Example #1
0
void CSysMatrix::MatrixVectorProduct(const CSysVector & vec, CSysVector & prod, CGeometry *geometry, CConfig *config) {
  
  unsigned long prod_begin, vec_begin, mat_begin, index, iVar, jVar, row_i;
  
  /*--- Some checks for consistency between CSysMatrix and the CSysVectors ---*/
  if ( (nVar != vec.GetNVar()) || (nVar != prod.GetNVar()) ) {
    cerr << "CSysMatrix::MatrixVectorProduct(const CSysVector&, CSysVector): "
    << "nVar values incompatible." << endl;
    throw(-1);
  }
  if ( (nPoint != vec.GetNBlk()) || (nPoint != prod.GetNBlk()) ) {
    cerr << "CSysMatrix::MatrixVectorProduct(const CSysVector&, CSysVector): "
    << "nPoint and nBlk values incompatible." << endl;
    throw(-1);
  }
  
  prod = 0.0; // set all entries of prod to zero
  for (row_i = 0; row_i < nPointDomain; row_i++) {
    prod_begin = row_i*nVar; // offset to beginning of block row_i
    for (index = row_ptr[row_i]; index < row_ptr[row_i+1]; index++) {
      vec_begin = col_ind[index]*nVar; // offset to beginning of block col_ind[index]
      mat_begin = (index*nVar*nVar); // offset to beginning of matrix block[row_i][col_ind[indx]]
      for (iVar = 0; iVar < nVar; iVar++) {
        for (jVar = 0; jVar < nVar; jVar++) {
          prod[(const unsigned int)(prod_begin+iVar)] += matrix[(const unsigned int)(mat_begin+iVar*nVar+jVar)]*vec[(const unsigned int)(vec_begin+jVar)];
        }
      }
    }
  }
  
  /*--- MPI Parallelization ---*/
  SendReceive_Solution(prod, geometry, config);
  
}
Example #2
0
void CSysSolve::SetExternalSolve(CSysMatrix & Jacobian, CSysVector & LinSysRes, CSysVector & LinSysSol, CGeometry *geometry, CConfig *config){

#ifdef CODI_REVERSE_TYPE
  
  unsigned long size = LinSysRes.GetLocSize();
  unsigned long i, nBlk = LinSysRes.GetNBlk(),
                nVar = LinSysRes.GetNVar(),
                nBlkDomain = LinSysRes.GetNBlkDomain();

  /*--- Arrays to store the indices of the input/output of the linear solver.
     * Note: They will be deleted in the CSysSolve_b::Delete_b routine. ---*/

  int *LinSysRes_Indices = new int[size];
  int *LinSysSol_Indices = new int[size];

  for (i = 0; i < size; i++){

    /*--- Register the solution of the linear system (could already be registered when using multigrid) ---*/

    if (LinSysSol[i].getGradientData() == 0){
      AD::globalTape.registerInput(LinSysSol[i]);
    }

    /*--- Store the indices ---*/

    LinSysRes_Indices[i] = LinSysRes[i].getGradientData();
    LinSysSol_Indices[i] = LinSysSol[i].getGradientData();
  }

  /*--- Push the data to the checkpoint handler for access in the reverse sweep ---*/

  AD::CheckpointHandler* dataHandler = new AD::CheckpointHandler;

  dataHandler->addData(LinSysRes_Indices);
  dataHandler->addData(LinSysSol_Indices);
  dataHandler->addData(size);
  dataHandler->addData(nBlk);
  dataHandler->addData(nVar);
  dataHandler->addData(nBlkDomain);
  dataHandler->addData(&Jacobian);
  dataHandler->addData(geometry);
  dataHandler->addData(config);

  /*--- Build preconditioner for the transposed Jacobian ---*/

  switch(config->GetKind_DiscAdj_Linear_Prec()){
    case ILU:
      Jacobian.BuildILUPreconditioner(true);
      break;
    case JACOBI:
      Jacobian.BuildJacobiPreconditioner(true);
      break;
    default:
      cout << "The specified preconditioner is not yet implemented for the discrete adjoint method." << endl;
      exit(EXIT_FAILURE);
  }

  /*--- Push the external function to the AD tape ---*/

  AD::globalTape.pushExternalFunction(&CSysSolve_b::Solve_b, dataHandler, &CSysSolve_b::Delete_b);

#endif
}
Example #3
0
unsigned long CSysSolve::Solve(CSysMatrix & Jacobian, CSysVector & LinSysRes, CSysVector & LinSysSol, CGeometry *geometry, CConfig *config) {
  
  su2double SolverTol = config->GetLinear_Solver_Error(), Residual;
  unsigned long MaxIter = config->GetLinear_Solver_Iter();
  unsigned long IterLinSol = 0;
  CMatrixVectorProduct *mat_vec;

  bool TapeActive = NO;

  if (config->GetDiscrete_Adjoint()){
#ifdef CODI_REVERSE_TYPE

   /*--- Check whether the tape is active, i.e. if it is recording and store the status ---*/

    TapeActive = AD::globalTape.isActive();


    /*--- Stop the recording for the linear solver ---*/

    AD::StopRecording();
#endif
  }

  /*--- Solve the linear system using a Krylov subspace method ---*/
  
  if (config->GetKind_Linear_Solver() == BCGSTAB ||
      config->GetKind_Linear_Solver() == FGMRES ||
      config->GetKind_Linear_Solver() == RESTARTED_FGMRES) {
    
    mat_vec = new CSysMatrixVectorProduct(Jacobian, geometry, config);
    CPreconditioner* precond = NULL;
    
    switch (config->GetKind_Linear_Solver_Prec()) {
      case JACOBI:
        Jacobian.BuildJacobiPreconditioner();
        precond = new CJacobiPreconditioner(Jacobian, geometry, config);
        break;
      case ILU:
        Jacobian.BuildILUPreconditioner();
        precond = new CILUPreconditioner(Jacobian, geometry, config);
        break;
      case LU_SGS:
        precond = new CLU_SGSPreconditioner(Jacobian, geometry, config);
        break;
      case LINELET:
        Jacobian.BuildJacobiPreconditioner();
        precond = new CLineletPreconditioner(Jacobian, geometry, config);
        break;
      default:
        Jacobian.BuildJacobiPreconditioner();
        precond = new CJacobiPreconditioner(Jacobian, geometry, config);
        break;
    }
    
    switch (config->GetKind_Linear_Solver()) {
      case BCGSTAB:
        IterLinSol = BCGSTAB_LinSolver(LinSysRes, LinSysSol, *mat_vec, *precond, SolverTol, MaxIter, &Residual, false);
        break;
      case FGMRES:
        IterLinSol = FGMRES_LinSolver(LinSysRes, LinSysSol, *mat_vec, *precond, SolverTol, MaxIter, &Residual, false);
        break;
      case RESTARTED_FGMRES:
        IterLinSol = 0;
        while (IterLinSol < config->GetLinear_Solver_Iter()) {
          if (IterLinSol + config->GetLinear_Solver_Restart_Frequency() > config->GetLinear_Solver_Iter())
            MaxIter = config->GetLinear_Solver_Iter() - IterLinSol;
          IterLinSol += FGMRES_LinSolver(LinSysRes, LinSysSol, *mat_vec, *precond, SolverTol, MaxIter, &Residual, false);
          if (LinSysRes.norm() < SolverTol) break;
          SolverTol = SolverTol*(1.0/LinSysRes.norm());
        }
        break;
    }
    
    /*--- Dealocate memory of the Krylov subspace method ---*/
    
    delete mat_vec;
    delete precond;
    
  }
  
  /*--- Smooth the linear system. ---*/
  
  else {
    switch (config->GetKind_Linear_Solver()) {
      case SMOOTHER_LUSGS:
        mat_vec = new CSysMatrixVectorProduct(Jacobian, geometry, config);
        IterLinSol = Jacobian.LU_SGS_Smoother(LinSysRes, LinSysSol, *mat_vec, SolverTol, MaxIter, &Residual, false, geometry, config);
        delete mat_vec;
        break;
      case SMOOTHER_JACOBI:
        mat_vec = new CSysMatrixVectorProduct(Jacobian, geometry, config);
        Jacobian.BuildJacobiPreconditioner();
        IterLinSol = Jacobian.Jacobi_Smoother(LinSysRes, LinSysSol, *mat_vec, SolverTol, MaxIter, &Residual, false, geometry, config);
        delete mat_vec;
        break;
      case SMOOTHER_ILU:
        mat_vec = new CSysMatrixVectorProduct(Jacobian, geometry, config);
        Jacobian.BuildILUPreconditioner();
        IterLinSol = Jacobian.ILU0_Smoother(LinSysRes, LinSysSol, *mat_vec, SolverTol, MaxIter, &Residual, false, geometry, config);
        delete mat_vec;
        break;
      case SMOOTHER_LINELET:
        Jacobian.BuildJacobiPreconditioner();
        Jacobian.ComputeLineletPreconditioner(LinSysRes, LinSysSol, geometry, config);
        IterLinSol = 1;
        break;
    }
  }


  if(TapeActive){

    /*--- Prepare the externally differentiated linear solver ---*/

    SetExternalSolve(Jacobian, LinSysRes, LinSysSol, geometry, config);

    /*--- Start recording if it was stopped for the linear solver ---*/

    AD::StartRecording();
  }

  return IterLinSol;
  
}
Example #4
0
unsigned long CSysSolve::BCGSTAB_LinSolver(const CSysVector & b, CSysVector & x, CMatrixVectorProduct & mat_vec,
                                 CPreconditioner & precond, su2double tol, unsigned long m, su2double *residual, bool monitoring) {
	
  int rank = 0;
#ifdef HAVE_MPI
	MPI_Comm_rank(MPI_COMM_WORLD, &rank);
#endif
  
  /*--- Check the subspace size ---*/
  
  if (m < 1) {
    if (rank == MASTER_NODE) cerr << "CSysSolve::BCGSTAB: illegal value for subspace size, m = " << m << endl;
#ifndef HAVE_MPI
    exit(EXIT_FAILURE);
#else
	MPI_Abort(MPI_COMM_WORLD,1);
    MPI_Finalize();
#endif
  }
	
  CSysVector r(b);
  CSysVector r_0(b);
  CSysVector p(b);
	CSysVector v(b);
  CSysVector s(b);
	CSysVector t(b);
	CSysVector phat(b);
	CSysVector shat(b);
  CSysVector A_x(b);
  
  /*--- Calculate the initial residual, compute norm, and check if system is already solved ---*/
  
	mat_vec(x, A_x);
  r -= A_x; r_0 = r; // recall, r holds b initially
  su2double norm_r = r.norm();
  su2double norm0 = b.norm();
  if ( (norm_r < tol*norm0) || (norm_r < eps) ) {
    if (rank == MASTER_NODE) cout << "CSysSolve::BCGSTAB(): system solved by initial guess." << endl;
    return 0;
  }
	
	/*--- Initialization ---*/
  
  su2double alpha = 1.0, beta = 1.0, omega = 1.0, rho = 1.0, rho_prime = 1.0;
	
  /*--- Set the norm to the initial initial residual value ---*/
  
  norm0 = norm_r;
  
  /*--- Output header information including initial residual ---*/
  
  int i = 0;
  if ((monitoring) && (rank == MASTER_NODE)) {
    WriteHeader("BCGSTAB", tol, norm_r);
    WriteHistory(i, norm_r, norm0);
  }
	
  /*---  Loop over all search directions ---*/
  
  for (i = 0; i < (int)m; i++) {
		
		/*--- Compute rho_prime ---*/
    
		rho_prime = rho;
		
		/*--- Compute rho_i ---*/
    
		rho = dotProd(r, r_0);
		
		/*--- Compute beta ---*/
    
		beta = (rho / rho_prime) * (alpha /omega);
		
		/*--- p_{i} = r_{i-1} + beta * p_{i-1} - beta * omega * v_{i-1} ---*/
    
		su2double beta_omega = -beta*omega;
		p.Equals_AX_Plus_BY(beta, p, beta_omega, v);
		p.Plus_AX(1.0, r);
		
		/*--- Preconditioning step ---*/
    
		precond(p, phat);
		mat_vec(phat, v);

		/*--- Calculate step-length alpha ---*/
    
    su2double r_0_v = dotProd(r_0, v);
    alpha = rho / r_0_v;
    
		/*--- s_{i} = r_{i-1} - alpha * v_{i} ---*/
    
		s.Equals_AX_Plus_BY(1.0, r, -alpha, v);
		
		/*--- Preconditioning step ---*/
    
		precond(s, shat);
		mat_vec(shat, t);
    
		/*--- Calculate step-length omega ---*/
    
    omega = dotProd(t, s) / dotProd(t, t);
    
		/*--- Update solution and residual: ---*/
    
    x.Plus_AX(alpha, phat); x.Plus_AX(omega, shat);
		r.Equals_AX_Plus_BY(1.0, s, -omega, t);
    
    /*--- Check if solution has converged, else output the relative residual if necessary ---*/
    
    norm_r = r.norm();
    if (norm_r < tol*norm0) break;
    if (((monitoring) && (rank == MASTER_NODE)) && ((i+1) % 50 == 0) && (rank == MASTER_NODE)) WriteHistory(i+1, norm_r, norm0);
    
  }
	  
  if ((monitoring) && (rank == MASTER_NODE)) {
    cout << "# BCGSTAB final (true) residual:" << endl;
    cout << "# Iteration = " << i << ": |res|/|res0| = "  << norm_r/norm0 << ".\n" << endl;
  }
	
//  /*--- Recalculate final residual (this should be optional) ---*/
//	mat_vec(x, A_x);
//  r = b; r -= A_x;
//  su2double true_res = r.norm();
//  
//  if ((fabs(true_res - norm_r) > tol*10.0) && (rank == MASTER_NODE)) {
//    cout << "# WARNING in CSysSolve::BCGSTAB(): " << endl;
//    cout << "# true residual norm and calculated residual norm do not agree." << endl;
//    cout << "# true_res - calc_res = " << true_res <<" "<< norm_r << endl;
//  }
	
  (*residual) = norm_r;
	return i;
}
Example #5
0
unsigned long CSysSolve::FGMRES_LinSolver(const CSysVector & b, CSysVector & x, CMatrixVectorProduct & mat_vec,
                               CPreconditioner & precond, su2double tol, unsigned long m, su2double *residual, bool monitoring) {
	
int rank = 0;

#ifdef HAVE_MPI
	MPI_Comm_rank(MPI_COMM_WORLD, &rank);
#endif
  
  /*---  Check the subspace size ---*/
  
  if (m < 1) {
    if (rank == MASTER_NODE) cerr << "CSysSolve::FGMRES: illegal value for subspace size, m = " << m << endl;
#ifndef HAVE_MPI
    exit(EXIT_FAILURE);
#else
	MPI_Abort(MPI_COMM_WORLD,1);
    MPI_Finalize();
#endif
  }

  /*---  Check the subspace size ---*/
  
  if (m > 1000) {
    if (rank == MASTER_NODE) cerr << "CSysSolve::FGMRES: illegal value for subspace size (too high), m = " << m << endl;
#ifndef HAVE_MPI
    exit(EXIT_FAILURE);
#else
	MPI_Abort(MPI_COMM_WORLD,1);
    MPI_Finalize();
#endif
  }
  
  /*---  Define various arrays
	 Note: elements in w and z are initialized to x to avoid creating
	 a temporary CSysVector object for the copy constructor ---*/
  
  vector<CSysVector> w(m+1, x);
  vector<CSysVector> z(m+1, x);
  vector<su2double> g(m+1, 0.0);
  vector<su2double> sn(m+1, 0.0);
  vector<su2double> cs(m+1, 0.0);
  vector<su2double> y(m, 0.0);
  vector<vector<su2double> > H(m+1, vector<su2double>(m, 0.0));
  
  /*---  Calculate the norm of the rhs vector ---*/
  
  su2double norm0 = b.norm();
  
  /*---  Calculate the initial residual (actually the negative residual)
	 and compute its norm ---*/
  
  mat_vec(x, w[0]);
  w[0] -= b;
  
  su2double beta = w[0].norm();
  
  if ( (beta < tol*norm0) || (beta < eps) ) {
    
    /*---  System is already solved ---*/
    
    if (rank == MASTER_NODE) cout << "CSysSolve::FGMRES(): system solved by initial guess." << endl;
    return 0;
  }
  
  /*---  Normalize residual to get w_{0} (the negative sign is because w[0]
	 holds the negative residual, as mentioned above) ---*/
  
  w[0] /= -beta;
  
  /*---  Initialize the RHS of the reduced system ---*/
  
  g[0] = beta;
  
  /*--- Set the norm to the initial residual value ---*/
  
  norm0 = beta;

  /*---  Output header information including initial residual ---*/
  
  int i = 0;
  if ((monitoring) && (rank == MASTER_NODE)) {
    WriteHeader("FGMRES", tol, beta);
    WriteHistory(i, beta, norm0);
  }
  
  /*---  Loop over all search directions ---*/
  
  for (i = 0; i < (int)m; i++) {
    
    /*---  Check if solution has converged ---*/
    
    if (beta < tol*norm0) break;
    
    /*---  Precondition the CSysVector w[i] and store result in z[i] ---*/
    
    precond(w[i], z[i]);
    
    /*---  Add to Krylov subspace ---*/
    
    mat_vec(z[i], w[i+1]);
    
    /*---  Modified Gram-Schmidt orthogonalization ---*/
    
    ModGramSchmidt(i, H, w);
    
    /*---  Apply old Givens rotations to new column of the Hessenberg matrix
		 then generate the new Givens rotation matrix and apply it to
		 the last two elements of H[:][i] and g ---*/
    
    for (int k = 0; k < i; k++)
      ApplyGivens(sn[k], cs[k], H[k][i], H[k+1][i]);
    GenerateGivens(H[i][i], H[i+1][i], sn[i], cs[i]);
    ApplyGivens(sn[i], cs[i], g[i], g[i+1]);
    
    /*---  Set L2 norm of residual and check if solution has converged ---*/
    
    beta = fabs(g[i+1]);
    
    /*---  Output the relative residual if necessary ---*/
    
    if ((((monitoring) && (rank == MASTER_NODE)) && ((i+1) % 50 == 0)) && (rank == MASTER_NODE)) WriteHistory(i+1, beta, norm0);
    
  }

  /*---  Solve the least-squares system and update solution ---*/
  
  SolveReduced(i, H, g, y);
  for (int k = 0; k < i; k++) {
    x.Plus_AX(y[k], z[k]);
  }
  
  if ((monitoring) && (rank == MASTER_NODE)) {
    cout << "# FGMRES final (true) residual:" << endl;
    cout << "# Iteration = " << i << ": |res|/|res0| = " << beta/norm0 << ".\n" << endl;
  }
  
//  /*---  Recalculate final (neg.) residual (this should be optional) ---*/
//  mat_vec(x, w[0]);
//  w[0] -= b;
//  su2double res = w[0].norm();
//
//  if (fabs(res - beta) > tol*10) {
//    if (rank == MASTER_NODE) {
//      cout << "# WARNING in CSysSolve::FGMRES(): " << endl;
//      cout << "# true residual norm and calculated residual norm do not agree." << endl;
//      cout << "# res - beta = " << res - beta << endl;
//    }
//  }
	
  (*residual) = beta;
	return i;
  
}
Example #6
0
unsigned long CSysSolve::CG_LinSolver(const CSysVector & b, CSysVector & x, CMatrixVectorProduct & mat_vec,
                                           CPreconditioner & precond, su2double tol, unsigned long m, bool monitoring) {
	
int rank = 0;

#ifdef HAVE_MPI
	MPI_Comm_rank(MPI_COMM_WORLD, &rank);
#endif
  
  /*--- Check the subspace size ---*/
  if (m < 1) {
    if (rank == MASTER_NODE) cerr << "CSysSolve::ConjugateGradient: illegal value for subspace size, m = " << m << endl;
#ifndef HAVE_MPI
    exit(EXIT_FAILURE);
#else
	MPI_Abort(MPI_COMM_WORLD,1);
    MPI_Finalize();
#endif
  }
  
  CSysVector r(b);
  CSysVector A_p(b);
  
  /*--- Calculate the initial residual, compute norm, and check if system is already solved ---*/
  mat_vec(x, A_p);
  
  r -= A_p; // recall, r holds b initially
  su2double norm_r = r.norm();
  su2double norm0 = b.norm();
  if ( (norm_r < tol*norm0) || (norm_r < eps) ) {
    if (rank == MASTER_NODE) cout << "CSysSolve::ConjugateGradient(): system solved by initial guess." << endl;
    return 0;
  }
  
  su2double alpha, beta, r_dot_z;
  CSysVector z(r);
  precond(r, z);
  CSysVector p(z);
  
  /*--- Set the norm to the initial initial residual value ---*/
  norm0 = norm_r;
  
  /*--- Output header information including initial residual ---*/
  int i = 0;
  if ((monitoring) && (rank == MASTER_NODE)) {
    WriteHeader("CG", tol, norm_r);
    WriteHistory(i, norm_r, norm0);
  }
  
  /*---  Loop over all search directions ---*/
  for (i = 0; i < (int)m; i++) {
    
    /*--- Apply matrix to p to build Krylov subspace ---*/
    mat_vec(p, A_p);
    
    /*--- Calculate step-length alpha ---*/
    r_dot_z = dotProd(r, z);
    alpha = dotProd(A_p, p);
    alpha = r_dot_z / alpha;
    
    /*--- Update solution and residual: ---*/
    x.Plus_AX(alpha, p);
    r.Plus_AX(-alpha, A_p);
    
    /*--- Check if solution has converged, else output the relative residual if necessary ---*/
    norm_r = r.norm();
    if (norm_r < tol*norm0) break;
    if (((monitoring) && (rank == MASTER_NODE)) && ((i+1) % 5 == 0)) WriteHistory(i+1, norm_r, norm0);
    
    precond(r, z);
    
    /*--- Calculate Gram-Schmidt coefficient beta,
		 beta = dotProd(r_{i+1}, z_{i+1}) / dotProd(r_{i}, z_{i}) ---*/
    beta = 1.0 / r_dot_z;
    r_dot_z = dotProd(r, z);
    beta *= r_dot_z;
    
    /*--- Gram-Schmidt orthogonalization; p = beta *p + z ---*/
    p.Equals_AX_Plus_BY(beta, p, 1.0, z);
  }
  

  
  if ((monitoring) && (rank == MASTER_NODE)) {
    cout << "# Conjugate Gradient final (true) residual:" << endl;
    cout << "# Iteration = " << i << ": |res|/|res0| = "  << norm_r/norm0 << ".\n" << endl;
  }
  
//  /*--- Recalculate final residual (this should be optional) ---*/
//  mat_vec(x, A_p);
//  r = b;
//  r -= A_p;
//  su2double true_res = r.norm();
//  
//  if (fabs(true_res - norm_r) > tol*10.0) {
//    if (rank == MASTER_NODE) {
//      cout << "# WARNING in CSysSolve::ConjugateGradient(): " << endl;
//      cout << "# true residual norm and calculated residual norm do not agree." << endl;
//      cout << "# true_res - calc_res = " << true_res - norm_r << endl;
//    }
//  }
	
	return i;
  
}