Пример #1
0
static int kinLapackBandSolve(KINMem kin_mem, N_Vector x, N_Vector b, realtype *res_norm)
{
  KINDlsMem kindls_mem;
  realtype *xd;
  int ier, one = 1;

  kindls_mem = (KINDlsMem) lmem;

  /* Copy the right-hand side into x */
  N_VScale(ONE, b, x);
  xd = N_VGetArrayPointer(x);

  /* Back-solve and get solution in x */
  dgbtrs_f77("N", &n, &ml, &mu, &one, J->data, &(J->ldim), pivots, xd, &n, &ier, 1);
  if (ier > 0) return(-1);

  /* Compute the terms Jpnorm and sfdotJp for use in the global strategy
   * routines and in KINForcingTerm. Both of these terms are subsequently
   * corrected if the step is reduced by constraints or the line search.
   * 
   * sJpnorm is the norm of the scaled product (scaled by fscale) of
   * the current Jacobian matrix J and the step vector p.
   *
   * sfdotJp is the dot product of the scaled f vector and the scaled
   * vector J*p, where the scaling uses fscale. 
   */
  sJpnorm = N_VWL2Norm(b,fscale);
  N_VProd(b, fscale, b);
  N_VProd(b, fscale, b);
  sfdotJp = N_VDotProd(fval, b);

  last_flag = KINDLS_SUCCESS;

  return(0);
}
Пример #2
0
static int CVDiagSetup(CVodeMem cv_mem, int convfail, N_Vector ypred,
                       N_Vector fpred, booleantype *jcurPtr, N_Vector vtemp1,
                       N_Vector vtemp2, N_Vector vtemp3)
{
  realtype r;
  N_Vector ftemp, y;
  booleantype invOK;
  CVDiagMem cvdiag_mem;
  int retval;

  cvdiag_mem = (CVDiagMem) lmem;

  /* Rename work vectors for use as temporary values of y and f */
  ftemp = vtemp1;
  y     = vtemp2;

  /* Form y with perturbation = FRACT*(func. iter. correction) */
  r = FRACT * rl1;
  N_VLinearSum(h, fpred, -ONE, zn[1], ftemp);
  N_VLinearSum(r, ftemp, ONE, ypred, y);

  /* Evaluate f at perturbed y */
  retval = f(tn, y, M, cv_mem->cv_user_data);
  nfeDI++;
  if (retval < 0) {
    cvProcessError(cv_mem, CVDIAG_RHSFUNC_UNRECVR, "CVDIAG", "CVDiagSetup", MSGDG_RHSFUNC_FAILED);
    last_flag = CVDIAG_RHSFUNC_UNRECVR;
    return(-1);
  }
  if (retval > 0) {
    last_flag = CVDIAG_RHSFUNC_RECVR;
    return(1);
  }

  /* Construct M = I - gamma*J with J = diag(deltaf_i/deltay_i) */
  N_VLinearSum(ONE, M, -ONE, fpred, M);
  N_VLinearSum(FRACT, ftemp, -h, M, M);
  N_VProd(ftemp, ewt, y);
  /* Protect against deltay_i being at roundoff level */
  N_VCompare(uround, y, bit);
  N_VAddConst(bit, -ONE, bitcomp);
  N_VProd(ftemp, bit, y);
  N_VLinearSum(FRACT, y, -ONE, bitcomp, y);
  N_VDiv(M, y, M);
  N_VProd(M, bit, M);
  N_VLinearSum(ONE, M, -ONE, bitcomp, M);

  /* Invert M with test for zero components */
  invOK = N_VInvTest(M, M);
  if (!invOK) {
    last_flag = CVDIAG_INV_FAIL;
    return(1);
  }

  /* Set jcur = TRUE, save gamma in gammasv, and return */
  *jcurPtr = TRUE;
  gammasv = gamma;
  last_flag = CVDIAG_SUCCESS;
  return(0);
}
Пример #3
0
static int kinDenseSolve(KINMem kin_mem, N_Vector x, N_Vector b,
                         realtype *sJpnorm, realtype *sFdotJp)
{
  KINDlsMem kindls_mem;
  realtype *xd;

  kindls_mem = (KINDlsMem) lmem;

  /* Copy the right-hand side into x */

  N_VScale(ONE, b, x);
  
  xd = N_VGetArrayPointer(x);

  /* Back-solve and get solution in x */
  
  DenseGETRS(J, lpivots, xd);

  /* Compute the term sFdotJp for use in the linesearch routine.
     This term is subsequently corrected if the step is reduced by
     constraints or the linesearch.

     sFdotJp is the dot product of the scaled f vector and the scaled
     vector J*p, where the scaling uses fscale.                            */

  N_VProd(b, fscale, b);
  N_VProd(b, fscale, b);
  *sFdotJp = N_VDotProd(fval, b);

  last_flag = KINDLS_SUCCESS;
  return(0);
}
Пример #4
0
int KINSpilsDQJtimes(N_Vector v, N_Vector Jv,
                     N_Vector u, booleantype *new_u, 
                     void *data)
{
  realtype sigma, sigma_inv, sutsv, sq1norm, sign, vtv;
  KINMem kin_mem;
  KINSpilsMem kinspils_mem;
  int retval;

  /* data is kin_mem */

  kin_mem = (KINMem) data;
  kinspils_mem = (KINSpilsMem) lmem;

  /* scale the vector v and put Du*v into vtemp1 */

  N_VProd(v, uscale, vtemp1);

  /* scale u and put into Jv (used as a temporary storage) */

  N_VProd(u, uscale, Jv);

  /* compute dot product (Du*u).(Du*v) */

  sutsv = N_VDotProd(Jv, vtemp1);

  /* compute dot product (Du*v).(Du*v) */

  vtv = N_VDotProd(vtemp1, vtemp1);

  sq1norm = N_VL1Norm(vtemp1);

  sign = (sutsv >= ZERO) ? ONE : -ONE ;
 
  /*  this expression for sigma is from p. 469, Brown and Saad paper */

  sigma = sign*sqrt_relfunc*SUNMAX(SUNRabs(sutsv),sq1norm)/vtv;

  sigma_inv = ONE/sigma;

  /* compute the u-prime at which to evaluate the function func */

  N_VLinearSum(ONE, u, sigma, v, vtemp1);
 
  /* call the system function to calculate func(u+sigma*v) */

  retval = func(vtemp1, vtemp2, user_data);    
  nfes++;
  if (retval != 0) return(retval);

  /* finish the computation of the difference quotient */

  N_VLinearSum(sigma_inv, vtemp2, -sigma_inv, fval, Jv);

  return(0);
}
Пример #5
0
static int IDASensNewyyp(IDAMem IDA_mem, realtype lambda)
{
  int is;

  if(icopt == IDA_YA_YDP_INIT) {

  /* IDA_YA_YDP_INIT case: 
     - ySnew  = yS0  - lambda*deltaS    where id_i = 0
     - ypSnew = ypS0 - cj*lambda*delta  where id_i = 1. */    

    for(is=0; is<Ns; is++) {
      
      /* It is ok to use dtemp as temporary vector here. */
      N_VProd(id, deltaS[is], dtemp);
      N_VLinearSum(ONE, ypS0[is], -cj*lambda, dtemp, ypS0new[is]);
      N_VLinearSum(ONE, deltaS[is], -ONE, dtemp, dtemp);
      N_VLinearSum(ONE, yyS0[is], -lambda, dtemp, yyS0new[is]);
    } /* end loop is */
  }else { 

    /* IDA_Y_INIT case: 
       - ySnew = yS0 - lambda*deltaS. (ypnew = yp0 preset.) */

    for(is=0; is<Ns; is++)
      N_VLinearSum(ONE, yyS0[is], -lambda, deltaS[is], yyS0new[is]);
  } /* end loop is */
  return(IDA_SUCCESS);
}
Пример #6
0
static int CVDiagSolve(CVodeMem cv_mem, N_Vector b, N_Vector weight,
                       N_Vector ycur, N_Vector fcur)
{
  booleantype invOK;
  realtype r;
  CVDiagMem cvdiag_mem;

  cvdiag_mem = (CVDiagMem) lmem;
  
  /* If gamma has changed, update factor in M, and save gamma value */

  if (gammasv != gamma) {
    r = gamma / gammasv;
    N_VInv(M, M);
    N_VAddConst(M, -ONE, M);
    N_VScale(r, M, M);
    N_VAddConst(M, ONE, M);
    invOK = N_VInvTest(M, M);
    if (!invOK) {
      last_flag = CVDIAG_INV_FAIL;
      return (1);
    }
    gammasv = gamma;
  }

  /* Apply M-inverse to b */
  N_VProd(b, M, b);

  last_flag = CVDIAG_SUCCESS;
  return(0);
}
Пример #7
0
static int IDANewyyp(IDAMem IDA_mem, realtype lambda)
{
  int retval;
  
  retval = IDA_SUCCESS;

  /* IDA_YA_YDP_INIT case: ynew  = yy0 - lambda*delta    where id_i = 0
                           ypnew = yp0 - cj*lambda*delta where id_i = 1. */
  if(icopt == IDA_YA_YDP_INIT) {

    N_VProd(id, delta, dtemp);
    N_VLinearSum(ONE, yp0, -cj*lambda, dtemp, ypnew);
    N_VLinearSum(ONE, delta, -ONE, dtemp, dtemp);
    N_VLinearSum(ONE, yy0, -lambda, dtemp, ynew);

  }else if(icopt == IDA_Y_INIT) {

    /* IDA_Y_INIT case: ynew = yy0 - lambda*delta. (ypnew = yp0 preset.) */
    N_VLinearSum(ONE, yy0, -lambda, delta, ynew);
  }

  if(sensi && (ism==IDA_SIMULTANEOUS))
    retval = IDASensNewyyp(IDA_mem, lambda);
  
  return(retval);

}
void N_VProd_SensWrapper(N_Vector x, N_Vector y, N_Vector z)
{
  int i;

  for (i=0; i < NV_NVECS_SW(x); i++)
    N_VProd(NV_VEC_SW(x,i), NV_VEC_SW(y,i), NV_VEC_SW(z,i));

  return;
}
Пример #9
0
int PsolveHeat(realtype tt, 
               N_Vector uu, N_Vector up, N_Vector rr, 
               N_Vector rvec, N_Vector zvec, 
               realtype c_j, realtype delta, void *prec_data, 
               N_Vector tmp)
{
  UserData data;
  data = (UserData) prec_data;
  N_VProd(data->pp, rvec, zvec);
  return(0);
}
static int KINDenseSolve(KINMem kin_mem, N_Vector x, N_Vector b, realtype *res_norm)
{
  KINDenseMem kindense_mem;
  realtype *xd;

  kindense_mem = (KINDenseMem) lmem;

  /* Copy the right-hand side into x */

  N_VScale(ONE, b, x);
  
  xd = N_VGetArrayPointer(x);

  /* Back-solve and get solution in x */
  
  DenseGETRS(J, pivots, xd);

  /* Compute the terms Jpnorm and sfdotJp for use in the global strategy
     routines and in KINForcingTerm. Both of these terms are subsequently
     corrected if the step is reduced by constraints or the line search.

     sJpnorm is the norm of the scaled product (scaled by fscale) of
     the current Jacobian matrix J and the step vector p.

     sfdotJp is the dot product of the scaled f vector and the scaled
     vector J*p, where the scaling uses fscale. */

  sJpnorm = N_VWL2Norm(b,fscale);
  N_VProd(b, fscale, b);
  N_VProd(b, fscale, b);
  sfdotJp = N_VDotProd(fval, b);

  last_flag = KINDENSE_SUCCESS;

  return(0);
}
Пример #11
0
static int IDANewy(IDAMem IDA_mem)
{
  
  /* IDA_YA_YDP_INIT case: ynew = yy0 - delta    where id_i = 0. */
  if(icopt == IDA_YA_YDP_INIT) {
    N_VProd(id, delta, dtemp);
    N_VLinearSum(ONE, delta, -ONE, dtemp, dtemp);
    N_VLinearSum(ONE, yy0, -ONE, dtemp, ynew);
    return(IDA_SUCCESS);
  }

  /* IDA_Y_INIT case: ynew = yy0 - delta. */
  N_VLinearSum(ONE, yy0, -ONE, delta, ynew);
  return(IDA_SUCCESS);

}
Пример #12
0
static int IDANewyyp(IDAMem IDA_mem, realtype lambda)
{
  
  /* IDA_YA_YDP_INIT case: ynew  = yy0 - lambda*delta    where id_i = 0
                           ypnew = yp0 - cj*lambda*delta where id_i = 1. */
  if(icopt == IDA_YA_YDP_INIT) {
    N_VProd(id, delta, dtemp);
    N_VLinearSum(ONE, yp0, -cj*lambda, dtemp, ypnew);
    N_VLinearSum(ONE, delta, -ONE, dtemp, dtemp);
    N_VLinearSum(ONE, yy0, -lambda, dtemp, ynew);
    return(IDA_SUCCESS);
  }

  /* IDA_Y_INIT case: ynew = yy0 - lambda*delta. (ypnew = yp0 preset.) */
  N_VLinearSum(ONE, yy0, -lambda, delta, ynew);
  return(IDA_SUCCESS);

}
Пример #13
0
int SpbcgSolve(SpbcgMem mem, void *A_data, N_Vector x, N_Vector b,
               int pretype, realtype delta, void *P_data, N_Vector sx,
               N_Vector sb, ATimesFn atimes, PSolveFn psolve,
               realtype *res_norm, int *nli, int *nps)
{
  realtype alpha, beta, omega, omega_denom, beta_num, beta_denom, r_norm, rho;
  N_Vector r_star, r, p, q, u, Ap, vtemp;
  booleantype preOnLeft, preOnRight, scale_x, scale_b, converged;
  int l, l_max, ier;

  if (mem == NULL) return(SPBCG_MEM_NULL);

  /* Make local copies of mem variables */

  l_max  = mem->l_max;
  r_star = mem->r_star;
  r      = mem->r;
  p      = mem->p;
  q      = mem->q;
  u      = mem->u;
  Ap     = mem->Ap;
  vtemp  = mem->vtemp;

  *nli = *nps = 0;    /* Initialize counters */
  converged = FALSE;  /* Initialize converged flag */

  if ((pretype != PREC_LEFT) && (pretype != PREC_RIGHT) && (pretype != PREC_BOTH)) pretype = PREC_NONE;

  preOnLeft  = ((pretype == PREC_BOTH) || (pretype == PREC_LEFT));
  preOnRight = ((pretype == PREC_BOTH) || (pretype == PREC_RIGHT));

  scale_x = (sx != NULL);
  scale_b = (sb != NULL);

  /* Set r_star to initial (unscaled) residual r_0 = b - A*x_0 */

  if (N_VDotProd(x, x) == ZERO) N_VScale(ONE, b, r_star);
  else {
    ier = atimes(A_data, x, r_star);
    if (ier != 0)
      return((ier < 0) ? SPBCG_ATIMES_FAIL_UNREC : SPBCG_ATIMES_FAIL_REC);
    N_VLinearSum(ONE, b, -ONE, r_star, r_star);
  }

  /* Apply left preconditioner and b-scaling to r_star = r_0 */

  if (preOnLeft) {
    ier = psolve(P_data, r_star, r, PREC_LEFT);
    (*nps)++;
    if (ier != 0) return((ier < 0) ? SPBCG_PSOLVE_FAIL_UNREC : SPBCG_PSOLVE_FAIL_REC);
  }
  else N_VScale(ONE, r_star, r);

  if (scale_b) N_VProd(sb, r, r_star);
  else N_VScale(ONE, r, r_star);

  /* Initialize beta_denom to the dot product of r0 with r0 */

  beta_denom = N_VDotProd(r_star, r_star);

  /* Set r_norm to L2 norm of r_star = sb P1_inv r_0, and
     return if small */

  *res_norm = r_norm = rho = SUNRsqrt(beta_denom);
  if (r_norm <= delta) return(SPBCG_SUCCESS);

  /* Copy r_star to r and p */

  N_VScale(ONE, r_star, r);
  N_VScale(ONE, r_star, p);

  /* Begin main iteration loop */

  for(l = 0; l < l_max; l++) {

    (*nli)++;

    /* Generate Ap = A-tilde p, where A-tilde = sb P1_inv A P2_inv sx_inv */

    /*   Apply x-scaling: vtemp = sx_inv p */

    if (scale_x) N_VDiv(p, sx, vtemp);
    else N_VScale(ONE, p, vtemp);

    /*   Apply right preconditioner: vtemp = P2_inv sx_inv p */

    if (preOnRight) {
      N_VScale(ONE, vtemp, Ap);
      ier = psolve(P_data, Ap, vtemp, PREC_RIGHT);
      (*nps)++;
      if (ier != 0) return((ier < 0) ? SPBCG_PSOLVE_FAIL_UNREC : SPBCG_PSOLVE_FAIL_REC);
    }

    /*   Apply A: Ap = A P2_inv sx_inv p */

    ier = atimes(A_data, vtemp, Ap );
    if (ier != 0)
      return((ier < 0) ? SPBCG_ATIMES_FAIL_UNREC : SPBCG_ATIMES_FAIL_REC);

    /*   Apply left preconditioner: vtemp = P1_inv A P2_inv sx_inv p */

    if (preOnLeft) {
      ier = psolve(P_data, Ap, vtemp, PREC_LEFT);
      (*nps)++;
      if (ier != 0) return((ier < 0) ? SPBCG_PSOLVE_FAIL_UNREC : SPBCG_PSOLVE_FAIL_REC);
    }
    else N_VScale(ONE, Ap, vtemp);

    /*   Apply b-scaling: Ap = sb P1_inv A P2_inv sx_inv p */

    if (scale_b) N_VProd(sb, vtemp, Ap);
    else N_VScale(ONE, vtemp, Ap);


    /* Calculate alpha = <r,r_star>/<Ap,r_star> */

    alpha = ((beta_denom / N_VDotProd(Ap, r_star)));

    /* Update q = r - alpha*Ap = r - alpha*(sb P1_inv A P2_inv sx_inv p) */

    N_VLinearSum(ONE, r, -alpha, Ap, q);

    /* Generate u = A-tilde q */

    /*   Apply x-scaling: vtemp = sx_inv q */

    if (scale_x) N_VDiv(q, sx, vtemp);
    else N_VScale(ONE, q, vtemp);

    /*   Apply right preconditioner: vtemp = P2_inv sx_inv q */

    if (preOnRight) {
      N_VScale(ONE, vtemp, u);
      ier = psolve(P_data, u, vtemp, PREC_RIGHT);
      (*nps)++;
      if (ier != 0) return((ier < 0) ? SPBCG_PSOLVE_FAIL_UNREC : SPBCG_PSOLVE_FAIL_REC);
    }

    /*   Apply A: u = A P2_inv sx_inv u */

    ier = atimes(A_data, vtemp, u );
    if (ier != 0)
      return((ier < 0) ? SPBCG_ATIMES_FAIL_UNREC : SPBCG_ATIMES_FAIL_REC);

    /*   Apply left preconditioner: vtemp = P1_inv A P2_inv sx_inv p */

    if (preOnLeft) {
      ier = psolve(P_data, u, vtemp, PREC_LEFT);
      (*nps)++;
      if (ier != 0) return((ier < 0) ? SPBCG_PSOLVE_FAIL_UNREC : SPBCG_PSOLVE_FAIL_REC);
    }
    else N_VScale(ONE, u, vtemp);

    /*   Apply b-scaling: u = sb P1_inv A P2_inv sx_inv u */

    if (scale_b) N_VProd(sb, vtemp, u);
    else N_VScale(ONE, vtemp, u);


    /* Calculate omega = <u,q>/<u,u> */

    omega_denom = N_VDotProd(u, u);
    if (omega_denom == ZERO) omega_denom = ONE;
    omega = (N_VDotProd(u, q) / omega_denom);

    /* Update x = x + alpha*p + omega*q */

    N_VLinearSum(alpha, p, omega, q, vtemp);
    N_VLinearSum(ONE, x, ONE, vtemp, x);

    /* Update the residual r = q - omega*u */

    N_VLinearSum(ONE, q, -omega, u, r);

    /* Set rho = norm(r) and check convergence */

    *res_norm = rho = SUNRsqrt(N_VDotProd(r, r));
    if (rho <= delta) {
      converged = TRUE;
      break;
    }

    /* Not yet converged, continue iteration */
    /* Update beta = <rnew,r_star> / <rold,r_start> * alpha / omega */

    beta_num = N_VDotProd(r, r_star);
    beta = ((beta_num / beta_denom) * (alpha / omega));
    beta_denom = beta_num;

    /* Update p = r + beta*(p - omega*Ap) */

    N_VLinearSum(ONE, p, -omega, Ap, vtemp);
    N_VLinearSum(ONE, r, beta, vtemp, p);

  }

  /* Main loop finished */

  if ((converged == TRUE) || (rho < r_norm)) {

    /* Apply the x-scaling and right preconditioner: x = P2_inv sx_inv x */

    if (scale_x) N_VDiv(x, sx, x);
    if (preOnRight) {
      ier = psolve(P_data, x, vtemp, PREC_RIGHT);
      (*nps)++;
      if (ier != 0) return((ier < 0) ? SPBCG_PSOLVE_FAIL_UNREC : SPBCG_PSOLVE_FAIL_REC);
      N_VScale(ONE, vtemp, x);
    }

    if (converged == TRUE) return(SPBCG_SUCCESS);
    else return(SPBCG_RES_REDUCED);
  }
  else return(SPBCG_CONV_FAIL);
}
Пример #14
0
static int IDALineSrch(IDAMem IDA_mem, realtype *delnorm, realtype *fnorm)
{
  booleantype conOK;
  int retval;
  realtype f1norm, fnormp, f1normp, ratio, lambda, minlam, slpi;
  N_Vector mc;

  /* Initialize work space pointers, f1norm, ratio.
     (Use of mc in constraint check does not conflict with ypnew.) */
  mc = ee;
  dtemp = phi[3];
  ynew = tempv2;
  ypnew = ee;
  f1norm = (*fnorm)*(*fnorm)*HALF;
  ratio = ONE;

  /* If there are constraints, check and reduce step if necessary. */
  if(constraintsSet) {

    /* Update y and check constraints. */
    IDANewy(IDA_mem);
    conOK = N_VConstrMask(constraints, ynew, mc);

    if(!conOK) {
      /* Not satisfied.  Compute scaled step to satisfy constraints. */
      N_VProd(mc, delta, dtemp);
      ratio = PT99*N_VMinQuotient(yy0, dtemp);
      (*delnorm) *= ratio;
      if((*delnorm) <= steptol) return(IC_CONSTR_FAILED);
      N_VScale(ratio, delta, delta);
    }

  } /* End of constraints check */

  slpi = -TWO*f1norm*ratio;
  minlam = steptol/(*delnorm);
  lambda = ONE;

  /* In IDA_Y_INIT case, set ypnew = yp0 (fixed) for linesearch. */
  if(icopt == IDA_Y_INIT) N_VScale(ONE, yp0, ypnew);

  /* Loop on linesearch variable lambda. */

  loop {

    /* Get new (y,y') = (ynew,ypnew) and norm of new function value. */
    IDANewyyp(IDA_mem, lambda);
    retval = IDAfnorm(IDA_mem, &fnormp);
    if(retval != IDA_SUCCESS) return(retval);

    /* If lsoff option is on, break out. */
    if(lsoff) break;

    /* Do alpha-condition test. */
    f1normp = fnormp*fnormp*HALF;
    if(f1normp <= f1norm + ALPHALS*slpi*lambda) break;
    if(lambda < minlam) return(IC_LINESRCH_FAILED);
    lambda /= TWO;
    nbacktr++;

  }  /* End of breakout linesearch loop */

  /* Update yy0, yp0, and fnorm, then return. */
  N_VScale(ONE, ynew,  yy0);
  if(icopt == IDA_YA_YDP_INIT) N_VScale(ONE, ypnew, yp0);
  *fnorm = fnormp;
  return(IDA_SUCCESS);

}
Пример #15
0
int SUNLinSolSolve_SPBCGS(SUNLinearSolver S, SUNMatrix A, N_Vector x, 
                          N_Vector b, realtype delta)
{
  /* local data and shortcut variables */
  realtype alpha, beta, omega, omega_denom, beta_num, beta_denom, r_norm, rho;
  N_Vector r_star, r, p, q, u, Ap, vtemp;
  booleantype preOnLeft, preOnRight, scale_x, scale_b, converged;
  int l, l_max, ier;
  void *A_data, *P_data;
  N_Vector sx, sb;
  ATimesFn atimes;
  PSolveFn psolve;
  realtype *res_norm;
  int *nli;

  /* local variables for fused vector operations */
  realtype cv[3];
  N_Vector Xv[3];
  
  /* Make local shorcuts to solver variables. */
  if (S == NULL) return(SUNLS_MEM_NULL);
  l_max        = SPBCGS_CONTENT(S)->maxl;
  r_star       = SPBCGS_CONTENT(S)->r_star;
  r            = SPBCGS_CONTENT(S)->r;
  p            = SPBCGS_CONTENT(S)->p;
  q            = SPBCGS_CONTENT(S)->q;
  u            = SPBCGS_CONTENT(S)->u;
  Ap           = SPBCGS_CONTENT(S)->Ap;
  vtemp        = SPBCGS_CONTENT(S)->vtemp;
  sb           = SPBCGS_CONTENT(S)->s1;
  sx           = SPBCGS_CONTENT(S)->s2;
  A_data       = SPBCGS_CONTENT(S)->ATData;
  P_data       = SPBCGS_CONTENT(S)->PData;
  atimes       = SPBCGS_CONTENT(S)->ATimes;
  psolve       = SPBCGS_CONTENT(S)->Psolve;
  nli          = &(SPBCGS_CONTENT(S)->numiters);
  res_norm     = &(SPBCGS_CONTENT(S)->resnorm);

  /* Initialize counters and convergence flag */
  *nli = 0;
  converged = SUNFALSE;

  /* set booleantype flags for internal solver options */
  preOnLeft  = ( (PRETYPE(S) == PREC_LEFT) || 
                 (PRETYPE(S) == PREC_BOTH) );
  preOnRight = ( (PRETYPE(S) == PREC_RIGHT) || 
                 (PRETYPE(S) == PREC_BOTH) );
  scale_x = (sx != NULL);
  scale_b = (sb != NULL);

  /* Set r_star to initial (unscaled) residual r_0 = b - A*x_0 */

  if (N_VDotProd(x, x) == ZERO) N_VScale(ONE, b, r_star);
  else {
    ier = atimes(A_data, x, r_star);
    if (ier != 0) {
      LASTFLAG(S) = (ier < 0) ?
        SUNLS_ATIMES_FAIL_UNREC : SUNLS_ATIMES_FAIL_REC;
      return(LASTFLAG(S));
    }
    N_VLinearSum(ONE, b, -ONE, r_star, r_star);
  }

  /* Apply left preconditioner and b-scaling to r_star = r_0 */

  if (preOnLeft) {
    ier = psolve(P_data, r_star, r, delta, PREC_LEFT);
    if (ier != 0) {
      LASTFLAG(S) = (ier < 0) ?
        SUNLS_PSOLVE_FAIL_UNREC : SUNLS_PSOLVE_FAIL_REC;
      return(LASTFLAG(S));
    }
  }
  else N_VScale(ONE, r_star, r);

  if (scale_b) N_VProd(sb, r, r_star);
  else N_VScale(ONE, r, r_star);

  /* Initialize beta_denom to the dot product of r0 with r0 */

  beta_denom = N_VDotProd(r_star, r_star);

  /* Set r_norm to L2 norm of r_star = sb P1_inv r_0, and
     return if small */

  *res_norm = r_norm = rho = SUNRsqrt(beta_denom);
  if (r_norm <= delta) {
    LASTFLAG(S) = SUNLS_SUCCESS;
    return(LASTFLAG(S));
  }

  /* Copy r_star to r and p */

  N_VScale(ONE, r_star, r);
  N_VScale(ONE, r_star, p);

  /* Begin main iteration loop */

  for(l = 0; l < l_max; l++) {

    (*nli)++;

    /* Generate Ap = A-tilde p, where A-tilde = sb P1_inv A P2_inv sx_inv */

    /*   Apply x-scaling: vtemp = sx_inv p */

    if (scale_x) N_VDiv(p, sx, vtemp);
    else N_VScale(ONE, p, vtemp);

    /*   Apply right preconditioner: vtemp = P2_inv sx_inv p */

    if (preOnRight) {
      N_VScale(ONE, vtemp, Ap);
      ier = psolve(P_data, Ap, vtemp, delta, PREC_RIGHT);
      if (ier != 0) {
        LASTFLAG(S) = (ier < 0) ?
          SUNLS_PSOLVE_FAIL_UNREC : SUNLS_PSOLVE_FAIL_REC;
        return(LASTFLAG(S));
      }
    }

    /*   Apply A: Ap = A P2_inv sx_inv p */

    ier = atimes(A_data, vtemp, Ap );
    if (ier != 0) {
      LASTFLAG(S) = (ier < 0) ?
        SUNLS_ATIMES_FAIL_UNREC : SUNLS_ATIMES_FAIL_REC;
      return(LASTFLAG(S));
    }

    /*   Apply left preconditioner: vtemp = P1_inv A P2_inv sx_inv p */

    if (preOnLeft) {
      ier = psolve(P_data, Ap, vtemp, delta, PREC_LEFT);
      if (ier != 0) {
        LASTFLAG(S) = (ier < 0) ?
          SUNLS_PSOLVE_FAIL_UNREC : SUNLS_PSOLVE_FAIL_REC;
        return(LASTFLAG(S));
      }
    }
    else N_VScale(ONE, Ap, vtemp);

    /*   Apply b-scaling: Ap = sb P1_inv A P2_inv sx_inv p */

    if (scale_b) N_VProd(sb, vtemp, Ap);
    else N_VScale(ONE, vtemp, Ap);


    /* Calculate alpha = <r,r_star>/<Ap,r_star> */

    alpha = ((beta_denom / N_VDotProd(Ap, r_star)));

    /* Update q = r - alpha*Ap = r - alpha*(sb P1_inv A P2_inv sx_inv p) */

    N_VLinearSum(ONE, r, -alpha, Ap, q);

    /* Generate u = A-tilde q */

    /*   Apply x-scaling: vtemp = sx_inv q */

    if (scale_x) N_VDiv(q, sx, vtemp);
    else N_VScale(ONE, q, vtemp);

    /*   Apply right preconditioner: vtemp = P2_inv sx_inv q */

    if (preOnRight) {
      N_VScale(ONE, vtemp, u);
      ier = psolve(P_data, u, vtemp, delta, PREC_RIGHT);
      if (ier != 0) {
        LASTFLAG(S) = (ier < 0) ?
          SUNLS_PSOLVE_FAIL_UNREC : SUNLS_PSOLVE_FAIL_REC;
        return(LASTFLAG(S));
      }
    }

    /*   Apply A: u = A P2_inv sx_inv u */

    ier = atimes(A_data, vtemp, u );
    if (ier != 0) {
      LASTFLAG(S) = (ier < 0) ?
        SUNLS_ATIMES_FAIL_UNREC : SUNLS_ATIMES_FAIL_REC;
      return(LASTFLAG(S));
    }

    /*   Apply left preconditioner: vtemp = P1_inv A P2_inv sx_inv p */

    if (preOnLeft) {
      ier = psolve(P_data, u, vtemp, delta, PREC_LEFT);
      if (ier != 0) {
        LASTFLAG(S) = (ier < 0) ?
          SUNLS_PSOLVE_FAIL_UNREC : SUNLS_PSOLVE_FAIL_REC;
        return(LASTFLAG(S));
      }
    }
    else N_VScale(ONE, u, vtemp);

    /*   Apply b-scaling: u = sb P1_inv A P2_inv sx_inv u */

    if (scale_b) N_VProd(sb, vtemp, u);
    else N_VScale(ONE, vtemp, u);


    /* Calculate omega = <u,q>/<u,u> */

    omega_denom = N_VDotProd(u, u);
    if (omega_denom == ZERO) omega_denom = ONE;
    omega = (N_VDotProd(u, q) / omega_denom);

    /* Update x = x + alpha*p + omega*q */
    cv[0] = ONE;
    Xv[0] = x;

    cv[1] = alpha;
    Xv[1] = p;

    cv[2] = omega;
    Xv[2] = q;

    ier = N_VLinearCombination(3, cv, Xv, x);
    if (ier != SUNLS_SUCCESS) return(SUNLS_VECTOROP_ERR);

    /* Update the residual r = q - omega*u */

    N_VLinearSum(ONE, q, -omega, u, r);

    /* Set rho = norm(r) and check convergence */

    *res_norm = rho = SUNRsqrt(N_VDotProd(r, r));
    if (rho <= delta) {
      converged = SUNTRUE;
      break;
    }

    /* Not yet converged, continue iteration */
    /* Update beta = <rnew,r_star> / <rold,r_start> * alpha / omega */

    beta_num = N_VDotProd(r, r_star);
    beta = ((beta_num / beta_denom) * (alpha / omega));

    /* Update p = r + beta*(p - omega*Ap) = beta*p - beta*omega*Ap + r */
    cv[0] = beta;
    Xv[0] = p;

    cv[1] = -alpha*(beta_num / beta_denom);
    Xv[1] = Ap;

    cv[2] = ONE;
    Xv[2] = r;

    ier = N_VLinearCombination(3, cv, Xv, p);
    if (ier != SUNLS_SUCCESS) return(SUNLS_VECTOROP_ERR);

    /* udpate beta_denom for next iteration */
    beta_denom = beta_num;
  }

  /* Main loop finished */

  if ((converged == SUNTRUE) || (rho < r_norm)) {

    /* Apply the x-scaling and right preconditioner: x = P2_inv sx_inv x */

    if (scale_x) N_VDiv(x, sx, x);
    if (preOnRight) {
      ier = psolve(P_data, x, vtemp, delta, PREC_RIGHT);
      if (ier != 0) {
        LASTFLAG(S) = (ier < 0) ?
          SUNLS_PSOLVE_FAIL_UNREC : SUNLS_PSOLVE_FAIL_REC;
        return(LASTFLAG(S));
      }
      N_VScale(ONE, vtemp, x);
    }

    if (converged == SUNTRUE) 
      LASTFLAG(S) = SUNLS_SUCCESS;
    else 
      LASTFLAG(S) = SUNLS_RES_REDUCED;
    return(LASTFLAG(S));
    
  }
  else {
    LASTFLAG(S) = SUNLS_CONV_FAIL;
    return(LASTFLAG(S));
  }
}
Пример #16
0
static int KINSptfqmrSolve(KINMem kin_mem, N_Vector xx, N_Vector bb,
			   realtype *sJpnorm, realtype *sFdotJp)
{
  KINSpilsMem kinspils_mem;
  SptfqmrMem sptfqmr_mem;
  int ret, nli_inc, nps_inc;
  realtype res_norm;

  kinspils_mem = (KINSpilsMem) lmem;
  sptfqmr_mem = (SptfqmrMem) spils_mem;

  /* Set initial guess to xx = 0. bb is set, by the routine
     calling KINSptfqmrSolve, to the RHS vector for the system
     to be solved. */

  N_VConst(ZERO, xx);

  new_uu = TRUE;  /* set flag required for user Jacobian routine */

  /* call SptfqmrSolve */

  ret = SptfqmrSolve(sptfqmr_mem, kin_mem, xx, bb, pretype, eps,
		     kin_mem, fscale, fscale, KINSpilsAtimes,
		     KINSpilsPSolve, &res_norm, &nli_inc, &nps_inc);

  /* increment counters nli, nps, and ncfl
     (nni is updated in the KINSol main iteration loop) */

  nli = nli + (long int) nli_inc;
  nps = nps + (long int) nps_inc;

  if (printfl > 2)
    KINPrintInfo(kin_mem, PRNT_NLI, "KINSPTFQMR", "KINSptfqmrSolve", INFO_NLI, nli_inc);

  if (ret != 0) ncfl++;
  last_flag = ret;

  if ( (ret != 0) && (ret != SPTFQMR_RES_REDUCED) ) {

    /* Handle all failure returns from SptfqmrSolve */

    switch(ret) {
    case SPTFQMR_PSOLVE_FAIL_REC:
    case SPTFQMR_ATIMES_FAIL_REC:
      return(1);
      break;
    case SPTFQMR_CONV_FAIL:
    case SPTFQMR_MEM_NULL:
    case SPTFQMR_ATIMES_FAIL_UNREC:
    case SPTFQMR_PSOLVE_FAIL_UNREC:
      return(-1);
      break;
    }
  }

  /*  SptfqmrSolve returned either SPTFQMR_SUCCESS or SPTFQMR_RES_REDUCED.

     Compute the terms sJpnorm and sFdotJp for use in the linesearch
     routine and in KINForcingTerm.  Both of these terms are subsequently
     corrected if the step is reduced by constraints or the linesearch.

     sJpnorm is the norm of the scaled product (scaled by fscale) of the
     current Jacobian matrix J and the step vector p (= solution vector xx).

     sFdotJp is the dot product of the scaled f vector and the scaled
     vector J*p, where the scaling uses fscale.                            */

  ret = KINSpilsAtimes(kin_mem, xx, bb);
  if (ret > 0) {
    last_flag = SPTFQMR_ATIMES_FAIL_REC;
    return(1);
  }
  else if (ret < 0) {
    last_flag = SPTFQMR_ATIMES_FAIL_UNREC;
    return(-1);
  }

  *sJpnorm = N_VWL2Norm(bb, fscale);
  N_VProd(bb, fscale, bb);
  N_VProd(bb, fscale, bb);
  *sFdotJp = N_VDotProd(fval, bb);

  if (printfl > 2) KINPrintInfo(kin_mem, PRNT_EPS, "KINSPTFQMR",
                     "KINSptfqmrSolve", INFO_EPS, res_norm, eps);

  return(0);
}
Пример #17
0
int SUNLinSolSolve_PCG(SUNLinearSolver S, SUNMatrix nul, N_Vector x, 
                       N_Vector b, realtype delta)
{
  /* local data and shortcut variables */
  realtype alpha, beta, r0_norm, rho, rz, rz_old;
  N_Vector r, p, z, Ap, w;
  booleantype UsePrec, UseScaling, converged;
  int l, l_max, pretype, ier;
  void *A_data, *P_data;
  ATimesFn atimes;
  PSolveFn psolve;
  realtype *res_norm;
  int *nli;

   /* Make local shorcuts to solver variables. */
  if (S == NULL) return(SUNLS_MEM_NULL);
  l_max        = PCG_CONTENT(S)->maxl;
  r            = PCG_CONTENT(S)->r;
  p            = PCG_CONTENT(S)->p;
  z            = PCG_CONTENT(S)->z;
  Ap           = PCG_CONTENT(S)->Ap;
  w            = PCG_CONTENT(S)->s;
  A_data       = PCG_CONTENT(S)->ATData;
  P_data       = PCG_CONTENT(S)->PData;
  atimes       = PCG_CONTENT(S)->ATimes;
  psolve       = PCG_CONTENT(S)->Psolve;
  pretype      = PCG_CONTENT(S)->pretype;
  nli          = &(PCG_CONTENT(S)->numiters);
  res_norm     = &(PCG_CONTENT(S)->resnorm);

  /* Initialize counters and convergence flag */
  *nli = 0;
  converged = SUNFALSE;

  /* set booleantype flags for internal solver options */
  UsePrec = ( (pretype == PREC_BOTH) || 
              (pretype == PREC_LEFT) || 
              (pretype == PREC_RIGHT) );
  UseScaling = (w != NULL);

  /* Set r to initial residual r_0 = b - A*x_0 */
  if (N_VDotProd(x, x) == ZERO)  N_VScale(ONE, b, r);
  else {
    ier = atimes(A_data, x, r);
    if (ier != 0) {
      LASTFLAG(S) = (ier < 0) ? 
        SUNLS_ATIMES_FAIL_UNREC : SUNLS_ATIMES_FAIL_REC;
      return(LASTFLAG(S));
    }
    N_VLinearSum(ONE, b, -ONE, r, r);
  }

  /* Set rho to scaled L2 norm of r, and return if small */
  if (UseScaling)  N_VProd(r, w, Ap);
  else N_VScale(ONE, r, Ap);
  *res_norm = r0_norm = rho = SUNRsqrt(N_VDotProd(Ap, Ap));
  if (rho <= delta) {
    LASTFLAG(S) = SUNLS_SUCCESS;
    return(LASTFLAG(S));
  }

  /* Apply preconditioner and b-scaling to r = r_0 */
  if (UsePrec) {
    ier = psolve(P_data, r, z, delta, PREC_LEFT);   /* z = P^{-1}r */
    if (ier != 0) {
      LASTFLAG(S) = (ier < 0) ? 
        SUNLS_PSOLVE_FAIL_UNREC : SUNLS_PSOLVE_FAIL_REC;
      return(LASTFLAG(S));
    }
  }
  else N_VScale(ONE, r, z);

  /* Initialize rz to <r,z> */
  rz = N_VDotProd(r, z);

  /* Copy z to p */
  N_VScale(ONE, z, p);

  /* Begin main iteration loop */
  for(l=0; l<l_max; l++) {

    /* increment counter */
    (*nli)++;

    /* Generate Ap = A*p */
    ier = atimes(A_data, p, Ap);
    if (ier != 0) {
      LASTFLAG(S) = (ier < 0) ? 
        SUNLS_ATIMES_FAIL_UNREC : SUNLS_ATIMES_FAIL_REC;
      return(LASTFLAG(S));
    }

    /* Calculate alpha = <r,z> / <Ap,p> */
    alpha = rz / N_VDotProd(Ap, p);

    /* Update x = x + alpha*p */
    N_VLinearSum(ONE, x, alpha, p, x);

    /* Update r = r - alpha*Ap */
    N_VLinearSum(ONE, r, -alpha, Ap, r);

    /* Set rho and check convergence */
    if (UseScaling)  N_VProd(r, w, Ap);
    else N_VScale(ONE, r, Ap);
    *res_norm = rho = SUNRsqrt(N_VDotProd(Ap, Ap));
    if (rho <= delta) {
      converged = SUNTRUE;
      break;
    }

    /* Apply preconditioner:  z = P^{-1}*r */
    if (UsePrec) {
      ier = psolve(P_data, r, z, delta, PREC_LEFT);
      if (ier != 0) {
        LASTFLAG(S) = (ier < 0) ? 
          SUNLS_PSOLVE_FAIL_UNREC : SUNLS_PSOLVE_FAIL_REC;
        return(LASTFLAG(S));
      }
    }
    else N_VScale(ONE, r, z);

    /* update rz */
    rz_old = rz;
    rz = N_VDotProd(r, z);
    
    /* Calculate beta = <r,z> / <r_old,z_old> */
    beta = rz / rz_old;

    /* Update p = z + beta*p */
    N_VLinearSum(ONE, z, beta, p, p);
  }

  /* Main loop finished, return with result */
  if (converged == SUNTRUE) {
    LASTFLAG(S) = SUNLS_SUCCESS;
  } else if (rho < r0_norm) {
    LASTFLAG(S) = SUNLS_RES_REDUCED;
  } else {
    LASTFLAG(S) = SUNLS_CONV_FAIL;
  }
  return(LASTFLAG(S));
}
int SptfqmrSolve(SptfqmrMem mem, void *A_data, N_Vector x, N_Vector b,
		 int pretype, realtype delta, void *P_data, N_Vector sx,
		 N_Vector sb, ATimesFn atimes, PSolveFn psolve,
		 realtype *res_norm, int *nli, int *nps)
{
  realtype alpha, tau, eta, beta, c, sigma, v_bar, omega;
  realtype rho[2];
  realtype r_init_norm, r_curr_norm;
  realtype temp_val;
  booleantype preOnLeft, preOnRight, scale_x, scale_b, converged;
  booleantype b_ok;
  int n, m, ier;

  /* Exit immediately if memory pointer is NULL */
  if (mem == NULL) return(SPTFQMR_MEM_NULL);

  temp_val = r_curr_norm = -ONE;  /* Initialize to avoid compiler warnings */

  *nli = *nps = 0;    /* Initialize counters */
  converged = FALSE;  /* Initialize convergence flag */
  b_ok = FALSE;

  if ((pretype != PREC_LEFT)  &&
      (pretype != PREC_RIGHT) &&
      (pretype != PREC_BOTH)) pretype = PREC_NONE;

  preOnLeft  = ((pretype == PREC_BOTH) || (pretype == PREC_LEFT));
  preOnRight = ((pretype == PREC_BOTH) || (pretype == PREC_RIGHT));

  scale_x = (sx != NULL);
  scale_b = (sb != NULL);

  /* Set r_star to initial (unscaled) residual r_star = r_0 = b - A*x_0 */
  /* NOTE: if x == 0 then just set residual to b and continue */
  if (N_VDotProd(x, x) == ZERO) N_VScale(ONE, b, r_star);
  else {
    ier = atimes(A_data, x, r_star);
    if (ier != 0)
      return((ier < 0) ? SPTFQMR_ATIMES_FAIL_UNREC : SPTFQMR_ATIMES_FAIL_REC);
    N_VLinearSum(ONE, b, -ONE, r_star, r_star);
  }

  /* Apply left preconditioner and b-scaling to r_star (or really just r_0) */
  if (preOnLeft) {
    ier = psolve(P_data, r_star, vtemp1, PREC_LEFT);
    (*nps)++;
    if (ier != 0)
      return((ier < 0) ? SPTFQMR_PSOLVE_FAIL_UNREC : SPTFQMR_PSOLVE_FAIL_REC);
  }
  else N_VScale(ONE, r_star, vtemp1);
  if (scale_b) N_VProd(sb, vtemp1, r_star);
  else N_VScale(ONE, vtemp1, r_star);

  /* Initialize rho[0] */
  /* NOTE: initialized here to reduce number of computations - avoid need
           to compute r_star^T*r_star twice, and avoid needlessly squaring
           values */
  rho[0] = N_VDotProd(r_star, r_star);

  /* Compute norm of initial residual (r_0) to see if we really need
     to do anything */
  *res_norm = r_init_norm = RSqrt(rho[0]);
  if (r_init_norm <= delta) return(SPTFQMR_SUCCESS);

  /* Set v_ = A*r_0 (preconditioned and scaled) */
  if (scale_x) N_VDiv(r_star, sx, vtemp1);
  else N_VScale(ONE, r_star, vtemp1);
  if (preOnRight) {
    N_VScale(ONE, vtemp1, v_);
    ier = psolve(P_data, v_, vtemp1, PREC_RIGHT);
    (*nps)++;
    if (ier != 0) return((ier < 0) ? SPTFQMR_PSOLVE_FAIL_UNREC : SPTFQMR_PSOLVE_FAIL_REC);
  }
  ier = atimes(A_data, vtemp1, v_);
  if (ier != 0)
    return((ier < 0) ? SPTFQMR_ATIMES_FAIL_UNREC : SPTFQMR_ATIMES_FAIL_REC);
  if (preOnLeft) {
    ier = psolve(P_data, v_, vtemp1, PREC_LEFT);
    (*nps)++;
    if (ier != 0) return((ier < 0) ? SPTFQMR_PSOLVE_FAIL_UNREC : SPTFQMR_PSOLVE_FAIL_REC);
  }
  else N_VScale(ONE, v_, vtemp1);
  if (scale_b) N_VProd(sb, vtemp1, v_);
  else N_VScale(ONE, vtemp1, v_);

  /* Initialize remaining variables */
  N_VScale(ONE, r_star, r_[0]);
  N_VScale(ONE, r_star, u_);
  N_VScale(ONE, r_star, p_);
  N_VConst(ZERO, d_);

  tau = r_init_norm;
  v_bar = eta = ZERO;

  /* START outer loop */
  for (n = 0; n < l_max; ++n) {

    /* Increment linear iteration counter */
    (*nli)++;

    /* sigma = r_star^T*v_ */
    sigma = N_VDotProd(r_star, v_);

    /* alpha = rho[0]/sigma */
    alpha = rho[0]/sigma;

    /* q_ = u_-alpha*v_ */
    N_VLinearSum(ONE, u_, -alpha, v_, q_);

    /* r_[1] = r_[0]-alpha*A*(u_+q_) */
    N_VLinearSum(ONE, u_, ONE, q_, r_[1]);
    if (scale_x) N_VDiv(r_[1], sx, r_[1]);
    if (preOnRight) {
      N_VScale(ONE, r_[1], vtemp1);
      ier = psolve(P_data, vtemp1, r_[1], PREC_RIGHT);
      (*nps)++;
      if (ier != 0) return((ier < 0) ? SPTFQMR_PSOLVE_FAIL_UNREC : SPTFQMR_PSOLVE_FAIL_REC);
    }
    ier = atimes(A_data, r_[1], vtemp1);
    if (ier != 0)
      return((ier < 0) ? SPTFQMR_ATIMES_FAIL_UNREC : SPTFQMR_ATIMES_FAIL_REC);
    if (preOnLeft) {
      ier = psolve(P_data, vtemp1, r_[1], PREC_LEFT);
      (*nps)++;
      if (ier != 0) return((ier < 0) ? SPTFQMR_PSOLVE_FAIL_UNREC : SPTFQMR_PSOLVE_FAIL_REC);
    }
    else N_VScale(ONE, vtemp1, r_[1]);
    if (scale_b) N_VProd(sb, r_[1], vtemp1);
    else N_VScale(ONE, r_[1], vtemp1);
    N_VLinearSum(ONE, r_[0], -alpha, vtemp1, r_[1]);

    /* START inner loop */
    for (m = 0; m < 2; ++m) {

      /* d_ = [*]+(v_bar^2*eta/alpha)*d_ */
      /* NOTES:
       *   (1) [*] = u_ if m == 0, and q_ if m == 1
       *   (2) using temp_val reduces the number of required computations
       *       if the inner loop is executed twice
       */
      if (m == 0) {
	temp_val = RSqrt(N_VDotProd(r_[1], r_[1]));
	omega = RSqrt(RSqrt(N_VDotProd(r_[0], r_[0]))*temp_val);
	N_VLinearSum(ONE, u_, SQR(v_bar)*eta/alpha, d_, d_);
      }
      else {
	omega = temp_val;
	N_VLinearSum(ONE, q_, SQR(v_bar)*eta/alpha, d_, d_);
      }

      /* v_bar = omega/tau */
      v_bar = omega/tau;

      /* c = (1+v_bar^2)^(-1/2) */
      c = ONE / RSqrt(ONE+SQR(v_bar));

      /* tau = tau*v_bar*c */
      tau = tau*v_bar*c;

      /* eta = c^2*alpha */
      eta = SQR(c)*alpha;

      /* x = x+eta*d_ */
      N_VLinearSum(ONE, x, eta, d_, x);

      /* Check for convergence... */
      /* NOTE: just use approximation to norm of residual, if possible */
      *res_norm = r_curr_norm = tau*RSqrt(m+1);

      /* Exit inner loop if iteration has converged based upon approximation
	 to norm of current residual */
      if (r_curr_norm <= delta) {
	converged = TRUE;
	break;
      }

      /* Decide if actual norm of residual vector should be computed */
      /* NOTES:
       *   (1) if r_curr_norm > delta, then check if actual residual norm
       *       is OK (recall we first compute an approximation)
       *   (2) if r_curr_norm >= r_init_norm and m == 1 and n == l_max, then
       *       compute actual residual norm to see if the iteration can be
       *       saved
       *   (3) the scaled and preconditioned right-hand side of the given
       *       linear system (denoted by b) is only computed once, and the
       *       result is stored in vtemp3 so it can be reused - reduces the
       *       number of psovles if using left preconditioning
       */
      if ((r_curr_norm > delta) ||
	  (r_curr_norm >= r_init_norm && m == 1 && n == l_max)) {

	/* Compute norm of residual ||b-A*x||_2 (preconditioned and scaled) */
	if (scale_x) N_VDiv(x, sx, vtemp1);
	else N_VScale(ONE, x, vtemp1);
	if (preOnRight) {
	  ier = psolve(P_data, vtemp1, vtemp2, PREC_RIGHT);
	  (*nps)++;
	  if (ier != 0) return((ier < 0) ? SPTFQMR_PSOLVE_FAIL_UNREC : SPTFQMR_PSOLVE_FAIL_UNREC);
	  N_VScale(ONE, vtemp2, vtemp1);
	}
	ier = atimes(A_data, vtemp1, vtemp2);
        if (ier != 0)
          return((ier < 0) ? SPTFQMR_ATIMES_FAIL_UNREC : SPTFQMR_ATIMES_FAIL_REC);
	if (preOnLeft) {
	  ier = psolve(P_data, vtemp2, vtemp1, PREC_LEFT);
	  (*nps)++;
	  if (ier != 0) return((ier < 0) ? SPTFQMR_PSOLVE_FAIL_UNREC : SPTFQMR_PSOLVE_FAIL_REC);
	}
	else N_VScale(ONE, vtemp2, vtemp1);
	if (scale_b) N_VProd(sb, vtemp1, vtemp2);
	else N_VScale(ONE, vtemp1, vtemp2);
	/* Only precondition and scale b once (result saved for reuse) */
	if (!b_ok) {
	  b_ok = TRUE;
	  if (preOnLeft) {
	    ier = psolve(P_data, b, vtemp3, PREC_LEFT);
	    (*nps)++;
	    if (ier != 0) return((ier < 0) ? SPTFQMR_PSOLVE_FAIL_UNREC : SPTFQMR_PSOLVE_FAIL_REC);
	  }
	  else N_VScale(ONE, b, vtemp3);
	  if (scale_b) N_VProd(sb, vtemp3, vtemp3);
	}
	N_VLinearSum(ONE, vtemp3, -ONE, vtemp2, vtemp1);
	*res_norm = r_curr_norm = RSqrt(N_VDotProd(vtemp1, vtemp1));

	/* Exit inner loop if inequality condition is satisfied 
	   (meaning exit if we have converged) */
	if (r_curr_norm <= delta) {
	  converged = TRUE;
	  break;
	}

      }

    }  /* END inner loop */

    /* If converged, then exit outer loop as well */
    if (converged == TRUE) break;

    /* rho[1] = r_star^T*r_[1] */
    rho[1] = N_VDotProd(r_star, r_[1]);

    /* beta = rho[1]/rho[0] */
    beta = rho[1]/rho[0];

    /* u_ = r_[1]+beta*q_ */
    N_VLinearSum(ONE, r_[1], beta, q_, u_);

    /* p_ = u_+beta*(q_+beta*p_) */
    N_VLinearSum(beta, q_, SQR(beta), p_, p_);
    N_VLinearSum(ONE, u_, ONE, p_, p_);

    /* v_ = A*p_ */
    if (scale_x) N_VDiv(p_, sx, vtemp1);
    else N_VScale(ONE, p_, vtemp1);
    if (preOnRight) {
      N_VScale(ONE, vtemp1, v_);
      ier = psolve(P_data, v_, vtemp1, PREC_RIGHT);
      (*nps)++;
      if (ier != 0) return((ier < 0) ? SPTFQMR_PSOLVE_FAIL_UNREC : SPTFQMR_PSOLVE_FAIL_REC);
    }
    ier = atimes(A_data, vtemp1, v_);
    if (ier != 0)
      return((ier < 0) ? SPTFQMR_ATIMES_FAIL_UNREC : SPTFQMR_ATIMES_FAIL_REC);
    if (preOnLeft) {
      ier = psolve(P_data, v_, vtemp1, PREC_LEFT);
      (*nps)++;
      if (ier != 0) return((ier < 0) ? SPTFQMR_PSOLVE_FAIL_UNREC : SPTFQMR_PSOLVE_FAIL_REC);
    }
    else N_VScale(ONE, v_, vtemp1);
    if (scale_b) N_VProd(sb, vtemp1, v_);
    else N_VScale(ONE, vtemp1, v_);

    /* Shift variable values */
    /* NOTE: reduces storage requirements */
    N_VScale(ONE, r_[1], r_[0]);
    rho[0] = rho[1];

  }  /* END outer loop */

  /* Determine return value */
  /* If iteration converged or residual was reduced, then return current iterate (x) */
  if ((converged == TRUE) || (r_curr_norm < r_init_norm)) {
    if (scale_x) N_VDiv(x, sx, x);
    if (preOnRight) {
      ier = psolve(P_data, x, vtemp1, PREC_RIGHT);
      (*nps)++;
      if (ier != 0) return((ier < 0) ? SPTFQMR_PSOLVE_FAIL_UNREC : SPTFQMR_PSOLVE_FAIL_UNREC);
      N_VScale(ONE, vtemp1, x);
    }
    if (converged == TRUE) return(SPTFQMR_SUCCESS);
    else return(SPTFQMR_RES_REDUCED);
  }
  /* Otherwise, return error code */
  else return(SPTFQMR_CONV_FAIL);
}
Пример #19
0
int SpgmrSolve(SpgmrMem mem, void *A_data, N_Vector x, N_Vector b,
               int pretype, int gstype, real delta, int max_restarts,
	       void *P_data, N_Vector sx, N_Vector sb, ATimesFn atimes,
	       PSolveFn psolve, real *res_norm, int *nli, int *nps)
{
  N_Vector *V, xcor, vtemp;
  real **Hes, *givens, *yg;
  real s_r0_norm, beta, rotation_product, r_norm, s_product, rho;
  boole preOnLeft, preOnRight, scale_x, scale_b, converged;
  int i, j, k, l, l_plus_1, l_max, krydim, ier, ntries;

  if (mem == NULL) return(SPGMR_MEM_NULL);

  /* Make local copies of mem variables */
  l_max  = mem->l_max;
  V      = mem->V;
  Hes    = mem->Hes;
  givens = mem->givens;
  xcor   = mem->xcor;
  yg     = mem->yg;
  vtemp  = mem->vtemp;

  *nli = *nps = 0;     /* Initialize counters */
  converged = FALSE;   /* Initialize converged flag */

  if (max_restarts < 0) max_restarts = 0;

  if ((pretype != LEFT) && (pretype != RIGHT) && (pretype != BOTH))
    pretype = NONE;
  
  preOnLeft  = ((pretype == LEFT) || (pretype == BOTH));
  preOnRight = ((pretype == RIGHT) || (pretype == BOTH));
  scale_x    = (sx != NULL);
  scale_b    = (sb != NULL);

  /* Set vtemp and V[0] to initial (unscaled) residual r_0 = b - A*x_0  */

  if (N_VDotProd(x, x) == ZERO) {
    N_VScale(ONE, b, vtemp);
  } else {
    if (atimes(A_data, x, vtemp) != 0)
      return(SPGMR_ATIMES_FAIL);
    N_VLinearSum(ONE, b, -ONE, vtemp, vtemp);
  }
  N_VScale(ONE, vtemp, V[0]);

  /* Apply b-scaling to vtemp, get L2 norm of sb r_0, and return if small */
/*
  if (scale_b) N_VProd(sb, vtemp, vtemp);
  s_r0_norm = RSqrt(N_VDotProd(vtemp, vtemp));
  if (s_r0_norm <= delta) return(SPGMR_SUCCESS);
*/  
  /* Apply left preconditioner and b-scaling to V[0] = r_0 */
  
  if (preOnLeft) {
    ier = psolve(P_data, V[0], vtemp, LEFT);
    (*nps)++;
    if (ier != 0)
      return((ier < 0) ? SPGMR_PSOLVE_FAIL_UNREC : SPGMR_PSOLVE_FAIL_REC);
  } else {
    N_VScale(ONE, V[0], vtemp);
  }
  
  if (scale_b) {
    N_VProd(sb, vtemp, V[0]);   
  } else {
    N_VScale(ONE, vtemp, V[0]);
  }

  /* Set r_norm = beta to L2 norm of V[0] = sb P1_inv r_0, and
     return if small  */

  *res_norm = r_norm = beta = RSqrt(N_VDotProd(V[0], V[0])); 
  if (r_norm <= delta)
    return(SPGMR_SUCCESS);

  /* Set xcor = 0 */

  N_VConst(ZERO, xcor);


  /* Begin outer iterations: up to (max_restarts + 1) attempts */
  
  for (ntries = 0; ntries <= max_restarts; ntries++) {

    /* Initialize the Hessenberg matrix Hes and Givens rotation
       product.  Normalize the initial vector V[0].             */
   
    for (i=0; i <= l_max; i++)
      for (j=0; j < l_max; j++)
	Hes[i][j] = ZERO;

    rotation_product = ONE;
    
    N_VScale(ONE/r_norm, V[0], V[0]);

    /* Inner loop: generate Krylov sequence and Arnoldi basis */
    
    for(l=0; l < l_max; l++) {

      (*nli)++;

      krydim = l_plus_1 = l + 1;
      
      /* Generate A-tilde V[l], where A-tilde = sb P1_inv A P2_inv sx_inv */

      /* Apply x-scaling: vtemp = sx_inv V[l] */
      if (scale_x) {
	N_VDiv(V[l], sx, vtemp);
      } else {
	N_VScale(ONE, V[l], vtemp);
      }

      /* Apply right precoditioner: vtemp = P2_inv sx_inv V[l] */ 
      N_VScale(ONE, vtemp, V[l_plus_1]);
      if (preOnRight) {
	ier = psolve(P_data, V[l_plus_1], vtemp, RIGHT);
	(*nps)++;
	if (ier != 0)
	  return((ier < 0) ? SPGMR_PSOLVE_FAIL_UNREC : SPGMR_PSOLVE_FAIL_REC);
      }

      /* Apply A: V[l+1] = A P2_inv sx_inv V[l] */
      if (atimes(A_data, vtemp, V[l_plus_1] ) != 0)
	return(SPGMR_ATIMES_FAIL);

      /* Apply left preconditioning: vtemp = P1_inv A P2_inv sx_inv V[l] */
      if (preOnLeft) {
	ier = psolve(P_data, V[l_plus_1], vtemp, LEFT);
	(*nps)++;
	if (ier != 0)
	  return((ier < 0) ? SPGMR_PSOLVE_FAIL_UNREC : SPGMR_PSOLVE_FAIL_REC);
      } else {
	N_VScale(ONE, V[l_plus_1], vtemp);
      }

      /* Apply b-scaling: V[l+1] = sb P1_inv A P2_inv sx_inv V[l] */
      if (scale_b) {
	N_VProd(sb, vtemp, V[l_plus_1]);
      } else {
	N_VScale(ONE, vtemp, V[l_plus_1]);
      }
      
      /*  Orthogonalize V[l+1] against previous V[i]: V[l+1] = w_tilde. */

      if (gstype == CLASSICAL_GS) {
	if (ClassicalGS(V, Hes, l_plus_1, l_max, &(Hes[l_plus_1][l]),
			vtemp, yg) != 0)
	  return(SPGMR_GS_FAIL);
      } else {
	if (ModifiedGS(V, Hes, l_plus_1, l_max, &(Hes[l_plus_1][l])) != 0) 
	  return(SPGMR_GS_FAIL);
      }

      /*  Update the QR factorization of Hes  */

      if(QRfact(krydim, Hes, givens, l) != 0 )
	return(SPGMR_QRFACT_FAIL);

      /*  Update residual norm estimate; break if convergence test passes */
      
      rotation_product *= givens[2*l+1];
    
      if ((*res_norm = rho = ABS(rotation_product*r_norm)) <= delta) {
	converged = TRUE;
	break;
      }
      
      /* Normalize V[l+1] with norm value from the Gram-Schmidt */
      N_VScale(ONE/Hes[l_plus_1][l], V[l_plus_1], V[l_plus_1]);
    }
    
    /* Inner loop is done.  Compute the new correction vector xcor */

    /* Construct g, then solve for y */
    yg[0] = r_norm;
    for (i=1; i <= krydim; i++) yg[i]=ZERO;
    if (QRsol(krydim, Hes, givens, yg) != 0)
      return(SPGMR_QRSOL_FAIL);
    
    /* Add correction vector V_l y to xcor */
    for (k=0; k < krydim; k++)
      N_VLinearSum(yg[k], V[k], ONE, xcor, xcor);

    /* If converged, construct the final solution vector x */
    if (converged) {
     
      /* Apply x-scaling and right precond.: vtemp = P2_inv sx_inv xcor */
  
      if (scale_x) N_VDiv(xcor, sx, xcor);
      if (preOnRight) {
	ier = psolve(P_data, xcor, vtemp, RIGHT);
	(*nps)++;
	if (ier != 0)
	   return((ier < 0) ? SPGMR_PSOLVE_FAIL_UNREC : SPGMR_PSOLVE_FAIL_REC);
      } else {
	N_VScale(ONE, xcor, vtemp);
      }

      /* Add correction to initial x to get final solution x, and return */
      N_VLinearSum(ONE, x, ONE, vtemp, x);

      return(SPGMR_SUCCESS);
    }

    /* Not yet converged; if allowed, prepare for restart */

    if (ntries == max_restarts) break;

    /* Construct last column of Q in yg */
    s_product = ONE;
    for (i=krydim; i > 0; i--) {
      yg[i] = s_product*givens[2*i-2];
      s_product *= givens[2*i-1];
    }
    yg[0] = s_product;

    /* Scale r_norm and yg */
    r_norm *= s_product;
    for (i=0; i <= krydim; i++)
      yg[i] *= r_norm;
    r_norm = ABS(r_norm);

    /* Multiply yg by V_(krydim+1) to get last residual vector; restart */
    N_VScale(yg[0], V[0], V[0]);
    for( k=1; k <= krydim; k++)
      N_VLinearSum(yg[k], V[k], ONE, V[0], V[0]);

  }

  /* Failed to converge, even after allowed restarts.
     If the residual norm was reduced below its initial value, compute
     and return x anyway.  Otherwise return failure flag.              */

  if (rho < beta) {

    /* Apply the x-scaling and right precond.: vtemp = P2_inv sx_inv xcor */
    
    if (scale_x) N_VDiv(xcor, sx, xcor);
    if (preOnRight) {
      ier = psolve(P_data, xcor, vtemp, RIGHT);
      (*nps)++;
      if (ier != 0)
	return((ier < 0) ? SPGMR_PSOLVE_FAIL_UNREC : SPGMR_PSOLVE_FAIL_REC);
    } else {
      N_VScale(ONE, xcor, vtemp);
    }

    /* Add vtemp to initial x to get final solution x, and return */
    N_VLinearSum(ONE, x, ONE, vtemp, x);
    
    return(SPGMR_RES_REDUCED);
  }

  return(SPGMR_CONV_FAIL); 
}
Пример #20
0
/*----------------------------------------------------------------
 Function : SpfgmrSolve
 ---------------------------------------------------------------*/
int SpfgmrSolve(SpfgmrMem mem, void *A_data, N_Vector x, 
		N_Vector b, int pretype, int gstype, realtype delta, 
		int max_restarts, int maxit, void *P_data, 
		N_Vector s1, N_Vector s2, ATimesFn atimes, 
		PSolveFn psolve, realtype *res_norm, int *nli, int *nps)
{
  N_Vector *V, *Z, xcor, vtemp;
  realtype **Hes, *givens, *yg;
  realtype beta, rotation_product, r_norm, s_product, rho;
  booleantype preOnRight, scale1, scale2, converged;
  int i, j, k, l, l_max, krydim, ier, ntries;

  if (mem == NULL) return(SPFGMR_MEM_NULL);

  /* Initialize some variables */
  krydim = 0;

  /* Make local copies of mem variables. */
  l_max  = mem->l_max;
  V      = mem->V;
  Z      = mem->Z;
  Hes    = mem->Hes;
  givens = mem->givens;
  xcor   = mem->xcor;
  yg     = mem->yg;
  vtemp  = mem->vtemp;

  *nli = *nps = 0;    /* Initialize counters */
  converged = SUNFALSE;  /* Initialize converged flag */

  /* If maxit is greater than l_max, then set maxit=l_max */
  if (maxit > l_max)  maxit = l_max;

  /* Check for legal value of max_restarts */
  if (max_restarts < 0)  max_restarts = 0;

  /* Set preconditioning flag (enabling any preconditioner implies right 
     preconditioning, since FGMRES does not support left preconditioning) */
  preOnRight = ((pretype == PREC_RIGHT) || (pretype == PREC_BOTH) || (pretype == PREC_LEFT));

  /* Set scaling flags */
  scale1 = (s1 != NULL);
  scale2 = (s2 != NULL);

  /* Set vtemp to initial (unscaled) residual r_0 = b - A*x_0. */
  if (N_VDotProd(x, x) == ZERO) {
    N_VScale(ONE, b, vtemp);
  } else {
    ier = atimes(A_data, x, vtemp);
    if (ier != 0)
      return((ier < 0) ? SPFGMR_ATIMES_FAIL_UNREC : SPFGMR_ATIMES_FAIL_REC);
    N_VLinearSum(ONE, b, -ONE, vtemp, vtemp);
  }

  /* Apply left scaling to vtemp = r_0 to fill V[0]. */
  if (scale1) {
    N_VProd(s1, vtemp, V[0]);   
  } else {
    N_VScale(ONE, vtemp, V[0]);
  }

  /* Set r_norm = beta to L2 norm of V[0] = s1 r_0, and return if small */
  *res_norm = r_norm = beta = SUNRsqrt(N_VDotProd(V[0], V[0]));
  if (r_norm <= delta)
    return(SPFGMR_SUCCESS);

  /* Initialize rho to avoid compiler warning message */
  rho = beta;

  /* Set xcor = 0. */
  N_VConst(ZERO, xcor);

  /* Begin outer iterations: up to (max_restarts + 1) attempts. */
  for (ntries=0; ntries<=max_restarts; ntries++) {
    
    /* Initialize the Hessenberg matrix Hes and Givens rotation
       product.  Normalize the initial vector V[0].             */
    for (i=0; i<=l_max; i++)
      for (j=0; j<l_max; j++)
        Hes[i][j] = ZERO;
    rotation_product = ONE;
    N_VScale(ONE/r_norm, V[0], V[0]);
    
    /* Inner loop: generate Krylov sequence and Arnoldi basis. */
    for (l=0; l<maxit; l++) {
      
      (*nli)++;
      
      krydim = l + 1;
      
      /* Generate A-tilde V[l], where A-tilde = s1 A P_inv s2_inv. */

      /*   Apply right scaling: vtemp = s2_inv V[l]. */
      if (scale2) N_VDiv(V[l], s2, vtemp);
      else N_VScale(ONE, V[l], vtemp);
      
      /*   Apply right preconditioner: vtemp = Z[l] = P_inv s2_inv V[l]. */ 
      if (preOnRight) {
        N_VScale(ONE, vtemp, V[l+1]);
        ier = psolve(P_data, V[l+1], vtemp, delta, PREC_RIGHT);
        (*nps)++;
        if (ier != 0)
          return((ier < 0) ? SPFGMR_PSOLVE_FAIL_UNREC : SPFGMR_PSOLVE_FAIL_REC);
      }
      N_VScale(ONE, vtemp, Z[l]);
      
      /*   Apply A: V[l+1] = A P_inv s2_inv V[l]. */
      ier = atimes(A_data, vtemp, V[l+1]);
      if (ier != 0)
        return((ier < 0) ? SPFGMR_ATIMES_FAIL_UNREC : SPFGMR_ATIMES_FAIL_REC);

      /*   Apply left scaling: V[l+1] = s1 A P_inv s2_inv V[l]. */
      if (scale1)  N_VProd(s1, V[l+1], V[l+1]);
      
      /* Orthogonalize V[l+1] against previous V[i]: V[l+1] = w_tilde. */
      if (gstype == CLASSICAL_GS) {
        if (ClassicalGS(V, Hes, l+1, l_max, &(Hes[l+1][l]),
                        vtemp, yg) != 0)
          return(SPFGMR_GS_FAIL);
      } else {
        if (ModifiedGS(V, Hes, l+1, l_max, &(Hes[l+1][l])) != 0) 
          return(SPFGMR_GS_FAIL);
      }
      
      /* Update the QR factorization of Hes. */
      if(QRfact(krydim, Hes, givens, l) != 0 )
        return(SPFGMR_QRFACT_FAIL);
      
      /* Update residual norm estimate; break if convergence test passes. */
      rotation_product *= givens[2*l+1];
      *res_norm = rho = SUNRabs(rotation_product*r_norm);
      if (rho <= delta) { converged = SUNTRUE; break; }
      
      /* Normalize V[l+1] with norm value from the Gram-Schmidt routine. */
      N_VScale(ONE/Hes[l+1][l], V[l+1], V[l+1]);
    }
    
    /* Inner loop is done.  Compute the new correction vector xcor. */
    
    /*   Construct g, then solve for y. */
    yg[0] = r_norm;
    for (i=1; i<=krydim; i++)  yg[i]=ZERO;
    if (QRsol(krydim, Hes, givens, yg) != 0)
      return(SPFGMR_QRSOL_FAIL);
    
    /*   Add correction vector Z_l y to xcor. */
    for (k=0; k<krydim; k++)
      N_VLinearSum(yg[k], Z[k], ONE, xcor, xcor);
    
    /* If converged, construct the final solution vector x and return. */
    if (converged) {
      N_VLinearSum(ONE, x, ONE, xcor, x);
      return(SPFGMR_SUCCESS);
    }
    
    /* Not yet converged; if allowed, prepare for restart. */
    if (ntries == max_restarts) break;
    
    /* Construct last column of Q in yg. */
    s_product = ONE;
    for (i=krydim; i>0; i--) {
      yg[i] = s_product*givens[2*i-2];
      s_product *= givens[2*i-1];
    }
    yg[0] = s_product;
    
    /* Scale r_norm and yg. */
    r_norm *= s_product;
    for (i=0; i<=krydim; i++)
      yg[i] *= r_norm;
    r_norm = SUNRabs(r_norm);
    
    /* Multiply yg by V_(krydim+1) to get last residual vector; restart. */
    N_VScale(yg[0], V[0], V[0]);
    for (k=1; k<=krydim; k++)
      N_VLinearSum(yg[k], V[k], ONE, V[0], V[0]);
    
  }
  
  /* Failed to converge, even after allowed restarts.
     If the residual norm was reduced below its initial value, compute
     and return x anyway.  Otherwise return failure flag. */
  if (rho < beta) {
    N_VLinearSum(ONE, x, ONE, xcor, x);
    return(SPFGMR_RES_REDUCED);
  }

  return(SPFGMR_CONV_FAIL); 
}
Пример #21
0
static real KINScFNorm(N_Vector vv, N_Vector scale, N_Vector wrkv)
{
  N_VAbs(vv, wrkv);
  N_VProd(scale, wrkv, wrkv);
  return(N_VMaxNorm(wrkv));
}
Пример #22
0
static int KINSpbcgSolve(KINMem kin_mem, N_Vector xx, N_Vector bb, 
                         realtype *res_norm)
{
  KINSpilsMem kinspils_mem;
  SpbcgMem spbcg_mem;
  int ret, nli_inc, nps_inc;
  
  kinspils_mem = (KINSpilsMem) lmem;
  spbcg_mem = (SpbcgMem) spils_mem;

  /* Set initial guess to xx = 0. bb is set, by the routine
     calling KINSpbcgSolve, to the RHS vector for the system
     to be solved. */ 
 
  N_VConst(ZERO, xx);

  new_uu = TRUE;  /* set flag required for user Jacobian routine */

  /* call SpbcgSolve */

  ret = SpbcgSolve(spbcg_mem, kin_mem, xx, bb, pretype, eps,
                   kin_mem, fscale, fscale, KINSpilsAtimes,
                   KINSpilsPSolve, res_norm, &nli_inc, &nps_inc);

  /* increment counters nli, nps, and ncfl 
     (nni is updated in the KINSol main iteration loop) */

  nli = nli + (long int) nli_inc;
  nps = nps + (long int) nps_inc;

  if (printfl > 2) 
    KINPrintInfo(kin_mem, PRNT_NLI, "KINSPBCG", "KINSpbcgSolve", INFO_NLI, nli_inc);

  if (ret != 0) ncfl++;

  /* Compute the terms sJpnorm and sfdotJp for use in the global strategy
     routines and in KINForcingTerm. Both of these terms are subsequently
     corrected if the step is reduced by constraints or the line search.

     sJpnorm is the norm of the scaled product (scaled by fscale) of
     the current Jacobian matrix J and the step vector p.

     sfdotJp is the dot product of the scaled f vector and the scaled
     vector J*p, where the scaling uses fscale. */

  ret = KINSpilsAtimes(kin_mem, xx, bb);
  if (ret == 0)     ret = SPBCG_SUCCESS;
  else if (ret > 0) ret = SPBCG_ATIMES_FAIL_REC;
  else if (ret < 0) ret = SPBCG_ATIMES_FAIL_UNREC;

  sJpnorm = N_VWL2Norm(bb,fscale);
  N_VProd(bb, fscale, bb);
  N_VProd(bb, fscale, bb);
  sfdotJp = N_VDotProd(fval, bb);

  if (printfl > 2) 
    KINPrintInfo(kin_mem, PRNT_EPS, "KINSPBCG", "KINSpbcgSolve", INFO_EPS, *res_norm, eps);

  /* Interpret return value from SpbcgSolve */

  last_flag = ret;

  switch(ret) {

  case SPBCG_SUCCESS:
  case SPBCG_RES_REDUCED:
    return(0);
    break;
  case SPBCG_PSOLVE_FAIL_REC:
  case SPBCG_ATIMES_FAIL_REC:
    return(1);
    break;
  case SPBCG_CONV_FAIL:
  case SPBCG_MEM_NULL:
  case SPBCG_ATIMES_FAIL_UNREC:
  case SPBCG_PSOLVE_FAIL_UNREC:
    return(-1);
    break;
  }

  return(0);

}
/* ----------------------------------------------------------------------
 * SUNOCG Linear Solver Testing Routine
 *
 * We run multiple tests to exercise this solver:
 * 1. simple tridiagonal system (no preconditioning)
 * 2. simple tridiagonal system (Jacobi preconditioning)
 * 3. tridiagonal system w/ scale vector s (no preconditioning)
 * 4. tridiagonal system w/ scale vector s (Jacobi preconditioning)
 *
 * Note: We construct a tridiagonal matrix Ahat, a random solution 
 *       xhat, and a corresponding rhs vector bhat = Ahat*xhat, such 
 *       that each of these is unit-less.  To test scaling, we use 
 *       the matrix 
 *             A = (S-inverse) Ahat (S-inverse), 
 *       solution vector 
 *             x = S xhat; 
 *       and construct b = A*x.  Hence the linear system has both rows 
 *       and columns scaled by (S-inverse), where S is the diagonal 
 *       matrix with entries from the vector s, the 'scaling' vector 
 *       supplied to PCG having strictly positive entries.  
 *
 *       When this is combined with preconditioning, we construct 
 *       P \approx (A-inverse) by taking a unit-less preconditioner 
 *       Phat \approx (Ahat-inverse), and constructing the operator
 *       P via
 *             P = S Phat S \approx S (Ahat-inverse) S = A-inverse
 *       We apply this via the steps:
 *             z = Pr = S Phat S r
 *       Since both S and Phat are diagonal matrices, this is 
 *       equivalent to
 *             z(i) = s(i)^2 Phat(i) r(i)
 * --------------------------------------------------------------------*/
int main(int argc, char *argv[]) 
{
  int             fails=0;          /* counter for test failures */
  int             passfail=0;       /* overall pass/fail flag    */
  SUNLinearSolver LS;               /* linear solver object      */
  N_Vector        xhat, x, b;       /* test vectors              */
  UserData        ProbData;         /* problem data structure    */
  int             maxl, print_timing;
  sunindextype    i;
  realtype        *vecdata;
  double          tol;

  /* check inputs: local problem size, timing flag */
  if (argc < 5) {
    printf("ERROR: FOUR (4) Inputs required:\n");
    printf("  Problem size should be >0\n");
    printf("  Maximum Krylov subspace dimension should be >0\n");
    printf("  Solver tolerance should be >0\n");
    printf("  timing output flag should be 0 or 1 \n");
    return 1;
  }
  ProbData.N = atol(argv[1]);
  problem_size = ProbData.N;
  if (ProbData.N <= 0) {
    printf("ERROR: Problem size must be a positive integer\n");
    return 1; 
  }
  maxl = atoi(argv[2]);
  if (maxl <= 0) {
    printf("ERROR: Maximum Krylov subspace dimension must be a positive integer\n");
    return 1; 
  }
  tol = atof(argv[3]);
  if (tol <= ZERO) {
    printf("ERROR: Solver tolerance must be a positive real number\n");
    return 1; 
  }
  print_timing = atoi(argv[4]);
  SetTiming(print_timing);

  printf("\nPCG linear solver test:\n");
  printf("  Problem size = %ld\n", (long int) ProbData.N);
  printf("  Maximum Krylov subspace dimension = %i\n", maxl);
  printf("  Solver Tolerance = %"GSYM"\n", tol);
  printf("  timing output flag = %i\n\n", print_timing);
  
  /* Create vectors */
  x = N_VNew_Serial(ProbData.N);
  if (check_flag(x, "N_VNew_Serial", 0)) return 1;
  xhat = N_VNew_Serial(ProbData.N);
  if (check_flag(xhat, "N_VNew_Serial", 0)) return 1;
  b = N_VNew_Serial(ProbData.N);
  if (check_flag(b, "N_VNew_Serial", 0)) return 1;
  ProbData.d = N_VNew_Serial(ProbData.N);
  if (check_flag(ProbData.d, "N_VNew_Serial", 0)) return 1;
  ProbData.s = N_VNew_Serial(ProbData.N);
  if (check_flag(ProbData.s, "N_VNew_Serial", 0)) return 1;

  /* Fill xhat vector with uniform random data in [1,2] */
  vecdata = N_VGetArrayPointer(xhat);
  for (i=0; i<ProbData.N; i++) 
    vecdata[i] = ONE + urand();

  /* Fill Jacobi vector with matrix diagonal */
  N_VConst(FIVE, ProbData.d);
  
  /* Create PCG linear solver */
  LS = SUNLinSol_PCG(x, PREC_RIGHT, maxl);
  fails += Test_SUNLinSolGetType(LS, SUNLINEARSOLVER_ITERATIVE, 0);
  fails += Test_SUNLinSolSetATimes(LS, &ProbData, ATimes, 0);
  fails += Test_SUNLinSolSetPreconditioner(LS, &ProbData, PSetup, PSolve, 0);
  fails += Test_SUNLinSolSetScalingVectors(LS, ProbData.s, NULL, 0);
  fails += Test_SUNLinSolInitialize(LS, 0);
  fails += Test_SUNLinSolSpace(LS, 0);
  if (fails) {
    printf("FAIL: SUNLinSol_PCG module failed %i initialization tests\n\n", fails);
    return 1;
  } else {
    printf("SUCCESS: SUNLinSol_PCG module passed all initialization tests\n\n");
  }


  
  /*** Test 1: simple Poisson-like solve (no preconditioning) ***/

  /* set scaling vector */
  N_VConst(ONE, ProbData.s);

  /* Fill x vector with scaled version */
  N_VProd(xhat, ProbData.s, x);

  /* Fill b vector with result of matrix-vector product */
  fails = ATimes(&ProbData, x, b);
  if (check_flag(&fails, "ATimes", 1)) return 1;

  /* Run test with this setup */
  fails += SUNLinSol_PCGSetPrecType(LS, PREC_NONE);  
  fails += Test_SUNLinSolSetup(LS, NULL, 0);
  fails += Test_SUNLinSolSolve(LS, NULL, x, b, tol, 0);
  fails += Test_SUNLinSolLastFlag(LS, 0);
  fails += Test_SUNLinSolNumIters(LS, 0);
  fails += Test_SUNLinSolResNorm(LS, 0);
  fails += Test_SUNLinSolResid(LS, 0);
  
  /* Print result */
  if (fails) {
    printf("FAIL: SUNLinSol_PCG module, problem 1, failed %i tests\n\n", fails);
    passfail += 1;
  } else {
    printf("SUCCESS: SUNLinSol_PCG module, problem 1, passed all tests\n\n");
  }

  
  /*** Test 2: simple Poisson-like solve (Jacobi preconditioning) ***/

  /* set scaling vector */
  N_VConst(ONE, ProbData.s);

  /* Fill x vector with scaled version */
  N_VProd(xhat, ProbData.s, x);

  /* Fill b vector with result of matrix-vector product */
  fails = ATimes(&ProbData, x, b);
  if (check_flag(&fails, "ATimes", 1)) return 1;

  /* Run tests with this setup */
  fails += SUNLinSol_PCGSetPrecType(LS, PREC_RIGHT);  
  fails += Test_SUNLinSolSetup(LS, NULL, 0);
  fails += Test_SUNLinSolSolve(LS, NULL, x, b, tol, 0);
  fails += Test_SUNLinSolLastFlag(LS, 0);
  fails += Test_SUNLinSolNumIters(LS, 0);
  fails += Test_SUNLinSolResNorm(LS, 0);
  fails += Test_SUNLinSolResid(LS, 0);

  /* Print result */
  if (fails) {
    printf("FAIL: SUNLinSol_PCG module, problem 2, failed %i tests\n\n", fails);
    passfail += 1;
  } else {
    printf("SUCCESS: SUNLinSol_PCG module, problem 2, passed all tests\n\n");
  }

  
  /*** Test 3: Poisson-like solve w/ scaling (no preconditioning) ***/

  /* set scaling vector */
  vecdata = N_VGetArrayPointer(ProbData.s);
  for (i=0; i<ProbData.N; i++)
    vecdata[i] = ONE + THOUSAND*urand();

  /* Fill x vector with scaled version */
  N_VProd(xhat, ProbData.s, x);

  /* Fill b vector with result of matrix-vector product */
  fails = ATimes(&ProbData, x, b);
  if (check_flag(&fails, "ATimes", 1)) return 1;

  /* Run tests with this setup */
  fails += SUNLinSol_PCGSetPrecType(LS, PREC_NONE);  
  fails += Test_SUNLinSolSetup(LS, NULL, 0);
  fails += Test_SUNLinSolSolve(LS, NULL, x, b, tol, 0);
  fails += Test_SUNLinSolLastFlag(LS, 0);
  fails += Test_SUNLinSolNumIters(LS, 0);
  fails += Test_SUNLinSolResNorm(LS, 0);
  fails += Test_SUNLinSolResid(LS, 0);

  /* Print result */
  if (fails) {
    printf("FAIL: SUNLinSol_PCG module, problem 3, failed %i tests\n\n", fails);
    passfail += 1;
  } else {
    printf("SUCCESS: SUNLinSol_PCG module, problem 3, passed all tests\n\n");
  }

  
  /*** Test 4: Poisson-like solve w/ scaling (Jacobi preconditioning) ***/

  /* set scaling vectors */
  vecdata = N_VGetArrayPointer(ProbData.s);
  for (i=0; i<ProbData.N; i++)
    vecdata[i] = ONE + THOUSAND*urand();

  /* Fill x vector with scaled version */
  N_VProd(xhat, ProbData.s, x);

  /* Fill b vector with result of matrix-vector product */
  fails = ATimes(&ProbData, x, b);
  if (check_flag(&fails, "ATimes", 1)) return 1;

  /* Run tests with this setup */
  fails += SUNLinSol_PCGSetPrecType(LS, PREC_RIGHT);  
  fails += Test_SUNLinSolSetup(LS, NULL, 0);
  fails += Test_SUNLinSolSolve(LS, NULL, x, b, tol, 0);
  fails += Test_SUNLinSolLastFlag(LS, 0);
  fails += Test_SUNLinSolNumIters(LS, 0);
  fails += Test_SUNLinSolResNorm(LS, 0);
  fails += Test_SUNLinSolResid(LS, 0);

  /* Print result */
  if (fails) { 
    printf("FAIL: SUNLinSol_PCG module, problem 4, failed %i tests\n\n", fails);
    passfail += 1;
  } else {
    printf("SUCCESS: SUNLinSol_PCG module, problem 4, passed all tests\n\n");
  }

  
  /* Free solver and vectors */
  SUNLinSolFree(LS);
  N_VDestroy(x);
  N_VDestroy(xhat);
  N_VDestroy(b);
  N_VDestroy(ProbData.d);
  N_VDestroy(ProbData.s);

  return(passfail);
}