ESymSolverStatus IterativePardisoSolverInterface::Solve(const Index* ia,
const Index* ja,
Index nrhs,
double *rhs_vals)
{
DBG_START_METH("IterativePardisoSolverInterface::Solve",dbg_verbosity);
DBG_ASSERT(nrhs==1);
if (HaveIpData()) {
IpData().TimingStats().LinearSystemBackSolve().Start();
}
// Call Pardiso to do the solve for the given right-hand sides
ipfint PHASE = 33;
ipfint N = dim_;
ipfint PERM; // This should not be accessed by Pardiso
ipfint NRHS = nrhs;
double* X = new double[nrhs*dim_];
double* ORIG_RHS = new double[nrhs*dim_];
ipfint ERROR;
// Initialize solution with zero and save right hand side
for (int i = 0; i < N; i++) {
X[i] = 0;
ORIG_RHS[i] = rhs_vals[i];
}
// Dump matrix to file if requested
Index iter_count = 0;
if (HaveIpData()) {
iter_count = IpData().iter_count();
}
write_iajaa_matrix (N, ia, ja, a_, rhs_vals, iter_count, debug_cnt_);
IterativeSolverTerminationTester* tester;
int attempts = 0;
const int max_attempts = pardiso_max_droptol_corrections_+1;
bool is_normal = false;
if (IsNull(InexData().normal_x()) && InexData().compute_normal()) {
tester = GetRawPtr(normal_tester_);
is_normal = true;
}
else {
tester = GetRawPtr(pd_tester_);
}
global_tester_ptr_ = tester;
while (attempts<max_attempts) {
bool retval = tester->InitializeSolve();
ASSERT_EXCEPTION(retval, INTERNAL_ABORT, "tester->InitializeSolve(); returned false");
for (int i = 0; i < N; i++) {
rhs_vals[i] = ORIG_RHS[i];
}
DPARM_[ 8] = 25; // non_improvement in SQMR iteration
F77_FUNC(pardiso,PARDISO)(PT_, &MAXFCT_, &MNUM_, &MTYPE_,
&PHASE, &N, a_, ia, ja, &PERM,
&NRHS, IPARM_, &MSGLVL_, rhs_vals, X,
&ERROR, DPARM_);
if (ERROR <= -100 && ERROR >= -110) {
Jnlst().Printf(J_WARNING, J_LINEAR_ALGEBRA,
"Iterative solver in Pardiso did not converge (ERROR = %d)\n", ERROR);
Jnlst().Printf(J_WARNING, J_LINEAR_ALGEBRA,
" Decreasing drop tolerances from DPARM_[ 4] = %e and DPARM_[ 5] = %e ", DPARM_[ 4], DPARM_[ 5]);
if (is_normal) {
Jnlst().Printf(J_WARNING, J_LINEAR_ALGEBRA,
"(normal step)\n");
}
else {
Jnlst().Printf(J_WARNING, J_LINEAR_ALGEBRA,
"(PD step)\n");
}
PHASE = 23;
DPARM_[ 4] *= decr_factor_;
DPARM_[ 5] *= decr_factor_;
Jnlst().Printf(J_WARNING, J_LINEAR_ALGEBRA,
" to DPARM_[ 4] = %e and DPARM_[ 5] = %e\n", DPARM_[ 4], DPARM_[ 5]);
// Copy solution back to y to get intial values for the next iteration
attempts++;
ERROR = 0;
}
else {
attempts = max_attempts;
Index iterations_used = tester->GetSolverIterations();
if (is_normal) {
Jnlst().Printf(J_DETAILED, J_LINEAR_ALGEBRA,
"Number of iterations in Pardiso iterative solver for normal step = %d.\n", iterations_used);
}
else {
Jnlst().Printf(J_DETAILED, J_LINEAR_ALGEBRA,
"Number of iterations in Pardiso iterative solver for PD step = %d.\n", iterations_used);
}
}
tester->Clear();
}
if (is_normal) {
if (DPARM_[4] < normal_pardiso_iter_dropping_factor_) {
Jnlst().Printf(J_DETAILED, J_LINEAR_ALGEBRA,
"Increasing drop tolerances from DPARM_[ 4] = %e and DPARM_[ 5] = %e (normal step\n", DPARM_[ 4], DPARM_[ 5]);
}
normal_pardiso_iter_dropping_factor_used_ =
Min(DPARM_[4]/decr_factor_, normal_pardiso_iter_dropping_factor_);
normal_pardiso_iter_dropping_schur_used_ =
Min(DPARM_[5]/decr_factor_, normal_pardiso_iter_dropping_schur_);
if (DPARM_[4] < normal_pardiso_iter_dropping_factor_) {
Jnlst().Printf(J_DETAILED, J_LINEAR_ALGEBRA,
" to DPARM_[ 4] = %e and DPARM_[ 5] = %e for next iteration.\n", normal_pardiso_iter_dropping_factor_used_, normal_pardiso_iter_dropping_schur_used_);
}
}
else {
if (DPARM_[4] < pardiso_iter_dropping_factor_) {
Jnlst().Printf(J_DETAILED, J_LINEAR_ALGEBRA,
"Increasing drop tolerances from DPARM_[ 4] = %e and DPARM_[ 5] = %e (PD step\n", DPARM_[ 4], DPARM_[ 5]);
}
pardiso_iter_dropping_factor_used_ =
Min(DPARM_[4]/decr_factor_, pardiso_iter_dropping_factor_);
pardiso_iter_dropping_schur_used_ =
Min(DPARM_[5]/decr_factor_, pardiso_iter_dropping_schur_);
if (DPARM_[4] < pardiso_iter_dropping_factor_) {
Jnlst().Printf(J_DETAILED, J_LINEAR_ALGEBRA,
" to DPARM_[ 4] = %e and DPARM_[ 5] = %e for next iteration.\n", pardiso_iter_dropping_factor_used_, pardiso_iter_dropping_schur_used_);
}
}
delete [] X;
delete [] ORIG_RHS;
if (IPARM_[6] != 0) {
Jnlst().Printf(J_DETAILED, J_LINEAR_ALGEBRA,
"Number of iterative refinement steps = %d.\n", IPARM_[6]);
if (HaveIpData()) {
IpData().Append_info_string("Pi");
}
}
if (HaveIpData()) {
IpData().TimingStats().LinearSystemBackSolve().End();
}
if (ERROR!=0 ) {
Jnlst().Printf(J_ERROR, J_LINEAR_ALGEBRA,
"Error in Pardiso during solve phase. ERROR = %d.\n", ERROR);
return SYMSOLVER_FATAL_ERROR;
}
if (test_result_ == IterativeSolverTerminationTester::MODIFY_HESSIAN) {
Jnlst().Printf(J_DETAILED, J_LINEAR_ALGEBRA,
"Termination tester requests modification of Hessian\n");
return SYMSOLVER_WRONG_INERTIA;
}
#if 0
// FRANK: look at this:
if (test_result_ == IterativeSolverTerminationTester::CONTINUE) {
if (InexData().compute_normal()) {
Jnlst().Printf(J_DETAILED, J_LINEAR_ALGEBRA,
"Termination tester not satisfied!!! Pretend singular\n");
return SYMSOLVER_SINGULAR;
}
}
#endif
if (test_result_ == IterativeSolverTerminationTester::TEST_2_SATISFIED) {
// Termination Test 2 is satisfied, set the step for the primal
// iterates to zero
Index nvars = IpData().curr()->x()->Dim() + IpData().curr()->s()->Dim();
const Number zero = 0.;
IpBlasDcopy(nvars, &zero, 0, rhs_vals, 1);
}
return SYMSOLVER_SUCCESS;
}
ESymSolverStatus PardisoSolverInterface::Solve(const Index* ia,
const Index* ja,
Index nrhs,
double *rhs_vals)
{
DBG_START_METH("PardisoSolverInterface::Solve",dbg_verbosity);
if (HaveIpData()) {
IpData().TimingStats().LinearSystemBackSolve().Start();
}
// Call Pardiso to do the solve for the given right-hand sides
ipfint PHASE = 33;
ipfint N = dim_;
ipfint PERM; // This should not be accessed by Pardiso
ipfint NRHS = nrhs;
double* X = new double[nrhs*dim_];
double* ORIG_RHS = new double[nrhs*dim_];
ipfint ERROR;
// Initialize solution with zero and save right hand side
for (int i = 0; i < N; i++) {
X[i] = 0.;
ORIG_RHS[i] = rhs_vals[i];
}
// Dump matrix to file if requested
Index iter_count = 0;
if (HaveIpData()) {
iter_count = IpData().iter_count();
}
#ifdef PARDISO_MATCHING_PREPROCESS
write_iajaa_matrix (N, ia2, ja2, a2_, rhs_vals, iter_count, debug_cnt_);
#else
write_iajaa_matrix (N, ia, ja, a_, rhs_vals, iter_count, debug_cnt_);
#endif
int attempts = 0;
const int max_attempts =
pardiso_iterative_ ? pardiso_max_droptol_corrections_+1: 1;
while (attempts < max_attempts) {
#ifdef PARDISO_MATCHING_PREPROCESS
for (int i = 0; i < N; i++) {
rhs_vals[perm2[i]] = scale2[i] * ORIG_RHS[ i ];
}
PARDISO_FUNC(PT_, &MAXFCT_, &MNUM_, &MTYPE_,
&PHASE, &N, a2_, ia2, ja2, &PERM,
&NRHS, IPARM_, &MSGLVL_, rhs_vals, X,
&ERROR, DPARM_);
for (int i = 0; i < N; i++) {
X[i] = rhs_vals[ perm2[i]];
}
for (int i = 0; i < N; i++) {
rhs_vals[i] = scale2[i]*X[i];
}
#else
for (int i = 0; i < N; i++) {
rhs_vals[i] = ORIG_RHS[i];
}
PARDISO_FUNC(PT_, &MAXFCT_, &MNUM_, &MTYPE_,
&PHASE, &N, a_, ia, ja, &PERM,
&NRHS, IPARM_, &MSGLVL_, rhs_vals, X,
&ERROR, DPARM_);
#endif
if (ERROR <= -100 && ERROR >= -102) {
Jnlst().Printf(J_WARNING, J_LINEAR_ALGEBRA,
"Iterative solver in Pardiso did not converge (ERROR = %d)\n", ERROR);
Jnlst().Printf(J_WARNING, J_LINEAR_ALGEBRA,
" Decreasing drop tolerances from DPARM_[41] = %e and DPARM_[44] = %e\n", DPARM_[41], DPARM_[44]);
PHASE = 23;
DPARM_[4] /= 2.0 ;
DPARM_[5] /= 2.0 ;
Jnlst().Printf(J_WARNING, J_LINEAR_ALGEBRA,
" to DPARM_[41] = %e and DPARM_[44] = %e\n", DPARM_[41], DPARM_[44]);
attempts++;
ERROR = 0;
}
else {
attempts = max_attempts;
// TODO we could try again with some PARDISO parameters changed, i.e., enabling iterative refinement
}
}
delete [] X;
delete [] ORIG_RHS;
if (IPARM_[6] != 0) {
Jnlst().Printf(J_DETAILED, J_LINEAR_ALGEBRA,
"Number of iterative refinement steps = %d.\n", IPARM_[6]);
if (HaveIpData()) {
IpData().Append_info_string("Pi");
}
}
if (HaveIpData()) {
IpData().TimingStats().LinearSystemBackSolve().End();
}
if (ERROR!=0 ) {
Jnlst().Printf(J_ERROR, J_LINEAR_ALGEBRA,
"Error in Pardiso during solve phase. ERROR = %d.\n", ERROR);
return SYMSOLVER_FATAL_ERROR;
}
return SYMSOLVER_SUCCESS;
}
