Esempio n. 1
0
extern "C" magma_int_t
magma_zpbicg(
    magma_z_matrix A, magma_z_matrix b, magma_z_matrix *x,
    magma_z_solver_par *solver_par,
    magma_z_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
    magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
    magmaDoubleComplex c_one  = MAGMA_Z_ONE;
    magmaDoubleComplex c_neg_one = MAGMA_Z_NEG_ONE;
    
    magma_int_t dofs = A.num_rows * b.num_cols;

    // workspace
    magma_z_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_z_matrix AT={Magma_CSR}, Ah1={Magma_CSR}, Ah2={Magma_CSR};
    
    CHECK( magma_zvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &rt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &p, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &pt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &q, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &qt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &y, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &yt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &z, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &zt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));

    
    // solver variables
    magmaDoubleComplex alpha, rho, beta, rho_new, ptq;
    double res, nomb, nom0, r0;

        // transpose the matrix
    magma_zmtransfer( A, &Ah1, Magma_DEV, Magma_CPU, queue );
    magma_zmconvert( Ah1, &Ah2, A.storage_type, Magma_CSR, queue );
    magma_zmfree(&Ah1, queue );
    magma_zmtransposeconjugate( Ah2, &Ah1, queue );
    magma_zmfree(&Ah2, queue );
    Ah2.blocksize = A.blocksize;
    Ah2.alignment = A.alignment;
    magma_zmconvert( Ah1, &Ah2, Magma_CSR, A.storage_type, queue );
    magma_zmfree(&Ah1, queue );
    magma_zmtransfer( Ah2, &AT, Magma_CPU, Magma_DEV, queue );
    magma_zmfree(&Ah2, queue );
    
    // solver setup
    CHECK(  magma_zresidualvec( A, b, *x, &r, &nom0, queue));
    res = nom0;
    solver_par->init_res = nom0;
    magma_zcopy( dofs, r.dval, 1, rt.dval, 1, queue );                  // rr = r
    rho_new = magma_zdotc( dofs, rt.dval, 1, r.dval, 1, queue );             // rho=<rr,r>
    rho = alpha = MAGMA_Z_MAKE( 1.0, 0. );

    nomb = magma_dznrm2( 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_z_applyprecond_left( MagmaNoTrans, A, r, &y, precond_par, queue ));
        CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, y, &z, precond_par, queue ));
        CHECK( magma_z_applyprecond_right( MagmaTrans, A, rt, &yt, precond_par, queue ));
        CHECK( magma_z_applyprecond_left( MagmaTrans, A, yt, &zt, precond_par, queue ));
        //magma_zcopy( dofs, r.dval, 1 , y.dval, 1, queue );             // y=r
        //magma_zcopy( dofs, y.dval, 1 , z.dval, 1, queue );             // z=y
        //magma_zcopy( dofs, rt.dval, 1 , yt.dval, 1, queue );           // yt=rt
        //magma_zcopy( dofs, yt.dval, 1 , zt.dval, 1, queue );           // yt=rt
        
        rho= rho_new;
        rho_new = magma_zdotc( dofs, rt.dval, 1, z.dval, 1, queue );  // rho=<rt,z>
        if( magma_z_isnan_inf( rho_new ) ){
            info = MAGMA_DIVERGENCE;
            break;
        }
        
        if( solver_par->numiter==1 ){
            magma_zcopy( dofs, z.dval, 1 , p.dval, 1, queue );           // yt=rt
            magma_zcopy( dofs, zt.dval, 1 , pt.dval, 1, queue );           // zt=yt
        } else {
            beta = rho_new/rho;
            magma_zscal( dofs, beta, p.dval, 1, queue );                 // p = beta*p
            magma_zaxpy( dofs, c_one , z.dval, 1 , p.dval, 1, queue );   // p = z+beta*p
            magma_zscal( dofs, MAGMA_Z_CONJ(beta), pt.dval, 1, queue );   // pt = beta*pt
            magma_zaxpy( dofs, c_one , zt.dval, 1 , pt.dval, 1, queue );  // pt = zt+beta*pt
        }
        CHECK( magma_z_spmv( c_one, A, p, c_zero, q, queue ));      // v = Ap
        CHECK( magma_z_spmv( c_one, AT, pt, c_zero, qt, queue ));   // v = Ap
        solver_par->spmv_count++;
        solver_par->spmv_count++;
        ptq = magma_zdotc( dofs, pt.dval, 1, q.dval, 1, queue );
        alpha = rho_new /ptq;
        
        
        magma_zaxpy( dofs, alpha, p.dval, 1 , x->dval, 1, queue );                // x=x+alpha*p
        magma_zaxpy( dofs, c_neg_one * alpha, q.dval, 1 , r.dval, 1, queue );     // r=r+alpha*q
        magma_zaxpy( dofs, c_neg_one * MAGMA_Z_CONJ(alpha), qt.dval, 1 , rt.dval, 1, queue );     // r=r+alpha*q

        res = magma_dznrm2( 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_zresidualvec( 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_zmfree(&r, queue );
    magma_zmfree(&rt, queue );
    magma_zmfree(&p, queue );
    magma_zmfree(&pt, queue );
    magma_zmfree(&q, queue );
    magma_zmfree(&qt, queue );
    magma_zmfree(&y, queue );
    magma_zmfree(&yt, queue );
    magma_zmfree(&z, queue );
    magma_zmfree(&zt, queue );
    magma_zmfree(&AT, queue );
    magma_zmfree(&Ah1, queue );
    magma_zmfree(&Ah2, queue );

    solver_par->info = info;
    return info;
}   /* magma_zpbicg */
Esempio n. 2
0
extern "C" magma_int_t
magma_zqmr_merge(
    magma_z_matrix A, magma_z_matrix b, magma_z_matrix *x,
    magma_z_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
    magmaDoubleComplex c_zero = MAGMA_Z_ZERO, c_one = MAGMA_Z_ONE;
    // solver variables
    double nom0, r0, res=0, nomb;
    magmaDoubleComplex 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_z_matrix AT={Magma_CSR}, Ah1={Magma_CSR}, Ah2={Magma_CSR};
    
    // GPU workspace
    magma_z_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_zvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &r_tld, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &v, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &w, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &wt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &d, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &s, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &z, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &q, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &p, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &pt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &y, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));

    
    // solver setup
    CHECK(  magma_zresidualvec( A, b, *x, &r, &nom0, queue));
    solver_par->init_res = nom0;
    magma_zcopy( dofs, r.dval, 1, r_tld.dval, 1, queue );   
    magma_zcopy( dofs, r.dval, 1, y.dval, 1, queue );   
    magma_zcopy( dofs, r.dval, 1, v.dval, 1, queue );  
    magma_zcopy( dofs, r.dval, 1, wt.dval, 1, queue );   
    magma_zcopy( dofs, r.dval, 1, z.dval, 1, queue );  
    
    // transpose the matrix
    magma_zmtransfer( A, &Ah1, Magma_DEV, Magma_CPU, queue );
    magma_zmconvert( Ah1, &Ah2, A.storage_type, Magma_CSR, queue );
    magma_zmfree(&Ah1, queue );
    magma_zmtransposeconjugate( Ah2, &Ah1, queue );
    magma_zmfree(&Ah2, queue );
    Ah2.blocksize = A.blocksize;
    Ah2.alignment = A.alignment;
    magma_zmconvert( Ah1, &Ah2, Magma_CSR, A.storage_type, queue );
    magma_zmfree(&Ah1, queue );
    magma_zmtransfer( Ah2, &AT, Magma_CPU, Magma_DEV, queue );
    magma_zmfree(&Ah2, queue );
    
    nomb = magma_dznrm2( 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_zsqrt( magma_zdotc( dofs, z.dval, 1, z.dval, 1, queue ));
    rho = magma_zsqrt( magma_zdotc( dofs, y.dval, 1, y.dval, 1, queue ));
    
        // v = y / rho
        // y = y / rho
        // w = wt / psi
        // z = z / psi
    magma_zqmr_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_z_isnan_inf( rho ) || magma_z_isnan_inf( psi ) ){
            info = MAGMA_DIVERGENCE;
            break;
        }
 
            // delta = z' * y;
        delta = magma_zdotc( dofs, z.dval, 1, y.dval, 1, queue );
        
        if( magma_z_isnan_inf( delta ) ){
            info = MAGMA_DIVERGENCE;
            break;
        }
        
        // no precond: yt = y, zt = z
        //magma_zcopy( dofs, y.dval, 1, yt.dval, 1 );
        //magma_zcopy( dofs, z.dval, 1, zt.dval, 1 );
        
        if( solver_par->numiter == 1 ){
                // p = y;
                // q = z;
            magma_zcopy( dofs, y.dval, 1, p.dval, 1, queue );
            magma_zcopy( dofs, z.dval, 1, q.dval, 1, queue );
        }
        else{
            pde = psi * delta / epsilon;
            rde = rho * MAGMA_Z_CONJ(delta/epsilon);
            
                // p = y - pde * p
                // q = z - rde * q
            magma_zqmr_2(  
            r.num_rows, 
            r.num_cols, 
            pde,
            rde,
            y.dval,
            z.dval,
            p.dval, 
            q.dval, 
            queue );
        }
        if( magma_z_isnan_inf( rho ) || magma_z_isnan_inf( psi ) ){
            info = MAGMA_DIVERGENCE;
            break;
        }
        
        CHECK( magma_z_spmv( c_one, A, p, c_zero, pt, queue ));
        solver_par->spmv_count++;
            // epsilon = q' * pt;
        epsilon = magma_zdotc( dofs, q.dval, 1, pt.dval, 1, queue );
        beta = epsilon / delta;

        if( magma_z_isnan_inf( epsilon ) || magma_z_isnan_inf( beta ) ){
            info = MAGMA_DIVERGENCE;
            break;
        }
            // v = pt - beta * v
            // y = v
        magma_zqmr_3(  
        r.num_rows, 
        r.num_cols, 
        beta,
        pt.dval,
        v.dval,
        y.dval,
        queue );
        
        
        rho1 = rho;      
            // rho = norm(y);
        rho = magma_zsqrt( magma_zdotc( dofs, y.dval, 1, y.dval, 1, queue ));
        
            // wt = A' * q - beta' * w;
        CHECK( magma_z_spmv( c_one, AT, q, c_zero, wt, queue ));
        solver_par->spmv_count++;
        magma_zaxpy( dofs, - MAGMA_Z_CONJ( beta ), w.dval, 1, wt.dval, 1, queue );  
        
                    // no precond: z = wt
        magma_zcopy( dofs, wt.dval, 1, z.dval, 1, queue );
        


        thet1 = thet;        
        thet = rho / (gamm * MAGMA_Z_MAKE( MAGMA_Z_ABS(beta), 0.0 ));
        gamm1 = gamm;        
        
        gamm = c_one / magma_zsqrt(c_one + thet*thet);        
        eta = - eta * rho1 * gamm * gamm / (beta * gamm1 * gamm1);        

        if( magma_z_isnan_inf( thet ) || magma_z_isnan_inf( gamm ) || magma_z_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_zqmr_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_zqmr_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_zsqrt( magma_zdotc( dofs, z.dval, 1, z.dval, 1, queue ) );
        
        res = magma_dznrm2( 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_zqmr_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_zresidualvec( 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_zmfree(&r, queue );
    magma_zmfree(&r_tld, queue );
    magma_zmfree(&v,  queue );
    magma_zmfree(&w,  queue );
    magma_zmfree(&wt, queue );
    magma_zmfree(&d,  queue );
    magma_zmfree(&s,  queue );
    magma_zmfree(&z,  queue );
    magma_zmfree(&q,  queue );
    magma_zmfree(&p,  queue );
    magma_zmfree(&pt, queue );
    magma_zmfree(&y,  queue );
    magma_zmfree(&AT, queue );
    magma_zmfree(&Ah1, queue );
    magma_zmfree(&Ah2, queue );


    
    solver_par->info = info;
    return info;
}   /* magma_zqmr_merge */
Esempio n. 3
0
magma_int_t
magma_zorderstatistics(
    magmaDoubleComplex *val,
    magma_int_t length,
    magma_int_t k,
    magma_int_t r,
    magmaDoubleComplex *element,
    magma_queue_t queue )
{
    magma_int_t info = 0;

    magma_int_t i, st;
    magmaDoubleComplex tmp;
    if( r == 0 ){
        for ( st = i = 0; i < length - 1; i++ ) {
            if ( magma_z_isnan_inf( val[i]) ) {
                printf("error: array contains %f + %fi.\n", MAGMA_Z_REAL(val[i]), MAGMA_Z_IMAG(val[i]) );
                info = MAGMA_ERR_NAN;
                goto cleanup;
            }
            if ( MAGMA_Z_ABS(val[i]) > MAGMA_Z_ABS(val[length-1]) ){
                continue;
            }
            SWAP(i, st);
            st++;
        }
     
        SWAP(length-1, st);
     
        if ( k == st ){
            *element = val[st];    
        }
        else if ( st > k ) {
            CHECK( magma_zorderstatistics( val, st, k, r, element, queue ));
        }
        else {
             CHECK( magma_zorderstatistics( val+st, length-st, k-st, r, element, queue ));
        }
    } else {
        for ( st = i = 0; i < length - 1; i++ ) {
            if ( magma_z_isnan_inf( val[i]) ) {
                printf("error: array contains %f + %fi.\n", MAGMA_Z_REAL(val[i]), MAGMA_Z_IMAG(val[i]) );
                info = MAGMA_ERR_NAN;
                goto cleanup;
            }
            if ( MAGMA_Z_ABS(val[i]) < MAGMA_Z_ABS(val[length-1]) ){
                continue;
            }
            SWAP(i, st);
            st++;
        }
     
        SWAP(length-1, st);
     
        if ( k == st ){
            *element = val[st];    
        }
        else if ( st > k ) {
            CHECK( magma_zorderstatistics( val, st, k, r, element, queue ));
        }
        else {
             CHECK( magma_zorderstatistics( val+st, length-st, k-st, r, element, queue ));
        }
    }
    
cleanup:
    return info;
}
Esempio n. 4
0
extern "C" magma_int_t
magma_zpbicgstab_merge(
    magma_z_matrix A, magma_z_matrix b, magma_z_matrix *x,
    magma_z_solver_par *solver_par,
    magma_z_preconditioner *precond_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
    magmaDoubleComplex c_zero = MAGMA_Z_ZERO;
    magmaDoubleComplex c_one  = MAGMA_Z_ONE;
    
    magma_int_t dofs = A.num_rows * b.num_cols;

    // workspace
    magma_z_matrix r={Magma_CSR}, rr={Magma_CSR}, p={Magma_CSR}, v={Magma_CSR}, 
    z={Magma_CSR}, y={Magma_CSR}, ms={Magma_CSR}, mt={Magma_CSR}, 
    s={Magma_CSR}, t={Magma_CSR}, d1={Magma_CSR}, d2={Magma_CSR};
    CHECK( magma_zvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &rr,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &p, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &v, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &s, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &t, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &ms,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &mt,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &y, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &z, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &d1, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &d2, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));

    
    // solver variables
    magmaDoubleComplex alpha, beta, omega, rho_old, rho_new;
    double nom, betanom, nom0, r0, res, nomb;
    res=0;
    //double den;

    // solver setup
    CHECK(  magma_zresidualvec( A, b, *x, &r, &nom0, queue));
    magma_zcopy( dofs, r.dval, 1, rr.dval, 1, queue );                  // rr = r
    betanom = nom0;
    nom = nom0*nom0;
    rho_new = magma_zdotc( dofs, r.dval, 1, r.dval, 1, queue );             // rho=<rr,r>
    rho_old = omega = alpha = MAGMA_Z_MAKE( 1.0, 0. );
    solver_par->init_res = nom0;

    CHECK( magma_z_spmv( c_one, A, r, c_zero, v, queue ));              // z = A r

    nomb = magma_dznrm2( 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, tempop1, tempop2;
    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_zdotc( 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_z_isnan_inf( beta ) ){
            info = MAGMA_DIVERGENCE;
            break;
        }
        
        // p = r + beta * ( p - omega * v )
        magma_zbicgstab_1(  
        r.num_rows, 
        r.num_cols, 
        beta,
        omega,
        r.dval, 
        v.dval,
        p.dval,
        queue );

        // preconditioner
        tempop1 = magma_sync_wtime( queue );
        CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, p, &mt, precond_par, queue ));
        CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, mt, &y, precond_par, queue ));
        tempop2 = magma_sync_wtime( queue );
        precond_par->runtime += tempop2-tempop1;

        CHECK( magma_z_spmv( c_one, A, y, c_zero, v, queue ));      // v = Ap
        solver_par->spmv_count++;
        //alpha = rho_new / tmpval;
        alpha = rho_new /magma_zdotc( dofs, rr.dval, 1, v.dval, 1, queue );
        if( magma_z_isnan_inf( alpha ) ){
            info = MAGMA_DIVERGENCE;
            break;
        }
        // s = r - alpha v
        magma_zbicgstab_2(  
        r.num_rows, 
        r.num_cols, 
        alpha,
        r.dval,
        v.dval,
        s.dval, 
        queue );
        
        // preconditioner
        tempop1 = magma_sync_wtime( queue );
        CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, s, &ms, precond_par, queue ));
        CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, ms, &z, precond_par, queue ));
        tempop2 = magma_sync_wtime( queue );
        precond_par->runtime += tempop2-tempop1;

        CHECK( magma_z_spmv( c_one, A, z, c_zero, t, queue ));       // t=As
        solver_par->spmv_count++;
        omega = magma_zdotc( dofs, t.dval, 1, s.dval, 1, queue )   // omega = <s,t>/<t,t>
                   / magma_zdotc( dofs, t.dval, 1, t.dval, 1, queue );
                        
        // x = x + alpha * y + omega * z
        // r = s - omega * t
        magma_zbicgstab_4(  
        r.num_rows, 
        r.num_cols, 
        alpha,
        omega,
        y.dval,
        z.dval,
        s.dval,
        t.dval,
        x->dval,
        r.dval,
        queue );

        res = betanom = magma_dznrm2( 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_zresidualvec( 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 ) {
        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_zmfree(&r, queue );
    magma_zmfree(&rr, queue );
    magma_zmfree(&p, queue );
    magma_zmfree(&v, queue );
    magma_zmfree(&s, queue );
    magma_zmfree(&y, queue );
    magma_zmfree(&z, queue );
    magma_zmfree(&t, queue );
    magma_zmfree(&ms, queue );
    magma_zmfree(&mt, queue );
    magma_zmfree(&d1, queue );
    magma_zmfree(&d2, queue );

    solver_par->info = info;
    return info;
}   /* magma_zbicgstab_merge */
Esempio n. 5
0
extern "C" magma_int_t
magma_zptfqmr_merge(
    magma_z_matrix A, magma_z_matrix b, magma_z_matrix *x,
    magma_z_solver_par *solver_par,
    magma_z_preconditioner *precond_par,
    magma_queue_t queue )
{
    magma_int_t info = MAGMA_NOTCONVERGED;
    
    // prepare solver feedback
    solver_par->solver = Magma_TFQMRMERGE;
    solver_par->numiter = 0;
    solver_par->spmv_count = 0;
    
    // local variables
    magmaDoubleComplex c_zero = MAGMA_Z_ZERO, c_one = MAGMA_Z_ONE;
    // solver variables
    double nom0, r0,  res=0, nomb;
    magmaDoubleComplex 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_z_matrix r={Magma_CSR}, r_tld={Magma_CSR}, pu_m={Magma_CSR},
                    d={Magma_CSR}, w={Magma_CSR}, v={Magma_CSR}, t={Magma_CSR},
                    u_mp1={Magma_CSR}, u_m={Magma_CSR}, Au={Magma_CSR}, 
                    Ad={Magma_CSR}, Au_new={Magma_CSR};
    CHECK( magma_zvinit( &t, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &r, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &u_mp1,Magma_DEV, A.num_rows, b.num_cols, c_one, queue ));
    CHECK( magma_zvinit( &r_tld,Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &u_m, Magma_DEV, A.num_rows, b.num_cols, c_one, queue ));
    CHECK( magma_zvinit( &pu_m, Magma_DEV, A.num_rows, b.num_cols, c_one, queue ));
    CHECK( magma_zvinit( &v, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &d, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &w, Magma_DEV, A.num_rows, b.num_cols, c_one, queue ));
    CHECK( magma_zvinit( &Ad, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &Au_new, Magma_DEV, A.num_rows, b.num_cols, c_zero, queue ));
    CHECK( magma_zvinit( &Au, Magma_DEV, A.num_rows, b.num_cols, c_one, queue ));
    
    // solver setup
    CHECK(  magma_zresidualvec( A, b, *x, &r, &nom0, queue));
    solver_par->init_res = nom0;
    magma_zcopy( dofs, r.dval, 1, r_tld.dval, 1, queue );   
    magma_zcopy( dofs, r.dval, 1, w.dval, 1, queue );   
    magma_zcopy( dofs, r.dval, 1, u_m.dval, 1, queue );  
    
    // preconditioner
    CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, u_m, &t, precond_par, queue ));
    CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, t, &pu_m, precond_par, queue ));
    
    CHECK( magma_z_spmv( c_one, A, pu_m, c_zero, v, queue ));   // v = A u
    magma_zcopy( dofs, v.dval, 1, Au.dval, 1, queue );  
    nomb = magma_dznrm2( 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_zsqrt( magma_zdotc( dofs, r.dval, 1, r_tld.dval, 1, queue) );
    rho = magma_zdotc( 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_zdotc( dofs, v.dval, 1, r_tld.dval, 1, queue );
        sigma = theta * theta / alpha * eta; 
        
        magma_ztfqmr_1(  
        r.num_rows, 
        r.num_cols, 
        alpha,
        sigma,
        v.dval, 
        Au.dval,
        u_m.dval,
        pu_m.dval,
        u_mp1.dval,
        w.dval, 
        d.dval,
        Ad.dval,
        queue );
        
        theta = magma_zsqrt( magma_zdotc(dofs, w.dval, 1, w.dval, 1, queue) ) / tau;
        c = c_one / magma_zsqrt( c_one + theta*theta );
        tau = tau * theta *c;
        eta = c * c * alpha;
        sigma = theta * theta / alpha * eta;
        if ( magma_z_isnan_inf( theta ) ||
             magma_z_isnan_inf( c )     ||
             magma_z_isnan_inf( tau )   ||
             magma_z_isnan_inf( eta )   ||
             magma_z_isnan_inf( sigma ) )
        {
            info = MAGMA_DIVERGENCE;
            break;
        }
        
        magma_ztfqmr_2(  
        r.num_rows, 
        r.num_cols, 
        eta,
        d.dval,
        Ad.dval,
        x->dval, 
        r.dval, 
        queue );
        
        res = magma_dznrm2( 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 ){
            info = MAGMA_SUCCESS;
            break;
        }

        // preconditioner
        CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, u_mp1, &t, precond_par, queue ));
        CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, t, &pu_m, precond_par, queue ));
        
        CHECK( magma_z_spmv( c_one, A, pu_m, c_zero, Au_new, queue )); // Au_new = A u_mp1
        solver_par->spmv_count++;
        magma_zcopy( dofs, Au_new.dval, 1, Au.dval, 1, queue );  
        magma_zcopy( dofs, u_mp1.dval, 1, u_m.dval, 1, queue );  

        // here starts the second part of the loop #################################
        magma_ztfqmr_5(  
        r.num_rows, 
        r.num_cols, 
        alpha,
        sigma,
        v.dval, 
        Au.dval,
        pu_m.dval,
        w.dval, 
        d.dval,
        Ad.dval,
        queue ); 
        
        sigma = theta * theta / alpha * eta;  
        
        theta = magma_zsqrt( magma_zdotc(dofs, w.dval, 1, w.dval, 1, queue) ) / tau;
        c = c_one / magma_zsqrt( c_one + theta*theta );
        tau = tau * theta *c;
        eta = c * c * alpha;

        magma_ztfqmr_2(  
        r.num_rows, 
        r.num_cols, 
        eta,
        d.dval,
        Ad.dval,
        x->dval, 
        r.dval, 
        queue );
        
        res = magma_dznrm2( 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 ){
            info = MAGMA_SUCCESS;
            break;
        }
        
        rho = magma_zdotc( dofs, w.dval, 1, r_tld.dval, 1, queue );
        beta = rho / rho_l;
        rho_l = rho;
        
        magma_ztfqmr_3(  
        r.num_rows, 
        r.num_cols, 
        beta,
        w.dval,
        u_m.dval,
        u_mp1.dval, 
        queue );
              
        // preconditioner
        CHECK( magma_z_applyprecond_left( MagmaNoTrans, A, u_mp1, &t, precond_par, queue ));
        CHECK( magma_z_applyprecond_right( MagmaNoTrans, A, t, &pu_m, precond_par, queue ));
        
        CHECK( magma_z_spmv( c_one, A, pu_m, c_zero, Au_new, queue )); // Au_new = A pu_m

        solver_par->spmv_count++;
        magma_ztfqmr_4(  
        r.num_rows, 
        r.num_cols, 
        beta,
        Au_new.dval,
        v.dval,
        Au.dval, 
        queue );
        
        magma_zcopy( dofs, u_mp1.dval, 1, u_m.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_zresidualvec( 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_zmfree(&r, queue );
    magma_zmfree(&r_tld, queue );
    magma_zmfree(&d, queue );
    magma_zmfree(&w, queue );
    magma_zmfree(&v, queue );
    magma_zmfree(&u_m, queue );
    magma_zmfree(&u_mp1, queue );
    magma_zmfree(&pu_m, queue );
    magma_zmfree(&d, queue );
    magma_zmfree(&t, queue );
    magma_zmfree(&Au, queue );
    magma_zmfree(&Au_new, queue );
    magma_zmfree(&Ad, queue );
    
    solver_par->info = info;
    return info;
}   /* magma_zptfqmr_merge */