val += -x_flat[i_flat + 1]
+        
+    return sum_val
+
+def solve_and_report_p2(n: int):
+    """Solves the 2D PDE linear system for a given n and reports results."""
+    print(f"\n--- Solving for n = {n} (System size: {n*n} x {n*n}) ---")
+    h = 1.0 / (n + 1)
+    h_sq = h**2
+    N = n * n
+    
+    b = np.full(N, h_sq)
+    omega = 2.0 / (1.0 + np.sin(np.pi * h))
+    
+    iteration_counts = []
+    all_residuals = {}
+    all_solutions = {}
+
+    methods_to_run = {
+        'Jacobi': ('jacobi', {}),
+        'Gauss-Seidel': ('gauss_seidel', {}),
+        'SOR': ('sor', {'omega': omega}),
+        'Steepest Descent': (steepest_descent, {}),
+        'Conjugate Gradient': (conjugate_gradient, {})
+    }
+    
+    print("\nStarting iterative solvers...")
+    for name, (method_func, params) in methods_to_run.items():
+        print(f"Running {name}...")
+        
+        solver_kwargs = {'n': n, 'h_sq': h_sq}
+        
+        if isinstance(method_func, str):
+            solver_args = {'b': b, 'method': method_func, 'get_diag_inv': get_diag_inv_p2, 
+                           'get_off_diag_sum': get_off_diag_sum_p2, 'mat_vec_prod': mat_vec_prod_p2,
+                           **solver_kwargs, **params}
+            solution, iters, res_hist = stationary_method(**solver_args)
+        else:
+            solver_args = {'b': b, 'mat_vec_prod': mat_vec_prod_p2, **solver_kwargs}
+            solution, iters, res_hist = method_func(**solver_args)
+        
+        iteration_counts.append((name, iters))
+        all_residuals[name] = res_hist
+        all_solutions[name] = solution if iters < MAX_ITER else None
+
+    # Report iteration counts
+    print("\n--- Iteration Counts ---")
+    for name, iters in iteration_counts:
+        status = "converged" if iters < MAX_ITER else "did NOT converge"
+        print(f"{name:<20}: {iters} iterations ({status})")
+
+    # Plot residue history
+    plt.figure(figsize=(12, 8))
+    for name, res_hist in all_residuals.items():
+        res_log = np.log10(np.array(res_hist) + 1e-20)
+        plt.plot(res_log, label=name, linestyle='-')
+    
+    plt.title(f'Convergence History for PDE Problem, n = {n}')
+    plt.xlabel('Iteration Step (m)')
+    plt.ylabel('log10(||r^(m)||_2)')
+    plt.legend()
+    plt.grid(True)
+    
+    current_ylim = plt.ylim()
+    plt.ylim(bottom=max(current_ylim[0], -13), top=current_ylim[1])
+    
+    plt.savefig(f'problem2_convergence_n{n}.png')
+    print(f"\nConvergence plot saved to 'problem2_convergence_n{n}.png'")
+
+    if all_solutions:
+        print("Generating 3D surface plots of the solutions...")
+        
+        # Create the X, Y grid for the surface plot, including boundaries
+        plot_grid = np.linspace(0, 1, n + 2)
+        X, Y = np.meshgrid(plot_grid, plot_grid)
+        
+        # Create a figure for the subplots
+        fig = plt.figure(figsize=(18, 10))
+        fig.suptitle(f'3D Surface Plots of Numerical Solutions for n = {n}', fontsize=16)
+        # Loop through the stored solutions and create a subplot for each
+        for i, (name, solution_flat) in enumerate(all_solutions.items()):
+            # Reshape the 1D solution vector into a 2D grid
+            solution_2d = solution_flat.reshape((n, n))
+            
+            # Pad the solution with zero boundaries for plotting
+            u_padded = np.zeros((n + 2, n + 2))
+            u_padded[1:-1, 1:-1] = solution_2d
+            
+            # Add a new 3D subplot
+            ax = fig.add_subplot(2, 3, i + 1, projection='3d')
+            
+            # Plot the surface
+            ax.plot_surface(X, Y, u_padded, cmap='viridis', edgecolor='none')
+            
+            # Set titles and labels for each subplot
+            ax.set_title(name)
+            ax.set_xlabel('x')
+            ax.set_ylabel('y')
+            ax.set_zlabel('u(x,y)')
+            ax.view_init(elev=30, azim=-60) # Set a nice viewing angle
+        plt.tight_layout(rect=[0, 0.03, 1, 0.95]) # Adjust layout to make room for suptitle
+        plt.savefig(f'problem2_3d_solutions_n{n}.png')
+        print(f"3D surface comparison plot saved to 'problem2_3d_solutions_n{n}.png'")
+
+if __name__ == "__main__":
+    # Solve Problem 2 for n=16 and n=32
+    solve_and_report_p2(n=16)
+    solve_and_report_p2(n=32)
+

project2/problem2_output.txt

@@ -0,0 +1,40 @@
+
+--- Solving for n = 16 (System size: 256 x 256) ---
+
+Starting iterative solvers...
+Running Jacobi...
+Running Gauss-Seidel...
+Running SOR...
+Running Steepest Descent...
+Running Conjugate Gradient...
+
+--- Iteration Counts ---
+Jacobi              : 1268 iterations (converged)
+Gauss-Seidel        : 635 iterations (converged)
+SOR                 : 71 iterations (converged)
+Steepest Descent    : 1247 iterations (converged)
+Conjugate Gradient  : 31 iterations (converged)
+
+Convergence plot saved to 'problem2_convergence_n16.png'
+Generating 3D surface plots of the solutions...
+3D surface comparison plot saved to 'problem2_3d_solutions_n16.png'
+
+--- Solving for n = 32 (System size: 1024 x 1024) ---
+
+Starting iterative solvers...
+Running Jacobi...
+Running Gauss-Seidel...
+Running SOR...
+Running Steepest Descent...
+Running Conjugate Gradient...
+
+--- Iteration Counts ---
+Jacobi              : 4792 iterations (converged)
+Gauss-Seidel        : 2397 iterations (converged)
+SOR                 : 138 iterations (converged)
+Steepest Descent    : 4807 iterations (converged)
+Conjugate Gradient  : 66 iterations (converged)
+
+Convergence plot saved to 'problem2_convergence_n32.png'
+Generating 3D surface plots of the solutions...
+3D surface comparison plot saved to 'problem2_3d_solutions_n32.png'