int tfqmr_solver::solve (sp_matrix_t matrix, spv_double sp_rhs, spv_double sp_sol) { BOSOUT (section::solvers, level::debug) << "TFQMR\n" << bs_end; BS_ERROR (matrix, "tfqmr_solve"); BS_ERROR (sp_rhs->size (), "tfqmr_solve"); BS_ERROR (sp_sol->size (), "tfqmr_solve"); BS_ERROR (prop, "tfqmr_solve"); t_double rho_1, rho_2 = 1, alpha = 1, beta, sigma; int iter; const double epsmac = 1e-24; t_double r_norm, b_norm, den_norm, w_norm, eta, nu, tau, c; //fp_type *x = solution; //OMP_TIME_MEASURE_START (tfqmr_solve_timer); t_double *rhs = &(*sp_rhs)[0]; t_double *sol = &(*sp_sol)[0]; t_double tol = prop->get_f (tol_idx); tol *= tol; //resid = prop->get_residuals (); //convergence_rate = prop->get_convergence_rate (); int max_iter = prop->get_i (max_iters_idx); t_long n = matrix->get_n_rows () * matrix->get_n_block_size (); sp_p->resize (n); sp_v->resize (n); sp_w->resize (n); sp_u->resize (n); sp_q->resize (n); sp_d->resize (n); sp_res->resize (n); sp_r->resize (n); sp_rtilde->resize (n); sp_tmp->resize (n); sp_rhat->resize (n); sp_y->resize (n); //x_cgs = y + n; prop->set_b (success_idx, false); // solution = {0} sp_sol->assign (0); // r = {0} sp_r->assign (0); // TODO:paste sp_tmp->assign (0); sp_p->assign (0); sp_v->assign (0); sp_q->assign (0); sp_d->assign (0); t_double *r = &(*sp_r)[0]; t_double *p = &(*sp_p)[0]; t_double *v = &(*sp_v)[0]; t_double *w = &(*sp_w)[0]; t_double *u = &(*sp_u)[0]; t_double *q = &(*sp_q)[0]; t_double *d = &(*sp_d)[0]; t_double *res = &(*sp_res)[0]; t_double *rtilde = &(*sp_rtilde)[0]; t_double *tmp = &(*sp_tmp)[0]; t_double *rhat = &(*sp_rhat)[0]; t_double *y = &(*sp_y)[0]; // r = Ax0 - b matrix->calc_lin_comb (-1.0, 1.0, sp_sol, sp_rhs, sp_r); memcpy (rtilde, r, sizeof (t_double) * n); //rtilde.assign (r.begin (), r.end ()); // p0 = u0 = r0; //memcpy (p, r, n * sizeof (double)); memcpy (u, r, sizeof (t_double) * n); memcpy (p, r, sizeof (t_double) * n); memcpy (w, r, sizeof (t_double) * n); //u.assign (r.begin (), r.end ()); //p.assign (r.begin (), r.end ()); //w.assign (r.begin (), r.end ()); // tmp = M^(-1) * u; if (prec) { if (prec->solve_prec (matrix, sp_u, sp_tmp)) { bs_throw_exception ("TFQMR: Preconditioner failed"); } memcpy (u, tmp, sizeof (t_double) * n); memcpy (p, tmp, sizeof (t_double) * n); //u.assign (tmp.begin (), tmp.end ()); //p.assign (u.begin (), u.end ()); } matrix->matrix_vector_product (sp_p, sp_v); //tools::save_seq_vector (tools::string_formater ("1_well_bhp.%s.txt", it->first).str).save (it->second); r_norm = mv_vector_inner_product_n (r, r, n); if (r_norm <= tol) // initial guess quite good return 0; tau = sqrt (r_norm); rho_1 = r_norm; rho_2 = r_norm; b_norm = sqrt (mv_vector_inner_product_n (rhs, rhs, n)); if (b_norm > epsmac) // choose convergence criterion { // |r_i|/|b| <= eps if |b| > 0 tol *= b_norm; den_norm = b_norm; } else // (r_norm > epsmac) { // |r_i|/|r0| <= eps if |b| = 0 tol *= r_norm; den_norm = r_norm; } // set up initial norm and convergense factor //prop->set_relative_factor (den_norm); int m, count; // main loop for (iter = 0; iter < max_iter; ++iter) { //printf ("TFQMR iteration: %d, resid = %le\n", iter, r_norm); //fflush (stdout); // TODO: paste if (iter) { //rho_1 = mv_vector_inner_product (r, rtilde, n);//in first iter equals to r_norm if (rho_1 == 0) // failure { if (den_norm > epsmac) prop->set_f (final_res_idx, r_norm / den_norm); else prop->set_f (final_res_idx, r_norm); bs_throw_exception ("TFQMR: Failure - rho_1 == 0"); } sum_vector_n (u, (t_double)1., res, beta, p, n); //p[n] = u[n]+beta*res //v.assign (n, 0); memset (v, 0, sizeof (t_double) * n); matrix->matrix_vector_product (sp_p, sp_v); //v[n]=Ap[n] } sigma = mv_vector_inner_product_n (rtilde, v, n); //sigma=(rtilde,v[n-1]) alpha = rho_1/sigma; // tmp = M^(-1)*v if (prec) { if (prec->solve_prec (matrix, sp_v, sp_tmp)) { bs_throw_exception ("TFQMR: Preconditioner failed"); } memcpy (v, tmp, sizeof (t_double) * n); //v.assign (tmp.begin (), tmp.end ()); } sum_vector_n (u, (t_double)1., v, -alpha, q, n); //q[n] = u[n-1]-alpha*v[n-1] sum_vector_n (u, (t_double)1., q, (t_double)1., res, n); //res = u[n-1]+q[n] //tmp.assign (n, 0); memset (tmp, 0, sizeof (t_double) * n); matrix->matrix_vector_product (sp_res, sp_tmp);// tmp=A*res sum_vector_n (r, (t_double)1., tmp, -alpha, r, n);// r=r-alpha*res //r_norm_old = r_norm; r_norm = mv_vector_inner_product_n (r, r, n); for (m = 1; m <= 2 ; m++) { if (m == 1) // m is odd { memcpy (y, u, sizeof (t_double) * n); //y.assign (u.begin (), u.end ()); w_norm = sqrt(r_norm * r_norm); } else // m is even { memcpy (y, q, sizeof (t_double) * n); //y.assign (q.begin (), q.end ()); w_norm = sqrt(r_norm); } sum_vector_n (y, (t_double)1., d, eta*nu*nu/alpha, d, n); //d[m] = y[m] + (eta[m-1]*nu[m-1]^2/alpha[n-1])*d[m-1] nu = w_norm/tau; //nu[m]=||w[m+1]||/tau[m-1] c = 1./sqrt (1. + nu*nu); tau = tau*c*nu; //tau[m]=tau[m-1]nu[m]c[m] eta = c*c*alpha; //eta[m]=c[m]^2*alpha[n-1] //SUM_VECTOR(x,d,1,alpha,x_cgs,k,n); //x_cgs[n] = x[2n-1]+alpha[n-1]*d[2n] sum_vector_n (sol, (t_double)1., d, eta, sol, n); //x[m] = x[m-1]+eta[m]*d[m] if (r_norm <= tol) { count = 1; break; } } if (r_norm <= tol) break; rho_1 = mv_vector_inner_product_n (r, rtilde, n);//in first iter equals to r_norm beta = rho_1 / rho_2; // rhat = M^(-1) * r; if (prec) { if (prec->solve_prec (matrix, sp_r, sp_rhat)) { bs_throw_exception ("TFQMR: Preconditioner failed"); } } else // no precondition (preconditioner=identity_matrix) { memcpy (rhat, r, sizeof (t_double) * n); //rhat.assign (r.begin (), r.end ()); } sum_vector_n (rhat, (t_double)1., q, beta, u, n); //u[n] = r[n]+beta*q[n] sum_vector_n (q, (t_double)1., p, beta, res, n); //res = q[n]+beta*p[n-1] rho_2 = rho_1; } //TODO: end prop->set_i (iters_idx, iter + 1); prop->set_b (success_idx, true); /* //additional checking convergence mv_calc_lin_comb (matrix, -1.0, 1.0, solution, rhs, r); r_norm = mv_vector_inner_product (r, r, n); */ if (den_norm > epsmac) prop->set_f (final_res_idx, r_norm / den_norm); else prop->set_f (final_res_idx, r_norm); //printf ("TFQMR OK! iters = %d, resid = %le\n", lprop->iters, lprop->final_resid); //OMP_TIME_MEASURE_END (tfqmr_solve_timer); return 0; }
int cgs_solver::solve (sp_matrix_t matrix, spv_double sp_rhs, spv_double sp_sol) { #ifdef _DEBUG BOSOUT (section::solvers, level::debug) << "CGS\n" << bs_end; #endif BS_ERROR (sp_rhs->size (), "cgs_solve"); BS_ERROR (sp_sol->size (), "cgs_solve"); BS_ERROR (prop, "cgs_solve"); t_double rho_1, rho_2 = 1, alpha = 1, beta, sigma; int iter; const double epsmac = 1e-24; t_double r_norm, b_norm, den_norm; //fp_type *x = solution; t_double *rhs = &(*sp_rhs)[0]; t_double *sol = &(*sp_sol)[0]; const t_double one = 1.0; //OMP_TIME_MEASURE_START (cgs_solve_timer); t_double tol = prop->get_f (tol_idx); tol *= tol; //resid = prop->get_residuals (); //convergence_rate = prop->get_convergence_rate (); int max_iter = prop->get_i (max_iters_idx); t_long n = matrix->get_n_rows () * matrix->get_n_block_size (); BS_ASSERT (n == (t_long)sp_sol->size ()); t_double *p = &(*sp_p)[0]; t_double *phat = &(*sp_phat)[0]; t_double *v = &(*sp_v)[0]; t_double *tmp = &(*sp_tmp)[0]; t_double *q = &(*sp_q)[0]; t_double *u = &(*sp_u)[0]; t_double *d = &(*sp_d)[0]; t_double *dhat = &(*sp_dhat)[0]; t_double *r = &(*sp_r)[0]; t_double *rtilde = &(*sp_rtilde)[0]; //t_double *r_old = &(*sp_r_old)[0]; prop->set_b (success_idx, false); // solution = {0} //assign (solution, n, 0); memset (sol, 0, sizeof (t_double) * n); //solution.assign (n, 0); sp_p->resize (n); sp_phat->resize (n); sp_v->resize (n); sp_tmp->resize (n); sp_q->resize (n); sp_u->resize (n); sp_d->resize (n); sp_dhat->resize (n); sp_r->resize (n); sp_rtilde->resize (n); sp_r_old->resize (n); // r = {0} //r.assign (n, 0); memset (r, 0, sizeof (t_double) * n); memset (tmp, 0, sizeof (t_double) * n); memset (p, 0, sizeof (t_double) * n); memset (v, 0, sizeof (t_double) * n); memset (q, 0, sizeof (t_double) * n); // TODO:paste //tmp.assign (n, 0); //p.assign (n, 0); //v.assign (n, 0); //q.assign (n, 0); // p0 = u0 = r0; //u.assign (r.begin (), r.end ()); memcpy (u, r, sizeof (t_double) * n); // TODO:end // r = Ax0 - b matrix->calc_lin_comb (-1.0, 1.0, sp_sol, sp_rhs, sp_r); //rtilde.assign (r.begin (), r.end ()); memcpy (rtilde, r, sizeof (t_double) * n); //tools::save_seq_vector (tools::string_formater ("1_well_bhp.%s.txt", it->first).str).save (it->second); r_norm = mv_vector_inner_product_n (r, r, n); if (r_norm <= tol) // initial guess quite good return 0; rho_1 = r_norm; b_norm = sqrt (mv_vector_inner_product_n (rhs, rhs, n)); // TODO:delete //p.assign (r.begin (), r.end ()); //rtilde.assign (r.begin (), r.end ()); //v.assign (n, 0); // TODO:end if (b_norm > epsmac) // choose convergence criterion { // |r_i|/|b| <= eps if |b| > 0 tol *= b_norm; den_norm = b_norm; } else // (r_norm > epsmac) { // |r_i|/|r0| <= eps if |b| = 0 tol *= r_norm; den_norm = r_norm; } // set up initial norm and convergense factor //prop->set_relative_factor (den_norm); // main loop for (iter = 0; iter < max_iter; ++iter) { //printf ("CGS iteration: %d, resid = %le\n", iter, r_norm); //fflush (stdout); // TODO: paste if (iter) { //rho_1 = (r,rtilde) rho_1 = mv_vector_inner_product_n (r, rtilde, n); //in first iter equals to r_norm if (rho_1 == 0) // failure { if (den_norm > epsmac) prop->set_f (final_res_idx, r_norm / den_norm); else prop->set_f (final_res_idx, r_norm); bs_throw_exception ("CGS: Failure - rho_1 == 0"); } } beta = rho_1/rho_2; // beta = rho_n/rho_n-1 rho_2 = rho_1; // u = r + beta*q sum_vector_n (r, one, q, beta, u, n); // tmp = q+beta*p_old sum_vector_n (q, one, p, beta, tmp, n); // p_new = u + beta*tmp sum_vector_n (u, one, tmp, beta, p, n); //temp_p.assign (p.begin (), p.end ()); if (prec) { if (prec->solve_prec (matrix, sp_p, sp_phat)) { bs_throw_exception ("CGS: Preconditioner failed"); } } else // no precondition (preconditioner=identity_matrix) { memcpy (phat, p, sizeof (t_double) * n); //phat.assign (p.begin (), p.end ()); } // v = A * phat = A * p, if no precondition; //v.assign (n, 0); memset (v, 0, sizeof (t_double) * n); matrix->matrix_vector_product (sp_phat, sp_v); // sigma = (v,rtilde) sigma = mv_vector_inner_product_n (rtilde, v, n); if (sigma > epsmac || sigma < -epsmac) // alpha = rho_1/sigma alpha = rho_1 / sigma; else // failure { if (den_norm > epsmac) prop->set_f (final_res_idx, r_norm / den_norm); else prop->set_f (final_res_idx, r_norm); bs_throw_exception ("CGS: Failure - sigma == 0"); } // q = u - alpha*v sum_vector_n (u, one, v, -alpha, q, n); // d = u + q sum_vector_n (u, one, q, one, d, n); // dhat = M^(-1) * d; //temp_d.assign (d.begin (), d.end ()); if (prec) { if(prec->solve_prec (matrix, sp_d, sp_dhat)) { bs_throw_exception ("CGS: Preconditioner failed"); } } else // no precondition (preconditioner=identity_matrix) { //dhat.assign (d.begin (), d.end ()); memcpy (dhat, d, sizeof (t_double) * n); } //tmp.assign (n, 0); memset (tmp, 0, sizeof (t_double) * n); // tmp = A*d matrix->matrix_vector_product (sp_dhat, sp_tmp); // r = r - alpha*tmp sum_vector_n (r, one, tmp, -alpha, r, n); // x = x + alpha*dhat sum_vector_n (sol, one, dhat, alpha, sol, n); r_norm = mv_vector_inner_product_n (r, r, n); if (r_norm <= tol) // && check_resid_for_matbalance (n_rows, nb, r, matb_tol)) break; } //tools::save_seq_vector ("solution.txt").save(solution); //TODO: end prop->set_i (iters_idx, iter + 1); prop->set_b (success_idx, true); /* //additional checking convergence mv_calc_lin_comb (matrix, -1.0, 1.0, solution, rhs, r); r_norm = mv_vector_inner_product (r, r, n); */ if (den_norm > epsmac) prop->set_f (final_res_idx, r_norm / den_norm); else prop->set_f (final_res_idx, r_norm); //printf ("CGS OK! iters = %d, resid = %le\n", lprop->iters, lprop->final_resid); //OMP_TIME_MEASURE_END (bicgstab_solve_timer); return 0; }
int gs_solver::solve (sp_matrix_t matrix, spv_double sp_rhs, spv_double sp_sol) { BS_ERROR (matrix, "gs_solve"); BS_ERROR (sp_rhs->size (), "gs_solve"); BS_ERROR (sp_sol->size (), "gs_solve"); BS_ERROR (prop, "gs_solve"); int iter; const double epsmac = 1e-24; t_double r_norm, b_norm, den_norm; t_double *rhs = &(*sp_rhs)[0]; //t_double *sol = &(*sp_sol)[0]; sp_bcsr_t bcsr; if (!dynamic_cast<bcsr_t *> (matrix.lock ())) { bcsr = matrix; BS_ASSERT (bcsr); } t_long n = matrix->get_n_rows () * matrix->get_n_block_size (); spv_long flags; t_double tol = prop->get_f (tol_idx); tol *= tol; int max_iter = prop->get_i (max_iters_idx); prop->reset_i (cf_type_idx); prop->set_b (success_idx, false); matrix->init_vector (sp_r); t_double *r = &(*sp_r)[0]; matrix->calc_lin_comb (-1.0, 1.0, sp_sol, sp_rhs, sp_r); r_norm = mv_vector_inner_product_n (r, r, n); b_norm = sqrt (mv_vector_inner_product_n (rhs, rhs, n)); if (b_norm > epsmac) // choose convergence criterion { // |r_i|/|b| <= eps if |b| > 0 tol *= b_norm; den_norm = b_norm; } else // (r_norm > epsmac) { // |r_i|/|r0| <= eps if |b| = 0 tol *= r_norm; den_norm = r_norm; } // main loop for (iter = 0; iter < max_iter; ++iter) { smooth (bcsr, flags, 1, sp_rhs, sp_sol); matrix->calc_lin_comb (-1.0, 1.0, sp_sol, sp_rhs, sp_r); r_norm = mv_vector_inner_product_n (r, r, n); if (r_norm <= tol) // initial guess quite good break; } // end of main loop if (iter < max_iter) { prop->set_i (iters_idx, iter + 1); prop->set_b (success_idx, true); } else { prop->set_i (iters_idx, iter + 1); prop->set_b (success_idx, false); } if (den_norm > epsmac) prop->set_f(final_res_idx, r_norm / den_norm); else prop->set_f (final_res_idx, r_norm); BOSOUT (section::solvers, level::low) << "r_norm = " << r_norm << " r_norm / den_norm = " << r_norm / den_norm << " iter = " << iter << bs_end; return 0; }