magma_int_t magma_d_applyprecond_right( magma_d_sparse_matrix A, magma_d_vector b, magma_d_vector *x, magma_d_preconditioner *precond ) { if( precond->solver == Magma_JACOBI ){ //magma_djacobi_diagscal( A.num_rows, precond->d.val, b.val, x->val ); magma_dcopy( b.num_rows, b.val, 1, x->val, 1 ); // x = b return MAGMA_SUCCESS; } else if( precond->solver == Magma_ILU ){ magma_dapplycuilu_r( b, x, precond ); return MAGMA_SUCCESS; } else if( precond->solver == Magma_AILU ){ magma_dapplycuilu_r( b, x, precond ); // magma_dapplyailu_r( b, x, precond ); return MAGMA_SUCCESS; } else if( precond->solver == Magma_ICC ){ magma_dapplycuicc_r( b, x, precond ); // magma_dapplycuilu_r( b, x, precond ); return MAGMA_SUCCESS; } else if( precond->solver == Magma_AICC ){ magma_dapplycuicc_r( b, x, precond ); // magma_dapplycuilu_r( b, x, precond ); return MAGMA_SUCCESS; } else{ printf( "error: preconditioner type not yet supported.\n" ); return MAGMA_ERR_NOT_SUPPORTED; } }
magma_int_t magma_dpgmres( magma_d_sparse_matrix A, magma_d_vector b, magma_d_vector *x, magma_d_solver_par *solver_par, magma_d_preconditioner *precond_par ){ // prepare solver feedback solver_par->solver = Magma_PGMRES; solver_par->numiter = 0; solver_par->info = 0; // local variables double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE, c_mone = MAGMA_D_NEG_ONE; magma_int_t dofs = A.num_rows; magma_int_t i, j, k, m = 0; magma_int_t restart = min( dofs-1, solver_par->restart ); magma_int_t ldh = restart+1; double nom, rNorm, RNorm, nom0, betanom, r0 = 0.; // CPU workspace magma_setdevice(0); double *H, *HH, *y, *h1; magma_dmalloc_pinned( &H, (ldh+1)*ldh ); magma_dmalloc_pinned( &y, ldh ); magma_dmalloc_pinned( &HH, ldh*ldh ); magma_dmalloc_pinned( &h1, ldh ); // GPU workspace magma_d_vector r, q, q_t, z, z_t, t; magma_d_vinit( &t, Magma_DEV, dofs, c_zero ); magma_d_vinit( &r, Magma_DEV, dofs, c_zero ); magma_d_vinit( &q, Magma_DEV, dofs*(ldh+1), c_zero ); magma_d_vinit( &z, Magma_DEV, dofs*(ldh+1), c_zero ); magma_d_vinit( &z_t, Magma_DEV, dofs, c_zero ); q_t.memory_location = Magma_DEV; q_t.val = NULL; q_t.num_rows = q_t.nnz = dofs; double *dy, *dH = NULL; if (MAGMA_SUCCESS != magma_dmalloc( &dy, ldh )) return MAGMA_ERR_DEVICE_ALLOC; if (MAGMA_SUCCESS != magma_dmalloc( &dH, (ldh+1)*ldh )) return MAGMA_ERR_DEVICE_ALLOC; // GPU stream magma_queue_t stream[2]; magma_event_t event[1]; magma_queue_create( &stream[0] ); magma_queue_create( &stream[1] ); magma_event_create( &event[0] ); magmablasSetKernelStream(stream[0]); magma_dscal( dofs, c_zero, x->val, 1 ); // x = 0 magma_dcopy( dofs, b.val, 1, r.val, 1 ); // r = b nom0 = betanom = magma_dnrm2( dofs, r.val, 1 ); // nom0= || r|| nom = nom0 * nom0; solver_par->init_res = nom0; H(1,0) = MAGMA_D_MAKE( nom0, 0. ); magma_dsetvector(1, &H(1,0), 1, &dH(1,0), 1); if ( (r0 = nom * solver_par->epsilon) < ATOLERANCE ) r0 = ATOLERANCE; if ( nom < r0 ) return MAGMA_SUCCESS; //Chronometry real_Double_t tempo1, tempo2; magma_device_sync(); tempo1=magma_wtime(); if( solver_par->verbose > 0 ){ solver_par->res_vec[0] = nom0; solver_par->timing[0] = 0.0; } // start iteration for( solver_par->numiter= 1; solver_par->numiter<solver_par->maxiter; solver_par->numiter++ ){ magma_dcopy(dofs, r.val, 1, q(0), 1); // q[0] = 1.0/H(1,0) r magma_dscal(dofs, 1./H(1,0), q(0), 1); // (to be fused) for(k=1; k<=restart; k++) { q_t.val = q(k-1); magmablasSetKernelStream(stream[0]); // preconditioner // z[k] = M^(-1) q(k) magma_d_applyprecond_left( A, q_t, &t, precond_par ); magma_d_applyprecond_right( A, t, &z_t, precond_par ); magma_dcopy(dofs, z_t.val, 1, z(k-1), 1); // r = A q[k] magma_d_spmv( c_one, A, z_t, c_zero, r ); if (solver_par->ortho == Magma_MGS ) { // modified Gram-Schmidt magmablasSetKernelStream(stream[0]); for (i=1; i<=k; i++) { H(i,k) =magma_ddot(dofs, q(i-1), 1, r.val, 1); // H(i,k) = q[i] . r magma_daxpy(dofs,-H(i,k), q(i-1), 1, r.val, 1); // r = r - H(i,k) q[i] } H(k+1,k) = MAGMA_D_MAKE( magma_dnrm2(dofs, r.val, 1), 0. ); // H(k+1,k) = sqrt(r . r) if (k < restart) { magma_dcopy(dofs, r.val, 1, q(k), 1); // q[k] = 1.0/H[k][k-1] r magma_dscal(dofs, 1./H(k+1,k), q(k), 1); // (to be fused) } } else if (solver_par->ortho == Magma_FUSED_CGS ) { // fusing dgemv with dnrm2 in classical Gram-Schmidt magmablasSetKernelStream(stream[0]); magma_dcopy(dofs, r.val, 1, q(k), 1); // dH(1:k+1,k) = q[0:k] . r magmablas_dgemv(MagmaTrans, dofs, k+1, c_one, q(0), dofs, r.val, 1, c_zero, &dH(1,k), 1); // r = r - q[0:k-1] dH(1:k,k) magmablas_dgemv(MagmaNoTrans, dofs, k, c_mone, q(0), dofs, &dH(1,k), 1, c_one, r.val, 1); // 1) dH(k+1,k) = sqrt( dH(k+1,k) - dH(1:k,k) ) magma_dcopyscale( dofs, k, r.val, q(k), &dH(1,k) ); // 2) q[k] = q[k] / dH(k+1,k) magma_event_record( event[0], stream[0] ); magma_queue_wait_event( stream[1], event[0] ); magma_dgetvector_async(k+1, &dH(1,k), 1, &H(1,k), 1, stream[1]); // asynch copy dH(1:(k+1),k) to H(1:(k+1),k) } else { // classical Gram-Schmidt (default) // > explicitly calling magmabls magmablasSetKernelStream(stream[0]); magmablas_dgemv(MagmaTrans, dofs, k, c_one, q(0), dofs, r.val, 1, c_zero, &dH(1,k), 1); // dH(1:k,k) = q[0:k-1] . r #ifndef DNRM2SCALE // start copying dH(1:k,k) to H(1:k,k) magma_event_record( event[0], stream[0] ); magma_queue_wait_event( stream[1], event[0] ); magma_dgetvector_async(k, &dH(1,k), 1, &H(1,k), 1, stream[1]); #endif // r = r - q[0:k-1] dH(1:k,k) magmablas_dgemv(MagmaNoTrans, dofs, k, c_mone, q(0), dofs, &dH(1,k), 1, c_one, r.val, 1); #ifdef DNRM2SCALE magma_dcopy(dofs, r.val, 1, q(k), 1); // q[k] = r / H(k,k-1) magma_dnrm2scale(dofs, q(k), dofs, &dH(k+1,k) ); // dH(k+1,k) = sqrt(r . r) and r = r / dH(k+1,k) magma_event_record( event[0], stream[0] ); // start sending dH(1:k,k) to H(1:k,k) magma_queue_wait_event( stream[1], event[0] ); // can we keep H(k+1,k) on GPU and combine? magma_dgetvector_async(k+1, &dH(1,k), 1, &H(1,k), 1, stream[1]); #else H(k+1,k) = MAGMA_D_MAKE( magma_dnrm2(dofs, r.val, 1), 0. ); // H(k+1,k) = sqrt(r . r) if( k<solver_par->restart ){ magmablasSetKernelStream(stream[0]); magma_dcopy(dofs, r.val, 1, q(k), 1); // q[k] = 1.0/H[k][k-1] r magma_dscal(dofs, 1./H(k+1,k), q(k), 1); // (to be fused) } #endif } } magma_queue_sync( stream[1] ); for( k=1; k<=restart; k++ ){ /* Minimization of || b-Ax || in H_k */ for (i=1; i<=k; i++) { #if defined(PRECISION_z) || defined(PRECISION_c) cblas_ddot_sub( i+1, &H(1,k), 1, &H(1,i), 1, &HH(k,i) ); #else HH(k,i) = cblas_ddot(i+1, &H(1,k), 1, &H(1,i), 1); #endif } h1[k] = H(1,k)*H(1,0); if (k != 1) for (i=1; i<k; i++) { for (m=i+1; m<k; m++){ HH(k,m) -= HH(k,i) * HH(m,i); } HH(k,k) -= HH(k,i) * HH(k,i) / HH(i,i); HH(k,i) = HH(k,i)/HH(i,i); h1[k] -= h1[i] * HH(k,i); } y[k] = h1[k]/HH(k,k); if (k != 1) for (i=k-1; i>=1; i--) { y[i] = h1[i]/HH(i,i); for (j=i+1; j<=k; j++) y[i] -= y[j] * HH(j,i); } m = k; rNorm = fabs(MAGMA_D_REAL(H(k+1,k))); } magma_dsetmatrix_async(m, 1, y+1, m, dy, m, stream[0]); magmablasSetKernelStream(stream[0]); magma_dgemv(MagmaNoTrans, dofs, m, c_one, z(0), dofs, dy, 1, c_one, x->val, 1); magma_d_spmv( c_mone, A, *x, c_zero, r ); // r = - A * x magma_daxpy(dofs, c_one, b.val, 1, r.val, 1); // r = r + b H(1,0) = MAGMA_D_MAKE( magma_dnrm2(dofs, r.val, 1), 0. ); // RNorm = H[1][0] = || r || RNorm = MAGMA_D_REAL( H(1,0) ); betanom = fabs(RNorm); if( solver_par->verbose > 0 ){ magma_device_sync(); tempo2=magma_wtime(); if( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if ( betanom < r0 ) { break; } } magma_device_sync(); tempo2=magma_wtime(); solver_par->runtime = (real_Double_t) tempo2-tempo1; double residual; magma_dresidual( A, b, *x, &residual ); solver_par->iter_res = betanom; solver_par->final_res = residual; if( solver_par->numiter < solver_par->maxiter){ solver_par->info = 0; }else if( solver_par->init_res > solver_par->final_res ){ if( solver_par->verbose > 0 ){ if( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } solver_par->info = -2; } else{ if( solver_par->verbose > 0 ){ if( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } solver_par->info = -1; } // free pinned memory magma_free_pinned( H ); magma_free_pinned( y ); magma_free_pinned( HH ); magma_free_pinned( h1 ); // free GPU memory magma_free(dy); if (dH != NULL ) magma_free(dH); magma_d_vfree(&t); magma_d_vfree(&r); magma_d_vfree(&q); magma_d_vfree(&z); magma_d_vfree(&z_t); // free GPU streams and events magma_queue_destroy( stream[0] ); magma_queue_destroy( stream[1] ); magma_event_destroy( event[0] ); magmablasSetKernelStream(NULL); return MAGMA_SUCCESS; } /* magma_dgmres */
magma_int_t magma_dbicgstab_merge2( magma_d_sparse_matrix A, magma_d_vector b, magma_d_vector *x, magma_d_solver_par *solver_par ){ // prepare solver feedback solver_par->solver = Magma_BICGSTABMERGE2; solver_par->numiter = 0; solver_par->info = 0; // some useful variables double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE; magma_int_t dofs = A.num_rows; // GPU stream magma_queue_t stream[2]; magma_event_t event[1]; magma_queue_create( &stream[0] ); magma_queue_create( &stream[1] ); magma_event_create( &event[0] ); // workspace magma_d_vector q, r,rr,p,v,s,t; double *d1, *d2, *skp; magma_dmalloc( &d1, dofs*(2) ); magma_dmalloc( &d2, dofs*(2) ); // array for the parameters magma_dmalloc( &skp, 8 ); // skp = [alpha|beta|omega|rho_old|rho|nom|tmp1|tmp2] magma_d_vinit( &q, Magma_DEV, dofs*6, c_zero ); // q = rr|r|p|v|s|t rr.memory_location = Magma_DEV; rr.val = NULL; rr.num_rows = rr.nnz = dofs; r.memory_location = Magma_DEV; r.val = NULL; r.num_rows = r.nnz = dofs; p.memory_location = Magma_DEV; p.val = NULL; p.num_rows = p.nnz = dofs; v.memory_location = Magma_DEV; v.val = NULL; v.num_rows = v.nnz = dofs; s.memory_location = Magma_DEV; s.val = NULL; s.num_rows = s.nnz = dofs; t.memory_location = Magma_DEV; t.val = NULL; t.num_rows = t.nnz = dofs; rr.val = q(0); r.val = q(1); p.val = q(2); v.val = q(3); s.val = q(4); t.val = q(5); // solver variables double alpha, beta, omega, rho_old, rho_new, *skp_h; double nom, nom0, betanom, r0, den; // solver setup magma_dscal( dofs, c_zero, x->val, 1) ; // x = 0 magma_dcopy( dofs, b.val, 1, q(0), 1 ); // rr = b magma_dcopy( dofs, b.val, 1, q(1), 1 ); // r = b rho_new = magma_ddot( dofs, r.val, 1, r.val, 1 ); // rho=<rr,r> nom = MAGMA_D_REAL(magma_ddot( dofs, r.val, 1, r.val, 1 )); nom0 = betanom = sqrt(nom); // nom = || r || rho_old = omega = alpha = MAGMA_D_MAKE( 1.0, 0. ); beta = rho_new; solver_par->init_res = nom0; // array on host for the parameters magma_dmalloc_cpu( &skp_h, 8 ); skp_h[0]=alpha; skp_h[1]=beta; skp_h[2]=omega; skp_h[3]=rho_old; skp_h[4]=rho_new; skp_h[5]=MAGMA_D_MAKE(nom, 0.0); magma_dsetvector( 8, skp_h, 1, skp, 1 ); magma_d_spmv( c_one, A, r, c_zero, v ); // z = A r den = MAGMA_D_REAL( magma_ddot(dofs, v.val, 1, r.val, 1) );// den = z dot r if ( (r0 = nom * solver_par->epsilon) < ATOLERANCE ) r0 = ATOLERANCE; if ( nom < r0 ) return MAGMA_SUCCESS; // check positive definite if (den <= 0.0) { printf("Operator A is not postive definite. (Ar,r) = %f\n", den); return -100; } //Chronometry real_Double_t tempo1, tempo2; magma_device_sync(); tempo1=magma_wtime(); if( solver_par->verbose > 0 ){ solver_par->res_vec[0] = nom0; solver_par->timing[0] = 0.0; } // start iteration for( solver_par->numiter= 1; solver_par->numiter<solver_par->maxiter; solver_par->numiter++ ){ magmablasSetKernelStream(stream[0]); // computes p=r+beta*(p-omega*v) magma_dbicgmerge1( dofs, skp, v.val, r.val, p.val ); magma_dbicgmerge_spmv1( A, d1, d2, q(2), q(0), q(3), skp ); magma_dbicgmerge2( dofs, skp, r.val, v.val, s.val ); // s=r-alpha*v magma_dbicgmerge_spmv2( A, d1, d2, q(4), q(5), skp); magma_dbicgmerge_xrbeta( dofs, d1, d2, q(0), q(1), q(2), q(4), q(5), x->val, skp); // check stopping criterion (asynchronous copy) magma_dgetvector_async( 1 , skp+5, 1, skp_h+5, 1, stream[1] ); betanom = sqrt(MAGMA_D_REAL(skp_h[5])); if( solver_par->verbose > 0 ){ magma_device_sync(); tempo2=magma_wtime(); if( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if ( betanom < r0 ) { break; } } magma_device_sync(); tempo2=magma_wtime(); solver_par->runtime = (real_Double_t) tempo2-tempo1; double residual; magma_dresidual( A, b, *x, &residual ); solver_par->iter_res = betanom; solver_par->final_res = residual; if( solver_par->numiter < solver_par->maxiter){ solver_par->info = 0; }else if( solver_par->init_res > solver_par->final_res ){ if( solver_par->verbose > 0 ){ if( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } solver_par->info = -2; } else{ if( solver_par->verbose > 0 ){ if( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } solver_par->info = -1; } magma_d_vfree(&q); // frees all vectors magma_free(d1); magma_free(d2); magma_free( skp ); magma_free_cpu( skp_h ); return MAGMA_SUCCESS; } /* dbicgstab_merge2 */
extern "C" magma_int_t magma_dpbicgstab( magma_d_sparse_matrix A, magma_d_vector b, magma_d_vector *x, magma_d_solver_par *solver_par, magma_d_preconditioner *precond_par, magma_queue_t queue ) { // set queue for old dense routines magma_queue_t orig_queue; magmablasGetKernelStream( &orig_queue ); // prepare solver feedback solver_par->solver = Magma_PBICGSTAB; solver_par->numiter = 0; solver_par->info = MAGMA_SUCCESS; // some useful variables double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE, c_mone = MAGMA_D_NEG_ONE; magma_int_t dofs = A.num_rows; // workspace magma_d_vector r,rr,p,v,s,t,ms,mt,y,z; magma_d_vinit( &r, Magma_DEV, dofs, c_zero, queue ); magma_d_vinit( &rr, Magma_DEV, dofs, c_zero, queue ); magma_d_vinit( &p, Magma_DEV, dofs, c_zero, queue ); magma_d_vinit( &v, Magma_DEV, dofs, c_zero, queue ); magma_d_vinit( &s, Magma_DEV, dofs, c_zero, queue ); magma_d_vinit( &t, Magma_DEV, dofs, c_zero, queue ); magma_d_vinit( &ms, Magma_DEV, dofs, c_zero, queue ); magma_d_vinit( &mt, Magma_DEV, dofs, c_zero, queue ); magma_d_vinit( &y, Magma_DEV, dofs, c_zero, queue ); magma_d_vinit( &z, Magma_DEV, dofs, c_zero, queue ); // solver variables double alpha, beta, omega, rho_old, rho_new; double nom, betanom, nom0, r0, den, res; // solver setup magma_dscal( dofs, c_zero, x->dval, 1) ; // x = 0 magma_dcopy( dofs, b.dval, 1, r.dval, 1 ); // r = b magma_dcopy( dofs, b.dval, 1, rr.dval, 1 ); // rr = b nom0 = betanom = magma_dnrm2( dofs, r.dval, 1 ); // nom = || r || nom = nom0*nom0; rho_new = omega = alpha = MAGMA_D_MAKE( 1.0, 0. ); solver_par->init_res = nom0; magma_d_spmv( c_one, A, r, c_zero, v, queue ); // z = A r den = MAGMA_D_REAL( magma_ddot(dofs, v.dval, 1, r.dval, 1) ); // den = z' * r if ( (r0 = nom * solver_par->epsilon) < ATOLERANCE ) r0 = ATOLERANCE; if ( nom < r0 ) { magmablasSetKernelStream( orig_queue ); return MAGMA_SUCCESS; } // check positive definite if (den <= 0.0) { printf("Operator A is not postive definite. (Ar,r) = %f\n", den); magmablasSetKernelStream( orig_queue ); return MAGMA_NONSPD; } //Chronometry real_Double_t tempo1, tempo2; tempo1 = magma_sync_wtime( queue ); if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = nom0; solver_par->timing[0] = 0.0; } // start iteration for( solver_par->numiter= 1; solver_par->numiter<solver_par->maxiter; solver_par->numiter++ ) { rho_old = rho_new; // rho_old=rho rho_new = magma_ddot( dofs, rr.dval, 1, r.dval, 1 ); // rho=<rr,r> beta = rho_new/rho_old * alpha/omega; // beta=rho/rho_old *alpha/omega magma_dscal( dofs, beta, p.dval, 1 ); // p = beta*p magma_daxpy( dofs, c_mone * omega * beta, v.dval, 1 , p.dval, 1 ); // p = p-omega*beta*v magma_daxpy( dofs, c_one, r.dval, 1, p.dval, 1 ); // p = p+r // preconditioner magma_d_applyprecond_left( A, p, &mt, precond_par, queue ); magma_d_applyprecond_right( A, mt, &y, precond_par, queue ); magma_d_spmv( c_one, A, y, c_zero, v, queue ); // v = Ap alpha = rho_new / magma_ddot( dofs, rr.dval, 1, v.dval, 1 ); magma_dcopy( dofs, r.dval, 1 , s.dval, 1 ); // s=r magma_daxpy( dofs, c_mone * alpha, v.dval, 1 , s.dval, 1 ); // s=s-alpha*v // preconditioner magma_d_applyprecond_left( A, s, &ms, precond_par, queue ); magma_d_applyprecond_right( A, ms, &z, precond_par, queue ); magma_d_spmv( c_one, A, z, c_zero, t, queue ); // t=As // preconditioner magma_d_applyprecond_left( A, s, &ms, precond_par, queue ); magma_d_applyprecond_left( A, t, &mt, precond_par, queue ); // omega = <ms,mt>/<mt,mt> omega = magma_ddot( dofs, mt.dval, 1, ms.dval, 1 ) / magma_ddot( dofs, mt.dval, 1, mt.dval, 1 ); magma_daxpy( dofs, alpha, y.dval, 1 , x->dval, 1 ); // x=x+alpha*p magma_daxpy( dofs, omega, z.dval, 1 , x->dval, 1 ); // x=x+omega*s magma_dcopy( dofs, s.dval, 1 , r.dval, 1 ); // r=s magma_daxpy( dofs, c_mone * omega, t.dval, 1 , r.dval, 1 ); // r=r-omega*t res = betanom = magma_dnrm2( dofs, r.dval, 1 ); nom = betanom*betanom; if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if ( res/nom0 < solver_par->epsilon ) { break; } } tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; double residual; magma_dresidual( A, b, *x, &residual, queue ); solver_par->final_res = residual; solver_par->iter_res = res; if ( solver_par->numiter < solver_par->maxiter) { solver_par->info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } solver_par->info = MAGMA_SLOW_CONVERGENCE; } else { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } solver_par->info = MAGMA_DIVERGENCE; } magma_d_vfree(&r, queue ); magma_d_vfree(&rr, queue ); magma_d_vfree(&p, queue ); magma_d_vfree(&v, queue ); magma_d_vfree(&s, queue ); magma_d_vfree(&t, queue ); magma_d_vfree(&ms, queue ); magma_d_vfree(&mt, queue ); magma_d_vfree(&y, queue ); magma_d_vfree(&z, queue ); magmablasSetKernelStream( orig_queue ); return MAGMA_SUCCESS; } /* magma_dbicgstab */
extern "C" magma_int_t magma_dcg_merge( magma_d_matrix A, magma_d_matrix b, magma_d_matrix *x, magma_d_solver_par *solver_par, magma_queue_t queue ) { magma_int_t info = MAGMA_NOTCONVERGED; // prepare solver feedback solver_par->solver = Magma_CGMERGE; solver_par->numiter = 0; solver_par->spmv_count = 0; // solver variables double alpha, beta, gamma, rho, tmp1, *skp_h={0}; double nom, nom0, betanom, den, nomb; // some useful variables double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE; magma_int_t dofs = A.num_rows*b.num_cols; magma_d_matrix r={Magma_CSR}, d={Magma_CSR}, z={Magma_CSR}, B={Magma_CSR}, C={Magma_CSR}; double *d1=NULL, *d2=NULL, *skp=NULL; // GPU workspace CHECK( magma_dvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &d, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &z, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dmalloc( &d1, dofs*(1) )); CHECK( magma_dmalloc( &d2, dofs*(1) )); // array for the parameters CHECK( magma_dmalloc( &skp, 6 )); // skp = [alpha|beta|gamma|rho|tmp1|tmp2] // solver setup magma_dscal( dofs, c_zero, x->dval, 1, queue ); // x = 0 //CHECK( magma_dresidualvec( A, b, *x, &r, nom0, queue)); magma_dcopy( dofs, b.dval, 1, r.dval, 1, queue ); // r = b magma_dcopy( dofs, r.dval, 1, d.dval, 1, queue ); // d = r nom0 = betanom = magma_dnrm2( dofs, r.dval, 1, queue ); nom = nom0 * nom0; // nom = r' * r CHECK( magma_d_spmv( c_one, A, d, c_zero, z, queue )); // z = A d den = MAGMA_D_ABS( magma_ddot( dofs, d.dval, 1, z.dval, 1, queue ) ); // den = d'* z solver_par->init_res = nom0; nomb = magma_dnrm2( dofs, b.dval, 1, queue ); if ( nomb == 0.0 ){ nomb=1.0; } // array on host for the parameters CHECK( magma_dmalloc_cpu( &skp_h, 6 )); alpha = rho = gamma = tmp1 = c_one; beta = magma_ddot( dofs, r.dval, 1, r.dval, 1, queue ); skp_h[0]=alpha; skp_h[1]=beta; skp_h[2]=gamma; skp_h[3]=rho; skp_h[4]=tmp1; skp_h[5]=MAGMA_D_MAKE(nom, 0.0); magma_dsetvector( 6, skp_h, 1, skp, 1, queue ); if( nom0 < solver_par->atol || nom0/nomb < solver_par->rtol ){ info = MAGMA_SUCCESS; goto cleanup; } solver_par->final_res = solver_par->init_res; solver_par->iter_res = solver_par->init_res; if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = (real_Double_t) nom0; solver_par->timing[0] = 0.0; } // check positive definite if (den <= 0.0) { info = MAGMA_NONSPD; goto cleanup; } //Chronometry real_Double_t tempo1, tempo2; tempo1 = magma_sync_wtime( queue ); solver_par->numiter = 0; solver_par->spmv_count = 0; // start iteration do { solver_par->numiter++; // computes SpMV and dot product CHECK( magma_dcgmerge_spmv1( A, d1, d2, d.dval, z.dval, skp, queue )); solver_par->spmv_count++; // updates x, r, computes scalars and updates d CHECK( magma_dcgmerge_xrbeta( dofs, d1, d2, x->dval, r.dval, d.dval, z.dval, skp, queue )); // check stopping criterion (asynchronous copy) magma_dgetvector( 1 , skp+1, 1, skp_h+1, 1, queue ); betanom = sqrt(MAGMA_D_ABS(skp_h[1])); if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if ( betanom < solver_par->atol || betanom/nomb < solver_par->rtol ) { break; } } while ( solver_par->numiter+1 <= solver_par->maxiter ); tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; double residual; CHECK( magma_dresidualvec( A, b, *x, &r, &residual, queue)); solver_par->iter_res = betanom; solver_par->final_res = residual; if ( solver_par->numiter < solver_par->maxiter ) { info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_SLOW_CONVERGENCE; if( solver_par->iter_res < solver_par->atol || solver_par->iter_res/solver_par->init_res < solver_par->rtol ){ info = MAGMA_SUCCESS; } } else { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } solver_par->info = MAGMA_DIVERGENCE; } cleanup: magma_dmfree(&r, queue ); magma_dmfree(&z, queue ); magma_dmfree(&d, queue ); magma_dmfree(&B, queue ); magma_dmfree(&C, queue ); magma_free( d1 ); magma_free( d2 ); magma_free( skp ); magma_free_cpu( skp_h ); solver_par->info = info; return info; } /* magma_dcg_merge */
extern "C" magma_int_t magma_dpidr_merge( magma_d_matrix A, magma_d_matrix b, magma_d_matrix *x, magma_d_solver_par *solver_par, magma_d_preconditioner *precond_par, magma_queue_t queue ) { magma_int_t info = MAGMA_NOTCONVERGED; // prepare solver feedback solver_par->solver = Magma_PIDRMERGE; solver_par->numiter = 0; solver_par->spmv_count = 0; solver_par->init_res = 0.0; solver_par->final_res = 0.0; solver_par->iter_res = 0.0; solver_par->runtime = 0.0; // constants const double c_zero = MAGMA_D_ZERO; const double c_one = MAGMA_D_ONE; const double c_n_one = MAGMA_D_NEG_ONE; // internal user parameters const magma_int_t smoothing = 1; // 0 = disable, 1 = enable const double angle = 0.7; // [0-1] // local variables magma_int_t iseed[4] = {0, 0, 0, 1}; magma_int_t dof; magma_int_t s; magma_int_t distr; magma_int_t k, i, sk; magma_int_t innerflag; magma_int_t ldd; double residual; double nrm; double nrmb; double nrmr; double nrmt; double rho; double om; double gamma; double fk; // matrices and vectors magma_d_matrix dxs = {Magma_CSR}; magma_d_matrix dr = {Magma_CSR}, drs = {Magma_CSR}; magma_d_matrix dP = {Magma_CSR}, dP1 = {Magma_CSR}; magma_d_matrix dG = {Magma_CSR}, dGcol = {Magma_CSR}; magma_d_matrix dU = {Magma_CSR}; magma_d_matrix dM = {Magma_CSR}, hMdiag = {Magma_CSR}; magma_d_matrix df = {Magma_CSR}; magma_d_matrix dt = {Magma_CSR}, dtt = {Magma_CSR}; magma_d_matrix dc = {Magma_CSR}; magma_d_matrix dv = {Magma_CSR}; magma_d_matrix dlu = {Magma_CSR}; magma_d_matrix dskp = {Magma_CSR}, hskp = {Magma_CSR}; magma_d_matrix dalpha = {Magma_CSR}, halpha = {Magma_CSR}; magma_d_matrix dbeta = {Magma_CSR}, hbeta = {Magma_CSR}; double *d1 = NULL, *d2 = NULL; // chronometry real_Double_t tempo1, tempo2; // initial s space // TODO: add option for 's' (shadow space number) // Hack: uses '--restart' option as the shadow space number. // This is not a good idea because the default value of restart option is used to detect // if the user provided a custom restart. This means that if the default restart value // is changed then the code will think it was the user (unless the default value is // also updated in the 'if' statement below. s = 1; if ( solver_par->restart != 50 ) { if ( solver_par->restart > A.num_cols ) { s = A.num_cols; } else { s = solver_par->restart; } } solver_par->restart = s; // set max iterations solver_par->maxiter = min( 2 * A.num_cols, solver_par->maxiter ); // check if matrix A is square if ( A.num_rows != A.num_cols ) { //printf("Matrix A is not square.\n"); info = MAGMA_ERR_NOT_SUPPORTED; goto cleanup; } // |b| nrmb = magma_dnrm2( b.num_rows, b.dval, 1, queue ); if ( nrmb == 0.0 ) { magma_dscal( x->num_rows, MAGMA_D_ZERO, x->dval, 1, queue ); info = MAGMA_SUCCESS; goto cleanup; } // t = 0 // make t twice as large to contain both, dt and dr ldd = magma_roundup( b.num_rows, 32 ); CHECK( magma_dvinit( &dt, Magma_DEV, ldd, 2, c_zero, queue )); dt.num_rows = b.num_rows; dt.num_cols = 1; dt.nnz = dt.num_rows; // redirect the dr.dval to the second part of dt CHECK( magma_dvinit( &dr, Magma_DEV, b.num_rows, 1, c_zero, queue )); magma_free( dr.dval ); dr.dval = dt.dval + ldd; // r = b - A x CHECK( magma_dresidualvec( A, b, *x, &dr, &nrmr, queue )); // |r| solver_par->init_res = nrmr; solver_par->final_res = solver_par->init_res; solver_par->iter_res = solver_par->init_res; if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = (real_Double_t)nrmr; } // check if initial is guess good enough if ( nrmr <= solver_par->atol || nrmr/nrmb <= solver_par->rtol ) { info = MAGMA_SUCCESS; goto cleanup; } // P = randn(n, s) // P = ortho(P) //--------------------------------------- // P = 0.0 CHECK( magma_dvinit( &dP, Magma_CPU, A.num_cols, s, c_zero, queue )); // P = randn(n, s) distr = 3; // 1 = unif (0,1), 2 = unif (-1,1), 3 = normal (0,1) dof = dP.num_rows * dP.num_cols; lapackf77_dlarnv( &distr, iseed, &dof, dP.val ); // transfer P to device CHECK( magma_dmtransfer( dP, &dP1, Magma_CPU, Magma_DEV, queue )); magma_dmfree( &dP, queue ); // P = ortho(P1) if ( dP1.num_cols > 1 ) { // P = magma_dqr(P1), QR factorization CHECK( magma_dqr( dP1.num_rows, dP1.num_cols, dP1, dP1.ld, &dP, NULL, queue )); } else { // P = P1 / |P1| nrm = magma_dnrm2( dof, dP1.dval, 1, queue ); nrm = 1.0 / nrm; magma_dscal( dof, nrm, dP1.dval, 1, queue ); CHECK( magma_dmtransfer( dP1, &dP, Magma_DEV, Magma_DEV, queue )); } magma_dmfree( &dP1, queue ); //--------------------------------------- // allocate memory for the scalar products CHECK( magma_dvinit( &hskp, Magma_CPU, 4, 1, c_zero, queue )); CHECK( magma_dvinit( &dskp, Magma_DEV, 4, 1, c_zero, queue )); CHECK( magma_dvinit( &halpha, Magma_CPU, s, 1, c_zero, queue )); CHECK( magma_dvinit( &dalpha, Magma_DEV, s, 1, c_zero, queue )); CHECK( magma_dvinit( &hbeta, Magma_CPU, s, 1, c_zero, queue )); CHECK( magma_dvinit( &dbeta, Magma_DEV, s, 1, c_zero, queue )); // workspace for merged dot product CHECK( magma_dmalloc( &d1, max(2, s) * b.num_rows )); CHECK( magma_dmalloc( &d2, max(2, s) * b.num_rows )); // smoothing enabled if ( smoothing > 0 ) { // set smoothing solution vector CHECK( magma_dmtransfer( *x, &dxs, Magma_DEV, Magma_DEV, queue )); // tt = 0 // make tt twice as large to contain both, dtt and drs ldd = magma_roundup( b.num_rows, 32 ); CHECK( magma_dvinit( &dtt, Magma_DEV, ldd, 2, c_zero, queue )); dtt.num_rows = dr.num_rows; dtt.num_cols = 1; dtt.nnz = dtt.num_rows; // redirect the drs.dval to the second part of dtt CHECK( magma_dvinit( &drs, Magma_DEV, dr.num_rows, 1, c_zero, queue )); magma_free( drs.dval ); drs.dval = dtt.dval + ldd; // set smoothing residual vector magma_dcopyvector( dr.num_rows, dr.dval, 1, drs.dval, 1, queue ); } // G(n,s) = 0 if ( s > 1 ) { ldd = magma_roundup( A.num_rows, 32 ); CHECK( magma_dvinit( &dG, Magma_DEV, ldd, s, c_zero, queue )); dG.num_rows = A.num_rows; } else { CHECK( magma_dvinit( &dG, Magma_DEV, A.num_rows, s, c_zero, queue )); } // dGcol represents a single column of dG, array pointer is set inside loop CHECK( magma_dvinit( &dGcol, Magma_DEV, dG.num_rows, 1, c_zero, queue )); magma_free( dGcol.dval ); // U(n,s) = 0 if ( s > 1 ) { ldd = magma_roundup( A.num_cols, 32 ); CHECK( magma_dvinit( &dU, Magma_DEV, ldd, s, c_zero, queue )); dU.num_rows = A.num_cols; } else { CHECK( magma_dvinit( &dU, Magma_DEV, A.num_cols, s, c_zero, queue )); } // M(s,s) = I CHECK( magma_dvinit( &dM, Magma_DEV, s, s, c_zero, queue )); CHECK( magma_dvinit( &hMdiag, Magma_CPU, s, 1, c_zero, queue )); magmablas_dlaset( MagmaFull, dM.num_rows, dM.num_cols, c_zero, c_one, dM.dval, dM.ld, queue ); // f = 0 CHECK( magma_dvinit( &df, Magma_DEV, dP.num_cols, 1, c_zero, queue )); // c = 0 CHECK( magma_dvinit( &dc, Magma_DEV, dM.num_cols, 1, c_zero, queue )); // v = 0 CHECK( magma_dvinit( &dv, Magma_DEV, dr.num_rows, 1, c_zero, queue )); // lu = 0 CHECK( magma_dvinit( &dlu, Magma_DEV, dr.num_rows, 1, c_zero, queue )); //--------------START TIME--------------- // chronometry tempo1 = magma_sync_wtime( queue ); if ( solver_par->verbose > 0 ) { solver_par->timing[0] = 0.0; } om = MAGMA_D_ONE; innerflag = 0; // start iteration do { solver_par->numiter++; // new RHS for small systems // f = P' r magma_dgemvmdot_shfl( dP.num_rows, dP.num_cols, dP.dval, dr.dval, d1, d2, df.dval, queue ); // shadow space loop for ( k = 0; k < s; ++k ) { sk = s - k; // c(k:s) = M(k:s,k:s) \ f(k:s) magma_dcopyvector( sk, &df.dval[k], 1, &dc.dval[k], 1, queue ); magma_dtrsv( MagmaLower, MagmaNoTrans, MagmaNonUnit, sk, &dM.dval[k*dM.ld+k], dM.ld, &dc.dval[k], 1, queue ); // v = r - G(:,k:s) c(k:s) magma_dcopyvector( dr.num_rows, dr.dval, 1, dv.dval, 1, queue ); magmablas_dgemv( MagmaNoTrans, dG.num_rows, sk, c_n_one, &dG.dval[k*dG.ld], dG.ld, &dc.dval[k], 1, c_one, dv.dval, 1, queue ); // preconditioning operation // v = L \ v; // v = U \ v; CHECK( magma_d_applyprecond_left( MagmaNoTrans, A, dv, &dlu, precond_par, queue )); CHECK( magma_d_applyprecond_right( MagmaNoTrans, A, dlu, &dv, precond_par, queue )); // U(:,k) = om * v + U(:,k:s) c(k:s) magmablas_dgemv( MagmaNoTrans, dU.num_rows, sk, c_one, &dU.dval[k*dU.ld], dU.ld, &dc.dval[k], 1, om, dv.dval, 1, queue ); magma_dcopyvector( dU.num_rows, dv.dval, 1, &dU.dval[k*dU.ld], 1, queue ); // G(:,k) = A U(:,k) dGcol.dval = dG.dval + k * dG.ld; CHECK( magma_d_spmv( c_one, A, dv, c_zero, dGcol, queue )); solver_par->spmv_count++; // bi-orthogonalize the new basis vectors for ( i = 0; i < k; ++i ) { // alpha = P(:,i)' G(:,k) halpha.val[i] = magma_ddot( dP.num_rows, &dP.dval[i*dP.ld], 1, &dG.dval[k*dG.ld], 1, queue ); // alpha = alpha / M(i,i) halpha.val[i] = halpha.val[i] / hMdiag.val[i]; // G(:,k) = G(:,k) - alpha * G(:,i) magma_daxpy( dG.num_rows, -halpha.val[i], &dG.dval[i*dG.ld], 1, &dG.dval[k*dG.ld], 1, queue ); } // non-first s iteration if ( k > 0 ) { // U update outside of loop using GEMV // U(:,k) = U(:,k) - U(:,1:k) * alpha(1:k) magma_dsetvector( k, halpha.val, 1, dalpha.dval, 1, queue ); magmablas_dgemv( MagmaNoTrans, dU.num_rows, k, c_n_one, dU.dval, dU.ld, dalpha.dval, 1, c_one, &dU.dval[k*dU.ld], 1, queue ); } // new column of M = P'G, first k-1 entries are zero // M(k:s,k) = P(:,k:s)' G(:,k) magma_dgemvmdot_shfl( dP.num_rows, sk, &dP.dval[k*dP.ld], &dG.dval[k*dG.ld], d1, d2, &dM.dval[k*dM.ld+k], queue ); magma_dgetvector( 1, &dM.dval[k*dM.ld+k], 1, &hMdiag.val[k], 1, queue ); // check M(k,k) == 0 if ( MAGMA_D_EQUAL(hMdiag.val[k], MAGMA_D_ZERO) ) { innerflag = 1; info = MAGMA_DIVERGENCE; break; } // beta = f(k) / M(k,k) magma_dgetvector( 1, &df.dval[k], 1, &fk, 1, queue ); hbeta.val[k] = fk / hMdiag.val[k]; // check for nan if ( magma_d_isnan( hbeta.val[k] ) || magma_d_isinf( hbeta.val[k] )) { innerflag = 1; info = MAGMA_DIVERGENCE; break; } // r = r - beta * G(:,k) magma_daxpy( dr.num_rows, -hbeta.val[k], &dG.dval[k*dG.ld], 1, dr.dval, 1, queue ); // smoothing disabled if ( smoothing <= 0 ) { // |r| nrmr = magma_dnrm2( dr.num_rows, dr.dval, 1, queue ); // smoothing enabled } else { // x = x + beta * U(:,k) magma_daxpy( x->num_rows, hbeta.val[k], &dU.dval[k*dU.ld], 1, x->dval, 1, queue ); // smoothing operation //--------------------------------------- // t = rs - r magma_didr_smoothing_1( drs.num_rows, drs.num_cols, drs.dval, dr.dval, dtt.dval, queue ); // t't // t'rs CHECK( magma_dgemvmdot_shfl( dt.ld, 2, dtt.dval, dtt.dval, d1, d2, &dskp.dval[2], queue )); magma_dgetvector( 2, &dskp.dval[2], 1, &hskp.val[2], 1, queue ); // gamma = (t' * rs) / (t' * t) gamma = hskp.val[3] / hskp.val[2]; // rs = rs - gamma * (rs - r) magma_daxpy( drs.num_rows, -gamma, dtt.dval, 1, drs.dval, 1, queue ); // xs = xs - gamma * (xs - x) magma_didr_smoothing_2( dxs.num_rows, dxs.num_cols, -gamma, x->dval, dxs.dval, queue ); // |rs| nrmr = magma_dnrm2( drs.num_rows, drs.dval, 1, queue ); //--------------------------------------- } // store current timing and residual if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter) % solver_par->verbose == 0 ) { solver_par->res_vec[(solver_par->numiter) / solver_par->verbose] = (real_Double_t)nrmr; solver_par->timing[(solver_par->numiter) / solver_par->verbose] = (real_Double_t)tempo2 - tempo1; } } // check convergence or iteration limit if ( nrmr <= solver_par->atol || nrmr/nrmb <= solver_par->rtol ) { s = k + 1; // for the x-update outside the loop innerflag = 2; info = MAGMA_SUCCESS; break; } // non-last s iteration if ( (k + 1) < s ) { // f(k+1:s) = f(k+1:s) - beta * M(k+1:s,k) magma_daxpy( sk-1, -hbeta.val[k], &dM.dval[k*dM.ld+(k+1)], 1, &df.dval[k+1], 1, queue ); } } // smoothing disabled if ( smoothing <= 0 && innerflag != 1 ) { // update solution approximation x // x = x + U(:,1:s) * beta(1:s) magma_dsetvector( s, hbeta.val, 1, dbeta.dval, 1, queue ); magmablas_dgemv( MagmaNoTrans, dU.num_rows, s, c_one, dU.dval, dU.ld, dbeta.dval, 1, c_one, x->dval, 1, queue ); } // check convergence or iteration limit or invalid result of inner loop if ( innerflag > 0 ) { break; } // v = r magma_dcopy( dr.num_rows, dr.dval, 1, dv.dval, 1, queue ); // preconditioning operation // v = L \ v; // v = U \ v; CHECK( magma_d_applyprecond_left( MagmaNoTrans, A, dv, &dlu, precond_par, queue )); CHECK( magma_d_applyprecond_right( MagmaNoTrans, A, dlu, &dv, precond_par, queue )); // t = A v CHECK( magma_d_spmv( c_one, A, dv, c_zero, dt, queue )); solver_par->spmv_count++; // computation of a new omega //--------------------------------------- // t't // t'r CHECK( magma_dgemvmdot_shfl( dt.ld, 2, dt.dval, dt.dval, d1, d2, dskp.dval, queue )); magma_dgetvector( 2, dskp.dval, 1, hskp.val, 1, queue ); // |t| nrmt = magma_dsqrt( MAGMA_D_REAL(hskp.val[0]) ); // rho = abs((t' * r) / (|t| * |r|)) rho = MAGMA_D_ABS( MAGMA_D_REAL(hskp.val[1]) / (nrmt * nrmr) ); // om = (t' * r) / (|t| * |t|) om = hskp.val[1] / hskp.val[0]; if ( rho < angle ) { om = (om * angle) / rho; } //--------------------------------------- if ( MAGMA_D_EQUAL(om, MAGMA_D_ZERO) ) { info = MAGMA_DIVERGENCE; break; } // update approximation vector // x = x + om * v magma_daxpy( x->num_rows, om, dv.dval, 1, x->dval, 1, queue ); // update residual vector // r = r - om * t magma_daxpy( dr.num_rows, -om, dt.dval, 1, dr.dval, 1, queue ); // smoothing disabled if ( smoothing <= 0 ) { // residual norm nrmr = magma_dnrm2( dr.num_rows, dr.dval, 1, queue ); // smoothing enabled } else { // smoothing operation //--------------------------------------- // t = rs - r magma_didr_smoothing_1( drs.num_rows, drs.num_cols, drs.dval, dr.dval, dtt.dval, queue ); // t't // t'rs CHECK( magma_dgemvmdot_shfl( dt.ld, 2, dtt.dval, dtt.dval, d1, d2, &dskp.dval[2], queue )); magma_dgetvector( 2, &dskp.dval[2], 1, &hskp.val[2], 1, queue ); // gamma = (t' * rs) / (t' * t) gamma = hskp.val[3] / hskp.val[2]; // rs = rs - gamma * (rs - r) magma_daxpy( drs.num_rows, -gamma, dtt.dval, 1, drs.dval, 1, queue ); // xs = xs - gamma * (xs - x) magma_didr_smoothing_2( dxs.num_rows, dxs.num_cols, -gamma, x->dval, dxs.dval, queue ); // |rs| nrmr = magma_dnrm2( drs.num_rows, drs.dval, 1, queue ); //--------------------------------------- } // store current timing and residual if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter) % solver_par->verbose == 0 ) { solver_par->res_vec[(solver_par->numiter) / solver_par->verbose] = (real_Double_t)nrmr; solver_par->timing[(solver_par->numiter) / solver_par->verbose] = (real_Double_t)tempo2 - tempo1; } } // check convergence if ( nrmr <= solver_par->atol || nrmr/nrmb <= solver_par->rtol ) { info = MAGMA_SUCCESS; break; } } while ( solver_par->numiter + 1 <= solver_par->maxiter ); // smoothing enabled if ( smoothing > 0 ) { // x = xs magma_dcopyvector( x->num_rows, dxs.dval, 1, x->dval, 1, queue ); // r = rs magma_dcopyvector( dr.num_rows, drs.dval, 1, dr.dval, 1, queue ); } // get last iteration timing tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t)tempo2 - tempo1; //--------------STOP TIME---------------- // get final stats solver_par->iter_res = nrmr; CHECK( magma_dresidualvec( A, b, *x, &dr, &residual, queue )); solver_par->final_res = residual; // set solver conclusion if ( info != MAGMA_SUCCESS && info != MAGMA_DIVERGENCE ) { if ( solver_par->init_res > solver_par->final_res ) { info = MAGMA_SLOW_CONVERGENCE; } } cleanup: // free resources // smoothing enabled if ( smoothing > 0 ) { drs.dval = NULL; // needed because its pointer is redirected to dtt magma_dmfree( &dxs, queue ); magma_dmfree( &drs, queue ); magma_dmfree( &dtt, queue ); } dr.dval = NULL; // needed because its pointer is redirected to dt dGcol.dval = NULL; // needed because its pointer is redirected to dG magma_dmfree( &dr, queue ); magma_dmfree( &dP, queue ); magma_dmfree( &dP1, queue ); magma_dmfree( &dG, queue ); magma_dmfree( &dGcol, queue ); magma_dmfree( &dU, queue ); magma_dmfree( &dM, queue ); magma_dmfree( &hMdiag, queue ); magma_dmfree( &df, queue ); magma_dmfree( &dt, queue ); magma_dmfree( &dc, queue ); magma_dmfree( &dv, queue ); magma_dmfree( &dlu, queue ); magma_dmfree( &dskp, queue ); magma_dmfree( &dalpha, queue ); magma_dmfree( &dbeta, queue ); magma_dmfree( &hskp, queue ); magma_dmfree( &halpha, queue ); magma_dmfree( &hbeta, queue ); magma_free( d1 ); magma_free( d2 ); solver_par->info = info; return info; /* magma_dpidr_merge */ }
magma_int_t magma_dcg_merge( magma_d_sparse_matrix A, magma_d_vector b, magma_d_vector *x, magma_d_solver_par *solver_par ){ // prepare solver feedback solver_par->solver = Magma_CGMERGE; solver_par->numiter = 0; solver_par->info = 0; // some useful variables double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE; magma_int_t dofs = A.num_rows; // GPU stream magma_queue_t stream[2]; magma_event_t event[1]; magma_queue_create( &stream[0] ); magma_queue_create( &stream[1] ); magma_event_create( &event[0] ); // GPU workspace magma_d_vector r, d, z; magma_d_vinit( &r, Magma_DEV, dofs, c_zero ); magma_d_vinit( &d, Magma_DEV, dofs, c_zero ); magma_d_vinit( &z, Magma_DEV, dofs, c_zero ); double *d1, *d2, *skp; magma_dmalloc( &d1, dofs*(1) ); magma_dmalloc( &d2, dofs*(1) ); // array for the parameters magma_dmalloc( &skp, 6 ); // skp = [alpha|beta|gamma|rho|tmp1|tmp2] // solver variables double alpha, beta, gamma, rho, tmp1, *skp_h; double nom, nom0, r0, betanom, den; // solver setup magma_dscal( dofs, c_zero, x->val, 1) ; // x = 0 magma_dcopy( dofs, b.val, 1, r.val, 1 ); // r = b magma_dcopy( dofs, b.val, 1, d.val, 1 ); // d = b nom0 = betanom = magma_dnrm2( dofs, r.val, 1 ); nom = nom0 * nom0; // nom = r' * r magma_d_spmv( c_one, A, d, c_zero, z ); // z = A d den = MAGMA_D_REAL( magma_ddot(dofs, d.val, 1, z.val, 1) ); // den = d'* z solver_par->init_res = nom0; // array on host for the parameters magma_dmalloc_cpu( &skp_h, 6 ); alpha = rho = gamma = tmp1 = c_one; beta = magma_ddot(dofs, r.val, 1, r.val, 1); skp_h[0]=alpha; skp_h[1]=beta; skp_h[2]=gamma; skp_h[3]=rho; skp_h[4]=tmp1; skp_h[5]=MAGMA_D_MAKE(nom, 0.0); magma_dsetvector( 6, skp_h, 1, skp, 1 ); if ( (r0 = nom * solver_par->epsilon) < ATOLERANCE ) r0 = ATOLERANCE; if ( nom < r0 ) return MAGMA_SUCCESS; // check positive definite if (den <= 0.0) { printf("Operator A is not postive definite. (Ar,r) = %f\n", den); return -100; } //Chronometry real_Double_t tempo1, tempo2; magma_device_sync(); tempo1=magma_wtime(); if( solver_par->verbose > 0 ){ solver_par->res_vec[0] = (real_Double_t) nom0; solver_par->timing[0] = 0.0; } // start iteration for( solver_par->numiter= 1; solver_par->numiter<solver_par->maxiter; solver_par->numiter++ ){ magmablasSetKernelStream(stream[0]); // computes SpMV and dot product magma_dcgmerge_spmv1( A, d1, d2, d.val, z.val, skp ); // updates x, r, computes scalars and updates d magma_dcgmerge_xrbeta( dofs, d1, d2, x->val, r.val, d.val, z.val, skp ); // check stopping criterion (asynchronous copy) magma_dgetvector_async( 1 , skp+1, 1, skp_h+1, 1, stream[1] ); betanom = sqrt(MAGMA_D_REAL(skp_h[1])); if( solver_par->verbose > 0 ){ magma_device_sync(); tempo2=magma_wtime(); if( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if ( betanom < r0 ) { break; } } magma_device_sync(); tempo2=magma_wtime(); solver_par->runtime = (real_Double_t) tempo2-tempo1; double residual; magma_dresidual( A, b, *x, &residual ); solver_par->iter_res = betanom; solver_par->final_res = residual; if( solver_par->numiter < solver_par->maxiter){ solver_par->info = 0; }else if( solver_par->init_res > solver_par->final_res ){ if( solver_par->verbose > 0 ){ if( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } solver_par->info = -2; } else{ if( solver_par->verbose > 0 ){ if( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } solver_par->info = -1; } magma_d_vfree(&r); magma_d_vfree(&z); magma_d_vfree(&d); magma_free( d1 ); magma_free( d2 ); magma_free( skp ); magma_free_cpu( skp_h ); return MAGMA_SUCCESS; } /* magma_dcg_merge */
extern "C" magma_int_t magma_dqmr_merge( magma_d_matrix A, magma_d_matrix b, magma_d_matrix *x, magma_d_solver_par *solver_par, magma_queue_t queue ) { magma_int_t info = MAGMA_NOTCONVERGED; // prepare solver feedback solver_par->solver = Magma_QMRMERGE; solver_par->numiter = 0; solver_par->spmv_count = 0; // local variables double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE; // solver variables double nom0, r0, res=0, nomb; double rho = c_one, rho1 = c_one, eta = -c_one , pds = c_one, thet = c_one, thet1 = c_one, epsilon = c_one, beta = c_one, delta = c_one, pde = c_one, rde = c_one, gamm = c_one, gamm1 = c_one, psi = c_one; magma_int_t dofs = A.num_rows* b.num_cols; // need to transpose the matrix magma_d_matrix AT={Magma_CSR}, Ah1={Magma_CSR}, Ah2={Magma_CSR}; // GPU workspace magma_d_matrix r={Magma_CSR}, r_tld={Magma_CSR}, v={Magma_CSR}, w={Magma_CSR}, wt={Magma_CSR}, d={Magma_CSR}, s={Magma_CSR}, z={Magma_CSR}, q={Magma_CSR}, p={Magma_CSR}, pt={Magma_CSR}, y={Magma_CSR}; CHECK( magma_dvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &r_tld, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &v, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &w, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &wt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &d, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &s, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &z, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &q, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &p, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &pt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &y, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); // solver setup CHECK( magma_dresidualvec( A, b, *x, &r, &nom0, queue)); solver_par->init_res = nom0; magma_dcopy( dofs, r.dval, 1, r_tld.dval, 1, queue ); magma_dcopy( dofs, r.dval, 1, y.dval, 1, queue ); magma_dcopy( dofs, r.dval, 1, v.dval, 1, queue ); magma_dcopy( dofs, r.dval, 1, wt.dval, 1, queue ); magma_dcopy( dofs, r.dval, 1, z.dval, 1, queue ); // transpose the matrix magma_dmtransfer( A, &Ah1, Magma_DEV, Magma_CPU, queue ); magma_dmconvert( Ah1, &Ah2, A.storage_type, Magma_CSR, queue ); magma_dmfree(&Ah1, queue ); magma_dmtransposeconjugate( Ah2, &Ah1, queue ); magma_dmfree(&Ah2, queue ); Ah2.blocksize = A.blocksize; Ah2.alignment = A.alignment; magma_dmconvert( Ah1, &Ah2, Magma_CSR, A.storage_type, queue ); magma_dmfree(&Ah1, queue ); magma_dmtransfer( Ah2, &AT, Magma_CPU, Magma_DEV, queue ); magma_dmfree(&Ah2, queue ); nomb = magma_dnrm2( dofs, b.dval, 1, queue ); if ( nomb == 0.0 ){ nomb=1.0; } if ( (r0 = nomb * solver_par->rtol) < ATOLERANCE ){ r0 = ATOLERANCE; } solver_par->final_res = solver_par->init_res; solver_par->iter_res = solver_par->init_res; if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = (real_Double_t)nom0; solver_par->timing[0] = 0.0; } if ( nom0 < r0 ) { info = MAGMA_SUCCESS; goto cleanup; } psi = magma_dsqrt( magma_ddot( dofs, z.dval, 1, z.dval, 1, queue )); rho = magma_dsqrt( magma_ddot( dofs, y.dval, 1, y.dval, 1, queue )); // v = y / rho // y = y / rho // w = wt / psi // z = z / psi magma_dqmr_1( r.num_rows, r.num_cols, rho, psi, y.dval, z.dval, v.dval, w.dval, queue ); //Chronometry real_Double_t tempo1, tempo2; tempo1 = magma_sync_wtime( queue ); solver_par->numiter = 0; solver_par->spmv_count = 0; // start iteration do { solver_par->numiter++; if( magma_d_isnan_inf( rho ) || magma_d_isnan_inf( psi ) ){ info = MAGMA_DIVERGENCE; break; } // delta = z' * y; delta = magma_ddot( dofs, z.dval, 1, y.dval, 1, queue ); if( magma_d_isnan_inf( delta ) ){ info = MAGMA_DIVERGENCE; break; } // no precond: yt = y, zt = z //magma_dcopy( dofs, y.dval, 1, yt.dval, 1 ); //magma_dcopy( dofs, z.dval, 1, zt.dval, 1 ); if( solver_par->numiter == 1 ){ // p = y; // q = z; magma_dcopy( dofs, y.dval, 1, p.dval, 1, queue ); magma_dcopy( dofs, z.dval, 1, q.dval, 1, queue ); } else{ pde = psi * delta / epsilon; rde = rho * MAGMA_D_CONJ(delta/epsilon); // p = y - pde * p // q = z - rde * q magma_dqmr_2( r.num_rows, r.num_cols, pde, rde, y.dval, z.dval, p.dval, q.dval, queue ); } if( magma_d_isnan_inf( rho ) || magma_d_isnan_inf( psi ) ){ info = MAGMA_DIVERGENCE; break; } CHECK( magma_d_spmv( c_one, A, p, c_zero, pt, queue )); solver_par->spmv_count++; // epsilon = q' * pt; epsilon = magma_ddot( dofs, q.dval, 1, pt.dval, 1, queue ); beta = epsilon / delta; if( magma_d_isnan_inf( epsilon ) || magma_d_isnan_inf( beta ) ){ info = MAGMA_DIVERGENCE; break; } // v = pt - beta * v // y = v magma_dqmr_3( r.num_rows, r.num_cols, beta, pt.dval, v.dval, y.dval, queue ); rho1 = rho; // rho = norm(y); rho = magma_dsqrt( magma_ddot( dofs, y.dval, 1, y.dval, 1, queue )); // wt = A' * q - beta' * w; CHECK( magma_d_spmv( c_one, AT, q, c_zero, wt, queue )); solver_par->spmv_count++; magma_daxpy( dofs, - MAGMA_D_CONJ( beta ), w.dval, 1, wt.dval, 1, queue ); // no precond: z = wt magma_dcopy( dofs, wt.dval, 1, z.dval, 1, queue ); thet1 = thet; thet = rho / (gamm * MAGMA_D_MAKE( MAGMA_D_ABS(beta), 0.0 )); gamm1 = gamm; gamm = c_one / magma_dsqrt(c_one + thet*thet); eta = - eta * rho1 * gamm * gamm / (beta * gamm1 * gamm1); if( magma_d_isnan_inf( thet ) || magma_d_isnan_inf( gamm ) || magma_d_isnan_inf( eta ) ){ info = MAGMA_DIVERGENCE; break; } if( solver_par->numiter == 1 ){ // d = eta * p + pds * d; // s = eta * pt + pds * d; // x = x + d; // r = r - s; magma_dqmr_4( r.num_rows, r.num_cols, eta, p.dval, pt.dval, d.dval, s.dval, x->dval, r.dval, queue ); } else{ pds = (thet1 * gamm) * (thet1 * gamm); // d = eta * p + pds * d; // s = eta * pt + pds * d; // x = x + d; // r = r - s; magma_dqmr_5( r.num_rows, r.num_cols, eta, pds, p.dval, pt.dval, d.dval, s.dval, x->dval, r.dval, queue ); } // psi = norm(z); psi = magma_dsqrt( magma_ddot( dofs, z.dval, 1, z.dval, 1, queue ) ); res = magma_dnrm2( dofs, r.dval, 1, queue ); if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter)%solver_par->verbose == c_zero ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } // v = y / rho // y = y / rho // w = wt / psi // z = z / psi magma_dqmr_1( r.num_rows, r.num_cols, rho, psi, y.dval, z.dval, v.dval, w.dval, queue ); if ( res/nomb <= solver_par->rtol || res <= solver_par->atol ){ break; } } while ( solver_par->numiter+1 <= solver_par->maxiter ); tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; double residual; CHECK( magma_dresidualvec( A, b, *x, &r, &residual, queue)); solver_par->iter_res = res; solver_par->final_res = residual; if ( solver_par->numiter < solver_par->maxiter && info == MAGMA_SUCCESS ) { info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose == c_zero ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_SLOW_CONVERGENCE; if( solver_par->iter_res < solver_par->rtol*solver_par->init_res || solver_par->iter_res < solver_par->atol ) { info = MAGMA_SUCCESS; } } else { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose == c_zero ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_DIVERGENCE; } cleanup: magma_dmfree(&r, queue ); magma_dmfree(&r_tld, queue ); magma_dmfree(&v, queue ); magma_dmfree(&w, queue ); magma_dmfree(&wt, queue ); magma_dmfree(&d, queue ); magma_dmfree(&s, queue ); magma_dmfree(&z, queue ); magma_dmfree(&q, queue ); magma_dmfree(&p, queue ); magma_dmfree(&pt, queue ); magma_dmfree(&y, queue ); magma_dmfree(&AT, queue ); magma_dmfree(&Ah1, queue ); magma_dmfree(&Ah2, queue ); solver_par->info = info; return info; } /* magma_dqmr_merge */
extern "C" magma_int_t magma_dlsqr( magma_d_matrix A, magma_d_matrix b, magma_d_matrix *x, magma_d_solver_par *solver_par, magma_d_preconditioner *precond_par, magma_queue_t queue ) { magma_int_t info = MAGMA_NOTCONVERGED; // prepare solver feedback solver_par->solver = Magma_LSQR; solver_par->numiter = 0; solver_par->spmv_count = 0; magma_int_t m = A.num_rows * b.num_cols; magma_int_t n = A.num_cols * b.num_cols; // local variables double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE; // solver variables double s, nom0, r0, res=0, nomb, phibar, beta, alpha, c, rho, rhot, phi, thet, normr, normar, norma, sumnormd2, normd; // need to transpose the matrix magma_d_matrix AT={Magma_CSR}, Ah1={Magma_CSR}, Ah2={Magma_CSR}; // GPU workspace magma_d_matrix r={Magma_CSR}, v={Magma_CSR}, z={Magma_CSR}, zt={Magma_CSR}, d={Magma_CSR}, vt={Magma_CSR}, q={Magma_CSR}, w={Magma_CSR}, u={Magma_CSR}; CHECK( magma_dvinit( &r, Magma_DEV, A.num_cols, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &v, Magma_DEV, A.num_cols, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &z, Magma_DEV, A.num_cols, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &d, Magma_DEV, A.num_cols, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &vt,Magma_DEV, A.num_cols, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &q, Magma_DEV, A.num_cols, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &w, Magma_DEV, A.num_cols, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &u, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &zt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); // transpose the matrix magma_dmtransfer( A, &Ah1, Magma_DEV, Magma_CPU, queue ); magma_dmconvert( Ah1, &Ah2, A.storage_type, Magma_CSR, queue ); magma_dmfree(&Ah1, queue ); magma_dmtransposeconjugate( Ah2, &Ah1, queue ); magma_dmfree(&Ah2, queue ); Ah2.blocksize = A.blocksize; Ah2.alignment = A.alignment; magma_dmconvert( Ah1, &Ah2, Magma_CSR, A.storage_type, queue ); magma_dmfree(&Ah1, queue ); magma_dmtransfer( Ah2, &AT, Magma_CPU, Magma_DEV, queue ); magma_dmfree(&Ah2, queue ); // solver setup CHECK( magma_dresidualvec( A, b, *x, &r, &nom0, queue)); solver_par->init_res = nom0; nomb = magma_dnrm2( m, b.dval, 1, queue ); if ( nomb == 0.0 ){ nomb=1.0; } if ( (r0 = nomb * solver_par->rtol) < ATOLERANCE ){ r0 = ATOLERANCE; } solver_par->final_res = solver_par->init_res; solver_par->iter_res = solver_par->init_res; if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = (real_Double_t)nom0; solver_par->timing[0] = 0.0; } if ( nom0 < r0 ) { info = MAGMA_SUCCESS; goto cleanup; } magma_dcopy( m, b.dval, 1, u.dval, 1, queue ); beta = magma_dnrm2( m, u.dval, 1, queue ); magma_dscal( m, MAGMA_D_MAKE(1./beta, 0.0 ), u.dval, 1, queue ); normr = beta; c = 1.0; s = 0.0; phibar = beta; CHECK( magma_d_spmv( c_one, AT, u, c_zero, v, queue )); if( precond_par->solver == Magma_NONE ){ ; } else { CHECK( magma_d_applyprecond_right( MagmaTrans, A, v, &zt, precond_par, queue )); CHECK( magma_d_applyprecond_left( MagmaTrans, A, zt, &v, precond_par, queue )); } alpha = magma_dnrm2( n, v.dval, 1, queue ); magma_dscal( n, MAGMA_D_MAKE(1./alpha, 0.0 ), v.dval, 1, queue ); normar = alpha * beta; norma = 0; sumnormd2 = 0; //Chronometry real_Double_t tempo1, tempo2; tempo1 = magma_sync_wtime( queue ); solver_par->numiter = 0; // start iteration do { solver_par->numiter++; if( precond_par->solver == Magma_NONE || A.num_rows != A.num_cols ) { magma_dcopy( n, v.dval, 1 , z.dval, 1, queue ); } else { CHECK( magma_d_applyprecond_left( MagmaNoTrans, A, v, &zt, precond_par, queue )); CHECK( magma_d_applyprecond_right( MagmaNoTrans, A, zt, &z, precond_par, queue )); } //CHECK( magma_d_spmv( c_one, A, z, MAGMA_D_MAKE(-alpha,0.0), u, queue )); CHECK( magma_d_spmv( c_one, A, z, c_zero, zt, queue )); magma_dscal( m, MAGMA_D_MAKE(-alpha, 0.0 ), u.dval, 1, queue ); magma_daxpy( m, c_one, zt.dval, 1, u.dval, 1, queue ); solver_par->spmv_count++; beta = magma_dnrm2( m, u.dval, 1, queue ); magma_dscal( m, MAGMA_D_MAKE(1./beta, 0.0 ), u.dval, 1, queue ); // norma = norm([norma alpha beta]); norma = sqrt(norma*norma + alpha*alpha + beta*beta ); //lsvec( solver_par->numiter-1 ) = normar / norma; thet = -s * alpha; rhot = c * alpha; rho = sqrt( rhot * rhot + beta * beta ); c = rhot / rho; s = - beta / rho; phi = c * phibar; phibar = s * phibar; // d = (z - thet * d) / rho; magma_dscal( n, MAGMA_D_MAKE(-thet, 0.0 ), d.dval, 1, queue ); magma_daxpy( n, c_one, z.dval, 1, d.dval, 1, queue ); magma_dscal( n, MAGMA_D_MAKE(1./rho, 0.0 ), d.dval, 1, queue ); normd = magma_dnrm2( n, d.dval, 1, queue ); sumnormd2 = sumnormd2 + normd*normd; // convergence check res = normr; if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter)%solver_par->verbose == c_zero ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } // check for convergence in A*x=b if ( res/nomb <= solver_par->rtol || res <= solver_par->atol ){ info = MAGMA_SUCCESS; break; } // check for convergence in min{|b-A*x|} if ( A.num_rows != A.num_cols && ( normar/(norma*normr) <= solver_par->rtol || normar <= solver_par->atol ) ){ printf("%% warning: quit from minimization convergence check.\n"); info = MAGMA_SUCCESS; break; } magma_daxpy( n, MAGMA_D_MAKE( phi, 0.0 ), d.dval, 1, x->dval, 1, queue ); normr = fabs(s) * normr; CHECK( magma_d_spmv( c_one, AT, u, c_zero, vt, queue )); solver_par->spmv_count++; if( precond_par->solver == Magma_NONE ){ ; } else { CHECK( magma_d_applyprecond_right( MagmaTrans, A, vt, &zt, precond_par, queue )); CHECK( magma_d_applyprecond_left( MagmaTrans, A, zt, &vt, precond_par, queue )); } magma_dscal( n, MAGMA_D_MAKE(-beta, 0.0 ), v.dval, 1, queue ); magma_daxpy( n, c_one, vt.dval, 1, v.dval, 1, queue ); alpha = magma_dnrm2( n, v.dval, 1, queue ); magma_dscal( n, MAGMA_D_MAKE(1./alpha, 0.0 ), v.dval, 1, queue ); normar = alpha * fabs(s*phi); } while ( solver_par->numiter+1 <= solver_par->maxiter ); tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; double residual; CHECK( magma_dresidualvec( A, b, *x, &r, &residual, queue)); solver_par->iter_res = res; solver_par->final_res = residual; if ( solver_par->numiter < solver_par->maxiter && info == MAGMA_SUCCESS ) { info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose == c_zero ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_SLOW_CONVERGENCE; if( solver_par->iter_res < solver_par->rtol*solver_par->init_res || solver_par->iter_res < solver_par->atol ) { info = MAGMA_SUCCESS; } } else { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose == c_zero ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_DIVERGENCE; } cleanup: magma_dmfree(&r, queue ); magma_dmfree(&v, queue ); magma_dmfree(&z, queue ); magma_dmfree(&zt, queue ); magma_dmfree(&d, queue ); magma_dmfree(&vt, queue ); magma_dmfree(&q, queue ); magma_dmfree(&u, queue ); magma_dmfree(&w, queue ); magma_dmfree(&AT, queue ); magma_dmfree(&Ah1, queue ); magma_dmfree(&Ah2, queue ); solver_par->info = info; return info; } /* magma_dqmr */
extern "C" magma_int_t magma_diterref( magma_d_sparse_matrix A, magma_d_vector b, magma_d_vector *x, magma_d_solver_par *solver_par, magma_d_preconditioner *precond_par, magma_queue_t queue ) { // set queue for old dense routines magma_queue_t orig_queue; magmablasGetKernelStream( &orig_queue ); // prepare solver feedback solver_par->solver = Magma_ITERREF; solver_par->numiter = 0; solver_par->info = MAGMA_SUCCESS; double residual; magma_dresidual( A, b, *x, &residual, queue ); solver_par->init_res = residual; // some useful variables double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE, c_mone = MAGMA_D_NEG_ONE; magma_int_t dofs = A.num_rows; // workspace magma_d_vector r,z; magma_d_vinit( &r, Magma_DEV, dofs, c_zero, queue ); magma_d_vinit( &z, Magma_DEV, dofs, c_zero, queue ); // solver variables double nom, nom0, r0; // solver setup magma_dscal( dofs, c_zero, x->dval, 1) ; // x = 0 magma_dcopy( dofs, b.dval, 1, r.dval, 1 ); // r = b nom0 = magma_dnrm2(dofs, r.dval, 1); // nom0 = || r || nom = nom0 * nom0; solver_par->init_res = nom0; if ( (r0 = nom * solver_par->epsilon) < ATOLERANCE ) r0 = ATOLERANCE; if ( nom < r0 ) { magmablasSetKernelStream( orig_queue ); return MAGMA_SUCCESS; } //Chronometry real_Double_t tempo1, tempo2; tempo1 = magma_sync_wtime( queue ); if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = nom0; solver_par->timing[0] = 0.0; } // start iteration for( solver_par->numiter= 1; solver_par->numiter<solver_par->maxiter; solver_par->numiter++ ) { magma_dscal( dofs, MAGMA_D_MAKE(1./nom, 0.), r.dval, 1) ; // scale it magma_d_precond( A, r, &z, precond_par, queue ); // inner solver: A * z = r magma_dscal( dofs, MAGMA_D_MAKE(nom, 0.), z.dval, 1) ; // scale it magma_daxpy(dofs, c_one, z.dval, 1, x->dval, 1); // x = x + z magma_d_spmv( c_mone, A, *x, c_zero, r, queue ); // r = - A x magma_daxpy(dofs, c_one, b.dval, 1, r.dval, 1); // r = r + b nom = magma_dnrm2(dofs, r.dval, 1); // nom = || r || if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) nom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if ( nom < r0 ) { break; } } tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; magma_dresidual( A, b, *x, &residual, queue ); solver_par->final_res = residual; solver_par->iter_res = nom; if ( solver_par->numiter < solver_par->maxiter) { solver_par->info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) nom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } solver_par->info = MAGMA_SLOW_CONVERGENCE; } else { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) nom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } solver_par->info = MAGMA_DIVERGENCE; } magma_d_vfree(&r, queue ); magma_d_vfree(&z, queue ); magmablasSetKernelStream( orig_queue ); return MAGMA_SUCCESS; } /* magma_diterref */
extern "C" magma_int_t magma_dfgmres( magma_d_matrix A, magma_d_matrix b, magma_d_matrix *x, magma_d_solver_par *solver_par, magma_d_preconditioner *precond_par, magma_queue_t queue ) { magma_int_t info = MAGMA_NOTCONVERGED; magma_int_t dofs = A.num_rows; // prepare solver feedback solver_par->solver = Magma_PGMRES; solver_par->numiter = 0; solver_par->spmv_count = 0; //Chronometry real_Double_t tempo1, tempo2; magma_int_t dim = solver_par->restart; magma_int_t m1 = dim+1; // used inside H macro magma_int_t i, j, k; double beta; double rel_resid, resid0=1, r0=0.0, betanom = 0.0, nom; magma_d_matrix v_t={Magma_CSR}, w_t={Magma_CSR}, t={Magma_CSR}, t2={Magma_CSR}, V={Magma_CSR}, W={Magma_CSR}; v_t.memory_location = Magma_DEV; v_t.num_rows = dofs; v_t.num_cols = 1; v_t.dval = NULL; v_t.storage_type = Magma_DENSE; w_t.memory_location = Magma_DEV; w_t.num_rows = dofs; w_t.num_cols = 1; w_t.dval = NULL; w_t.storage_type = Magma_DENSE; double temp; double *H={0}, *s={0}, *cs={0}, *sn={0}; CHECK( magma_dvinit( &t, Magma_DEV, dofs, 1, MAGMA_D_ZERO, queue )); CHECK( magma_dvinit( &t2, Magma_DEV, dofs, 1, MAGMA_D_ZERO, queue )); CHECK( magma_dmalloc_pinned( &H, (dim+1)*dim )); CHECK( magma_dmalloc_pinned( &s, dim+1 )); CHECK( magma_dmalloc_pinned( &cs, dim )); CHECK( magma_dmalloc_pinned( &sn, dim )); CHECK( magma_dvinit( &V, Magma_DEV, dofs*(dim+1), 1, MAGMA_D_ZERO, queue )); CHECK( magma_dvinit( &W, Magma_DEV, dofs*dim, 1, MAGMA_D_ZERO, queue )); CHECK( magma_dresidual( A, b, *x, &nom, queue)); solver_par->init_res = nom; if ( ( nom * solver_par->rtol) < ATOLERANCE ) r0 = ATOLERANCE; solver_par->numiter = 0; solver_par->spmv_count = 0; tempo1 = magma_sync_wtime( queue ); do { solver_par->numiter++; // compute initial residual and its norm // A.mult(n, 1, x, n, V(0), n); // V(0) = A*x CHECK( magma_d_spmv( MAGMA_D_ONE, A, *x, MAGMA_D_ZERO, t, queue )); solver_par->spmv_count++; magma_dcopy( dofs, t.dval, 1, V(0), 1, queue ); temp = MAGMA_D_MAKE(-1.0, 0.0); magma_daxpy( dofs,temp, b.dval, 1, V(0), 1, queue ); // V(0) = V(0) - b beta = MAGMA_D_MAKE( magma_dnrm2( dofs, V(0), 1, queue ), 0.0 ); // beta = norm(V(0)) if( magma_d_isnan_inf( beta ) ){ info = MAGMA_DIVERGENCE; break; } if (solver_par->numiter == 0){ solver_par->init_res = MAGMA_D_REAL( beta ); resid0 = MAGMA_D_REAL( beta ); r0 = resid0 * solver_par->rtol; if ( r0 < ATOLERANCE ) r0 = ATOLERANCE; if ( resid0 < r0 ) { solver_par->final_res = solver_par->init_res; solver_par->iter_res = solver_par->init_res; info = MAGMA_SUCCESS; goto cleanup; } } if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = resid0; solver_par->timing[0] = 0.0; } temp = -1.0/beta; magma_dscal( dofs, temp, V(0), 1, queue ); // V(0) = -V(0)/beta // save very first residual norm if (solver_par->numiter == 0) solver_par->init_res = MAGMA_D_REAL( beta ); for (i = 1; i < dim+1; i++) s[i] = MAGMA_D_ZERO; s[0] = beta; i = -1; do { i++; // M.apply(n, 1, V(i), n, W(i), n); v_t.dval = V(i); CHECK( magma_d_applyprecond_left( MagmaNoTrans, A, v_t, &t, precond_par, queue )); CHECK( magma_d_applyprecond_right( MagmaNoTrans, A, t, &t2, precond_par, queue )); magma_dcopy( dofs, t2.dval, 1, W(i), 1, queue ); // A.mult(n, 1, W(i), n, V(i+1), n); w_t.dval = W(i); CHECK( magma_d_spmv( MAGMA_D_ONE, A, w_t, MAGMA_D_ZERO, t, queue )); solver_par->spmv_count++; magma_dcopy( dofs, t.dval, 1, V(i+1), 1, queue ); for (k = 0; k <= i; k++) { H(k, i) = magma_ddot( dofs, V(k), 1, V(i+1), 1, queue ); temp = -H(k,i); // V(i+1) -= H(k, i) * V(k); magma_daxpy( dofs,-H(k,i), V(k), 1, V(i+1), 1, queue ); } H(i+1, i) = MAGMA_D_MAKE( magma_dnrm2( dofs, V(i+1), 1, queue), 0. ); // H(i+1,i) = ||r|| temp = 1.0 / H(i+1, i); // V(i+1) = V(i+1) / H(i+1, i) magma_dscal( dofs, temp, V(i+1), 1, queue ); // (to be fused) for (k = 0; k < i; k++) ApplyPlaneRotation(&H(k,i), &H(k+1,i), cs[k], sn[k]); GeneratePlaneRotation(H(i,i), H(i+1,i), &cs[i], &sn[i]); ApplyPlaneRotation(&H(i,i), &H(i+1,i), cs[i], sn[i]); ApplyPlaneRotation(&s[i], &s[i+1], cs[i], sn[i]); betanom = MAGMA_D_ABS( s[i+1] ); rel_resid = betanom / resid0; if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if (rel_resid <= solver_par->rtol || betanom <= solver_par->atol ){ info = MAGMA_SUCCESS; break; } } while (i+1 < dim && solver_par->numiter+1 <= solver_par->maxiter); // solve upper triangular system in place for (j = i; j >= 0; j--) { s[j] /= H(j,j); for (k = j-1; k >= 0; k--) s[k] -= H(k,j) * s[j]; } // update the solution for (j = 0; j <= i; j++) { // x = x + s[j] * W(j) magma_daxpy( dofs, s[j], W(j), 1, x->dval, 1, queue ); } } while (rel_resid > solver_par->rtol && solver_par->numiter+1 <= solver_par->maxiter); tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; double residual; CHECK( magma_dresidual( A, b, *x, &residual, queue )); solver_par->iter_res = betanom; solver_par->final_res = residual; if ( solver_par->numiter < solver_par->maxiter && info == MAGMA_SUCCESS ) { info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_SLOW_CONVERGENCE; if( solver_par->iter_res < solver_par->rtol*solver_par->init_res || solver_par->iter_res < solver_par->atol ) { info = MAGMA_SUCCESS; } } else { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_DIVERGENCE; } cleanup: // free pinned memory magma_free_pinned(s); magma_free_pinned(cs); magma_free_pinned(sn); magma_free_pinned(H); //free DEV memory magma_dmfree( &V, queue); magma_dmfree( &W, queue); magma_dmfree( &t, queue); magma_dmfree( &t2, queue); solver_par->info = info; return info; } /* magma_dfgmres */
extern "C" magma_int_t magma_dpcgs( magma_d_matrix A, magma_d_matrix b, magma_d_matrix *x, magma_d_solver_par *solver_par, magma_d_preconditioner *precond_par, magma_queue_t queue ) { magma_int_t info = MAGMA_NOTCONVERGED; // prepare solver feedback solver_par->solver = Magma_PCGS; solver_par->numiter = 0; solver_par->spmv_count = 0; // constants const double c_zero = MAGMA_D_ZERO; const double c_one = MAGMA_D_ONE; const double c_neg_one = MAGMA_D_NEG_ONE; // solver variables double nom0, r0, res=0, nomb; double rho, rho_l = c_one, alpha, beta; magma_int_t dofs = A.num_rows* b.num_cols; // GPU workspace magma_d_matrix r={Magma_CSR}, rt={Magma_CSR}, r_tld={Magma_CSR}, p={Magma_CSR}, q={Magma_CSR}, u={Magma_CSR}, v={Magma_CSR}, t={Magma_CSR}, p_hat={Magma_CSR}, q_hat={Magma_CSR}, u_hat={Magma_CSR}, v_hat={Magma_CSR}; CHECK( magma_dvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &rt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &r_tld,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &p, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &p_hat, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &q, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &q_hat, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &u, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &u_hat, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &v, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &v_hat, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &t, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); // solver setup CHECK( magma_dresidualvec( A, b, *x, &r, &nom0, queue)); magma_dcopy( dofs, r.dval, 1, r_tld.dval, 1, queue ); solver_par->init_res = nom0; nomb = magma_dnrm2( dofs, b.dval, 1, queue ); if ( nomb == 0.0 ){ nomb=1.0; } if ( (r0 = nomb * solver_par->rtol) < ATOLERANCE ){ r0 = ATOLERANCE; } solver_par->final_res = solver_par->init_res; solver_par->iter_res = solver_par->init_res; if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = (real_Double_t)nom0; solver_par->timing[0] = 0.0; } if ( nom0 < r0 ) { info = MAGMA_SUCCESS; goto cleanup; } //Chronometry real_Double_t tempo1, tempo2, tempop1, tempop2; tempo1 = magma_sync_wtime( queue ); solver_par->numiter = 0; solver_par->spmv_count = 0; // start iteration do { solver_par->numiter++; rho = magma_ddot( dofs, r.dval, 1, r_tld.dval, 1, queue ); // rho = < r,r_tld> if( magma_d_isnan_inf( rho ) ){ info = MAGMA_DIVERGENCE; break; } if ( solver_par->numiter > 1 ) { // direction vectors beta = rho / rho_l; magma_dcopy( dofs, r.dval, 1, u.dval, 1, queue ); // u = r magma_daxpy( dofs, beta, q.dval, 1, u.dval, 1, queue ); // u = r + beta q magma_dscal( dofs, beta, p.dval, 1, queue ); // p = beta*p magma_daxpy( dofs, c_one, q.dval, 1, p.dval, 1, queue ); // p = q + beta*p magma_dscal( dofs, beta, p.dval, 1, queue ); // p = beta*(q + beta*p) magma_daxpy( dofs, c_one, u.dval, 1, p.dval, 1, queue ); // p = u + beta*(q + beta*p) //u = r + beta*q; //p = u + beta*( q + beta*p ); } else{ magma_dcopy( dofs, r.dval, 1, u.dval, 1, queue ); // u = r magma_dcopy( dofs, r.dval, 1, p.dval, 1, queue ); // p = r } // preconditioner tempop1 = magma_sync_wtime( queue ); CHECK( magma_d_applyprecond_left( MagmaNoTrans, A, p, &rt, precond_par, queue )); CHECK( magma_d_applyprecond_right( MagmaNoTrans, A, rt, &p_hat, precond_par, queue )); tempop2 = magma_sync_wtime( queue ); precond_par->runtime += tempop2-tempop1; // SpMV CHECK( magma_d_spmv( c_one, A, p_hat, c_zero, v_hat, queue )); // v = A p solver_par->spmv_count++; alpha = rho / magma_ddot( dofs, r_tld.dval, 1, v_hat.dval, 1, queue ); magma_dcopy( dofs, u.dval, 1, q.dval, 1, queue ); // q = u magma_daxpy( dofs, -alpha, v_hat.dval, 1, q.dval, 1, queue ); // q = u - alpha v_hat magma_dcopy( dofs, u.dval, 1, t.dval, 1, queue ); // t = q magma_daxpy( dofs, c_one, q.dval, 1, t.dval, 1, queue ); // t = u + q // preconditioner tempop1 = magma_sync_wtime( queue ); CHECK( magma_d_applyprecond_left( MagmaNoTrans, A, t, &rt, precond_par, queue )); CHECK( magma_d_applyprecond_right( MagmaNoTrans, A, rt, &u_hat, precond_par, queue )); tempop2 = magma_sync_wtime( queue ); precond_par->runtime += tempop2-tempop1; // SpMV CHECK( magma_d_spmv( c_one, A, u_hat, c_zero, t, queue )); // t = A u_hat solver_par->spmv_count++; magma_daxpy( dofs, alpha, u_hat.dval, 1, x->dval, 1, queue ); // x = x + alpha u_hat magma_daxpy( dofs, c_neg_one*alpha, t.dval, 1, r.dval, 1, queue ); // r = r -alpha*A u_hat res = magma_dnrm2( dofs, r.dval, 1, queue ); if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter)%solver_par->verbose == 0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if ( res/nomb <= solver_par->rtol || res <= solver_par->atol ){ break; } rho_l = rho; } while ( solver_par->numiter+1 <= solver_par->maxiter ); tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; double residual; CHECK( magma_dresidualvec( A, b, *x, &r, &residual, queue)); solver_par->iter_res = res; solver_par->final_res = residual; if ( solver_par->numiter < solver_par->maxiter && info == MAGMA_SUCCESS ) { info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose == 0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_SLOW_CONVERGENCE; if( solver_par->iter_res < solver_par->rtol*solver_par->init_res || solver_par->iter_res < solver_par->atol ) { info = MAGMA_SUCCESS; } } else { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose == 0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_DIVERGENCE; } cleanup: magma_dmfree(&r, queue ); magma_dmfree(&rt, queue ); magma_dmfree(&r_tld, queue ); magma_dmfree(&p, queue ); magma_dmfree(&q, queue ); magma_dmfree(&u, queue ); magma_dmfree(&v, queue ); magma_dmfree(&t, queue ); magma_dmfree(&p_hat, queue ); magma_dmfree(&q_hat, queue ); magma_dmfree(&u_hat, queue ); magma_dmfree(&v_hat, queue ); solver_par->info = info; return info; } /* magma_dpcgs */
extern "C" magma_int_t magma_dpbicg( magma_d_matrix A, magma_d_matrix b, magma_d_matrix *x, magma_d_solver_par *solver_par, magma_d_preconditioner *precond_par, magma_queue_t queue ) { magma_int_t info = MAGMA_NOTCONVERGED; // prepare solver feedback solver_par->solver = Magma_PBICG; solver_par->numiter = 0; solver_par->spmv_count = 0; // some useful variables double c_zero = MAGMA_D_ZERO; double c_one = MAGMA_D_ONE; double c_neg_one = MAGMA_D_NEG_ONE; magma_int_t dofs = A.num_rows * b.num_cols; // workspace magma_d_matrix r={Magma_CSR}, rt={Magma_CSR}, p={Magma_CSR}, pt={Magma_CSR}, z={Magma_CSR}, zt={Magma_CSR}, q={Magma_CSR}, y={Magma_CSR}, yt={Magma_CSR}, qt={Magma_CSR}; // need to transpose the matrix magma_d_matrix AT={Magma_CSR}, Ah1={Magma_CSR}, Ah2={Magma_CSR}; CHECK( magma_dvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &rt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &p, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &pt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &q, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &qt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &y, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &yt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &z, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &zt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); // solver variables double alpha, rho, beta, rho_new, ptq; double res, nomb, nom0, r0; // transpose the matrix magma_dmtransfer( A, &Ah1, Magma_DEV, Magma_CPU, queue ); magma_dmconvert( Ah1, &Ah2, A.storage_type, Magma_CSR, queue ); magma_dmfree(&Ah1, queue ); magma_dmtransposeconjugate( Ah2, &Ah1, queue ); magma_dmfree(&Ah2, queue ); Ah2.blocksize = A.blocksize; Ah2.alignment = A.alignment; magma_dmconvert( Ah1, &Ah2, Magma_CSR, A.storage_type, queue ); magma_dmfree(&Ah1, queue ); magma_dmtransfer( Ah2, &AT, Magma_CPU, Magma_DEV, queue ); magma_dmfree(&Ah2, queue ); // solver setup CHECK( magma_dresidualvec( A, b, *x, &r, &nom0, queue)); res = nom0; solver_par->init_res = nom0; magma_dcopy( dofs, r.dval, 1, rt.dval, 1, queue ); // rr = r rho_new = magma_ddot( dofs, rt.dval, 1, r.dval, 1, queue ); // rho=<rr,r> rho = alpha = MAGMA_D_MAKE( 1.0, 0. ); nomb = magma_dnrm2( dofs, b.dval, 1, queue ); if ( nomb == 0.0 ){ nomb=1.0; } if ( (r0 = nomb * solver_par->rtol) < ATOLERANCE ){ r0 = ATOLERANCE; } solver_par->final_res = solver_par->init_res; solver_par->iter_res = solver_par->init_res; if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = nom0; solver_par->timing[0] = 0.0; } if ( nom0 < r0 ) { info = MAGMA_SUCCESS; goto cleanup; } //Chronometry real_Double_t tempo1, tempo2; tempo1 = magma_sync_wtime( queue ); solver_par->numiter = 0; solver_par->spmv_count = 0; // start iteration do { solver_par->numiter++; CHECK( magma_d_applyprecond_left( MagmaNoTrans, A, r, &y, precond_par, queue )); CHECK( magma_d_applyprecond_right( MagmaNoTrans, A, y, &z, precond_par, queue )); CHECK( magma_d_applyprecond_right( MagmaTrans, A, rt, &yt, precond_par, queue )); CHECK( magma_d_applyprecond_left( MagmaTrans, A, yt, &zt, precond_par, queue )); //magma_dcopy( dofs, r.dval, 1 , y.dval, 1, queue ); // y=r //magma_dcopy( dofs, y.dval, 1 , z.dval, 1, queue ); // z=y //magma_dcopy( dofs, rt.dval, 1 , yt.dval, 1, queue ); // yt=rt //magma_dcopy( dofs, yt.dval, 1 , zt.dval, 1, queue ); // yt=rt rho= rho_new; rho_new = magma_ddot( dofs, rt.dval, 1, z.dval, 1, queue ); // rho=<rt,z> if( magma_d_isnan_inf( rho_new ) ){ info = MAGMA_DIVERGENCE; break; } if( solver_par->numiter==1 ){ magma_dcopy( dofs, z.dval, 1 , p.dval, 1, queue ); // yt=rt magma_dcopy( dofs, zt.dval, 1 , pt.dval, 1, queue ); // zt=yt } else { beta = rho_new/rho; magma_dscal( dofs, beta, p.dval, 1, queue ); // p = beta*p magma_daxpy( dofs, c_one , z.dval, 1 , p.dval, 1, queue ); // p = z+beta*p magma_dscal( dofs, MAGMA_D_CONJ(beta), pt.dval, 1, queue ); // pt = beta*pt magma_daxpy( dofs, c_one , zt.dval, 1 , pt.dval, 1, queue ); // pt = zt+beta*pt } CHECK( magma_d_spmv( c_one, A, p, c_zero, q, queue )); // v = Ap CHECK( magma_d_spmv( c_one, AT, pt, c_zero, qt, queue )); // v = Ap solver_par->spmv_count++; solver_par->spmv_count++; ptq = magma_ddot( dofs, pt.dval, 1, q.dval, 1, queue ); alpha = rho_new /ptq; magma_daxpy( dofs, alpha, p.dval, 1 , x->dval, 1, queue ); // x=x+alpha*p magma_daxpy( dofs, c_neg_one * alpha, q.dval, 1 , r.dval, 1, queue ); // r=r+alpha*q magma_daxpy( dofs, c_neg_one * MAGMA_D_CONJ(alpha), qt.dval, 1 , rt.dval, 1, queue ); // r=r+alpha*q res = magma_dnrm2( dofs, r.dval, 1, queue ); if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if ( res/nomb <= solver_par->rtol || res <= solver_par->atol ){ break; } } while ( solver_par->numiter+1 <= solver_par->maxiter ); tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; double residual; CHECK( magma_dresidualvec( A, b, *x, &r, &residual, queue)); solver_par->iter_res = res; solver_par->final_res = residual; if ( solver_par->numiter < solver_par->maxiter ) { info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_SLOW_CONVERGENCE; if( solver_par->iter_res < solver_par->rtol*solver_par->init_res || solver_par->iter_res < solver_par->atol ) { info = MAGMA_SUCCESS; } } else { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_DIVERGENCE; } cleanup: magma_dmfree(&r, queue ); magma_dmfree(&rt, queue ); magma_dmfree(&p, queue ); magma_dmfree(&pt, queue ); magma_dmfree(&q, queue ); magma_dmfree(&qt, queue ); magma_dmfree(&y, queue ); magma_dmfree(&yt, queue ); magma_dmfree(&z, queue ); magma_dmfree(&zt, queue ); magma_dmfree(&AT, queue ); magma_dmfree(&Ah1, queue ); magma_dmfree(&Ah2, queue ); solver_par->info = info; return info; } /* magma_dpbicg */
extern "C" magma_int_t magma_diterref( magma_d_matrix A, magma_d_matrix b, magma_d_matrix *x, magma_d_solver_par *solver_par, magma_d_preconditioner *precond_par, magma_queue_t queue ) { magma_int_t info = MAGMA_NOTCONVERGED; // some useful variables double c_zero = MAGMA_D_ZERO; double c_one = MAGMA_D_ONE; double c_neg_one = MAGMA_D_NEG_ONE; // prepare solver feedback solver_par->solver = Magma_ITERREF; solver_par->numiter = 0; solver_par->spmv_count = 0; magma_int_t dofs = A.num_rows*b.num_cols; // solver variables double nom, nom0; // workspace magma_d_matrix r={Magma_CSR}, z={Magma_CSR}; CHECK( magma_dvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &z, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); double residual; CHECK( magma_dresidual( A, b, *x, &residual, queue )); solver_par->init_res = residual; // solver setup magma_dscal( dofs, c_zero, x->dval, 1, queue ); // x = 0 //CHECK( magma_dresidualvec( A, b, *x, &r, nom, queue)); magma_dcopy( dofs, b.dval, 1, r.dval, 1, queue ); // r = b nom0 = magma_dnrm2( dofs, r.dval, 1, queue ); // nom0 = || r || nom = nom0 * nom0; solver_par->init_res = nom0; if( nom0 < solver_par->atol || nom0/solver_par->init_res < solver_par->rtol ){ solver_par->final_res = solver_par->init_res; solver_par->iter_res = solver_par->init_res; info = MAGMA_SUCCESS; goto cleanup; } //Chronometry real_Double_t tempo1, tempo2; tempo1 = magma_sync_wtime( queue ); if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = nom0; solver_par->timing[0] = 0.0; } // start iteration for( solver_par->numiter= 1; solver_par->numiter<solver_par->maxiter; solver_par->numiter++ ) { magma_dscal( dofs, MAGMA_D_MAKE(1./nom, 0.), r.dval, 1, queue ); // scale it CHECK( magma_d_precond( A, r, &z, precond_par, queue )); // inner solver: A * z = r magma_dscal( dofs, MAGMA_D_MAKE(nom, 0.), z.dval, 1, queue ); // scale it magma_daxpy( dofs, c_one, z.dval, 1, x->dval, 1, queue ); // x = x + z CHECK( magma_d_spmv( c_neg_one, A, *x, c_zero, r, queue )); // r = - A x solver_par->spmv_count++; magma_daxpy( dofs, c_one, b.dval, 1, r.dval, 1, queue ); // r = r + b nom = magma_dnrm2( dofs, r.dval, 1, queue ); // nom = || r || if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) nom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if( nom < solver_par->atol || nom/solver_par->init_res < solver_par->rtol ){ break; } } tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; CHECK( magma_dresidualvec( A, b, *x, &r, &residual, queue)); solver_par->final_res = residual; solver_par->iter_res = nom; if ( solver_par->numiter < solver_par->maxiter ) { info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) nom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_SLOW_CONVERGENCE; if( solver_par->iter_res < solver_par->atol || solver_par->iter_res/solver_par->init_res < solver_par->rtol ){ info = MAGMA_SUCCESS; } } else { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) nom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_DIVERGENCE; } cleanup: magma_dmfree(&r, queue ); magma_dmfree(&z, queue ); solver_par->info = info; return info; } /* magma_diterref */
extern "C" magma_int_t magma_dbpcg( magma_d_sparse_matrix A, magma_d_vector b, magma_d_vector *x, magma_d_solver_par *solver_par, magma_d_preconditioner *precond_par, magma_queue_t queue ) { // set queue for old dense routines magma_queue_t orig_queue; magmablasGetKernelStream( &orig_queue ); magma_int_t stat_dev = 0, stat_cpu = 0; magma_int_t i, num_vecs = b.num_rows/A.num_rows; // prepare solver feedback solver_par->solver = Magma_PCG; solver_par->numiter = 0; solver_par->info = MAGMA_SUCCESS; // local variables double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE; magma_int_t dofs = A.num_rows; // GPU workspace magma_d_vector r, rt, p, q, h; magma_d_vinit( &r, Magma_DEV, dofs*num_vecs, c_zero, queue ); magma_d_vinit( &rt, Magma_DEV, dofs*num_vecs, c_zero, queue ); magma_d_vinit( &p, Magma_DEV, dofs*num_vecs, c_zero, queue ); magma_d_vinit( &q, Magma_DEV, dofs*num_vecs, c_zero, queue ); magma_d_vinit( &h, Magma_DEV, dofs*num_vecs, c_zero, queue ); // solver variables double *alpha, *beta; alpha = NULL; beta = NULL; stat_cpu += magma_dmalloc_cpu(&alpha, num_vecs); stat_cpu += magma_dmalloc_cpu(&beta, num_vecs); double *nom, *nom0, *r0, *gammaold, *gammanew, *den, *res, *residual; nom = NULL; nom0 = NULL; r0 = NULL; gammaold = NULL; gammanew = NULL; den = NULL; res = NULL; residual = NULL; stat_cpu += magma_dmalloc_cpu(&residual, num_vecs); stat_cpu += magma_dmalloc_cpu(&nom, num_vecs); stat_cpu += magma_dmalloc_cpu(&nom0, num_vecs); stat_cpu += magma_dmalloc_cpu(&r0, num_vecs); stat_cpu += magma_dmalloc_cpu(&gammaold, num_vecs); stat_cpu += magma_dmalloc_cpu(&gammanew, num_vecs); stat_cpu += magma_dmalloc_cpu(&den, num_vecs); stat_cpu += magma_dmalloc_cpu(&res, num_vecs); stat_cpu += magma_dmalloc_cpu(&residual, num_vecs); if( stat_cpu != 0 ){ magma_free_cpu( nom ); magma_free_cpu( nom0 ); magma_free_cpu( r0 ); magma_free_cpu( gammaold ); magma_free_cpu( gammanew ); magma_free_cpu( den ); magma_free_cpu( res ); magma_free_cpu( alpha ); magma_free_cpu( beta ); magma_free_cpu( residual ); magmablasSetKernelStream( orig_queue ); printf("error: memory allocation.\n"); return MAGMA_ERR_HOST_ALLOC; } // solver setup magma_dscal( dofs*num_vecs, c_zero, x->dval, 1) ; // x = 0 magma_dcopy( dofs*num_vecs, b.dval, 1, r.dval, 1 ); // r = b // preconditioner magma_d_applyprecond_left( A, r, &rt, precond_par, queue ); magma_d_applyprecond_right( A, rt, &h, precond_par, queue ); magma_dcopy( dofs*num_vecs, h.dval, 1, p.dval, 1 ); // p = h for( i=0; i<num_vecs; i++) { nom[i] = MAGMA_D_REAL( magma_ddot(dofs, r(i), 1, h(i), 1) ); nom0[i] = magma_dnrm2( dofs, r(i), 1 ); } magma_d_spmv( c_one, A, p, c_zero, q, queue ); // q = A p for( i=0; i<num_vecs; i++) den[i] = MAGMA_D_REAL( magma_ddot(dofs, p(i), 1, q(i), 1) ); // den = p dot q solver_par->init_res = nom0[0]; if ( (r0[0] = nom[0] * solver_par->epsilon) < ATOLERANCE ) r0[0] = ATOLERANCE; // check positive definite if (den[0] <= 0.0) { printf("Operator A is not postive definite. (Ar,r) = %f\n", den[0]); magmablasSetKernelStream( orig_queue ); return MAGMA_NONSPD; solver_par->info = MAGMA_NONSPD;; } if ( nom[0] < r0[0] ) { magmablasSetKernelStream( orig_queue ); return MAGMA_SUCCESS; } //Chronometry real_Double_t tempo1, tempo2; tempo1 = magma_sync_wtime( queue ); if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = (real_Double_t)nom0[0]; solver_par->timing[0] = 0.0; } // start iteration for( solver_par->numiter= 1; solver_par->numiter<solver_par->maxiter; solver_par->numiter++ ) { // preconditioner magma_d_applyprecond_left( A, r, &rt, precond_par, queue ); magma_d_applyprecond_right( A, rt, &h, precond_par, queue ); for( i=0; i<num_vecs; i++) gammanew[i] = MAGMA_D_REAL( magma_ddot(dofs, r(i), 1, h(i), 1) ); // gn = < r,h> if ( solver_par->numiter==1 ) { magma_dcopy( dofs*num_vecs, h.dval, 1, p.dval, 1 ); // p = h } else { for( i=0; i<num_vecs; i++) { beta[i] = MAGMA_D_MAKE(gammanew[i]/gammaold[i], 0.); // beta = gn/go magma_dscal(dofs, beta[i], p(i), 1); // p = beta*p magma_daxpy(dofs, c_one, h(i), 1, p(i), 1); // p = p + h } } magma_d_spmv( c_one, A, p, c_zero, q, queue ); // q = A p // magma_d_bspmv_tuned( dofs, num_vecs, c_one, A, p.dval, c_zero, q.dval, queue ); for( i=0; i<num_vecs; i++) { den[i] = MAGMA_D_REAL(magma_ddot(dofs, p(i), 1, q(i), 1)); // den = p dot q alpha[i] = MAGMA_D_MAKE(gammanew[i]/den[i], 0.); magma_daxpy(dofs, alpha[i], p(i), 1, x->dval+dofs*i, 1); // x = x + alpha p magma_daxpy(dofs, -alpha[i], q(i), 1, r(i), 1); // r = r - alpha q gammaold[i] = gammanew[i]; res[i] = magma_dnrm2( dofs, r(i), 1 ); } if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res[0]; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if ( res[0]/nom0[0] < solver_par->epsilon ) { break; } } tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; magma_dresidual( A, b, *x, residual, queue ); solver_par->iter_res = res[0]; solver_par->final_res = residual[0]; if ( solver_par->numiter < solver_par->maxiter) { solver_par->info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res[0]; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } solver_par->info = MAGMA_SLOW_CONVERGENCE; } else { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res[0]; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } solver_par->info = MAGMA_DIVERGENCE; } for( i=0; i<num_vecs; i++) { printf("%.4e ",res[i]); } printf("\n"); for( i=0; i<num_vecs; i++) { printf("%.4e ",residual[i]); } printf("\n"); magma_d_vfree(&r, queue ); magma_d_vfree(&rt, queue ); magma_d_vfree(&p, queue ); magma_d_vfree(&q, queue ); magma_d_vfree(&h, queue ); magma_free_cpu(alpha); magma_free_cpu(beta); magma_free_cpu(nom); magma_free_cpu(nom0); magma_free_cpu(r0); magma_free_cpu(gammaold); magma_free_cpu(gammanew); magma_free_cpu(den); magma_free_cpu(res); magmablasSetKernelStream( orig_queue ); return MAGMA_SUCCESS; } /* magma_dbpcg */
extern "C" magma_int_t magma_dcg( magma_d_matrix A, magma_d_matrix b, magma_d_matrix *x, magma_d_solver_par *solver_par, magma_queue_t queue ) { magma_int_t info = 0; // set queue for old dense routines magma_queue_t orig_queue=NULL; magmablasGetKernelStream( &orig_queue ); // prepare solver feedback solver_par->solver = Magma_CG; solver_par->numiter = 0; solver_par->info = MAGMA_SUCCESS; // local variables double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE; magma_int_t dofs = A.num_rows * b.num_cols; // GPU workspace magma_d_matrix r={Magma_CSR}, p={Magma_CSR}, q={Magma_CSR}; CHECK( magma_dvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &p, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &q, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); // solver variables double alpha, beta; double nom, nom0, r0, betanom, betanomsq, den; // solver setup CHECK( magma_dresidualvec( A, b, *x, &r, &nom0, queue)); magma_dcopy( dofs, r.dval, 1, p.dval, 1 ); // p = r betanom = nom0; nom = nom0 * nom0; // nom = r' * r CHECK( magma_d_spmv( c_one, A, p, c_zero, q, queue )); // q = A p den = MAGMA_D_REAL( magma_ddot(dofs, p.dval, 1, q.dval, 1) );// den = p dot q solver_par->init_res = nom0; if ( (r0 = nom * solver_par->epsilon) < ATOLERANCE ) r0 = ATOLERANCE; if ( nom < r0 ) { solver_par->final_res = solver_par->init_res; solver_par->iter_res = solver_par->init_res; goto cleanup; } // check positive definite if (den <= 0.0) { printf("Operator A is not postive definite. (Ar,r) = %f\n", den); magmablasSetKernelStream( orig_queue ); info = MAGMA_NONSPD; goto cleanup; } //Chronometry real_Double_t tempo1, tempo2; tempo1 = magma_sync_wtime( queue ); if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = (real_Double_t)nom0; solver_par->timing[0] = 0.0; } solver_par->numiter = 0; // start iteration do { solver_par->numiter++; alpha = MAGMA_D_MAKE(nom/den, 0.); magma_daxpy(dofs, alpha, p.dval, 1, x->dval, 1); // x = x + alpha p magma_daxpy(dofs, -alpha, q.dval, 1, r.dval, 1); // r = r - alpha q betanom = magma_dnrm2(dofs, r.dval, 1); // betanom = || r || betanomsq = betanom * betanom; // betanoms = r' * r if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if ( betanom < r0 ) { break; } beta = MAGMA_D_MAKE(betanomsq/nom, 0.); // beta = betanoms/nom magma_dscal(dofs, beta, p.dval, 1); // p = beta*p magma_daxpy(dofs, c_one, r.dval, 1, p.dval, 1); // p = p + r CHECK( magma_d_spmv( c_one, A, p, c_zero, q, queue )); // q = A p den = MAGMA_D_REAL(magma_ddot(dofs, p.dval, 1, q.dval, 1)); // den = p dot q nom = betanomsq; } while ( solver_par->numiter+1 <= solver_par->maxiter ); tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; double residual; CHECK( magma_dresidualvec( A, b, *x, &r, &residual, queue)); solver_par->final_res = residual; if ( solver_par->numiter < solver_par->maxiter ) { solver_par->info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_SLOW_CONVERGENCE; if( solver_par->iter_res < solver_par->epsilon*solver_par->init_res ){ info = MAGMA_SUCCESS; } } else { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_DIVERGENCE; } cleanup: magma_dmfree(&r, queue ); magma_dmfree(&p, queue ); magma_dmfree(&q, queue ); magmablasSetKernelStream( orig_queue ); solver_par->info = info; return info; } /* magma_dcg */
extern "C" magma_int_t magma_dbicgstab_merge( magma_d_matrix A, magma_d_matrix b, magma_d_matrix *x, magma_d_solver_par *solver_par, magma_queue_t queue ) { magma_int_t info = MAGMA_NOTCONVERGED; // prepare solver feedback solver_par->solver = Magma_BICGSTAB; solver_par->numiter = 0; solver_par->spmv_count = 0; // some useful variables double c_zero = MAGMA_D_ZERO; double c_one = MAGMA_D_ONE; magma_int_t dofs = A.num_rows * b.num_cols; // workspace magma_d_matrix r={Magma_CSR}, rr={Magma_CSR}, p={Magma_CSR}, v={Magma_CSR}, s={Magma_CSR}, t={Magma_CSR}, d1={Magma_CSR}, d2={Magma_CSR}; CHECK( magma_dvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &rr,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &p, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &v, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &s, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &t, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &d1, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &d2, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); // solver variables double alpha, beta, omega, rho_old, rho_new; double nom, betanom, nom0, r0, res, nomb; res=0; //double den; // solver setup CHECK( magma_dresidualvec( A, b, *x, &r, &nom0, queue)); magma_dcopy( dofs, r.dval, 1, rr.dval, 1, queue ); // rr = r betanom = nom0; nom = nom0*nom0; rho_new = magma_ddot( dofs, r.dval, 1, r.dval, 1, queue ); // rho=<rr,r> rho_old = omega = alpha = MAGMA_D_MAKE( 1.0, 0. ); solver_par->init_res = nom0; CHECK( magma_d_spmv( c_one, A, r, c_zero, v, queue )); // z = A r //den = MAGMA_D_REAL( magma_ddot( dofs, v.dval, 1, r.dval, 1), queue ); // den = z' * r nomb = magma_dnrm2( dofs, b.dval, 1, queue ); if ( nomb == 0.0 ){ nomb=1.0; } if ( (r0 = nomb * solver_par->rtol) < ATOLERANCE ){ r0 = ATOLERANCE; } solver_par->final_res = solver_par->init_res; solver_par->iter_res = solver_par->init_res; if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = nom0; solver_par->timing[0] = 0.0; } if ( nom < r0 ) { info = MAGMA_SUCCESS; goto cleanup; } //Chronometry real_Double_t tempo1, tempo2; tempo1 = magma_sync_wtime( queue ); solver_par->numiter = 0; solver_par->spmv_count = 0; // start iteration do { solver_par->numiter++; rho_old = rho_new; // rho_old=rho rho_new = magma_ddot( dofs, rr.dval, 1, r.dval, 1, queue ); // rho=<rr,r> beta = rho_new/rho_old * alpha/omega; // beta=rho/rho_old *alpha/omega if( magma_d_isnan_inf( beta ) ){ info = MAGMA_DIVERGENCE; break; } // p = r + beta * ( p - omega * v ) magma_dbicgstab_1( r.num_rows, r.num_cols, beta, omega, r.dval, v.dval, p.dval, queue ); CHECK( magma_d_spmv( c_one, A, p, c_zero, v, queue )); // v = Ap solver_par->spmv_count++; //alpha = rho_new / tmpval; alpha = rho_new /magma_ddot( dofs, rr.dval, 1, v.dval, 1, queue ); if( magma_d_isnan_inf( alpha ) ){ info = MAGMA_DIVERGENCE; break; } // s = r - alpha v magma_dbicgstab_2( r.num_rows, r.num_cols, alpha, r.dval, v.dval, s.dval, queue ); CHECK( magma_d_spmv( c_one, A, s, c_zero, t, queue )); // t=As solver_par->spmv_count++; omega = magma_ddot( dofs, t.dval, 1, s.dval, 1, queue ) // omega = <s,t>/<t,t> / magma_ddot( dofs, t.dval, 1, t.dval, 1, queue ); // x = x + alpha * p + omega * s // r = s - omega * t magma_dbicgstab_3( r.num_rows, r.num_cols, alpha, omega, p.dval, s.dval, t.dval, x->dval, r.dval, queue ); res = betanom = magma_dnrm2( dofs, r.dval, 1, queue ); nom = betanom*betanom; if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if ( res/nomb <= solver_par->rtol || res <= solver_par->atol ){ break; } } while ( solver_par->numiter+1 <= solver_par->maxiter ); tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; double residual; CHECK( magma_dresidualvec( A, b, *x, &r, &residual, queue)); solver_par->iter_res = res; solver_par->final_res = residual; if ( solver_par->numiter < solver_par->maxiter && info == MAGMA_SUCCESS ) { info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_SLOW_CONVERGENCE; if( solver_par->iter_res < solver_par->rtol*solver_par->init_res || solver_par->iter_res < solver_par->atol ) { info = MAGMA_SUCCESS; } } else { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_DIVERGENCE; } cleanup: magma_dmfree(&r, queue ); magma_dmfree(&rr, queue ); magma_dmfree(&p, queue ); magma_dmfree(&v, queue ); magma_dmfree(&s, queue ); magma_dmfree(&t, queue ); magma_dmfree(&d1, queue ); magma_dmfree(&d2, queue ); solver_par->info = info; return info; } /* magma_dbicgstab_merge */
extern "C" magma_int_t magma_dpbicgstab( magma_d_matrix A, magma_d_matrix b, magma_d_matrix *x, magma_d_solver_par *solver_par, magma_d_preconditioner *precond_par, magma_queue_t queue ) { magma_int_t info = 0; // set queue for old dense routines magma_queue_t orig_queue=NULL; magmablasGetKernelStream( &orig_queue ); // prepare solver feedback solver_par->solver = Magma_PBICGSTAB; solver_par->numiter = 0; solver_par->info = MAGMA_SUCCESS; // some useful variables double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE, c_mone = MAGMA_D_NEG_ONE; magma_int_t dofs = A.num_rows*b.num_cols; // workspace magma_d_matrix r={Magma_CSR}, rr={Magma_CSR}, p={Magma_CSR}, v={Magma_CSR}, s={Magma_CSR}, t={Magma_CSR}, ms={Magma_CSR}, mt={Magma_CSR}, y={Magma_CSR}, z={Magma_CSR}; CHECK( magma_dvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &rr,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &p, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &v, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &s, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &t, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &ms,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &mt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &y, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &z, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); // solver variables double alpha, beta, omega, rho_old, rho_new; double nom, betanom, nom0, r0, den, res; // solver setup CHECK( magma_dresidualvec( A, b, *x, &r, &nom0, queue)); magma_dcopy( dofs, r.dval, 1, rr.dval, 1 ); // rr = r betanom = nom0; nom = nom0*nom0; rho_new = omega = alpha = MAGMA_D_MAKE( 1.0, 0. ); solver_par->init_res = nom0; CHECK( magma_d_spmv( c_one, A, r, c_zero, v, queue )); // z = A r den = MAGMA_D_REAL( magma_ddot(dofs, v.dval, 1, r.dval, 1) ); // den = z' * r if ( (r0 = nom * solver_par->epsilon) < ATOLERANCE ) r0 = ATOLERANCE; if ( nom < r0 ) { solver_par->final_res = solver_par->init_res; solver_par->iter_res = solver_par->init_res; goto cleanup; } //Chronometry real_Double_t tempo1, tempo2; tempo1 = magma_sync_wtime( queue ); if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = nom0; solver_par->timing[0] = 0.0; } solver_par->numiter = 0; // start iteration do { solver_par->numiter++; rho_old = rho_new; // rho_old=rho rho_new = magma_ddot( dofs, rr.dval, 1, r.dval, 1 ); // rho=<rr,r> beta = rho_new/rho_old * alpha/omega; // beta=rho/rho_old *alpha/omega magma_dscal( dofs, beta, p.dval, 1 ); // p = beta*p magma_daxpy( dofs, c_mone * omega * beta, v.dval, 1 , p.dval, 1 ); // p = p-omega*beta*v magma_daxpy( dofs, c_one, r.dval, 1, p.dval, 1 ); // p = p+r // preconditioner CHECK( magma_d_applyprecond_left( A, p, &mt, precond_par, queue )); CHECK( magma_d_applyprecond_right( A, mt, &y, precond_par, queue )); CHECK( magma_d_spmv( c_one, A, y, c_zero, v, queue )); // v = Ap alpha = rho_new / magma_ddot( dofs, rr.dval, 1, v.dval, 1 ); magma_dcopy( dofs, r.dval, 1 , s.dval, 1 ); // s=r magma_daxpy( dofs, c_mone * alpha, v.dval, 1 , s.dval, 1 ); // s=s-alpha*v // preconditioner CHECK( magma_d_applyprecond_left( A, s, &ms, precond_par, queue )); CHECK( magma_d_applyprecond_right( A, ms, &z, precond_par, queue )); CHECK( magma_d_spmv( c_one, A, z, c_zero, t, queue )); // t=As // preconditioner CHECK( magma_d_applyprecond_left( A, s, &ms, precond_par, queue )); CHECK( magma_d_applyprecond_left( A, t, &mt, precond_par, queue )); // omega = <ms,mt>/<mt,mt> omega = magma_ddot( dofs, mt.dval, 1, ms.dval, 1 ) / magma_ddot( dofs, mt.dval, 1, mt.dval, 1 ); magma_daxpy( dofs, alpha, y.dval, 1 , x->dval, 1 ); // x=x+alpha*p magma_daxpy( dofs, omega, z.dval, 1 , x->dval, 1 ); // x=x+omega*s magma_dcopy( dofs, s.dval, 1 , r.dval, 1 ); // r=s magma_daxpy( dofs, c_mone * omega, t.dval, 1 , r.dval, 1 ); // r=r-omega*t res = betanom = magma_dnrm2( dofs, r.dval, 1 ); nom = betanom*betanom; if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if ( res/nom0 < solver_par->epsilon ) { break; } } while ( solver_par->numiter+1 <= solver_par->maxiter ); tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; double residual; CHECK( magma_dresidualvec( A, b, *x, &r, &residual, queue)); solver_par->final_res = residual; solver_par->iter_res = res; if ( solver_par->numiter < solver_par->maxiter ) { info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_SLOW_CONVERGENCE; if( solver_par->iter_res < solver_par->epsilon*solver_par->init_res ){ info = MAGMA_SUCCESS; } } else { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) betanom; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_DIVERGENCE; } cleanup: magma_dmfree(&r, queue ); magma_dmfree(&rr, queue ); magma_dmfree(&p, queue ); magma_dmfree(&v, queue ); magma_dmfree(&s, queue ); magma_dmfree(&t, queue ); magma_dmfree(&ms, queue ); magma_dmfree(&mt, queue ); magma_dmfree(&y, queue ); magma_dmfree(&z, queue ); magmablasSetKernelStream( orig_queue ); solver_par->info = info; return info; } /* magma_dbicgstab */
magma_int_t magma_dpcg( magma_d_sparse_matrix A, magma_d_vector b, magma_d_vector *x, magma_d_solver_par *solver_par, magma_d_preconditioner *precond_par ){ // prepare solver feedback solver_par->solver = Magma_PCG; solver_par->numiter = 0; solver_par->info = 0; // local variables double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE; magma_int_t dofs = A.num_rows; // GPU workspace magma_d_vector r, rt, p, q, h; magma_d_vinit( &r, Magma_DEV, dofs, c_zero ); magma_d_vinit( &rt, Magma_DEV, dofs, c_zero ); magma_d_vinit( &p, Magma_DEV, dofs, c_zero ); magma_d_vinit( &q, Magma_DEV, dofs, c_zero ); magma_d_vinit( &h, Magma_DEV, dofs, c_zero ); // solver variables double alpha, beta; double nom, nom0, r0, gammaold, gammanew, den, res; // solver setup magma_dscal( dofs, c_zero, x->val, 1) ; // x = 0 magma_dcopy( dofs, b.val, 1, r.val, 1 ); // r = b // preconditioner magma_d_applyprecond_left( A, r, &rt, precond_par ); magma_d_applyprecond_right( A, rt, &h, precond_par ); magma_dcopy( dofs, h.val, 1, p.val, 1 ); // p = h nom = MAGMA_D_REAL( magma_ddot(dofs, r.val, 1, h.val, 1) ); nom0 = magma_dnrm2( dofs, r.val, 1 ); magma_d_spmv( c_one, A, p, c_zero, q ); // q = A p den = MAGMA_D_REAL( magma_ddot(dofs, p.val, 1, q.val, 1) );// den = p dot q solver_par->init_res = nom0; if ( (r0 = nom * solver_par->epsilon) < ATOLERANCE ) r0 = ATOLERANCE; if ( nom < r0 ) return MAGMA_SUCCESS; // check positive definite if (den <= 0.0) { printf("Operator A is not postive definite. (Ar,r) = %f\n", den); return -100; } //Chronometry real_Double_t tempo1, tempo2; magma_device_sync(); tempo1=magma_wtime(); if( solver_par->verbose > 0 ){ solver_par->res_vec[0] = (real_Double_t)nom0; solver_par->timing[0] = 0.0; } // start iteration for( solver_par->numiter= 1; solver_par->numiter<solver_par->maxiter; solver_par->numiter++ ){ // preconditioner magma_d_applyprecond_left( A, r, &rt, precond_par ); magma_d_applyprecond_right( A, rt, &h, precond_par ); gammanew = MAGMA_D_REAL( magma_ddot(dofs, r.val, 1, h.val, 1) ); // gn = < r,h> if( solver_par->numiter==1 ){ magma_dcopy( dofs, h.val, 1, p.val, 1 ); // p = h }else{ beta = MAGMA_D_MAKE(gammanew/gammaold, 0.); // beta = gn/go magma_dscal(dofs, beta, p.val, 1); // p = beta*p magma_daxpy(dofs, c_one, h.val, 1, p.val, 1); // p = p + h } magma_d_spmv( c_one, A, p, c_zero, q ); // q = A p den = MAGMA_D_REAL(magma_ddot(dofs, p.val, 1, q.val, 1)); // den = p dot q alpha = MAGMA_D_MAKE(gammanew/den, 0.); magma_daxpy(dofs, alpha, p.val, 1, x->val, 1); // x = x + alpha p magma_daxpy(dofs, -alpha, q.val, 1, r.val, 1); // r = r - alpha q gammaold = gammanew; res = magma_dnrm2( dofs, r.val, 1 ); if( solver_par->verbose > 0 ){ magma_device_sync(); tempo2=magma_wtime(); if( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if ( res/nom0 < solver_par->epsilon ) { break; } } magma_device_sync(); tempo2=magma_wtime(); solver_par->runtime = (real_Double_t) tempo2-tempo1; double residual; magma_dresidual( A, b, *x, &residual ); solver_par->iter_res = res; solver_par->final_res = residual; if( solver_par->numiter < solver_par->maxiter){ solver_par->info = 0; }else if( solver_par->init_res > solver_par->final_res ){ if( solver_par->verbose > 0 ){ if( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } solver_par->info = -2; } else{ if( solver_par->verbose > 0 ){ if( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } solver_par->info = -1; } magma_d_vfree(&r); magma_d_vfree(&rt); magma_d_vfree(&p); magma_d_vfree(&q); magma_d_vfree(&h); return MAGMA_SUCCESS; } /* magma_dcg */
extern "C" magma_int_t magma_dtfqmr_unrolled( magma_d_matrix A, magma_d_matrix b, magma_d_matrix *x, magma_d_solver_par *solver_par, magma_queue_t queue ) { magma_int_t info = MAGMA_NOTCONVERGED; // prepare solver feedback solver_par->solver = Magma_TFQMR; solver_par->numiter = 0; solver_par->spmv_count = 0; solver_par->spmv_count = 0; // local variables double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE; // solver variables double nom0, r0, res, nomb; double rho = c_one, rho_l = c_one, eta = c_zero , c = c_zero , theta = c_zero , tau = c_zero, alpha = c_one, beta = c_zero, sigma = c_zero; magma_int_t dofs = A.num_rows* b.num_cols; // GPU workspace magma_d_matrix r={Magma_CSR}, r_tld={Magma_CSR}, d={Magma_CSR}, w={Magma_CSR}, v={Magma_CSR}, u_mp1={Magma_CSR}, u_m={Magma_CSR}, Au={Magma_CSR}, Ad={Magma_CSR}, Au_new={Magma_CSR}; CHECK( magma_dvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &u_mp1,Magma_DEV, A.num_rows, b.num_cols, c_one, queue )); CHECK( magma_dvinit( &r_tld,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &u_m, Magma_DEV, A.num_rows, b.num_cols, c_one, queue )); CHECK( magma_dvinit( &v, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &d, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &w, Magma_DEV, A.num_rows, b.num_cols, c_one, queue )); CHECK( magma_dvinit( &Ad, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &Au_new, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue )); CHECK( magma_dvinit( &Au, Magma_DEV, A.num_rows, b.num_cols, c_one, queue )); // solver setup CHECK( magma_dresidualvec( A, b, *x, &r, &nom0, queue)); solver_par->init_res = nom0; magma_dcopy( dofs, r.dval, 1, r_tld.dval, 1, queue ); magma_dcopy( dofs, r.dval, 1, w.dval, 1, queue ); magma_dcopy( dofs, r.dval, 1, u_mp1.dval, 1, queue ); CHECK( magma_d_spmv( c_one, A, u_mp1, c_zero, v, queue )); // v = A u magma_dcopy( dofs, v.dval, 1, Au.dval, 1, queue ); nomb = magma_dnrm2( dofs, b.dval, 1, queue ); if ( nomb == 0.0 ){ nomb=1.0; } if ( (r0 = nomb * solver_par->rtol) < ATOLERANCE ){ r0 = ATOLERANCE; } solver_par->final_res = solver_par->init_res; solver_par->iter_res = solver_par->init_res; if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = (real_Double_t)nom0; solver_par->timing[0] = 0.0; } if ( nom0 < r0 ) { info = MAGMA_SUCCESS; goto cleanup; } tau = magma_dsqrt( magma_ddot( dofs, r.dval, 1, r_tld.dval, 1, queue ) ); rho = magma_ddot( dofs, r.dval, 1, r_tld.dval, 1, queue ); rho_l = rho; //Chronometry real_Double_t tempo1, tempo2; tempo1 = magma_sync_wtime( queue ); solver_par->numiter = 0; solver_par->spmv_count = 0; // start iteration do { solver_par->numiter++; // do this every iteration as unrolled alpha = rho / magma_ddot( dofs, v.dval, 1, r_tld.dval, 1, queue ); sigma = theta * theta / alpha * eta; magma_daxpy( dofs, -alpha, v.dval, 1, u_mp1.dval, 1, queue ); // u_mp1 = u_mp_1 - alpha*v; magma_daxpy( dofs, -alpha, Au.dval, 1, w.dval, 1, queue ); // w = w - alpha*Au; magma_dscal( dofs, sigma, d.dval, 1, queue ); magma_daxpy( dofs, c_one, u_mp1.dval, 1, d.dval, 1, queue ); // d = u_mp1 + sigma*d; //magma_dscal( dofs, sigma, Ad.dval, 1, queue ); //magma_daxpy( dofs, c_one, Au.dval, 1, Ad.dval, 1, queue ); // Ad = Au + sigma*Ad; theta = magma_dsqrt( magma_ddot(dofs, w.dval, 1, w.dval, 1, queue ) ) / tau; c = c_one / magma_dsqrt( c_one + theta*theta ); tau = tau * theta *c; eta = c * c * alpha; sigma = theta * theta / alpha * eta; printf("sigma: %f+%fi\n", MAGMA_D_REAL(sigma), MAGMA_D_IMAG(sigma) ); CHECK( magma_d_spmv( c_one, A, d, c_zero, Ad, queue )); // Au_new = A u_mp1 solver_par->spmv_count++; magma_daxpy( dofs, eta, d.dval, 1, x->dval, 1, queue ); // x = x + eta * d magma_daxpy( dofs, -eta, Ad.dval, 1, r.dval, 1, queue ); // r = r - eta * Ad // here starts the second part of the loop ################################# magma_daxpy( dofs, -alpha, Au.dval, 1, w.dval, 1, queue ); // w = w - alpha*Au; magma_dscal( dofs, sigma, d.dval, 1, queue ); magma_daxpy( dofs, c_one, u_mp1.dval, 1, d.dval, 1, queue ); // d = u_mp1 + sigma*d; magma_dscal( dofs, sigma, Ad.dval, 1, queue ); magma_daxpy( dofs, c_one, Au.dval, 1, Ad.dval, 1, queue ); // Ad = Au + sigma*Ad; theta = magma_dsqrt( magma_ddot(dofs, w.dval, 1, w.dval, 1, queue ) ) / tau; c = c_one / magma_dsqrt( c_one + theta*theta ); tau = tau * theta *c; eta = c * c * alpha; magma_daxpy( dofs, eta, d.dval, 1, x->dval, 1, queue ); // x = x + eta * d magma_daxpy( dofs, -eta, Ad.dval, 1, r.dval, 1, queue ); // r = r - eta * Ad res = magma_dnrm2( dofs, r.dval, 1, queue ); if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter)%solver_par->verbose == 0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if ( res/nomb <= solver_par->rtol || res <= solver_par->atol ){ break; } // do this every loop as unrolled rho_l = rho; rho = magma_ddot( dofs, w.dval, 1, r_tld.dval, 1, queue ); beta = rho / rho_l; magma_dscal( dofs, beta, u_mp1.dval, 1, queue ); magma_daxpy( dofs, c_one, w.dval, 1, u_mp1.dval, 1, queue ); // u_mp1 = w + beta*u_mp1; CHECK( magma_d_spmv( c_one, A, u_mp1, c_zero, Au_new, queue )); // Au_new = A u_mp1 solver_par->spmv_count++; // do this every loop as unrolled magma_dscal( dofs, beta*beta, v.dval, 1, queue ); magma_daxpy( dofs, beta, Au.dval, 1, v.dval, 1, queue ); magma_daxpy( dofs, c_one, Au_new.dval, 1, v.dval, 1, queue ); // v = Au_new + beta*(Au+beta*v); magma_dcopy( dofs, Au_new.dval, 1, Au.dval, 1, queue ); } while ( solver_par->numiter+1 <= solver_par->maxiter ); tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; double residual; CHECK( magma_dresidualvec( A, b, *x, &r, &residual, queue)); solver_par->iter_res = res; solver_par->final_res = residual; if ( solver_par->numiter < solver_par->maxiter ) { info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose == 0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_SLOW_CONVERGENCE; if( solver_par->iter_res < solver_par->rtol*solver_par->init_res || solver_par->iter_res < solver_par->atol ) { info = MAGMA_SUCCESS; } } else { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose == 0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_DIVERGENCE; } cleanup: magma_dmfree(&r, queue ); magma_dmfree(&r_tld, queue ); magma_dmfree(&d, queue ); magma_dmfree(&w, queue ); magma_dmfree(&v, queue ); magma_dmfree(&u_m, queue ); magma_dmfree(&u_mp1, queue ); magma_dmfree(&d, queue ); magma_dmfree(&Au, queue ); magma_dmfree(&Au_new, queue ); magma_dmfree(&Ad, queue ); solver_par->info = info; return info; } /* magma_dfqmr_unrolled */
extern "C" magma_int_t magma_dbpcg( magma_d_matrix A, magma_d_matrix b, magma_d_matrix *x, magma_d_solver_par *solver_par, magma_d_preconditioner *precond_par, magma_queue_t queue ) { magma_int_t info = 0; magma_int_t i, num_vecs = b.num_rows/A.num_rows; // prepare solver feedback solver_par->solver = Magma_PCG; solver_par->numiter = 0; solver_par->spmv_count = 0; solver_par->info = MAGMA_SUCCESS; // local variables double c_zero = MAGMA_D_ZERO, c_one = MAGMA_D_ONE; magma_int_t dofs = A.num_rows; // GPU workspace magma_d_matrix r={Magma_CSR}, rt={Magma_CSR}, p={Magma_CSR}, q={Magma_CSR}, h={Magma_CSR}; // solver variables double *alpha={0}, *beta={0}; alpha = NULL; beta = NULL; double *nom={0}, *nom0={0}, *r0={0}, *gammaold={0}, *gammanew={0}, *den={0}, *res={0}, *residual={0}; nom = NULL; nom0 = NULL; r0 = NULL; gammaold = NULL; gammanew = NULL; den = NULL; res = NULL; residual = NULL; CHECK( magma_dmalloc_cpu(&alpha, num_vecs)); CHECK( magma_dmalloc_cpu(&beta, num_vecs)); CHECK( magma_dmalloc_cpu(&residual, num_vecs)); CHECK( magma_dmalloc_cpu(&nom, num_vecs)); CHECK( magma_dmalloc_cpu(&nom0, num_vecs)); CHECK( magma_dmalloc_cpu(&r0, num_vecs)); CHECK( magma_dmalloc_cpu(&gammaold, num_vecs)); CHECK( magma_dmalloc_cpu(&gammanew, num_vecs)); CHECK( magma_dmalloc_cpu(&den, num_vecs)); CHECK( magma_dmalloc_cpu(&res, num_vecs)); CHECK( magma_dmalloc_cpu(&residual, num_vecs)); CHECK( magma_dvinit( &r, Magma_DEV, dofs*num_vecs, 1, c_zero, queue )); CHECK( magma_dvinit( &rt, Magma_DEV, dofs*num_vecs, 1, c_zero, queue )); CHECK( magma_dvinit( &p, Magma_DEV, dofs*num_vecs, 1, c_zero, queue )); CHECK( magma_dvinit( &q, Magma_DEV, dofs*num_vecs, 1, c_zero, queue )); CHECK( magma_dvinit( &h, Magma_DEV, dofs*num_vecs, 1, c_zero, queue )); // solver setup CHECK( magma_dresidualvec( A, b, *x, &r, nom0, queue)); // preconditioner CHECK( magma_d_applyprecond_left( MagmaNoTrans, A, r, &rt, precond_par, queue )); CHECK( magma_d_applyprecond_right( MagmaNoTrans, A, rt, &h, precond_par, queue )); magma_dcopy( dofs*num_vecs, h.dval, 1, p.dval, 1, queue ); // p = h for( i=0; i<num_vecs; i++) { nom[i] = MAGMA_D_REAL( magma_ddot( dofs, r(i), 1, h(i), 1, queue ) ); nom0[i] = magma_dnrm2( dofs, r(i), 1, queue ); } CHECK( magma_d_spmv( c_one, A, p, c_zero, q, queue )); // q = A p for( i=0; i<num_vecs; i++) den[i] = MAGMA_D_REAL( magma_ddot( dofs, p(i), 1, q(i), 1, queue ) ); // den = p dot q solver_par->init_res = nom0[0]; if ( (r0[0] = nom[0] * solver_par->rtol) < ATOLERANCE ) r0[0] = ATOLERANCE; // check positive definite if (den[0] <= 0.0) { printf("Operator A is not postive definite. (Ar,r) = %f\n", den[0]); info = MAGMA_NONSPD; goto cleanup; } if ( nom[0] < r0[0] ) { solver_par->final_res = solver_par->init_res; solver_par->iter_res = solver_par->init_res; goto cleanup; } //Chronometry real_Double_t tempo1, tempo2; tempo1 = magma_sync_wtime( queue ); if ( solver_par->verbose > 0 ) { solver_par->res_vec[0] = (real_Double_t)nom0[0]; solver_par->timing[0] = 0.0; } solver_par->numiter = 0; solver_par->spmv_count = 0; // start iteration do { solver_par->numiter++; // preconditioner CHECK( magma_d_applyprecond_left( MagmaNoTrans, A, r, &rt, precond_par, queue )); CHECK( magma_d_applyprecond_right( MagmaNoTrans, A, rt, &h, precond_par, queue )); for( i=0; i<num_vecs; i++) gammanew[i] = MAGMA_D_REAL( magma_ddot( dofs, r(i), 1, h(i), 1, queue ) ); // gn = < r,h> if ( solver_par->numiter==1 ) { magma_dcopy( dofs*num_vecs, h.dval, 1, p.dval, 1, queue ); // p = h } else { for( i=0; i<num_vecs; i++) { beta[i] = MAGMA_D_MAKE(gammanew[i]/gammaold[i], 0.); // beta = gn/go magma_dscal( dofs, beta[i], p(i), 1, queue ); // p = beta*p magma_daxpy( dofs, c_one, h(i), 1, p(i), 1, queue ); // p = p + h } } CHECK( magma_d_spmv( c_one, A, p, c_zero, q, queue )); // q = A p solver_par->spmv_count++; // magma_d_bspmv_tuned( dofs, num_vecs, c_one, A, p.dval, c_zero, q.dval, queue ); for( i=0; i<num_vecs; i++) { den[i] = MAGMA_D_REAL(magma_ddot( dofs, p(i), 1, q(i), 1, queue) ); // den = p dot q alpha[i] = MAGMA_D_MAKE(gammanew[i]/den[i], 0.); magma_daxpy( dofs, alpha[i], p(i), 1, x->dval+dofs*i, 1, queue ); // x = x + alpha p magma_daxpy( dofs, -alpha[i], q(i), 1, r(i), 1, queue ); // r = r - alpha q gammaold[i] = gammanew[i]; res[i] = magma_dnrm2( dofs, r(i), 1, queue ); } if ( solver_par->verbose > 0 ) { tempo2 = magma_sync_wtime( queue ); if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res[0]; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } if ( res[0]/nom0[0] < solver_par->rtol ) { break; } } while ( solver_par->numiter+1 <= solver_par->maxiter ); tempo2 = magma_sync_wtime( queue ); solver_par->runtime = (real_Double_t) tempo2-tempo1; CHECK( magma_dresidual( A, b, *x, residual, queue )); solver_par->iter_res = res[0]; solver_par->final_res = residual[0]; if ( solver_par->numiter < solver_par->maxiter ) { solver_par->info = MAGMA_SUCCESS; } else if ( solver_par->init_res > solver_par->final_res ) { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res[0]; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_SLOW_CONVERGENCE; if( solver_par->iter_res < solver_par->rtol*solver_par->init_res ){ info = MAGMA_SUCCESS; } } else { if ( solver_par->verbose > 0 ) { if ( (solver_par->numiter)%solver_par->verbose==0 ) { solver_par->res_vec[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) res[0]; solver_par->timing[(solver_par->numiter)/solver_par->verbose] = (real_Double_t) tempo2-tempo1; } } info = MAGMA_DIVERGENCE; } for( i=0; i<num_vecs; i++) { printf("%.4e ",res[i]); } printf("\n"); for( i=0; i<num_vecs; i++) { printf("%.4e ",residual[i]); } printf("\n"); cleanup: magma_dmfree(&r, queue ); magma_dmfree(&rt, queue ); magma_dmfree(&p, queue ); magma_dmfree(&q, queue ); magma_dmfree(&h, queue ); magma_free_cpu(alpha); magma_free_cpu(beta); magma_free_cpu(nom); magma_free_cpu(nom0); magma_free_cpu(r0); magma_free_cpu(gammaold); magma_free_cpu(gammanew); magma_free_cpu(den); magma_free_cpu(res); solver_par->info = info; return info; } /* magma_dbpcg */