Actual source code: cgne.c

      2: /*
      3:        cgimpl.h defines the simple data structured used to store information
      4:     related to the type of matrix (e.g. complex symmetric) being solved and
      5:     data used during the optional Lanczo process used to compute eigenvalues
      6: */
      7: #include <../src/ksp/ksp/impls/cg/cgimpl.h>
      8: extern PetscErrorCode KSPComputeExtremeSingularValues_CG(KSP,PetscReal*,PetscReal*);
      9: extern PetscErrorCode KSPComputeEigenvalues_CG(KSP,PetscInt,PetscReal*,PetscReal*,PetscInt*);

     11: static PetscErrorCode  KSPCGSetType_CGNE(KSP ksp,KSPCGType type)
     12: {
     13:   KSP_CG *cg = (KSP_CG*)ksp->data;

     16:   cg->type = type;
     17:   return(0);
     18: }

     20: /*
     21:      KSPSetUp_CGNE - Sets up the workspace needed by the CGNE method.

     23:      IDENTICAL TO THE CG ONE EXCEPT for one extra work vector!
     24: */
     25: static PetscErrorCode KSPSetUp_CGNE(KSP ksp)
     26: {
     27:   KSP_CG         *cgP = (KSP_CG*)ksp->data;
     29:   PetscInt       maxit = ksp->max_it;

     32:   /* get work vectors needed by CGNE */
     33:   KSPSetWorkVecs(ksp,4);

     35:   /*
     36:      If user requested computations of eigenvalues then allocate work
     37:      work space needed
     38:   */
     39:   if (ksp->calc_sings) {
     40:     /* get space to store tridiagonal matrix for Lanczos */
     41:     PetscMalloc4(maxit+1,&cgP->e,maxit+1,&cgP->d,maxit+1,&cgP->ee,maxit+1,&cgP->dd);
     42:     PetscLogObjectMemory((PetscObject)ksp,2*(maxit+1)*(sizeof(PetscScalar)+sizeof(PetscReal)));

     44:     ksp->ops->computeextremesingularvalues = KSPComputeExtremeSingularValues_CG;
     45:     ksp->ops->computeeigenvalues           = KSPComputeEigenvalues_CG;
     46:   }
     47:   return(0);
     48: }

     50: /*
     51:        KSPSolve_CGNE - This routine actually applies the conjugate gradient
     52:     method

     54:    Input Parameter:
     55: .     ksp - the Krylov space object that was set to use conjugate gradient, by, for
     56:             example, KSPCreate(MPI_Comm,KSP *ksp); KSPSetType(ksp,KSPCG);

     59:     Virtually identical to the KSPSolve_CG, it should definitely reuse the same code.

     61: */
     62: static PetscErrorCode  KSPSolve_CGNE(KSP ksp)
     63: {
     65:   PetscInt       i,stored_max_it,eigs;
     66:   PetscScalar    dpi,a = 1.0,beta,betaold = 1.0,b = 0,*e = NULL,*d = NULL;
     67:   PetscReal      dp = 0.0;
     68:   Vec            X,B,Z,R,P,T;
     69:   KSP_CG         *cg;
     70:   Mat            Amat,Pmat;
     71:   PetscBool      diagonalscale,transpose_pc;

     74:   PCGetDiagonalScale(ksp->pc,&diagonalscale);
     75:   if (diagonalscale) SETERRQ1(PetscObjectComm((PetscObject)ksp),PETSC_ERR_SUP,"Krylov method %s does not support diagonal scaling",((PetscObject)ksp)->type_name);
     76:   PCApplyTransposeExists(ksp->pc,&transpose_pc);

     78:   cg            = (KSP_CG*)ksp->data;
     79:   eigs          = ksp->calc_sings;
     80:   stored_max_it = ksp->max_it;
     81:   X             = ksp->vec_sol;
     82:   B             = ksp->vec_rhs;
     83:   R             = ksp->work[0];
     84:   Z             = ksp->work[1];
     85:   P             = ksp->work[2];
     86:   T             = ksp->work[3];

     88: #define VecXDot(x,y,a) (((cg->type) == (KSP_CG_HERMITIAN)) ? VecDot(x,y,a) : VecTDot(x,y,a))

     90:   if (eigs) {e = cg->e; d = cg->d; e[0] = 0.0; }
     91:   PCGetOperators(ksp->pc,&Amat,&Pmat);

     93:   ksp->its = 0;
     94:   KSP_MatMultTranspose(ksp,Amat,B,T);
     95:   if (!ksp->guess_zero) {
     96:     KSP_MatMult(ksp,Amat,X,P);
     97:     KSP_MatMultTranspose(ksp,Amat,P,R);
     98:     VecAYPX(R,-1.0,T);
     99:   } else {
    100:     VecCopy(T,R);              /*     r <- b (x is 0) */
    101:   }
    102:   if (transpose_pc) {
    103:     KSP_PCApplyTranspose(ksp,R,T);
    104:   } else {
    105:     KSP_PCApply(ksp,R,T);
    106:   }
    107:   KSP_PCApply(ksp,T,Z);

    109:   if (ksp->normtype == KSP_NORM_PRECONDITIONED) {
    110:     VecNorm(Z,NORM_2,&dp); /*    dp <- z'*z       */
    111:   } else if (ksp->normtype == KSP_NORM_UNPRECONDITIONED) {
    112:     VecNorm(R,NORM_2,&dp); /*    dp <- r'*r       */
    113:   } else if (ksp->normtype == KSP_NORM_NATURAL) {
    114:     VecXDot(Z,R,&beta);
    115:     KSPCheckDot(ksp,beta);
    116:     dp   = PetscSqrtReal(PetscAbsScalar(beta));
    117:   } else dp = 0.0;
    118:   KSPLogResidualHistory(ksp,dp);
    119:   KSPMonitor(ksp,0,dp);
    120:   ksp->rnorm = dp;
    121:   (*ksp->converged)(ksp,0,dp,&ksp->reason,ksp->cnvP); /* test for convergence */
    122:   if (ksp->reason) return(0);

    124:   i = 0;
    125:   do {
    126:     ksp->its = i+1;
    127:     VecXDot(Z,R,&beta); /*     beta <- r'z     */
    128:     KSPCheckDot(ksp,beta);
    129:     if (beta == 0.0) {
    130:       ksp->reason = KSP_CONVERGED_ATOL;
    131:       PetscInfo(ksp,"converged due to beta = 0\n");
    132:       break;
    133: #if !defined(PETSC_USE_COMPLEX)
    134:     } else if (beta < 0.0) {
    135:       ksp->reason = KSP_DIVERGED_INDEFINITE_PC;
    136:       PetscInfo(ksp,"diverging due to indefinite preconditioner\n");
    137:       break;
    138: #endif
    139:     }
    140:     if (!i) {
    141:       VecCopy(Z,P);          /*     p <- z          */
    142:       b    = 0.0;
    143:     } else {
    144:       b = beta/betaold;
    145:       if (eigs) {
    146:         if (ksp->max_it != stored_max_it) SETERRQ(PetscObjectComm((PetscObject)ksp),PETSC_ERR_SUP,"Can not change maxit AND calculate eigenvalues");
    147:         e[i] = PetscSqrtReal(PetscAbsScalar(b))/a;
    148:       }
    149:       VecAYPX(P,b,Z);     /*     p <- z + b* p   */
    150:     }
    151:     betaold = beta;
    152:     KSP_MatMult(ksp,Amat,P,T);
    153:     KSP_MatMultTranspose(ksp,Amat,T,Z);
    154:     VecXDot(P,Z,&dpi);    /*     dpi <- z'p      */
    155:     KSPCheckDot(ksp,dpi);
    156:     a       = beta/dpi;                            /*     a = beta/p'z    */
    157:     if (eigs) d[i] = PetscSqrtReal(PetscAbsScalar(b))*e[i] + 1.0/a;
    158:     VecAXPY(X,a,P);           /*     x <- x + ap     */
    159:     VecAXPY(R,-a,Z);                       /*     r <- r - az     */
    160:     if (ksp->normtype == KSP_NORM_PRECONDITIONED) {
    161:       if (transpose_pc) {
    162:         KSP_PCApplyTranspose(ksp,R,T);
    163:       } else {
    164:         KSP_PCApply(ksp,R,T);
    165:       }
    166:       KSP_PCApply(ksp,T,Z);
    167:       VecNorm(Z,NORM_2,&dp);              /*    dp <- z'*z       */
    168:     } else if (ksp->normtype == KSP_NORM_UNPRECONDITIONED) {
    169:       VecNorm(R,NORM_2,&dp);
    170:     } else if (ksp->normtype == KSP_NORM_NATURAL) {
    171:       dp = PetscSqrtReal(PetscAbsScalar(beta));
    172:     } else dp = 0.0;
    173:     ksp->rnorm = dp;
    174:     KSPLogResidualHistory(ksp,dp);
    175:     if (eigs) cg->ned = ksp->its;
    176:     KSPMonitor(ksp,i+1,dp);
    177:     (*ksp->converged)(ksp,i+1,dp,&ksp->reason,ksp->cnvP);
    178:     if (ksp->reason) break;
    179:     if (ksp->normtype != KSP_NORM_PRECONDITIONED) {
    180:       if (transpose_pc) {
    181:         KSP_PCApplyTranspose(ksp,R,T);
    182:       } else {
    183:         KSP_PCApply(ksp,R,T);
    184:       }
    185:       KSP_PCApply(ksp,T,Z);
    186:     }
    187:     i++;
    188:   } while (i<ksp->max_it);
    189:   if (i >= ksp->max_it) ksp->reason = KSP_DIVERGED_ITS;
    190:   return(0);
    191: }

    193: /*
    194:     KSPCreate_CGNE - Creates the data structure for the Krylov method CGNE and sets the
    195:        function pointers for all the routines it needs to call (KSPSolve_CGNE() etc)

    197:     It must be labeled as PETSC_EXTERN to be dynamically linkable in C++
    198: */

    200: /*MC
    201:      KSPCGNE - Applies the preconditioned conjugate gradient method to the normal equations
    202:           without explicitly forming A^t*A

    204:    Options Database Keys:
    205: .   -ksp_cg_type <Hermitian or symmetric - (for complex matrices only) indicates the matrix is Hermitian or symmetric

    208:    Level: beginner

    210:    Notes:
    211:     eigenvalue computation routines will return information about the
    212:           spectrum of A^t*A, rather than A.

    215:    CGNE is a general-purpose non-symmetric method. It works well when the singular values are much better behaved than
    216:    eigenvalues. A unitary matrix is a classic example where CGNE converges in one iteration, but GMRES and CGS need N
    217:    iterations (see Nachtigal, Reddy, and Trefethen, "How fast are nonsymmetric matrix iterations", 1992). If you intend
    218:    to solve least squares problems, use KSPLSQR.

    220:    This is NOT a different algorithm than used with KSPCG, it merely uses that algorithm with the
    221:    matrix defined by A^t*A and preconditioner defined by B^t*B where B is the preconditioner for A.

    223:    This method requires that one be able to apply the transpose of the preconditioner and operator
    224:    as well as the operator and preconditioner. If the transpose of the preconditioner is not available then
    225:    the preconditioner is used in its place so one ends up preconditioning A'A with B B. Seems odd?

    227:    This only supports left preconditioning.

    229:    This object is subclassed off of KSPCG

    231: .seealso:  KSPCreate(), KSPSetType(), KSPType (for list of available types), KSP,
    232:            KSPCGSetType(), KSPBICG

    234: M*/

    236: PETSC_EXTERN PetscErrorCode KSPCreate_CGNE(KSP ksp)
    237: {
    239:   KSP_CG         *cg;

    242:   PetscNewLog(ksp,&cg);
    243: #if !defined(PETSC_USE_COMPLEX)
    244:   cg->type = KSP_CG_SYMMETRIC;
    245: #else
    246:   cg->type = KSP_CG_HERMITIAN;
    247: #endif
    248:   ksp->data = (void*)cg;
    249:   KSPSetSupportedNorm(ksp,KSP_NORM_PRECONDITIONED,PC_LEFT,3);
    250:   KSPSetSupportedNorm(ksp,KSP_NORM_UNPRECONDITIONED,PC_LEFT,2);
    251:   KSPSetSupportedNorm(ksp,KSP_NORM_NATURAL,PC_LEFT,2);
    252:   KSPSetSupportedNorm(ksp,KSP_NORM_NONE,PC_LEFT,1);

    254:   /*
    255:        Sets the functions that are associated with this data structure
    256:        (in C++ this is the same as defining virtual functions)
    257:   */
    258:   ksp->ops->setup          = KSPSetUp_CGNE;
    259:   ksp->ops->solve          = KSPSolve_CGNE;
    260:   ksp->ops->destroy        = KSPDestroy_CG;
    261:   ksp->ops->view           = KSPView_CG;
    262:   ksp->ops->setfromoptions = KSPSetFromOptions_CG;
    263:   ksp->ops->buildsolution  = KSPBuildSolutionDefault;
    264:   ksp->ops->buildresidual  = KSPBuildResidualDefault;

    266:   /*
    267:       Attach the function KSPCGSetType_CGNE() to this object. The routine
    268:       KSPCGSetType() checks for this attached function and calls it if it finds
    269:       it. (Sort of like a dynamic member function that can be added at run time
    270:   */
    271:   PetscObjectComposeFunction((PetscObject)ksp,"KSPCGSetType_C",KSPCGSetType_CGNE);
    272:   return(0);
    273: }