source: CIVL/examples/cg/cg.cvl

/* 
 * Simple implementation of Conjugate Gradient algorithm for an
 * arbitrary symmetric positive definite square matrix.
 * Instead of assuming positive-definite-ness, 
 * we assume that in every division, the denominator is non-0.
 * Based on https://en.wikipedia.org/wiki/Conjugate_gradient_method
 */

#include <stdio.h>
 
$input int N = 5; // should be greater than 0
$input double A[N][N]; // only use upper triangle
$input double B[N]; // right-hand side

void cg(int n, double a[n][n], double b[n], double x[n], int nsteps) {
  double r[n];
  double p[n];
  double temp[n];
  double tempp[n];
  double rsold;
  double rsnew;
  double rsfrac;
  double alpha;

  // x = 0 [could make this arbitrary]
  for (int i=0; i<nsteps; i++)
    x[i] = 0;
  // temp = A*x [unnecessary if x=0]
  for (int i=0; i<n; i++) {
    temp[i] = 0.0;
    for (int j=0; j<n; j++)
      temp[i] += a[i][j]*x[j];
  }
  // r = b-temp
  for (int i=0; i<n; i++)
    r[i] = b[i] - temp[i];
  // rsold = <r,r>
  rsold = 0.0;
  for (int i=0; i<n; i++)
    rsold += r[i]*r[i];
  // p=r
  for (int i=0; i<n; i++)
    p[i] = r[i];
  for (int step=0; step<nsteps; step++) {
    for (int i=0; i<n; i++) {
      temp[i] = 0.0;
      for (int j=0; j<n; j++)
        temp[i] += a[i][j]*p[j];
    }
    alpha = 0.0;
    for (int i=0; i<n; i++)
      alpha += p[i]*temp[i];
    alpha = rsold/alpha;
    // tempp = r-alpha*temp
    for (int i=0; i<n; i++)
      tempp[i] = r[i] - alpha*temp[i];
    for (int i=0; i<n; i++)
      r[i] = tempp[i];
    for (int i=0; i<n; i++)
      tempp[i] = x[i] + alpha*p[i];
    for (int i=0; i<n; i++)
      x[i] = tempp[i];
    if (step < nsteps-1) {
      // rsnew = <r,r>
      rsnew = 0.0;
      for (int i=0; i<n; i++)
        rsnew += r[i]*r[i];
      $assume(rsold !=0);
      rsfrac = rsnew/rsold;
      for (int i=0; i<n; i++)
        tempp[i] = r[i] + rsfrac*p[i];
      for (int i=0; i<n; i++)
        p[i] = tempp[i];
      rsold = rsnew;
    }
  }
}

void main() {
  double matrix[N][N];
  double solution[N];
  
  for (int i=0; i<N; i++) {
    for (int j=0; j<i; j++) {
      matrix[i][j] = A[i][j];
      matrix[j][i] = A[i][j];
    }
    matrix[i][i] = A[i][i];
  }
  cg(N, matrix, B, solution, N);
  // check the solution is a solution...
  for (int i=0; i<N; i++) {
    double check = 0;
    
    for (int j=0; j<N; j++)
      check += matrix[i][j]*solution[j];
    $assert(check == B[i]);
  }
}