Example #1
0
static PetscErrorCode KSPSolve_CGLS(KSP ksp)
{
  PetscErrorCode ierr;
  KSP_CGLS       *cgls = (KSP_CGLS*)ksp->data;
  Mat            A;
  Vec            x,b,r,p,q,ss;
  PetscScalar    beta;
  PetscReal      alpha,gamma,oldgamma;
  PetscInt       maxiter_ls = 15;
  
  PetscFunctionBegin;
  ierr = KSPGetOperators(ksp,&A,NULL);CHKERRQ(ierr); /* Matrix of the system */
  
  /* vectors of length n, where system size is mxn */
  x  = ksp->vec_sol; /* Solution vector */
  p  = cgls->vwork_n[0];
  ss  = cgls->vwork_n[1];
  
  /* vectors of length m, where system size is mxn */
  b  = ksp->vec_rhs; /* Right-hand side vector */
  r  = cgls->vwork_m[0];
  q  = cgls->vwork_m[1];
  
  /* Minimization with the CGLS method */
  ksp->its = 0;
  ierr = MatMult(A,x,r);CHKERRQ(ierr);
  ierr = VecAYPX(r,-1,b);CHKERRQ(ierr);         /* r_0 = b - A * x_0  */
  ierr = MatMultTranspose(A,r,p);CHKERRQ(ierr); /* p_0 = A^T * r_0    */
  ierr = VecCopy(p,ss);CHKERRQ(ierr);           /* s_0 = p_0          */
  ierr = VecNorm(ss,NORM_2,&gamma);CHKERRQ(ierr);
  KSPCheckNorm(ksp,gamma);
  ksp->rnorm = gamma;
  ierr = (*ksp->converged)(ksp,ksp->its,ksp->rnorm,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
  gamma = gamma*gamma;                          /* gamma = norm2(s)^2 */

  do {
    ierr = MatMult(A,p,q);CHKERRQ(ierr);           /* q = A * p               */
    ierr = VecNorm(q,NORM_2,&alpha);CHKERRQ(ierr);
    KSPCheckNorm(ksp,alpha);
    alpha = alpha*alpha;                           /* alpha = norm2(q)^2      */
    alpha = gamma / alpha;                         /* alpha = gamma / alpha   */
    ierr = VecAXPY(x,alpha,p);CHKERRQ(ierr);       /* x += alpha * p          */
    ierr = VecAXPY(r,-alpha,q);CHKERRQ(ierr);      /* r -= alpha * q          */
    ierr = MatMultTranspose(A,r,ss);CHKERRQ(ierr); /* ss = A^T * r            */
    oldgamma = gamma;                              /* oldgamma = gamma        */
    ierr = VecNorm(ss,NORM_2,&gamma);CHKERRQ(ierr);
    KSPCheckNorm(ksp,gamma);
    ksp->its++;
    ksp->rnorm = gamma;
    ierr = KSPMonitor(ksp,ksp->its,ksp->rnorm);CHKERRQ(ierr);
    ierr = (*ksp->converged)(ksp,ksp->its,ksp->rnorm,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
    gamma = gamma*gamma;                           /* gamma = norm2(s)^2      */
    beta = gamma/oldgamma;                         /* beta = gamma / oldgamma */
    ierr = VecAYPX(p,beta,ss);CHKERRQ(ierr);       /* p = s + beta * p        */
  } while (ksp->its<ksp->max_it && !ksp->reason);
  
  if (ksp->its>=maxiter_ls && !ksp->reason) ksp->reason = KSP_DIVERGED_ITS;
  PetscFunctionReturn(0);
}
Example #2
0
static PetscErrorCode KSPSolve_GCR(KSP ksp)
{
  KSP_GCR        *ctx = (KSP_GCR*)ksp->data;
  PetscErrorCode ierr;
  Mat            A, B;
  Vec            r,b,x;
  PetscReal      norm_r;

  PetscFunctionBegin;
  ierr = KSPGetOperators(ksp, &A, &B);CHKERRQ(ierr);
  x    = ksp->vec_sol;
  b    = ksp->vec_rhs;
  r    = ctx->R;

  /* compute initial residual */
  ierr = KSP_MatMult(ksp,A, x, r);CHKERRQ(ierr);
  ierr = VecAYPX(r, -1.0, b);CHKERRQ(ierr); /* r = b - A x  */
  ierr = VecNorm(r, NORM_2, &norm_r);CHKERRQ(ierr);
  KSPCheckNorm(ksp,norm_r);
  ksp->its    = 0;
  ksp->rnorm0 = norm_r;

  ierr = KSPLogResidualHistory(ksp,ksp->rnorm0);CHKERRQ(ierr);
  ierr = KSPMonitor(ksp,ksp->its,ksp->rnorm0);CHKERRQ(ierr);
  ierr = (*ksp->converged)(ksp,ksp->its,ksp->rnorm0,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
  if (ksp->reason) PetscFunctionReturn(0);

  do {
    ierr = KSPSolve_GCR_cycle(ksp);CHKERRQ(ierr);
    if (ksp->reason) break; /* catch case when convergence occurs inside the cycle */
  } while (ksp->its < ksp->max_it);CHKERRQ(ierr);

  if (ksp->its >= ksp->max_it) ksp->reason = KSP_DIVERGED_ITS;
  PetscFunctionReturn(0);
}
Example #3
0
static PetscErrorCode KSPSolve_AGMRES(KSP ksp)
{
  PetscErrorCode ierr;
  PetscInt       its;
  KSP_AGMRES     *agmres    = (KSP_AGMRES*)ksp->data;
  PetscBool      guess_zero = ksp->guess_zero;
  PetscReal      res_old, res;
  PetscInt       test;

  PetscFunctionBegin;
  ierr     = PetscObjectSAWsTakeAccess((PetscObject)ksp);CHKERRQ(ierr);
  ksp->its = 0;
  ierr     = PetscObjectSAWsGrantAccess((PetscObject)ksp);CHKERRQ(ierr);

  ksp->reason = KSP_CONVERGED_ITERATING;
  if (!agmres->HasShifts) { /* Compute Shifts for the Newton basis */
    ierr = KSPComputeShifts_DGMRES(ksp);CHKERRQ(ierr);
  }
  /* NOTE: At this step, the initial guess is not equal to zero since one cycle of the classical GMRES is performed to compute the shifts */
  ierr = (*ksp->converged)(ksp,0,ksp->rnorm,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
  while (!ksp->reason) {
    ierr = KSPInitialResidual(ksp,ksp->vec_sol,VEC_TMP,VEC_TMP_MATOP,VEC_V(0),ksp->vec_rhs);CHKERRQ(ierr);
    if ((ksp->pc_side == PC_LEFT) && agmres->r && agmres->DeflPrecond) {
      ierr = KSPDGMRESApplyDeflation_DGMRES(ksp, VEC_V(0), VEC_TMP);CHKERRQ(ierr);
      ierr = VecCopy(VEC_TMP, VEC_V(0));CHKERRQ(ierr);

      agmres->matvecs += 1;
    }
    ierr    = VecNormalize(VEC_V(0),&(ksp->rnorm));CHKERRQ(ierr);
    KSPCheckNorm(ksp,ksp->rnorm);
    res_old = ksp->rnorm; /* Record the residual norm to test if deflation is needed */

    ksp->ops->buildsolution = KSPBuildSolution_AGMRES;

    ierr     = KSPAGMRESCycle(&its,ksp);CHKERRQ(ierr);
    if (ksp->its >= ksp->max_it) {
      if (!ksp->reason) ksp->reason = KSP_DIVERGED_ITS;
      break;
    }
    /* compute the eigenvectors to augment the subspace : use an adaptive strategy */
    res = ksp->rnorm;
    if (!ksp->reason && agmres->neig > 0) {
      test = agmres->max_k * PetscLogReal(ksp->rtol/res) / PetscLogReal(res/res_old); /* estimate the remaining number of steps */
      if ((test > agmres->smv*(ksp->max_it-ksp->its)) || agmres->force) {
        if (!agmres->force && ((test > agmres->bgv*(ksp->max_it-ksp->its)) && ((agmres->r + 1) < agmres->max_neig))) {
          agmres->neig += 1; /* Augment the number of eigenvalues to deflate if the convergence is too slow */
        }
        ierr = KSPDGMRESComputeDeflationData_DGMRES(ksp,&agmres->neig);CHKERRQ(ierr);
      }
    }
    ksp->guess_zero = PETSC_FALSE; /* every future call to KSPInitialResidual() will have nonzero guess */
  }
  ksp->guess_zero = guess_zero; /* restore if user has provided nonzero initial guess */
  PetscFunctionReturn(0);
}
Example #4
0
static PetscErrorCode KSPSolve_TCQMR(KSP ksp)
{
  PetscReal      rnorm0,rnorm,dp1,Gamma;
  PetscScalar    theta,ep,cl1,sl1,cl,sl,sprod,tau_n1,f;
  PetscScalar    deltmp,rho,beta,eptmp,ta,s,c,tau_n,delta;
  PetscScalar    dp11,dp2,rhom1,alpha,tmp;
  PetscErrorCode ierr;

  PetscFunctionBegin;
  ksp->its = 0;

  ierr = KSPInitialResidual(ksp,x,u,v,r,b);CHKERRQ(ierr);
  ierr = VecNorm(r,NORM_2,&rnorm0);CHKERRQ(ierr);          /*  rnorm0 = ||r|| */
  KSPCheckNorm(ksp,rnorm0);

  ierr = (*ksp->converged)(ksp,0,rnorm0,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
  if (ksp->reason) PetscFunctionReturn(0);

  ierr  = VecSet(um1,0.0);CHKERRQ(ierr);
  ierr  = VecCopy(r,u);CHKERRQ(ierr);
  rnorm = rnorm0;
  tmp   = 1.0/rnorm; ierr = VecScale(u,tmp);CHKERRQ(ierr);
  ierr  = VecSet(vm1,0.0);CHKERRQ(ierr);
  ierr  = VecCopy(u,v);CHKERRQ(ierr);
  ierr  = VecCopy(u,v0);CHKERRQ(ierr);
  ierr  = VecSet(pvec1,0.0);CHKERRQ(ierr);
  ierr  = VecSet(pvec2,0.0);CHKERRQ(ierr);
  ierr  = VecSet(p,0.0);CHKERRQ(ierr);
  theta = 0.0;
  ep    = 0.0;
  cl1   = 0.0;
  sl1   = 0.0;
  cl    = 0.0;
  sl    = 0.0;
  sprod = 1.0;
  tau_n1= rnorm0;
  f     = 1.0;
  Gamma = 1.0;
  rhom1 = 1.0;

  /*
   CALCULATE SQUARED LANCZOS  vectors
   */
  ierr = (*ksp->converged)(ksp,ksp->its,rnorm,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
  while (!ksp->reason) {
    ierr = KSPMonitor(ksp,ksp->its,rnorm);CHKERRQ(ierr);
    ksp->its++;

    ierr   = KSP_PCApplyBAorAB(ksp,u,y,vtmp);CHKERRQ(ierr); /* y = A*u */
    ierr   = VecDot(y,v0,&dp11);CHKERRQ(ierr);
    KSPCheckDot(ksp,dp11);
    ierr   = VecDot(u,v0,&dp2);CHKERRQ(ierr);
    alpha  = dp11 / dp2;                          /* alpha = v0'*y/v0'*u */
    deltmp = alpha;
    ierr   = VecCopy(y,z);CHKERRQ(ierr);
    ierr   = VecAXPY(z,-alpha,u);CHKERRQ(ierr); /* z = y - alpha u */
    ierr   = VecDot(u,v0,&rho);CHKERRQ(ierr);
    beta   = rho / (f*rhom1);
    rhom1  = rho;
    ierr   = VecCopy(z,utmp);CHKERRQ(ierr);    /* up1 = (A-alpha*I)*
                                                (z-2*beta*p) + f*beta*
                                                beta*um1 */
    ierr   = VecAXPY(utmp,-2.0*beta,p);CHKERRQ(ierr);
    ierr   = KSP_PCApplyBAorAB(ksp,utmp,up1,vtmp);CHKERRQ(ierr);
    ierr   = VecAXPY(up1,-alpha,utmp);CHKERRQ(ierr);
    ierr   = VecAXPY(up1,f*beta*beta,um1);CHKERRQ(ierr);
    ierr   = VecNorm(up1,NORM_2,&dp1);CHKERRQ(ierr);
    KSPCheckNorm(ksp,dp1);
    f      = 1.0 / dp1;
    ierr   = VecScale(up1,f);CHKERRQ(ierr);
    ierr   = VecAYPX(p,-beta,z);CHKERRQ(ierr);   /* p = f*(z-beta*p) */
    ierr   = VecScale(p,f);CHKERRQ(ierr);
    ierr   = VecCopy(u,um1);CHKERRQ(ierr);
    ierr   = VecCopy(up1,u);CHKERRQ(ierr);
    beta   = beta/Gamma;
    eptmp  = beta;
    ierr   = KSP_PCApplyBAorAB(ksp,v,vp1,vtmp);CHKERRQ(ierr);
    ierr   = VecAXPY(vp1,-alpha,v);CHKERRQ(ierr);
    ierr   = VecAXPY(vp1,-beta,vm1);CHKERRQ(ierr);
    ierr   = VecNorm(vp1,NORM_2,&Gamma);CHKERRQ(ierr);
    KSPCheckNorm(ksp,Gamma);
    ierr   = VecScale(vp1,1.0/Gamma);CHKERRQ(ierr);
    ierr   = VecCopy(v,vm1);CHKERRQ(ierr);
    ierr   = VecCopy(vp1,v);CHKERRQ(ierr);

    /*
       SOLVE  Ax = b
     */
    /* Apply last two Given's (Gl-1 and Gl) rotations to (beta,alpha,Gamma) */
    if (ksp->its > 2) {
      theta =  sl1*beta;
      eptmp = -cl1*beta;
    }
    if (ksp->its > 1) {
      ep     = -cl*eptmp + sl*alpha;
      deltmp = -sl*eptmp - cl*alpha;
    }
    if (PetscAbsReal(Gamma) > PetscAbsScalar(deltmp)) {
      ta = -deltmp / Gamma;
      s  = 1.0 / PetscSqrtScalar(1.0 + ta*ta);
      c  = s*ta;
    } else {
      ta = -Gamma/deltmp;
      c  = 1.0 / PetscSqrtScalar(1.0 + ta*ta);
      s  = c*ta;
    }

    delta = -c*deltmp + s*Gamma;
    tau_n = -c*tau_n1; tau_n1 = -s*tau_n1;
    ierr  = VecCopy(vm1,pvec);CHKERRQ(ierr);
    ierr  = VecAXPY(pvec,-theta,pvec2);CHKERRQ(ierr);
    ierr  = VecAXPY(pvec,-ep,pvec1);CHKERRQ(ierr);
    ierr  = VecScale(pvec,1.0/delta);CHKERRQ(ierr);
    ierr  = VecAXPY(x,tau_n,pvec);CHKERRQ(ierr);
    cl1   = cl; sl1 = sl; cl = c; sl = s;

    ierr = VecCopy(pvec1,pvec2);CHKERRQ(ierr);
    ierr = VecCopy(pvec,pvec1);CHKERRQ(ierr);

    /* Compute the upper bound on the residual norm r (See QMR paper p. 13) */
    sprod = sprod*PetscAbsScalar(s);
    rnorm = rnorm0 * PetscSqrtReal((PetscReal)ksp->its+2.0) * PetscRealPart(sprod);
    ierr  = (*ksp->converged)(ksp,ksp->its,rnorm,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
    if (ksp->its >= ksp->max_it) {
      if (!ksp->reason) ksp->reason = KSP_DIVERGED_ITS;
      break;
    }
  }
  ierr = KSPMonitor(ksp,ksp->its,rnorm);CHKERRQ(ierr);
  ierr = KSPUnwindPreconditioner(ksp,x,vtmp);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}
Example #5
0
static PetscErrorCode KSPSolve_GCR_cycle(KSP ksp)
{
  KSP_GCR        *ctx = (KSP_GCR*)ksp->data;
  PetscErrorCode ierr;
  PetscScalar    r_dot_v;
  Mat            A, B;
  PC             pc;
  Vec            s,v,r;
  /*
     The residual norm will not be computed when ksp->its > ksp->chknorm hence need to initialize norm_r with some dummy value
  */
  PetscReal      norm_r = 0.0,nrm;
  PetscInt       k, i, restart;
  Vec            x;

  PetscFunctionBegin;
  restart = ctx->restart;
  ierr    = KSPGetPC(ksp, &pc);CHKERRQ(ierr);
  ierr    = KSPGetOperators(ksp, &A, &B);CHKERRQ(ierr);

  x = ksp->vec_sol;
  r = ctx->R;

  for (k=0; k<restart; k++) {
    v = ctx->VV[k];
    s = ctx->SS[k];
    if (ctx->modifypc) {
      ierr = (*ctx->modifypc)(ksp,ksp->its,ksp->rnorm,ctx->modifypc_ctx);CHKERRQ(ierr);
    }

    ierr = KSP_PCApply(ksp, r, s);CHKERRQ(ierr); /* s = B^{-1} r */
    ierr = KSP_MatMult(ksp,A, s, v);CHKERRQ(ierr);  /* v = A s */

    ierr = VecMDot(v,k, ctx->VV, ctx->val);CHKERRQ(ierr);
    for (i=0; i<k; i++) ctx->val[i] = -ctx->val[i];
    ierr = VecMAXPY(v,k,ctx->val,ctx->VV);CHKERRQ(ierr); /* v = v - sum_{i=0}^{k-1} alpha_i v_i */
    ierr = VecMAXPY(s,k,ctx->val,ctx->SS);CHKERRQ(ierr); /* s = s - sum_{i=0}^{k-1} alpha_i s_i */

    ierr    = VecDotNorm2(r,v,&r_dot_v,&nrm);CHKERRQ(ierr);
    nrm     = PetscSqrtReal(nrm);
    r_dot_v = r_dot_v/nrm;
    ierr    = VecScale(v, 1.0/nrm);CHKERRQ(ierr);
    ierr    = VecScale(s, 1.0/nrm);CHKERRQ(ierr);
    ierr    = VecAXPY(x,  r_dot_v, s);CHKERRQ(ierr);
    ierr    = VecAXPY(r, -r_dot_v, v);CHKERRQ(ierr);
    if (ksp->its > ksp->chknorm) {
      ierr = VecNorm(r, NORM_2, &norm_r);CHKERRQ(ierr);
      KSPCheckNorm(ksp,norm_r);
    }
    /* update the local counter and the global counter */
    ksp->its++;
    ksp->rnorm = norm_r;

    ierr = KSPLogResidualHistory(ksp,norm_r);CHKERRQ(ierr);
    ierr = KSPMonitor(ksp,ksp->its,norm_r);CHKERRQ(ierr);

    if (ksp->its-1 > ksp->chknorm) {
      ierr = (*ksp->converged)(ksp,ksp->its,norm_r,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
      if (ksp->reason) break;
    }

    if (ksp->its >= ksp->max_it) {
      ksp->reason = KSP_CONVERGED_ITS;
      break;
    }
  }
  ctx->n_restarts++;
  PetscFunctionReturn(0);
}
Example #6
0
static PetscErrorCode KSPPGMRESCycle(PetscInt *itcount,KSP ksp)
{
  KSP_PGMRES     *pgmres = (KSP_PGMRES*)(ksp->data);
  PetscReal      res_norm,res,newnorm;
  PetscErrorCode ierr;
  PetscInt       it     = 0,j,k;
  PetscBool      hapend = PETSC_FALSE;

  PetscFunctionBegin;
  if (itcount) *itcount = 0;
  ierr   = VecNormalize(VEC_VV(0),&res_norm);CHKERRQ(ierr);
  KSPCheckNorm(ksp,res_norm);
  res    = res_norm;
  *RS(0) = res_norm;

  /* check for the convergence */
  ierr       = PetscObjectSAWsTakeAccess((PetscObject)ksp);CHKERRQ(ierr);
  ksp->rnorm = res;
  ierr       = PetscObjectSAWsGrantAccess((PetscObject)ksp);CHKERRQ(ierr);
  pgmres->it = it-2;
  ierr = KSPLogResidualHistory(ksp,res);CHKERRQ(ierr);
  ierr = KSPMonitor(ksp,ksp->its,res);CHKERRQ(ierr);
  if (!res) {
    ksp->reason = KSP_CONVERGED_ATOL;
    ierr        = PetscInfo(ksp,"Converged due to zero residual norm on entry\n");CHKERRQ(ierr);
    PetscFunctionReturn(0);
  }

  ierr = (*ksp->converged)(ksp,ksp->its,res,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
  for (; !ksp->reason; it++) {
    Vec Zcur,Znext;
    if (pgmres->vv_allocated <= it + VEC_OFFSET + 1) {
      ierr = KSPGMRESGetNewVectors(ksp,it+1);CHKERRQ(ierr);
    }
    /* VEC_VV(it-1) is orthogonal, it will be normalized once the VecNorm arrives. */
    Zcur  = VEC_VV(it);         /* Zcur is not yet orthogonal, but the VecMDot to orthogonalize it has been started. */
    Znext = VEC_VV(it+1);       /* This iteration will compute Znext, update with a deferred correction once we know how
                                 * Zcur relates to the previous vectors, and start the reduction to orthogonalize it. */

    if (it < pgmres->max_k+1 && ksp->its+1 < PetscMax(2,ksp->max_it)) { /* We don't know whether what we have computed is enough, so apply the matrix. */
      ierr = KSP_PCApplyBAorAB(ksp,Zcur,Znext,VEC_TEMP_MATOP);CHKERRQ(ierr);
    }

    if (it > 1) {               /* Complete the pending reduction */
      ierr           = VecNormEnd(VEC_VV(it-1),NORM_2,&newnorm);CHKERRQ(ierr);
      *HH(it-1,it-2) = newnorm;
    }
    if (it > 0) {               /* Finish the reduction computing the latest column of H */
      ierr = VecMDotEnd(Zcur,it,&(VEC_VV(0)),HH(0,it-1));CHKERRQ(ierr);
    }

    if (it > 1) {
      /* normalize the base vector from two iterations ago, basis is complete up to here */
      ierr = VecScale(VEC_VV(it-1),1./ *HH(it-1,it-2));CHKERRQ(ierr);

      ierr       = KSPPGMRESUpdateHessenberg(ksp,it-2,&hapend,&res);CHKERRQ(ierr);
      pgmres->it = it-2;
      ksp->its++;
      ksp->rnorm = res;

      ierr = (*ksp->converged)(ksp,ksp->its,res,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
      if (it < pgmres->max_k+1 || ksp->reason || ksp->its == ksp->max_it) {  /* Monitor if we are done or still iterating, but not before a restart. */
        ierr = KSPLogResidualHistory(ksp,res);CHKERRQ(ierr);
        ierr = KSPMonitor(ksp,ksp->its,res);CHKERRQ(ierr);
      }
      if (ksp->reason) break;
      /* Catch error in happy breakdown and signal convergence and break from loop */
      if (hapend) {
        if (ksp->errorifnotconverged) SETERRQ1(PetscObjectComm((PetscObject)ksp),PETSC_ERR_NOT_CONVERGED,"You reached the happy break down, but convergence was not indicated. Residual norm = %g",(double)res);
        else {
          ksp->reason = KSP_DIVERGED_BREAKDOWN;
          break;
        }
      }

      if (!(it < pgmres->max_k+1 && ksp->its < ksp->max_it)) break;

      /* The it-2 column of H was not scaled when we computed Zcur, apply correction */
      ierr = VecScale(Zcur,1./ *HH(it-1,it-2));CHKERRQ(ierr);
      /* And Znext computed in this iteration was computed using the under-scaled Zcur */
      ierr = VecScale(Znext,1./ *HH(it-1,it-2));CHKERRQ(ierr);

      /* In the previous iteration, we projected an unnormalized Zcur against the Krylov basis, so we need to fix the column of H resulting from that projection. */
      for (k=0; k<it; k++) *HH(k,it-1) /= *HH(it-1,it-2);
      /* When Zcur was projected against the Krylov basis, VV(it-1) was still not normalized, so fix that too. This
       * column is complete except for HH(it,it-1) which we won't know until the next iteration. */
      *HH(it-1,it-1) /= *HH(it-1,it-2);
    }

    if (it > 0) {
      PetscScalar *work;
      if (!pgmres->orthogwork) {ierr = PetscMalloc1(pgmres->max_k + 2,&pgmres->orthogwork);CHKERRQ(ierr);}
      work = pgmres->orthogwork;
      /* Apply correction computed by the VecMDot in the last iteration to Znext. The original form is
       *
       *   Znext -= sum_{j=0}^{i-1} Z[j+1] * H[j,i-1]
       *
       * where
       *
       *   Z[j] = sum_{k=0}^j V[k] * H[k,j-1]
       *
       * substituting
       *
       *   Znext -= sum_{j=0}^{i-1} sum_{k=0}^{j+1} V[k] * H[k,j] * H[j,i-1]
       *
       * rearranging the iteration space from row-column to column-row
       *
       *   Znext -= sum_{k=0}^i sum_{j=k-1}^{i-1} V[k] * H[k,j] * H[j,i-1]
       *
       * Note that column it-1 of HH is correct. For all previous columns, we must look at HES because HH has already
       * been transformed to upper triangular form.
       */
      for (k=0; k<it+1; k++) {
        work[k] = 0;
        for (j=PetscMax(0,k-1); j<it-1; j++) work[k] -= *HES(k,j) * *HH(j,it-1);
      }
      ierr = VecMAXPY(Znext,it+1,work,&VEC_VV(0));CHKERRQ(ierr);
      ierr = VecAXPY(Znext,-*HH(it-1,it-1),Zcur);CHKERRQ(ierr);

      /* Orthogonalize Zcur against existing basis vectors. */
      for (k=0; k<it; k++) work[k] = -*HH(k,it-1);
      ierr = VecMAXPY(Zcur,it,work,&VEC_VV(0));CHKERRQ(ierr);
      /* Zcur is now orthogonal, and will be referred to as VEC_VV(it) again, though it is still not normalized. */
      /* Begin computing the norm of the new vector, will be normalized after the MatMult in the next iteration. */
      ierr = VecNormBegin(VEC_VV(it),NORM_2,&newnorm);CHKERRQ(ierr);
    }

    /* Compute column of H (to the diagonal, but not the subdiagonal) to be able to orthogonalize the newest vector. */
    ierr = VecMDotBegin(Znext,it+1,&VEC_VV(0),HH(0,it));CHKERRQ(ierr);

    /* Start an asynchronous split-mode reduction, the result of the MDot and Norm will be collected on the next iteration. */
    ierr = PetscCommSplitReductionBegin(PetscObjectComm((PetscObject)Znext));CHKERRQ(ierr);
  }

  if (itcount) *itcount = it-1; /* Number of iterations actually completed. */

  /*
    Down here we have to solve for the "best" coefficients of the Krylov
    columns, add the solution values together, and possibly unwind the
    preconditioning from the solution
   */
  /* Form the solution (or the solution so far) */
  ierr = KSPPGMRESBuildSoln(RS(0),ksp->vec_sol,ksp->vec_sol,ksp,it-2);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}
Example #7
0
static PetscErrorCode  KSPSolve_CGS(KSP ksp)
{
  PetscErrorCode ierr;
  PetscInt       i;
  PetscScalar    rho,rhoold,a,s,b;
  Vec            X,B,V,P,R,RP,T,Q,U,AUQ;
  PetscReal      dp = 0.0;
  PetscBool      diagonalscale;

  PetscFunctionBegin;
  /* not sure what residual norm it does use, should use for right preconditioning */

  ierr = PCGetDiagonalScale(ksp->pc,&diagonalscale);CHKERRQ(ierr);
  if (diagonalscale) SETERRQ1(PetscObjectComm((PetscObject)ksp),PETSC_ERR_SUP,"Krylov method %s does not support diagonal scaling",((PetscObject)ksp)->type_name);

  X   = ksp->vec_sol;
  B   = ksp->vec_rhs;
  R   = ksp->work[0];
  RP  = ksp->work[1];
  V   = ksp->work[2];
  T   = ksp->work[3];
  Q   = ksp->work[4];
  P   = ksp->work[5];
  U   = ksp->work[6];
  AUQ = V;

  /* Compute initial preconditioned residual */
  ierr = KSPInitialResidual(ksp,X,V,T,R,B);CHKERRQ(ierr);

  /* Test for nothing to do */
  ierr = VecNorm(R,NORM_2,&dp);CHKERRQ(ierr);
  KSPCheckNorm(ksp,dp);
  if (ksp->normtype == KSP_NORM_NATURAL) dp *= dp;
  ierr       = PetscObjectSAWsTakeAccess((PetscObject)ksp);CHKERRQ(ierr);
  ksp->its   = 0;
  ksp->rnorm = dp;
  ierr       = PetscObjectSAWsGrantAccess((PetscObject)ksp);CHKERRQ(ierr);
  ierr = KSPLogResidualHistory(ksp,dp);CHKERRQ(ierr);
  ierr = KSPMonitor(ksp,0,dp);CHKERRQ(ierr);
  ierr = (*ksp->converged)(ksp,0,dp,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
  if (ksp->reason) PetscFunctionReturn(0);

  /* Make the initial Rp == R */
  ierr = VecCopy(R,RP);CHKERRQ(ierr);
  /*  added for Fidap */
  /* Penalize Startup - Isaac Hasbani Trick for CGS
     Since most initial conditions result in a mostly 0 residual,
     we change all the 0 values in the vector RP to the maximum.
  */
  if (ksp->normtype == KSP_NORM_NATURAL) {
    PetscReal   vr0max;
    PetscScalar *tmp_RP=0;
    PetscInt    numnp  =0, *max_pos=0;
    ierr = VecMax(RP, max_pos, &vr0max);CHKERRQ(ierr);
    ierr = VecGetArray(RP, &tmp_RP);CHKERRQ(ierr);
    ierr = VecGetLocalSize(RP, &numnp);CHKERRQ(ierr);
    for (i=0; i<numnp; i++) {
      if (tmp_RP[i] == 0.0) tmp_RP[i] = vr0max;
    }
    ierr = VecRestoreArray(RP, &tmp_RP);CHKERRQ(ierr);
  }
  /*  end of addition for Fidap */

  /* Set the initial conditions */
  ierr = VecDot(R,RP,&rhoold);CHKERRQ(ierr);        /* rhoold = (r,rp)      */
  ierr = VecCopy(R,U);CHKERRQ(ierr);
  ierr = VecCopy(R,P);CHKERRQ(ierr);
  ierr = KSP_PCApplyBAorAB(ksp,P,V,T);CHKERRQ(ierr);

  i = 0;
  do {

    ierr = VecDot(V,RP,&s);CHKERRQ(ierr);           /* s <- (v,rp)          */
    KSPCheckDot(ksp,s);
    a    = rhoold / s;                               /* a <- rho / s         */
    ierr = VecWAXPY(Q,-a,V,U);CHKERRQ(ierr);      /* q <- u - a v         */
    ierr = VecWAXPY(T,1.0,U,Q);CHKERRQ(ierr);      /* t <- u + q           */
    ierr = VecAXPY(X,a,T);CHKERRQ(ierr);           /* x <- x + a (u + q)   */
    ierr = KSP_PCApplyBAorAB(ksp,T,AUQ,U);CHKERRQ(ierr);
    ierr = VecAXPY(R,-a,AUQ);CHKERRQ(ierr);       /* r <- r - a K (u + q) */
    ierr = VecDot(R,RP,&rho);CHKERRQ(ierr);         /* rho <- (r,rp)        */
    KSPCheckDot(ksp,rho);
    if (ksp->normtype == KSP_NORM_NATURAL) {
      dp = PetscAbsScalar(rho);
    } else {
      ierr = VecNorm(R,NORM_2,&dp);CHKERRQ(ierr);
      KSPCheckNorm(ksp,dp);
    }

    ierr = PetscObjectSAWsTakeAccess((PetscObject)ksp);CHKERRQ(ierr);
    ksp->its++;
    ksp->rnorm = dp;
    ierr       = PetscObjectSAWsGrantAccess((PetscObject)ksp);CHKERRQ(ierr);
    ierr = KSPLogResidualHistory(ksp,dp);CHKERRQ(ierr);
    ierr = KSPMonitor(ksp,i+1,dp);CHKERRQ(ierr);
    ierr = (*ksp->converged)(ksp,i+1,dp,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
    if (ksp->reason) break;

    b      = rho / rhoold;                           /* b <- rho / rhoold    */
    ierr   = VecWAXPY(U,b,Q,R);CHKERRQ(ierr);       /* u <- r + b q         */
    ierr   = VecAXPY(Q,b,P);CHKERRQ(ierr);
    ierr   = VecWAXPY(P,b,Q,U);CHKERRQ(ierr);       /* p <- u + b(q + b p)  */
    ierr   = KSP_PCApplyBAorAB(ksp,P,V,Q);CHKERRQ(ierr);    /* v <- K p    */
    rhoold = rho;
    i++;
  } while (i<ksp->max_it);
  if (i >= ksp->max_it) ksp->reason = KSP_DIVERGED_ITS;

  ierr = KSPUnwindPreconditioner(ksp,X,T);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}
Example #8
0
PetscErrorCode  KSPSolve_SYMMLQ(KSP ksp)
{
  PetscErrorCode ierr;
  PetscInt       i;
  PetscScalar    alpha,beta,ibeta,betaold,beta1,ceta = 0,ceta_oold = 0.0, ceta_old = 0.0,ceta_bar;
  PetscScalar    c  = 1.0,cold=1.0,s=0.0,sold=0.0,coold,soold,rho0,rho1,rho2,rho3;
  PetscScalar    dp = 0.0;
  PetscReal      np,s_prod;
  Vec            X,B,R,Z,U,V,W,UOLD,VOLD,Wbar;
  Mat            Amat,Pmat;
  KSP_SYMMLQ     *symmlq = (KSP_SYMMLQ*)ksp->data;
  PetscBool      diagonalscale;

  PetscFunctionBegin;
  ierr = PCGetDiagonalScale(ksp->pc,&diagonalscale);CHKERRQ(ierr);
  if (diagonalscale) SETERRQ1(PetscObjectComm((PetscObject)ksp),PETSC_ERR_SUP,"Krylov method %s does not support diagonal scaling",((PetscObject)ksp)->type_name);

  X    = ksp->vec_sol;
  B    = ksp->vec_rhs;
  R    = ksp->work[0];
  Z    = ksp->work[1];
  U    = ksp->work[2];
  V    = ksp->work[3];
  W    = ksp->work[4];
  UOLD = ksp->work[5];
  VOLD = ksp->work[6];
  Wbar = ksp->work[7];

  ierr = PCGetOperators(ksp->pc,&Amat,&Pmat);CHKERRQ(ierr);

  ksp->its = 0;

  ierr = VecSet(UOLD,0.0);CHKERRQ(ierr);           /* u_old <- zeros;  */
  ierr = VecCopy(UOLD,VOLD);CHKERRQ(ierr);          /* v_old <- u_old;  */
  ierr = VecCopy(UOLD,W);CHKERRQ(ierr);             /* w     <- u_old;  */
  ierr = VecCopy(UOLD,Wbar);CHKERRQ(ierr);          /* w_bar <- u_old;  */
  if (!ksp->guess_zero) {
    ierr = KSP_MatMult(ksp,Amat,X,R);CHKERRQ(ierr); /*     r <- b - A*x */
    ierr = VecAYPX(R,-1.0,B);CHKERRQ(ierr);
  } else {
    ierr = VecCopy(B,R);CHKERRQ(ierr);              /*     r <- b (x is 0) */
  }

  ierr = KSP_PCApply(ksp,R,Z);CHKERRQ(ierr); /* z  <- B*r       */
  ierr = VecDot(R,Z,&dp);CHKERRQ(ierr);             /* dp = r'*z;      */
  KSPCheckDot(ksp,dp);
  if (PetscAbsScalar(dp) < symmlq->haptol) {
    ierr        = PetscInfo2(ksp,"Detected happy breakdown %g tolerance %g\n",(double)PetscAbsScalar(dp),(double)symmlq->haptol);CHKERRQ(ierr);
    ksp->rnorm  = 0.0;  /* what should we really put here? */
    ksp->reason = KSP_CONVERGED_HAPPY_BREAKDOWN;  /* bugfix proposed by Lourens ([email protected]) */
    PetscFunctionReturn(0);
  }

#if !defined(PETSC_USE_COMPLEX)
  if (dp < 0.0) {
    ksp->reason = KSP_DIVERGED_INDEFINITE_PC;
    PetscFunctionReturn(0);
  }
#endif
  dp     = PetscSqrtScalar(dp);
  beta   = dp;                         /*  beta <- sqrt(r'*z)  */
  beta1  = beta;
  s_prod = PetscAbsScalar(beta1);

  ierr  = VecCopy(R,V);CHKERRQ(ierr); /* v <- r; */
  ierr  = VecCopy(Z,U);CHKERRQ(ierr); /* u <- z; */
  ibeta = 1.0 / beta;
  ierr  = VecScale(V,ibeta);CHKERRQ(ierr);    /* v <- ibeta*v; */
  ierr  = VecScale(U,ibeta);CHKERRQ(ierr);    /* u <- ibeta*u; */
  ierr  = VecCopy(U,Wbar);CHKERRQ(ierr);       /* w_bar <- u;   */
  ierr  = VecNorm(Z,NORM_2,&np);CHKERRQ(ierr);     /*   np <- ||z||        */
  KSPCheckNorm(ksp,np);
  ierr = KSPLogResidualHistory(ksp,np);CHKERRQ(ierr);
  ierr       = KSPMonitor(ksp,0,np);CHKERRQ(ierr);
  ksp->rnorm = np;
  ierr       = (*ksp->converged)(ksp,0,np,&ksp->reason,ksp->cnvP);CHKERRQ(ierr); /* test for convergence */
  if (ksp->reason) PetscFunctionReturn(0);

  i = 0; ceta = 0.;
  do {
    ksp->its = i+1;

    /*    Update    */
    if (ksp->its > 1) {
      ierr = VecCopy(V,VOLD);CHKERRQ(ierr);  /* v_old <- v; */
      ierr = VecCopy(U,UOLD);CHKERRQ(ierr);  /* u_old <- u; */

      ierr = VecCopy(R,V);CHKERRQ(ierr);
      ierr = VecScale(V,1.0/beta);CHKERRQ(ierr); /* v <- ibeta*r; */
      ierr = VecCopy(Z,U);CHKERRQ(ierr);
      ierr = VecScale(U,1.0/beta);CHKERRQ(ierr); /* u <- ibeta*z; */

      ierr = VecCopy(Wbar,W);CHKERRQ(ierr);
      ierr = VecScale(W,c);CHKERRQ(ierr);
      ierr = VecAXPY(W,s,U);CHKERRQ(ierr);   /* w  <- c*w_bar + s*u;    (w_k) */
      ierr = VecScale(Wbar,-s);CHKERRQ(ierr);
      ierr = VecAXPY(Wbar,c,U);CHKERRQ(ierr); /* w_bar <- -s*w_bar + c*u; (w_bar_(k+1)) */
      ierr = VecAXPY(X,ceta,W);CHKERRQ(ierr); /* x <- x + ceta * w;       (xL_k)  */

      ceta_oold = ceta_old;
      ceta_old  = ceta;
    }

    /*   Lanczos  */
    ierr = KSP_MatMult(ksp,Amat,U,R);CHKERRQ(ierr);   /*  r     <- Amat*u; */
    ierr = VecDot(U,R,&alpha);CHKERRQ(ierr);          /*  alpha <- u'*r;   */
    ierr = KSP_PCApply(ksp,R,Z);CHKERRQ(ierr); /*      z <- B*r;    */

    ierr    = VecAXPY(R,-alpha,V);CHKERRQ(ierr);   /*  r <- r - alpha* v;  */
    ierr    = VecAXPY(Z,-alpha,U);CHKERRQ(ierr);   /*  z <- z - alpha* u;  */
    ierr    = VecAXPY(R,-beta,VOLD);CHKERRQ(ierr); /*  r <- r - beta * v_old; */
    ierr    = VecAXPY(Z,-beta,UOLD);CHKERRQ(ierr); /*  z <- z - beta * u_old; */
    betaold = beta;                                /* beta_k                  */
    ierr    = VecDot(R,Z,&dp);CHKERRQ(ierr);       /* dp <- r'*z;             */
    KSPCheckDot(ksp,dp);
    if (PetscAbsScalar(dp) < symmlq->haptol) {
      ierr = PetscInfo2(ksp,"Detected happy breakdown %g tolerance %g\n",(double)PetscAbsScalar(dp),(double)symmlq->haptol);CHKERRQ(ierr);
      dp   = 0.0;
    }

#if !defined(PETSC_USE_COMPLEX)
    if (dp < 0.0) {
      ksp->reason = KSP_DIVERGED_INDEFINITE_PC;
      break;
    }
#endif
    beta = PetscSqrtScalar(dp);                    /*  beta = sqrt(dp); */

    /*    QR factorization    */
    coold = cold; cold = c; soold = sold; sold = s;
    rho0  = cold * alpha - coold * sold * betaold;   /* gamma_bar */
    rho1  = PetscSqrtScalar(rho0*rho0 + beta*beta);  /* gamma     */
    rho2  = sold * alpha + coold * cold * betaold;   /* delta     */
    rho3  = soold * betaold;                         /* epsilon   */

    /* Givens rotation: [c -s; s c] (different from the Reference!) */
    c = rho0 / rho1; s = beta / rho1;

    if (ksp->its==1) ceta = beta1/rho1;
    else ceta = -(rho2*ceta_old + rho3*ceta_oold)/rho1;

    s_prod = s_prod*PetscAbsScalar(s);
    if (c == 0.0) np = s_prod*1.e16;
    else np = s_prod/PetscAbsScalar(c);       /* residual norm for xc_k (CGNORM) */

    ksp->rnorm = np;
    ierr = KSPLogResidualHistory(ksp,np);CHKERRQ(ierr);
    ierr = KSPMonitor(ksp,i+1,np);CHKERRQ(ierr);
    ierr = (*ksp->converged)(ksp,i+1,np,&ksp->reason,ksp->cnvP);CHKERRQ(ierr); /* test for convergence */
    if (ksp->reason) break;
    i++;
  } while (i<ksp->max_it);

  /* move to the CG point: xc_(k+1) */
  if (c == 0.0) ceta_bar = ceta*1.e15;
  else ceta_bar = ceta/c;

  ierr = VecAXPY(X,ceta_bar,Wbar);CHKERRQ(ierr); /* x <- x + ceta_bar*w_bar */

  if (i >= ksp->max_it) ksp->reason = KSP_DIVERGED_ITS;
  PetscFunctionReturn(0);
}
Example #9
0
PetscErrorCode KSPLGMRESCycle(PetscInt *itcount,KSP ksp)
{
  KSP_LGMRES     *lgmres = (KSP_LGMRES*)(ksp->data);
  PetscReal      res_norm, res;
  PetscReal      hapbnd, tt;
  PetscScalar    tmp;
  PetscBool      hapend = PETSC_FALSE;  /* indicates happy breakdown ending */
  PetscErrorCode ierr;
  PetscInt       loc_it;                /* local count of # of dir. in Krylov space */
  PetscInt       max_k  = lgmres->max_k; /* max approx space size */
  PetscInt       max_it = ksp->max_it;  /* max # of overall iterations for the method */

  /* LGMRES_MOD - new variables*/
  PetscInt    aug_dim = lgmres->aug_dim;
  PetscInt    spot    = 0;
  PetscInt    order   = 0;
  PetscInt    it_arnoldi;                /* number of arnoldi steps to take */
  PetscInt    it_total;                  /* total number of its to take (=approx space size)*/
  PetscInt    ii, jj;
  PetscReal   tmp_norm;
  PetscScalar inv_tmp_norm;
  PetscScalar *avec;

  PetscFunctionBegin;
  /* Number of pseudo iterations since last restart is the number
     of prestart directions */
  loc_it = 0;

  /* LGMRES_MOD: determine number of arnoldi steps to take */
  /* if approx_constant then we keep the space the same size even if
     we don't have the full number of aug vectors yet*/
  if (lgmres->approx_constant) it_arnoldi = max_k - lgmres->aug_ct;
  else it_arnoldi = max_k - aug_dim;

  it_total =  it_arnoldi + lgmres->aug_ct;

  /* initial residual is in VEC_VV(0)  - compute its norm*/
  ierr = VecNorm(VEC_VV(0),NORM_2,&res_norm);CHKERRQ(ierr);
  KSPCheckNorm(ksp,res_norm);
  res  = res_norm;

  /* first entry in right-hand-side of hessenberg system is just
     the initial residual norm */
  *GRS(0) = res_norm;

  /* check for the convergence */
  if (!res) {
    if (itcount) *itcount = 0;
    ksp->reason = KSP_CONVERGED_ATOL;
    ierr = PetscInfo(ksp,"Converged due to zero residual norm on entry\n");CHKERRQ(ierr);
    PetscFunctionReturn(0);
  }

  /* scale VEC_VV (the initial residual) */
  tmp = 1.0/res_norm; ierr = VecScale(VEC_VV(0),tmp);CHKERRQ(ierr);

  ksp->rnorm = res;


  /* note: (lgmres->it) is always set one less than (loc_it) It is used in
     KSPBUILDSolution_LGMRES, where it is passed to KSPLGMRESBuildSoln.
     Note that when KSPLGMRESBuildSoln is called from this function,
     (loc_it -1) is passed, so the two are equivalent */
  lgmres->it = (loc_it - 1);


  /* MAIN ITERATION LOOP BEGINNING*/


  /* keep iterating until we have converged OR generated the max number
     of directions OR reached the max number of iterations for the method */
  ierr = (*ksp->converged)(ksp,ksp->its,res,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);

  while (!ksp->reason && loc_it < it_total && ksp->its < max_it) { /* LGMRES_MOD: changed to it_total */
    ierr       = KSPLogResidualHistory(ksp,res);CHKERRQ(ierr);
    lgmres->it = (loc_it - 1);
    ierr       = KSPMonitor(ksp,ksp->its,res);CHKERRQ(ierr);

    /* see if more space is needed for work vectors */
    if (lgmres->vv_allocated <= loc_it + VEC_OFFSET + 1) {
      ierr = KSPLGMRESGetNewVectors(ksp,loc_it+1);CHKERRQ(ierr);
      /* (loc_it+1) is passed in as number of the first vector that should
          be allocated */
    }

    /*LGMRES_MOD: decide whether this is an arnoldi step or an aug step */
    if (loc_it < it_arnoldi) { /* Arnoldi */
      ierr = KSP_PCApplyBAorAB(ksp,VEC_VV(loc_it),VEC_VV(1+loc_it),VEC_TEMP_MATOP);CHKERRQ(ierr);
    } else { /*aug step */
      order = loc_it - it_arnoldi + 1; /* which aug step */
      for (ii=0; ii<aug_dim; ii++) {
        if (lgmres->aug_order[ii] == order) {
          spot = ii;
          break; /* must have this because there will be duplicates before aug_ct = aug_dim */
        }
      }

      ierr = VecCopy(A_AUGVEC(spot), VEC_VV(1+loc_it));CHKERRQ(ierr);
      /*note: an alternate implementation choice would be to only save the AUGVECS and
        not A_AUGVEC and then apply the PC here to the augvec */
    }

    /* update hessenberg matrix and do Gram-Schmidt - new direction is in
       VEC_VV(1+loc_it)*/
    ierr = (*lgmres->orthog)(ksp,loc_it);CHKERRQ(ierr);

    /* new entry in hessenburg is the 2-norm of our new direction */
    ierr = VecNorm(VEC_VV(loc_it+1),NORM_2,&tt);CHKERRQ(ierr);

    *HH(loc_it+1,loc_it)  = tt;
    *HES(loc_it+1,loc_it) = tt;


    /* check for the happy breakdown */
    hapbnd = PetscAbsScalar(tt / *GRS(loc_it)); /* GRS(loc_it) contains the res_norm from the last iteration  */
    if (hapbnd > lgmres->haptol) hapbnd = lgmres->haptol;
    if (tt > hapbnd) {
      tmp  = 1.0/tt;
      ierr = VecScale(VEC_VV(loc_it+1),tmp);CHKERRQ(ierr); /* scale new direction by its norm */
    } else {
      ierr   = PetscInfo2(ksp,"Detected happy breakdown, current hapbnd = %g tt = %g\n",(double)hapbnd,(double)tt);CHKERRQ(ierr);
      hapend = PETSC_TRUE;
    }

    /* Now apply rotations to new col of hessenberg (and right side of system),
       calculate new rotation, and get new residual norm at the same time*/
    ierr = KSPLGMRESUpdateHessenberg(ksp,loc_it,hapend,&res);CHKERRQ(ierr);
    if (ksp->reason) break;

    loc_it++;
    lgmres->it = (loc_it-1);   /* Add this here in case it has converged */

    ierr = PetscObjectSAWsTakeAccess((PetscObject)ksp);CHKERRQ(ierr);
    ksp->its++;
    ksp->rnorm = res;
    ierr       = PetscObjectSAWsGrantAccess((PetscObject)ksp);CHKERRQ(ierr);

    ierr = (*ksp->converged)(ksp,ksp->its,res,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);

    /* Catch error in happy breakdown and signal convergence and break from loop */
    if (hapend) {
      if (!ksp->reason) {
        if (ksp->errorifnotconverged) SETERRQ1(PetscObjectComm((PetscObject)ksp),PETSC_ERR_NOT_CONVERGED,"You reached the happy break down, but convergence was not indicated. Residual norm = %g",(double)res);
        else {
          ksp->reason = KSP_DIVERGED_BREAKDOWN;
          break;
        }
      }
    }
  }
  /* END OF ITERATION LOOP */
  ierr = KSPLogResidualHistory(ksp,res);CHKERRQ(ierr);

  /* Monitor if we know that we will not return for a restart */
  if (ksp->reason || ksp->its >= max_it) {
    ierr = KSPMonitor(ksp, ksp->its, res);CHKERRQ(ierr);
  }

  if (itcount) *itcount = loc_it;

  /*
    Down here we have to solve for the "best" coefficients of the Krylov
    columns, add the solution values together, and possibly unwind the
    preconditioning from the solution
   */

  /* Form the solution (or the solution so far) */
  /* Note: must pass in (loc_it-1) for iteration count so that KSPLGMRESBuildSoln
     properly navigates */

  ierr = KSPLGMRESBuildSoln(GRS(0),ksp->vec_sol,ksp->vec_sol,ksp,loc_it-1);CHKERRQ(ierr);


  /* LGMRES_MOD collect aug vector and A*augvector for future restarts -
     only if we will be restarting (i.e. this cycle performed it_total
     iterations)  */
  if (!ksp->reason && ksp->its < max_it && aug_dim > 0) {

    /*AUG_TEMP contains the new augmentation vector (assigned in  KSPLGMRESBuildSoln) */
    if (!lgmres->aug_ct) {
      spot = 0;
      lgmres->aug_ct++;
    } else if (lgmres->aug_ct < aug_dim) {
      spot = lgmres->aug_ct;
      lgmres->aug_ct++;
    } else { /* truncate */
      for (ii=0; ii<aug_dim; ii++) {
        if (lgmres->aug_order[ii] == aug_dim) spot = ii;
      }
    }



    ierr = VecCopy(AUG_TEMP, AUGVEC(spot));CHKERRQ(ierr);
    /*need to normalize */
    ierr = VecNorm(AUGVEC(spot), NORM_2, &tmp_norm);CHKERRQ(ierr);

    inv_tmp_norm = 1.0/tmp_norm;

    ierr = VecScale(AUGVEC(spot),inv_tmp_norm);CHKERRQ(ierr);

    /*set new aug vector to order 1  - move all others back one */
    for (ii=0; ii < aug_dim; ii++) AUG_ORDER(ii)++;
    AUG_ORDER(spot) = 1;

    /*now add the A*aug vector to A_AUGVEC(spot)  - this is independ. of preconditioning type*/
    /* want V*H*y - y is in GRS, V is in VEC_VV and H is in HES */


    /* first do H+*y */
    avec = lgmres->hwork;
    ierr = PetscMemzero(avec,(it_total+1)*sizeof(*avec));CHKERRQ(ierr);
    for (ii=0; ii < it_total + 1; ii++) {
      for (jj=0; jj <= ii+1 && jj < it_total+1; jj++) {
        avec[jj] += *HES(jj ,ii) * *GRS(ii);
      }
    }

    /*now multiply result by V+ */
    ierr = VecSet(VEC_TEMP,0.0);CHKERRQ(ierr);
    ierr = VecMAXPY(VEC_TEMP, it_total+1, avec, &VEC_VV(0));CHKERRQ(ierr); /*answer is in VEC_TEMP*/

    /*copy answer to aug location  and scale*/
    ierr = VecCopy(VEC_TEMP,  A_AUGVEC(spot));CHKERRQ(ierr);
    ierr = VecScale(A_AUGVEC(spot),inv_tmp_norm);CHKERRQ(ierr);
  }
  PetscFunctionReturn(0);
}
Example #10
0
/*

    KSPFGMRESCycle - Run fgmres, possibly with restart.  Return residual
                  history if requested.

    input parameters:
.        fgmres  - structure containing parameters and work areas

    output parameters:
.        itcount - number of iterations used.  If null, ignored.
.        converged - 0 if not converged


    Notes:
    On entry, the value in vector VEC_VV(0) should be
    the initial residual.


 */
PetscErrorCode KSPFGMRESCycle(PetscInt *itcount,KSP ksp)
{

  KSP_FGMRES     *fgmres = (KSP_FGMRES*)(ksp->data);
  PetscReal      res_norm;
  PetscReal      hapbnd,tt;
  PetscBool      hapend = PETSC_FALSE;  /* indicates happy breakdown ending */
  PetscErrorCode ierr;
  PetscInt       loc_it;                /* local count of # of dir. in Krylov space */
  PetscInt       max_k = fgmres->max_k; /* max # of directions Krylov space */
  Mat            Amat,Pmat;

  PetscFunctionBegin;
  /* Number of pseudo iterations since last restart is the number
     of prestart directions */
  loc_it = 0;

  /* note: (fgmres->it) is always set one less than (loc_it) It is used in
     KSPBUILDSolution_FGMRES, where it is passed to KSPFGMRESBuildSoln.
     Note that when KSPFGMRESBuildSoln is called from this function,
     (loc_it -1) is passed, so the two are equivalent */
  fgmres->it = (loc_it - 1);

  /* initial residual is in VEC_VV(0)  - compute its norm*/
  ierr = VecNorm(VEC_VV(0),NORM_2,&res_norm);CHKERRQ(ierr);
  KSPCheckNorm(ksp,res_norm);

  /* first entry in right-hand-side of hessenberg system is just
     the initial residual norm */
  *RS(0) = res_norm;

  ksp->rnorm = res_norm;
  ierr       = KSPLogResidualHistory(ksp,res_norm);CHKERRQ(ierr);
  ierr       = KSPMonitor(ksp,ksp->its,res_norm);CHKERRQ(ierr);

  /* check for the convergence - maybe the current guess is good enough */
  ierr = (*ksp->converged)(ksp,ksp->its,res_norm,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
  if (ksp->reason) {
    if (itcount) *itcount = 0;
    PetscFunctionReturn(0);
  }

  /* scale VEC_VV (the initial residual) */
  ierr = VecScale(VEC_VV(0),1.0/res_norm);CHKERRQ(ierr);

  /* MAIN ITERATION LOOP BEGINNING*/
  /* keep iterating until we have converged OR generated the max number
     of directions OR reached the max number of iterations for the method */
  while (!ksp->reason && loc_it < max_k && ksp->its < ksp->max_it) {
    if (loc_it) {
      ierr = KSPLogResidualHistory(ksp,res_norm);CHKERRQ(ierr);
      ierr = KSPMonitor(ksp,ksp->its,res_norm);CHKERRQ(ierr);
    }
    fgmres->it = (loc_it - 1);

    /* see if more space is needed for work vectors */
    if (fgmres->vv_allocated <= loc_it + VEC_OFFSET + 1) {
      ierr = KSPFGMRESGetNewVectors(ksp,loc_it+1);CHKERRQ(ierr);
      /* (loc_it+1) is passed in as number of the first vector that should
         be allocated */
    }

    /* CHANGE THE PRECONDITIONER? */
    /* ModifyPC is the callback function that can be used to
       change the PC or its attributes before its applied */
    (*fgmres->modifypc)(ksp,ksp->its,loc_it,res_norm,fgmres->modifyctx);


    /* apply PRECONDITIONER to direction vector and store with
       preconditioned vectors in prevec */
    ierr = KSP_PCApply(ksp,VEC_VV(loc_it),PREVEC(loc_it));CHKERRQ(ierr);

    ierr = PCGetOperators(ksp->pc,&Amat,&Pmat);CHKERRQ(ierr);
    /* Multiply preconditioned vector by operator - put in VEC_VV(loc_it+1) */
    ierr = KSP_MatMult(ksp,Amat,PREVEC(loc_it),VEC_VV(1+loc_it));CHKERRQ(ierr);


    /* update hessenberg matrix and do Gram-Schmidt - new direction is in
       VEC_VV(1+loc_it)*/
    ierr = (*fgmres->orthog)(ksp,loc_it);CHKERRQ(ierr);

    /* new entry in hessenburg is the 2-norm of our new direction */
    ierr = VecNorm(VEC_VV(loc_it+1),NORM_2,&tt);CHKERRQ(ierr);

    *HH(loc_it+1,loc_it)  = tt;
    *HES(loc_it+1,loc_it) = tt;

    /* Happy Breakdown Check */
    hapbnd = PetscAbsScalar((tt) / *RS(loc_it));
    /* RS(loc_it) contains the res_norm from the last iteration  */
    hapbnd = PetscMin(fgmres->haptol,hapbnd);
    if (tt > hapbnd) {
      /* scale new direction by its norm */
      ierr = VecScale(VEC_VV(loc_it+1),1.0/tt);CHKERRQ(ierr);
    } else {
      /* This happens when the solution is exactly reached. */
      /* So there is no new direction... */
      ierr   = VecSet(VEC_TEMP,0.0);CHKERRQ(ierr);     /* set VEC_TEMP to 0 */
      hapend = PETSC_TRUE;
    }
    /* note that for FGMRES we could get HES(loc_it+1, loc_it)  = 0 and the
       current solution would not be exact if HES was singular.  Note that
       HH non-singular implies that HES is no singular, and HES is guaranteed
       to be nonsingular when PREVECS are linearly independent and A is
       nonsingular (in GMRES, the nonsingularity of A implies the nonsingularity
       of HES). So we should really add a check to verify that HES is nonsingular.*/


    /* Now apply rotations to new col of hessenberg (and right side of system),
       calculate new rotation, and get new residual norm at the same time*/
    ierr = KSPFGMRESUpdateHessenberg(ksp,loc_it,hapend,&res_norm);CHKERRQ(ierr);
    if (ksp->reason) break;

    loc_it++;
    fgmres->it = (loc_it-1);   /* Add this here in case it has converged */

    ierr = PetscObjectSAWsTakeAccess((PetscObject)ksp);CHKERRQ(ierr);
    ksp->its++;
    ksp->rnorm = res_norm;
    ierr       = PetscObjectSAWsGrantAccess((PetscObject)ksp);CHKERRQ(ierr);

    ierr = (*ksp->converged)(ksp,ksp->its,res_norm,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);

    /* Catch error in happy breakdown and signal convergence and break from loop */
    if (hapend) {
      if (!ksp->reason) {
        if (ksp->errorifnotconverged) SETERRQ1(PetscObjectComm((PetscObject)ksp),PETSC_ERR_NOT_CONVERGED,"You reached the happy break down, but convergence was not indicated. Residual norm = %g",(double)res_norm);
        else {
          ksp->reason = KSP_DIVERGED_BREAKDOWN;
          break;
        }
      }
    }
  }
  /* END OF ITERATION LOOP */
  ierr = KSPLogResidualHistory(ksp,res_norm);CHKERRQ(ierr);

  /*
     Monitor if we know that we will not return for a restart */
  if (loc_it && (ksp->reason || ksp->its >= ksp->max_it)) {
    ierr = KSPMonitor(ksp,ksp->its,res_norm);CHKERRQ(ierr);
  }

  if (itcount) *itcount = loc_it;

  /*
    Down here we have to solve for the "best" coefficients of the Krylov
    columns, add the solution values together, and possibly unwind the
    preconditioning from the solution
   */

  /* Form the solution (or the solution so far) */
  /* Note: must pass in (loc_it-1) for iteration count so that KSPFGMRESBuildSoln
     properly navigates */

  ierr = KSPFGMRESBuildSoln(RS(0),ksp->vec_sol,ksp->vec_sol,ksp,loc_it-1);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}
Example #11
0
PetscErrorCode KSPSolve_QCG(KSP ksp)
{
/*
   Correpondence with documentation above:
      B = g = gradient,
      X = s = step
   Note:  This is not coded correctly for complex arithmetic!
 */

  KSP_QCG        *pcgP = (KSP_QCG*)ksp->data;
  Mat            Amat,Pmat;
  Vec            W,WA,WA2,R,P,ASP,BS,X,B;
  PetscScalar    scal,beta,rntrn,step;
  PetscReal      q1,q2,xnorm,step1,step2,rnrm,btx,xtax;
  PetscReal      ptasp,rtr,wtasp,bstp;
  PetscReal      dzero = 0.0,bsnrm;
  PetscErrorCode ierr;
  PetscInt       i,maxit;
  PC             pc = ksp->pc;
  PCSide         side;
  PetscBool      diagonalscale;

  PetscFunctionBegin;
  ierr = PCGetDiagonalScale(ksp->pc,&diagonalscale);CHKERRQ(ierr);
  if (diagonalscale) SETERRQ1(PetscObjectComm((PetscObject)ksp),PETSC_ERR_SUP,"Krylov method %s does not support diagonal scaling",((PetscObject)ksp)->type_name);
  if (ksp->transpose_solve) SETERRQ(PetscObjectComm((PetscObject)ksp),PETSC_ERR_SUP,"Currently does not support transpose solve");

  ksp->its = 0;
  maxit    = ksp->max_it;
  WA       = ksp->work[0];
  R        = ksp->work[1];
  P        = ksp->work[2];
  ASP      = ksp->work[3];
  BS       = ksp->work[4];
  W        = ksp->work[5];
  WA2      = ksp->work[6];
  X        = ksp->vec_sol;
  B        = ksp->vec_rhs;

  if (pcgP->delta <= dzero) SETERRQ(PetscObjectComm((PetscObject)ksp),PETSC_ERR_ARG_OUTOFRANGE,"Input error: delta <= 0");
  ierr = KSPGetPCSide(ksp,&side);CHKERRQ(ierr);
  if (side != PC_SYMMETRIC) SETERRQ(PetscObjectComm((PetscObject)ksp),PETSC_ERR_ARG_OUTOFRANGE,"Requires symmetric preconditioner!");

  /* Initialize variables */
  ierr = VecSet(W,0.0);CHKERRQ(ierr);  /* W = 0 */
  ierr = VecSet(X,0.0);CHKERRQ(ierr);  /* X = 0 */
  ierr = PCGetOperators(pc,&Amat,&Pmat);CHKERRQ(ierr);

  /* Compute:  BS = D^{-1} B */
  ierr = PCApplySymmetricLeft(pc,B,BS);CHKERRQ(ierr);

  ierr       = VecNorm(BS,NORM_2,&bsnrm);CHKERRQ(ierr);
  KSPCheckNorm(ksp,bsnrm);
  ierr       = PetscObjectSAWsTakeAccess((PetscObject)ksp);CHKERRQ(ierr);
  ksp->its   = 0;
  ksp->rnorm = bsnrm;
  ierr       = PetscObjectSAWsGrantAccess((PetscObject)ksp);CHKERRQ(ierr);
  ierr = KSPLogResidualHistory(ksp,bsnrm);CHKERRQ(ierr);
  ierr = KSPMonitor(ksp,0,bsnrm);CHKERRQ(ierr);
  ierr = (*ksp->converged)(ksp,0,bsnrm,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
  if (ksp->reason) PetscFunctionReturn(0);

  /* Compute the initial scaled direction and scaled residual */
  ierr = VecCopy(BS,R);CHKERRQ(ierr);
  ierr = VecScale(R,-1.0);CHKERRQ(ierr);
  ierr = VecCopy(R,P);CHKERRQ(ierr);
  ierr = VecDotRealPart(R,R,&rtr);CHKERRQ(ierr);

  for (i=0; i<=maxit; i++) {
    ierr = PetscObjectSAWsTakeAccess((PetscObject)ksp);CHKERRQ(ierr);
    ksp->its++;
    ierr = PetscObjectSAWsGrantAccess((PetscObject)ksp);CHKERRQ(ierr);

    /* Compute:  asp = D^{-T}*A*D^{-1}*p  */
    ierr = PCApplySymmetricRight(pc,P,WA);CHKERRQ(ierr);
    ierr = KSP_MatMult(ksp,Amat,WA,WA2);CHKERRQ(ierr);
    ierr = PCApplySymmetricLeft(pc,WA2,ASP);CHKERRQ(ierr);

    /* Check for negative curvature */
    ierr = VecDotRealPart(P,ASP,&ptasp);CHKERRQ(ierr);
    if (ptasp <= dzero) {

      /* Scaled negative curvature direction:  Compute a step so that
        ||w + step*p|| = delta and QS(w + step*p) is least */

      if (!i) {
        ierr = VecCopy(P,X);CHKERRQ(ierr);
        ierr = VecNorm(X,NORM_2,&xnorm);CHKERRQ(ierr);
        KSPCheckNorm(ksp,xnorm);
        scal = pcgP->delta / xnorm;
        ierr = VecScale(X,scal);CHKERRQ(ierr);
      } else {
        /* Compute roots of quadratic */
        ierr = KSPQCGQuadraticRoots(W,P,pcgP->delta,&step1,&step2);CHKERRQ(ierr);
        ierr = VecDotRealPart(W,ASP,&wtasp);CHKERRQ(ierr);
        ierr = VecDotRealPart(BS,P,&bstp);CHKERRQ(ierr);
        ierr = VecCopy(W,X);CHKERRQ(ierr);
        q1   = step1*(bstp + wtasp + .5*step1*ptasp);
        q2   = step2*(bstp + wtasp + .5*step2*ptasp);
        if (q1 <= q2) {
          ierr = VecAXPY(X,step1,P);CHKERRQ(ierr);
        } else {
          ierr = VecAXPY(X,step2,P);CHKERRQ(ierr);
        }
      }
      pcgP->ltsnrm = pcgP->delta;                       /* convergence in direction of */
      ksp->reason  = KSP_CONVERGED_CG_NEG_CURVE;  /* negative curvature */
      if (!i) {
        ierr = PetscInfo1(ksp,"negative curvature: delta=%g\n",(double)pcgP->delta);CHKERRQ(ierr);
      } else {
        ierr = PetscInfo3(ksp,"negative curvature: step1=%g, step2=%g, delta=%g\n",(double)step1,(double)step2,(double)pcgP->delta);CHKERRQ(ierr);
      }

    } else {
      /* Compute step along p */
      step = rtr/ptasp;
      ierr = VecCopy(W,X);CHKERRQ(ierr);        /*  x = w  */
      ierr = VecAXPY(X,step,P);CHKERRQ(ierr);   /*  x <- step*p + x  */
      ierr = VecNorm(X,NORM_2,&pcgP->ltsnrm);CHKERRQ(ierr);
      KSPCheckNorm(ksp,pcgP->ltsnrm);

      if (pcgP->ltsnrm > pcgP->delta) {
        /* Since the trial iterate is outside the trust region,
            evaluate a constrained step along p so that
                    ||w + step*p|| = delta
          The positive step is always better in this case. */
        if (!i) {
          scal = pcgP->delta / pcgP->ltsnrm;
          ierr = VecScale(X,scal);CHKERRQ(ierr);
        } else {
          /* Compute roots of quadratic */
          ierr = KSPQCGQuadraticRoots(W,P,pcgP->delta,&step1,&step2);CHKERRQ(ierr);
          ierr = VecCopy(W,X);CHKERRQ(ierr);
          ierr = VecAXPY(X,step1,P);CHKERRQ(ierr);  /*  x <- step1*p + x  */
        }
        pcgP->ltsnrm = pcgP->delta;
        ksp->reason  = KSP_CONVERGED_CG_CONSTRAINED; /* convergence along constrained step */
        if (!i) {
          ierr = PetscInfo1(ksp,"constrained step: delta=%g\n",(double)pcgP->delta);CHKERRQ(ierr);
        } else {
          ierr = PetscInfo3(ksp,"constrained step: step1=%g, step2=%g, delta=%g\n",(double)step1,(double)step2,(double)pcgP->delta);CHKERRQ(ierr);
        }

      } else {
        /* Evaluate the current step */
        ierr = VecCopy(X,W);CHKERRQ(ierr);  /* update interior iterate */
        ierr = VecAXPY(R,-step,ASP);CHKERRQ(ierr); /* r <- -step*asp + r */
        ierr = VecNorm(R,NORM_2,&rnrm);CHKERRQ(ierr);
        KSPCheckNorm(ksp,rnrm);
        ierr       = PetscObjectSAWsTakeAccess((PetscObject)ksp);CHKERRQ(ierr);
        ksp->rnorm = rnrm;
        ierr       = PetscObjectSAWsGrantAccess((PetscObject)ksp);CHKERRQ(ierr);
        ierr = KSPLogResidualHistory(ksp,rnrm);CHKERRQ(ierr);
        ierr = KSPMonitor(ksp,i+1,rnrm);CHKERRQ(ierr);
        ierr = (*ksp->converged)(ksp,i+1,rnrm,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
        if (ksp->reason) {                 /* convergence for */
          ierr = PetscInfo3(ksp,"truncated step: step=%g, rnrm=%g, delta=%g\n",(double)PetscRealPart(step),(double)rnrm,(double)pcgP->delta);CHKERRQ(ierr);
        }
      }
    }
    if (ksp->reason) break;  /* Convergence has been attained */
    else {                   /* Compute a new AS-orthogonal direction */
      ierr = VecDot(R,R,&rntrn);CHKERRQ(ierr);
      beta = rntrn/rtr;
      ierr = VecAYPX(P,beta,R);CHKERRQ(ierr);  /*  p <- r + beta*p  */
      rtr  = PetscRealPart(rntrn);
    }
  }
  if (!ksp->reason) ksp->reason = KSP_DIVERGED_ITS;

  /* Unscale x */
  ierr = VecCopy(X,WA2);CHKERRQ(ierr);
  ierr = PCApplySymmetricRight(pc,WA2,X);CHKERRQ(ierr);

  ierr = KSP_MatMult(ksp,Amat,X,WA);CHKERRQ(ierr);
  ierr = VecDotRealPart(B,X,&btx);CHKERRQ(ierr);
  ierr = VecDotRealPart(X,WA,&xtax);CHKERRQ(ierr);

  pcgP->quadratic = btx + .5*xtax;
  PetscFunctionReturn(0);
}