Actual source code: cgne.c

      1: #define PETSCKSP_DLL

      3: /*
      4:        cgctx.h defines the simple data structured used to store information
      5:     related to the type of matrix (e.g. complex symmetric) being solved and
      6:     data used during the optional Lanczo process used to compute eigenvalues
      7: */
     8:  #include src/ksp/ksp/impls/cg/cgctx.h
      9: EXTERN PetscErrorCode KSPComputeExtremeSingularValues_CG(KSP,PetscReal *,PetscReal *);
     10: EXTERN PetscErrorCode KSPComputeEigenvalues_CG(KSP,PetscInt,PetscReal *,PetscReal *,PetscInt *);

     13: /*
     14:      KSPSetUp_CGNE - Sets up the workspace needed by the CGNE method.

     16:      IDENTICAL TO THE CG ONE EXCEPT for one extra work vector!
     17: */
     20: PetscErrorCode KSPSetUp_CGNE(KSP ksp)
     21: {
     22:   KSP_CG         *cgP = (KSP_CG*)ksp->data;
     24:   PetscInt       maxit = ksp->max_it;

     27:   /*
     28:        This implementation of CGNE only handles left preconditioning
     29:      so generate an error otherwise.
     30:   */
     31:   if (ksp->pc_side == PC_RIGHT) {
     32:     SETERRQ(PETSC_ERR_SUP,"No right preconditioning for KSPCGNE");
     33:   } else if (ksp->pc_side == PC_SYMMETRIC) {
     34:     SETERRQ(PETSC_ERR_SUP,"No symmetric preconditioning for KSPCGNE");
     35:   }

     37:   /* get work vectors needed by CGNE */
     38:   KSPDefaultGetWork(ksp,4);

     40:   /*
     41:      If user requested computations of eigenvalues then allocate work
     42:      work space needed
     43:   */
     44:   if (ksp->calc_sings) {
     45:     /* get space to store tridiagonal matrix for Lanczos */
     46:     PetscMalloc(2*(maxit+1)*sizeof(PetscScalar),&cgP->e);
     47:     PetscLogObjectMemory(ksp,2*(maxit+1)*sizeof(PetscScalar));
     48:     cgP->d                         = cgP->e + maxit + 1;
     49:     PetscMalloc(2*(maxit+1)*sizeof(PetscReal),&cgP->ee);
     50:     PetscLogObjectMemory(ksp,2*(maxit+1)*sizeof(PetscScalar));
     51:     cgP->dd                        = cgP->ee + maxit + 1;
     52:     ksp->ops->computeextremesingularvalues = KSPComputeExtremeSingularValues_CG;
     53:     ksp->ops->computeeigenvalues           = KSPComputeEigenvalues_CG;
     54:   }
     55:   return(0);
     56: }

     58: /*
     59:        KSPSolve_CGNE - This routine actually applies the conjugate gradient
     60:     method

     62:    Input Parameter:
     63: .     ksp - the Krylov space object that was set to use conjugate gradient, by, for
     64:             example, KSPCreate(MPI_Comm,KSP *ksp); KSPSetType(ksp,KSPCG);

     66:     Probably virtually identical to the KSPSolve_CG, would be nice if we could reuse the code

     68: */
     71: PetscErrorCode  KSPSolve_CGNE(KSP ksp)
     72: {
     74:   PetscInt       i,stored_max_it,eigs;
     75:   PetscScalar    dpi,a = 1.0,beta,betaold = 1.0,b = 0,*e = 0,*d = 0,mone = -1.0,ma;
     76:   PetscReal      dp = 0.0;
     77:   Vec            X,B,Z,R,P,T;
     78:   KSP_CG         *cg;
     79:   Mat            Amat,Pmat;
     80:   MatStructure   pflag;
     81:   PetscTruth     diagonalscale,transpose_pc;

     84:   PCDiagonalScale(ksp->pc,&diagonalscale);
     85:   if (diagonalscale) SETERRQ1(PETSC_ERR_SUP,"Krylov method %s does not support diagonal scaling",ksp->type_name);
     86:   PCHasApplyTranspose(ksp->pc,&transpose_pc);

     88:   cg            = (KSP_CG*)ksp->data;
     89:   eigs          = ksp->calc_sings;
     90:   stored_max_it = ksp->max_it;
     91:   X             = ksp->vec_sol;
     92:   B             = ksp->vec_rhs;
     93:   R             = ksp->work[0];
     94:   Z             = ksp->work[1];
     95:   P             = ksp->work[2];
     96:   T             = ksp->work[3];

     98: #if !defined(PETSC_USE_COMPLEX)
     99: #define VecXDot(x,y,a) VecDot(x,y,a)
    100: #else
    101: #define VecXDot(x,y,a) (((cg->type) == (KSP_CG_HERMITIAN)) ? VecDot(x,y,a) : VecTDot(x,y,a))
    102: #endif

    104:   if (eigs) {e = cg->e; d = cg->d; e[0] = 0.0; b = 0.0; }
    105:   PCGetOperators(ksp->pc,&Amat,&Pmat,&pflag);

    107:   ksp->its = 0;
    108:   MatMultTranspose(Amat,B,T);
    109:   if (!ksp->guess_zero) {
    110:     KSP_MatMult(ksp,Amat,X,P);
    111:     KSP_MatMultTranspose(ksp,Amat,P,R);
    112:     VecAYPX(R,mone,T);
    113:   } else {
    114:     VecCopy(T,R);              /*     r <- b (x is 0) */
    115:   }
    116:   KSP_PCApply(ksp,R,T);
    117:   if (transpose_pc) {
    118:     KSP_PCApplyTranspose(ksp,T,Z);
    119:   } else {
    120:     KSP_PCApply(ksp,T,Z);
    121:   }

    123:   VecXDot(Z,R,&beta);
    124:   if (ksp->normtype == KSP_PRECONDITIONED_NORM) {
    125:     VecNorm(Z,NORM_2,&dp); /*    dp <- z'*z       */
    126:   } else if (ksp->normtype == KSP_UNPRECONDITIONED_NORM) {
    127:     VecNorm(R,NORM_2,&dp); /*    dp <- r'*r       */
    128:   } else if (ksp->normtype == KSP_NATURAL_NORM) {
    129:     dp = sqrt(PetscAbsScalar(beta));
    130:   } else dp = 0.0;
    131:   KSPLogResidualHistory(ksp,dp);
    132:   KSPMonitor(ksp,0,dp);                              /* call any registered monitor routines */
    133:   ksp->rnorm = dp;
    134:   (*ksp->converged)(ksp,0,dp,&ksp->reason,ksp->cnvP);      /* test for convergence */
    135:   if (ksp->reason) return(0);

    137:   i = 0;
    138:   do {
    139:      ksp->its = i+1;
    140:      VecXDot(Z,R,&beta);     /*     beta <- r'z     */
    141:      if (beta == 0.0) {
    142:        ksp->reason = KSP_CONVERGED_ATOL;
    143:        PetscLogInfo((ksp,"KSPSolve_CGNE:converged due to beta = 0\n"));
    144:        break;
    145: #if !defined(PETSC_USE_COMPLEX)
    146:      } else if (beta < 0.0) {
    147:        ksp->reason = KSP_DIVERGED_INDEFINITE_PC;
    148:        PetscLogInfo((ksp,"KSPSolve_CGNE:diverging due to indefinite preconditioner\n"));
    149:        break;
    150: #endif
    151:      }
    152:      if (!i) {
    153:        VecCopy(Z,P);         /*     p <- z          */
    154:      } else {
    155:          b = beta/betaold;
    156:          if (eigs) {
    157:            if (ksp->max_it != stored_max_it) {
    158:              SETERRQ(PETSC_ERR_SUP,"Can not change maxit AND calculate eigenvalues");
    159:            }
    160:            e[i] = sqrt(PetscAbsScalar(b))/a;
    161:          }
    162:          VecAYPX(P,b,Z);    /*     p <- z + b* p   */
    163:      }
    164:      betaold = beta;
    165:      MatMult(Amat,P,T);
    166:      MatMultTranspose(Amat,T,Z);
    167:      VecXDot(P,Z,&dpi);      /*     dpi <- z'p      */
    168:      a = beta/dpi;                                 /*     a = beta/p'z    */
    169:      if (eigs) {
    170:        d[i] = sqrt(PetscAbsScalar(b))*e[i] + 1.0/a;
    171:      }
    172:      VecAXPY(X,a,P);          /*     x <- x + ap     */
    173:      ma = -a; VecAXPY(R,ma,Z);                      /*     r <- r - az     */
    174:      if (ksp->normtype == KSP_PRECONDITIONED_NORM) {
    175:        KSP_PCApply(ksp,R,T);
    176:        if (transpose_pc) {
    177:          KSP_PCApplyTranspose(ksp,T,Z);
    178:        } else {
    179:          KSP_PCApply(ksp,T,Z);
    180:        }
    181:        VecNorm(Z,NORM_2,&dp);              /*    dp <- z'*z       */
    182:      } else if (ksp->normtype == KSP_UNPRECONDITIONED_NORM) {
    183:        VecNorm(R,NORM_2,&dp);
    184:      } else if (ksp->normtype == KSP_NATURAL_NORM) {
    185:        dp = sqrt(PetscAbsScalar(beta));
    186:      } else {
    187:        dp = 0.0;
    188:      }
    189:      ksp->rnorm = dp;
    190:      KSPLogResidualHistory(ksp,dp);
    191:      KSPMonitor(ksp,i+1,dp);
    192:      (*ksp->converged)(ksp,i+1,dp,&ksp->reason,ksp->cnvP);
    193:      if (ksp->reason) break;
    194:      if (ksp->normtype != KSP_PRECONDITIONED_NORM) {
    195:        KSP_PCApply(ksp,R,Z); /* z <- Br  */
    196:      }
    197:      i++;
    198:   } while (i<ksp->max_it);
    199:   if (i >= ksp->max_it) {
    200:     ksp->reason = KSP_DIVERGED_ITS;
    201:   }
    202:   return(0);
    203: }

    205: /*
    206:     KSPCreate_CGNE - Creates the data structure for the Krylov method CGNE and sets the
    207:        function pointers for all the routines it needs to call (KSPSolve_CGNE() etc)

    210: */

    212: /*MC
    213:      KSPCGNE - Applies the preconditioned conjugate gradient method to the normal equations
    214:           without explicitly forming A^t*A

    216:    Options Database Keys:
    217: .   -ksp_cg_type <Hermitian or symmetric - (for complex matrices only) indicates the matrix is Hermitian or symmetric

    220:    Level: beginner

    222:    Notes: eigenvalue computation routines will return information about the
    223:    spectrum of A^tA, rather than A.

    225:           This object is subclassed off of KSPCG

    227: .seealso:  KSPCreate(), KSPSetType(), KSPType (for list of available types), KSP,
    228:            KSPCGSetType()

    230: M*/

    242: PetscErrorCode PETSCKSP_DLLEXPORT KSPCreate_CGNE(KSP ksp)
    243: {
    245:   KSP_CG         *cg;

    248:   PetscNew(KSP_CG,&cg);
    249:   PetscLogObjectMemory(ksp,sizeof(KSP_CG));
    250: #if !defined(PETSC_USE_COMPLEX)
    251:   cg->type                       = KSP_CG_SYMMETRIC;
    252: #else
    253:   cg->type                       = KSP_CG_HERMITIAN;
    254: #endif
    255:   ksp->data                      = (void*)cg;
    256:   ksp->pc_side                   = PC_LEFT;

    258:   /*
    259:        Sets the functions that are associated with this data structure
    260:        (in C++ this is the same as defining virtual functions)
    261:   */
    262:   ksp->ops->setup                = KSPSetUp_CGNE;
    263:   ksp->ops->solve                = KSPSolve_CGNE;
    264:   ksp->ops->destroy              = KSPDestroy_CG;
    265:   ksp->ops->view                 = KSPView_CG;
    266:   ksp->ops->setfromoptions       = KSPSetFromOptions_CG;
    267:   ksp->ops->buildsolution        = KSPDefaultBuildSolution;
    268:   ksp->ops->buildresidual        = KSPDefaultBuildResidual;

    270:   /*
    271:       Attach the function KSPCGSetType_CGNE() to this object. The routine
    272:       KSPCGSetType() checks for this attached function and calls it if it finds
    273:       it. (Sort of like a dynamic member function that can be added at run time
    274:   */
    275:   PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPCGSetType_C","KSPCGSetType_CG",KSPCGSetType_CG);
    276:   return(0);
    277: }