unsigned long CSysSolve::FGMRES_LinSolver(const CSysVector & b, CSysVector & x, CMatrixVectorProduct & mat_vec,
CPreconditioner & precond, su2double tol, unsigned long m, su2double *residual, bool monitoring) {
int rank = 0;
#ifdef HAVE_MPI
MPI_Comm_rank(MPI_COMM_WORLD, &rank);
#endif
/*--- Check the subspace size ---*/
if (m < 1) {
if (rank == MASTER_NODE) cerr << "CSysSolve::FGMRES: illegal value for subspace size, m = " << m << endl;
#ifndef HAVE_MPI
exit(EXIT_FAILURE);
#else
MPI_Abort(MPI_COMM_WORLD,1);
MPI_Finalize();
#endif
}
/*--- Check the subspace size ---*/
if (m > 1000) {
if (rank == MASTER_NODE) cerr << "CSysSolve::FGMRES: illegal value for subspace size (too high), m = " << m << endl;
#ifndef HAVE_MPI
exit(EXIT_FAILURE);
#else
MPI_Abort(MPI_COMM_WORLD,1);
MPI_Finalize();
#endif
}
/*--- Define various arrays
Note: elements in w and z are initialized to x to avoid creating
a temporary CSysVector object for the copy constructor ---*/
vector<CSysVector> w(m+1, x);
vector<CSysVector> z(m+1, x);
vector<su2double> g(m+1, 0.0);
vector<su2double> sn(m+1, 0.0);
vector<su2double> cs(m+1, 0.0);
vector<su2double> y(m, 0.0);
vector<vector<su2double> > H(m+1, vector<su2double>(m, 0.0));
/*--- Calculate the norm of the rhs vector ---*/
su2double norm0 = b.norm();
/*--- Calculate the initial residual (actually the negative residual)
and compute its norm ---*/
mat_vec(x, w[0]);
w[0] -= b;
su2double beta = w[0].norm();
if ( (beta < tol*norm0) || (beta < eps) ) {
/*--- System is already solved ---*/
if (rank == MASTER_NODE) cout << "CSysSolve::FGMRES(): system solved by initial guess." << endl;
return 0;
}
/*--- Normalize residual to get w_{0} (the negative sign is because w[0]
holds the negative residual, as mentioned above) ---*/
w[0] /= -beta;
/*--- Initialize the RHS of the reduced system ---*/
g[0] = beta;
/*--- Set the norm to the initial residual value ---*/
norm0 = beta;
/*--- Output header information including initial residual ---*/
int i = 0;
if ((monitoring) && (rank == MASTER_NODE)) {
WriteHeader("FGMRES", tol, beta);
WriteHistory(i, beta, norm0);
}
/*--- Loop over all search directions ---*/
for (i = 0; i < (int)m; i++) {
/*--- Check if solution has converged ---*/
if (beta < tol*norm0) break;
/*--- Precondition the CSysVector w[i] and store result in z[i] ---*/
precond(w[i], z[i]);
/*--- Add to Krylov subspace ---*/
mat_vec(z[i], w[i+1]);
/*--- Modified Gram-Schmidt orthogonalization ---*/
ModGramSchmidt(i, H, w);
/*--- Apply old Givens rotations to new column of the Hessenberg matrix
then generate the new Givens rotation matrix and apply it to
the last two elements of H[:][i] and g ---*/
for (int k = 0; k < i; k++)
ApplyGivens(sn[k], cs[k], H[k][i], H[k+1][i]);
GenerateGivens(H[i][i], H[i+1][i], sn[i], cs[i]);
ApplyGivens(sn[i], cs[i], g[i], g[i+1]);
/*--- Set L2 norm of residual and check if solution has converged ---*/
beta = fabs(g[i+1]);
/*--- Output the relative residual if necessary ---*/
if ((((monitoring) && (rank == MASTER_NODE)) && ((i+1) % 50 == 0)) && (rank == MASTER_NODE)) WriteHistory(i+1, beta, norm0);
}
/*--- Solve the least-squares system and update solution ---*/
SolveReduced(i, H, g, y);
for (int k = 0; k < i; k++) {
x.Plus_AX(y[k], z[k]);
}
if ((monitoring) && (rank == MASTER_NODE)) {
cout << "# FGMRES final (true) residual:" << endl;
cout << "# Iteration = " << i << ": |res|/|res0| = " << beta/norm0 << ".\n" << endl;
}
// /*--- Recalculate final (neg.) residual (this should be optional) ---*/
// mat_vec(x, w[0]);
// w[0] -= b;
// su2double res = w[0].norm();
//
// if (fabs(res - beta) > tol*10) {
// if (rank == MASTER_NODE) {
// cout << "# WARNING in CSysSolve::FGMRES(): " << endl;
// cout << "# true residual norm and calculated residual norm do not agree." << endl;
// cout << "# res - beta = " << res - beta << endl;
// }
// }
(*residual) = beta;
return i;
}
unsigned long CSysSolve::BCGSTAB_LinSolver(const CSysVector & b, CSysVector & x, CMatrixVectorProduct & mat_vec,
CPreconditioner & precond, su2double tol, unsigned long m, su2double *residual, bool monitoring) {
int rank = 0;
#ifdef HAVE_MPI
MPI_Comm_rank(MPI_COMM_WORLD, &rank);
#endif
/*--- Check the subspace size ---*/
if (m < 1) {
if (rank == MASTER_NODE) cerr << "CSysSolve::BCGSTAB: illegal value for subspace size, m = " << m << endl;
#ifndef HAVE_MPI
exit(EXIT_FAILURE);
#else
MPI_Abort(MPI_COMM_WORLD,1);
MPI_Finalize();
#endif
}
CSysVector r(b);
CSysVector r_0(b);
CSysVector p(b);
CSysVector v(b);
CSysVector s(b);
CSysVector t(b);
CSysVector phat(b);
CSysVector shat(b);
CSysVector A_x(b);
/*--- Calculate the initial residual, compute norm, and check if system is already solved ---*/
mat_vec(x, A_x);
r -= A_x; r_0 = r; // recall, r holds b initially
su2double norm_r = r.norm();
su2double norm0 = b.norm();
if ( (norm_r < tol*norm0) || (norm_r < eps) ) {
if (rank == MASTER_NODE) cout << "CSysSolve::BCGSTAB(): system solved by initial guess." << endl;
return 0;
}
/*--- Initialization ---*/
su2double alpha = 1.0, beta = 1.0, omega = 1.0, rho = 1.0, rho_prime = 1.0;
/*--- Set the norm to the initial initial residual value ---*/
norm0 = norm_r;
/*--- Output header information including initial residual ---*/
int i = 0;
if ((monitoring) && (rank == MASTER_NODE)) {
WriteHeader("BCGSTAB", tol, norm_r);
WriteHistory(i, norm_r, norm0);
}
/*--- Loop over all search directions ---*/
for (i = 0; i < (int)m; i++) {
/*--- Compute rho_prime ---*/
rho_prime = rho;
/*--- Compute rho_i ---*/
rho = dotProd(r, r_0);
/*--- Compute beta ---*/
beta = (rho / rho_prime) * (alpha /omega);
/*--- p_{i} = r_{i-1} + beta * p_{i-1} - beta * omega * v_{i-1} ---*/
su2double beta_omega = -beta*omega;
p.Equals_AX_Plus_BY(beta, p, beta_omega, v);
p.Plus_AX(1.0, r);
/*--- Preconditioning step ---*/
precond(p, phat);
mat_vec(phat, v);
/*--- Calculate step-length alpha ---*/
su2double r_0_v = dotProd(r_0, v);
alpha = rho / r_0_v;
/*--- s_{i} = r_{i-1} - alpha * v_{i} ---*/
s.Equals_AX_Plus_BY(1.0, r, -alpha, v);
/*--- Preconditioning step ---*/
precond(s, shat);
mat_vec(shat, t);
/*--- Calculate step-length omega ---*/
omega = dotProd(t, s) / dotProd(t, t);
/*--- Update solution and residual: ---*/
x.Plus_AX(alpha, phat); x.Plus_AX(omega, shat);
r.Equals_AX_Plus_BY(1.0, s, -omega, t);
/*--- Check if solution has converged, else output the relative residual if necessary ---*/
norm_r = r.norm();
if (norm_r < tol*norm0) break;
if (((monitoring) && (rank == MASTER_NODE)) && ((i+1) % 50 == 0) && (rank == MASTER_NODE)) WriteHistory(i+1, norm_r, norm0);
}
if ((monitoring) && (rank == MASTER_NODE)) {
cout << "# BCGSTAB final (true) residual:" << endl;
cout << "# Iteration = " << i << ": |res|/|res0| = " << norm_r/norm0 << ".\n" << endl;
}
// /*--- Recalculate final residual (this should be optional) ---*/
// mat_vec(x, A_x);
// r = b; r -= A_x;
// su2double true_res = r.norm();
//
// if ((fabs(true_res - norm_r) > tol*10.0) && (rank == MASTER_NODE)) {
// cout << "# WARNING in CSysSolve::BCGSTAB(): " << endl;
// cout << "# true residual norm and calculated residual norm do not agree." << endl;
// cout << "# true_res - calc_res = " << true_res <<" "<< norm_r << endl;
// }
(*residual) = norm_r;
return i;
}
unsigned long CSysSolve::CG_LinSolver(const CSysVector & b, CSysVector & x, CMatrixVectorProduct & mat_vec,
CPreconditioner & precond, su2double tol, unsigned long m, bool monitoring) {
int rank = 0;
#ifdef HAVE_MPI
MPI_Comm_rank(MPI_COMM_WORLD, &rank);
#endif
/*--- Check the subspace size ---*/
if (m < 1) {
if (rank == MASTER_NODE) cerr << "CSysSolve::ConjugateGradient: illegal value for subspace size, m = " << m << endl;
#ifndef HAVE_MPI
exit(EXIT_FAILURE);
#else
MPI_Abort(MPI_COMM_WORLD,1);
MPI_Finalize();
#endif
}
CSysVector r(b);
CSysVector A_p(b);
/*--- Calculate the initial residual, compute norm, and check if system is already solved ---*/
mat_vec(x, A_p);
r -= A_p; // recall, r holds b initially
su2double norm_r = r.norm();
su2double norm0 = b.norm();
if ( (norm_r < tol*norm0) || (norm_r < eps) ) {
if (rank == MASTER_NODE) cout << "CSysSolve::ConjugateGradient(): system solved by initial guess." << endl;
return 0;
}
su2double alpha, beta, r_dot_z;
CSysVector z(r);
precond(r, z);
CSysVector p(z);
/*--- Set the norm to the initial initial residual value ---*/
norm0 = norm_r;
/*--- Output header information including initial residual ---*/
int i = 0;
if ((monitoring) && (rank == MASTER_NODE)) {
WriteHeader("CG", tol, norm_r);
WriteHistory(i, norm_r, norm0);
}
/*--- Loop over all search directions ---*/
for (i = 0; i < (int)m; i++) {
/*--- Apply matrix to p to build Krylov subspace ---*/
mat_vec(p, A_p);
/*--- Calculate step-length alpha ---*/
r_dot_z = dotProd(r, z);
alpha = dotProd(A_p, p);
alpha = r_dot_z / alpha;
/*--- Update solution and residual: ---*/
x.Plus_AX(alpha, p);
r.Plus_AX(-alpha, A_p);
/*--- Check if solution has converged, else output the relative residual if necessary ---*/
norm_r = r.norm();
if (norm_r < tol*norm0) break;
if (((monitoring) && (rank == MASTER_NODE)) && ((i+1) % 5 == 0)) WriteHistory(i+1, norm_r, norm0);
precond(r, z);
/*--- Calculate Gram-Schmidt coefficient beta,
beta = dotProd(r_{i+1}, z_{i+1}) / dotProd(r_{i}, z_{i}) ---*/
beta = 1.0 / r_dot_z;
r_dot_z = dotProd(r, z);
beta *= r_dot_z;
/*--- Gram-Schmidt orthogonalization; p = beta *p + z ---*/
p.Equals_AX_Plus_BY(beta, p, 1.0, z);
}
if ((monitoring) && (rank == MASTER_NODE)) {
cout << "# Conjugate Gradient final (true) residual:" << endl;
cout << "# Iteration = " << i << ": |res|/|res0| = " << norm_r/norm0 << ".\n" << endl;
}
// /*--- Recalculate final residual (this should be optional) ---*/
// mat_vec(x, A_p);
// r = b;
// r -= A_p;
// su2double true_res = r.norm();
//
// if (fabs(true_res - norm_r) > tol*10.0) {
// if (rank == MASTER_NODE) {
// cout << "# WARNING in CSysSolve::ConjugateGradient(): " << endl;
// cout << "# true residual norm and calculated residual norm do not agree." << endl;
// cout << "# true_res - calc_res = " << true_res - norm_r << endl;
// }
// }
return i;
}