Actual source code: cgne.c
1: /*
2: cgctx.h defines the simple data structured used to store information
3: related to the type of matrix (e.g. complex symmetric) being solved and
4: data used during the optional Lanczo process used to compute eigenvalues
5: */
6: #include src/ksp/ksp/impls/cg/cgctx.h
7: EXTERN PetscErrorCode KSPComputeExtremeSingularValues_CG(KSP,PetscReal *,PetscReal *);
8: EXTERN PetscErrorCode KSPComputeEigenvalues_CG(KSP,PetscInt,PetscReal *,PetscReal *,PetscInt *);
11: /*
12: KSPSetUp_CGNE - Sets up the workspace needed by the CGNE method.
14: This is called once, usually automatically by KSPSolve() or KSPSetUp()
15: but can be called directly by KSPSetUp()
16: */
19: PetscErrorCode KSPSetUp_CGNE(KSP ksp)
20: {
21: KSP_CG *cgP = (KSP_CG*)ksp->data;
23: PetscInt maxit = ksp->max_it;
26: /*
27: This implementation of CGNE only handles left preconditioning
28: so generate an error otherwise.
29: */
30: if (ksp->pc_side == PC_RIGHT) {
31: SETERRQ(2,"No right preconditioning for KSPCGNE");
32: } else if (ksp->pc_side == PC_SYMMETRIC) {
33: SETERRQ(2,"No symmetric preconditioning for KSPCGNE");
34: }
36: /* get work vectors needed by CGNE */
37: KSPDefaultGetWork(ksp,4);
39: /*
40: If user requested computations of eigenvalues then allocate work
41: work space needed
42: */
43: if (ksp->calc_sings) {
44: /* get space to store tridiagonal matrix for Lanczos */
45: PetscMalloc(2*(maxit+1)*sizeof(PetscScalar),&cgP->e);
46: PetscLogObjectMemory(ksp,2*(maxit+1)*sizeof(PetscScalar));
47: cgP->d = cgP->e + maxit + 1;
48: PetscMalloc(2*(maxit+1)*sizeof(PetscReal),&cgP->ee);
49: PetscLogObjectMemory(ksp,2*(maxit+1)*sizeof(PetscScalar));
50: cgP->dd = cgP->ee + maxit + 1;
51: ksp->ops->computeextremesingularvalues = KSPComputeExtremeSingularValues_CG;
52: ksp->ops->computeeigenvalues = KSPComputeEigenvalues_CG;
53: }
54: return(0);
55: }
57: /*
58: KSPSolve_CGNE - This routine actually applies the conjugate gradient
59: method
61: Input Parameter:
62: . ksp - the Krylov space object that was set to use conjugate gradient, by, for
63: example, KSPCreate(MPI_Comm,KSP *ksp); KSPSetType(ksp,KSPCG);
65: Output Parameter:
66: . its - number of iterations used
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,*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(&mone,T,R);
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");
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");
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(&b,Z,P); /* 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(&a,P,X); /* x <- x + ap */
173: ma = -a; VecAXPY(&ma,Z,R); /* 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: }
204: /*
205: KSPDestroy_CGNE - Frees all memory space used by the Krylov method
207: */
210: PetscErrorCode KSPDestroy_CGNE(KSP ksp)
211: {
212: KSP_CG *cg = (KSP_CG*)ksp->data;
216: /* free space used for singular value calculations */
217: if (ksp->calc_sings) {
218: PetscFree(cg->e);
219: PetscFree(cg->ee);
220: }
221: KSPDefaultFreeWork(ksp);
222: /* free the context variable */
223: PetscFree(cg);
224: return(0);
225: }
227: /*
228: KSPView_CGNE - Prints information about the current Krylov method being used
230: Currently this only prints information to a file (or stdout) about the
231: symmetry of the problem. If your Krylov method has special options or
232: flags that information should be printed here.
234: */
237: PetscErrorCode KSPView_CGNE(KSP ksp,PetscViewer viewer)
238: {
239: #if defined(PETSC_USE_COMPLEX)
240: KSP_CG *cg = (KSP_CG *)ksp->data;
242: PetscTruth iascii;
245: PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);
246: if (iascii) {
247: if (cg->type == KSP_CG_HERMITIAN) {
248: PetscViewerASCIIPrintf(viewer," CG: variant for complex, Hermitian system\n");
249: } else if (cg->type == KSP_CG_SYMMETRIC) {
250: PetscViewerASCIIPrintf(viewer," CG: variant for complex, symmetric system\n");
251: } else {
252: PetscViewerASCIIPrintf(viewer," CG: unknown variant\n");
253: }
254: } else {
255: SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for KSP cg",((PetscObject)viewer)->type_name);
256: }
257: #endif
258: return(0);
259: }
261: /*
262: KSPSetFromOptions_CGNE - Checks the options database for options related to the
263: conjugate gradient method.
264: */
267: PetscErrorCode KSPSetFromOptions_CGNE(KSP ksp)
268: {
269: #if defined(PETSC_USE_COMPLEX)
271: PetscTruth flg;
272: #endif
275: #if defined(PETSC_USE_COMPLEX)
276: PetscOptionsHead("KSP CGNE options");
277: PetscOptionsLogicalGroupBegin("-ksp_cgne_Hermitian","Matrix is Hermitian","KSPCGSetType",&flg);
278: if (flg) { KSPCGSetType(ksp,KSP_CG_HERMITIAN); }
279: PetscOptionsLogicalGroupEnd("-ksp_cgne_symmetric","Matrix is complex symmetric, not Hermitian","KSPCGSetType",&flg);
280: if (flg) { KSPCGSetType(ksp,KSP_CG_SYMMETRIC); }
281: PetscOptionsTail();
282: #endif
283: return(0);
284: }
286: /*
287: KSPCGSetType_CGNE - This is an option that is SPECIFIC to this particular Krylov method.
288: This routine is registered below in KSPCreate_CGNE() and called from the
289: routine KSPCGSetType() (see the file cgtype.c).
292: */
296: PetscErrorCode KSPCGSetType_CGNE(KSP ksp,KSPCGType type)
297: {
298: KSP_CG *cg;
301: cg = (KSP_CG *)ksp->data;
302: cg->type = type;
303: return(0);
304: }
307: /*
308: KSPCreate_CGNE - Creates the data structure for the Krylov method CGNE and sets the
309: function pointers for all the routines it needs to call (KSPSolve_CGNE() etc)
312: */
314: /*MC
315: KSPCGNE - Applies the preconditioned conjugate gradient method to the normal equations
316: without explicitly forming A^t*A
318: Options Database Keys:
319: + -ksp_cgne_Hermitian - (for complex matrices only) indicates the matrix is Hermitian
320: - -ksp_cgne_symmetric - (for complex matrices only) indicates the matrix is symmetric
322: Level: beginner
324: Notes: eigenvalue computation routines will return information about the
325: spectrum of A^tA, rather than A.
327: .seealso: KSPCreate(), KSPSetType(), KSPType (for list of available types), KSP,
328: KSPCGSetType()
330: M*/
335: PetscErrorCode KSPCreate_CGNE(KSP ksp)
336: {
338: KSP_CG *cg;
341: PetscNew(KSP_CG,&cg);
342: PetscMemzero(cg,sizeof(KSP_CG));
343: PetscLogObjectMemory(ksp,sizeof(KSP_CG));
344: #if !defined(PETSC_USE_COMPLEX)
345: cg->type = KSP_CG_SYMMETRIC;
346: #else
347: cg->type = KSP_CG_HERMITIAN;
348: #endif
349: ksp->data = (void*)cg;
350: ksp->pc_side = PC_LEFT;
352: /*
353: Sets the functions that are associated with this data structure
354: (in C++ this is the same as defining virtual functions)
355: */
356: ksp->ops->setup = KSPSetUp_CGNE;
357: ksp->ops->solve = KSPSolve_CGNE;
358: ksp->ops->destroy = KSPDestroy_CGNE;
359: ksp->ops->view = KSPView_CGNE;
360: ksp->ops->setfromoptions = KSPSetFromOptions_CGNE;
361: ksp->ops->buildsolution = KSPDefaultBuildSolution;
362: ksp->ops->buildresidual = KSPDefaultBuildResidual;
364: /*
365: Attach the function KSPCGSetType_CGNE() to this object. The routine
366: KSPCGSetType() checks for this attached function and calls it if it finds
367: it. (Sort of like a dynamic member function that can be added at run time
368: */
369: PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPCGSetType_C","KSPCGSetType_CGNE",
370: KSPCGSetType_CGNE);
371: return(0);
372: }