Actual source code: cgne.c
petsc-3.3-p5 2012-12-01
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> /*I "petscksp.h" I*/
8: extern PetscErrorCode KSPComputeExtremeSingularValues_CG(KSP,PetscReal *,PetscReal *);
9: extern PetscErrorCode KSPComputeEigenvalues_CG(KSP,PetscInt,PetscReal *,PetscReal *,PetscInt *);
12: /*
13: KSPSetUp_CGNE - Sets up the workspace needed by the CGNE method.
15: IDENTICAL TO THE CG ONE EXCEPT for one extra work vector!
16: */
19: PetscErrorCode KSPSetUp_CGNE(KSP ksp)
20: {
21: KSP_CG *cgP = (KSP_CG*)ksp->data;
23: PetscInt maxit = ksp->max_it;
26: /* get work vectors needed by CGNE */
27: KSPDefaultGetWork(ksp,4);
29: /*
30: If user requested computations of eigenvalues then allocate work
31: work space needed
32: */
33: if (ksp->calc_sings) {
34: /* get space to store tridiagonal matrix for Lanczos */
35: PetscMalloc4(maxit+1,PetscScalar,&cgP->e,maxit+1,PetscScalar,&cgP->d,maxit+1,PetscReal,&cgP->ee,maxit+1,PetscReal,&cgP->dd);
36: PetscLogObjectMemory(ksp,2*(maxit+1)*(sizeof(PetscScalar)+sizeof(PetscReal)));
37: }
38: return(0);
39: }
41: /*
42: KSPSolve_CGNE - This routine actually applies the conjugate gradient
43: method
45: Input Parameter:
46: . ksp - the Krylov space object that was set to use conjugate gradient, by, for
47: example, KSPCreate(MPI_Comm,KSP *ksp); KSPSetType(ksp,KSPCG);
50: Virtually identical to the KSPSolve_CG, it should definitely reuse the same code.
52: */
55: PetscErrorCode KSPSolve_CGNE(KSP ksp)
56: {
58: PetscInt i,stored_max_it,eigs;
59: PetscScalar dpi,a = 1.0,beta,betaold = 1.0,b = 0,*e = 0,*d = 0;
60: PetscReal dp = 0.0;
61: Vec X,B,Z,R,P,T;
62: KSP_CG *cg;
63: Mat Amat,Pmat;
64: MatStructure pflag;
65: PetscBool diagonalscale,transpose_pc;
68: PCGetDiagonalScale(ksp->pc,&diagonalscale);
69: if (diagonalscale) SETERRQ1(((PetscObject)ksp)->comm,PETSC_ERR_SUP,"Krylov method %s does not support diagonal scaling",((PetscObject)ksp)->type_name);
70: PCApplyTransposeExists(ksp->pc,&transpose_pc);
72: cg = (KSP_CG*)ksp->data;
73: eigs = ksp->calc_sings;
74: stored_max_it = ksp->max_it;
75: X = ksp->vec_sol;
76: B = ksp->vec_rhs;
77: R = ksp->work[0];
78: Z = ksp->work[1];
79: P = ksp->work[2];
80: T = ksp->work[3];
82: #define VecXDot(x,y,a) (((cg->type) == (KSP_CG_HERMITIAN)) ? VecDot(x,y,a) : VecTDot(x,y,a))
84: if (eigs) {e = cg->e; d = cg->d; e[0] = 0.0; }
85: PCGetOperators(ksp->pc,&Amat,&Pmat,&pflag);
87: ksp->its = 0;
88: MatMultTranspose(Amat,B,T);
89: if (!ksp->guess_zero) {
90: KSP_MatMult(ksp,Amat,X,P);
91: KSP_MatMultTranspose(ksp,Amat,P,R);
92: VecAYPX(R,-1.0,T);
93: } else {
94: VecCopy(T,R); /* r <- b (x is 0) */
95: }
96: KSP_PCApply(ksp,R,T);
97: if (transpose_pc) {
98: KSP_PCApplyTranspose(ksp,T,Z);
99: } else {
100: KSP_PCApply(ksp,T,Z);
101: }
103: if (ksp->normtype == KSP_NORM_PRECONDITIONED) {
104: VecNorm(Z,NORM_2,&dp); /* dp <- z'*z */
105: } else if (ksp->normtype == KSP_NORM_UNPRECONDITIONED) {
106: VecNorm(R,NORM_2,&dp); /* dp <- r'*r */
107: } else if (ksp->normtype == KSP_NORM_NATURAL) {
108: VecXDot(Z,R,&beta);
109: dp = PetscSqrtReal(PetscAbsScalar(beta));
110: } else dp = 0.0;
111: KSPLogResidualHistory(ksp,dp);
112: KSPMonitor(ksp,0,dp);
113: ksp->rnorm = dp;
114: (*ksp->converged)(ksp,0,dp,&ksp->reason,ksp->cnvP); /* test for convergence */
115: if (ksp->reason) return(0);
117: i = 0;
118: do {
119: ksp->its = i+1;
120: VecXDot(Z,R,&beta); /* beta <- r'z */
121: if (beta == 0.0) {
122: ksp->reason = KSP_CONVERGED_ATOL;
123: PetscInfo(ksp,"converged due to beta = 0\n");
124: break;
125: #if !defined(PETSC_USE_COMPLEX)
126: } else if (beta < 0.0) {
127: ksp->reason = KSP_DIVERGED_INDEFINITE_PC;
128: PetscInfo(ksp,"diverging due to indefinite preconditioner\n");
129: break;
130: #endif
131: }
132: if (!i) {
133: VecCopy(Z,P); /* p <- z */
134: b = 0.0;
135: } else {
136: b = beta/betaold;
137: if (eigs) {
138: if (ksp->max_it != stored_max_it) {
139: SETERRQ(((PetscObject)ksp)->comm,PETSC_ERR_SUP,"Can not change maxit AND calculate eigenvalues");
140: }
141: e[i] = PetscSqrtReal(PetscAbsScalar(b))/a;
142: }
143: VecAYPX(P,b,Z); /* p <- z + b* p */
144: }
145: betaold = beta;
146: MatMult(Amat,P,T);
147: MatMultTranspose(Amat,T,Z);
148: VecXDot(P,Z,&dpi); /* dpi <- z'p */
149: a = beta/dpi; /* a = beta/p'z */
150: if (eigs) {
151: d[i] = PetscSqrtReal(PetscAbsScalar(b))*e[i] + 1.0/a;
152: }
153: VecAXPY(X,a,P); /* x <- x + ap */
154: VecAXPY(R,-a,Z); /* r <- r - az */
155: if (ksp->normtype == KSP_NORM_PRECONDITIONED) {
156: KSP_PCApply(ksp,R,T);
157: if (transpose_pc) {
158: KSP_PCApplyTranspose(ksp,T,Z);
159: } else {
160: KSP_PCApply(ksp,T,Z);
161: }
162: VecNorm(Z,NORM_2,&dp); /* dp <- z'*z */
163: } else if (ksp->normtype == KSP_NORM_UNPRECONDITIONED) {
164: VecNorm(R,NORM_2,&dp);
165: } else if (ksp->normtype == KSP_NORM_NATURAL) {
166: dp = PetscSqrtReal(PetscAbsScalar(beta));
167: } else {
168: dp = 0.0;
169: }
170: ksp->rnorm = dp;
171: KSPLogResidualHistory(ksp,dp);
172: KSPMonitor(ksp,i+1,dp);
173: (*ksp->converged)(ksp,i+1,dp,&ksp->reason,ksp->cnvP);
174: if (ksp->reason) break;
175: if (ksp->normtype != KSP_NORM_PRECONDITIONED) {
176: if (transpose_pc) {
177: KSP_PCApplyTranspose(ksp,T,Z);
178: } else {
179: KSP_PCApply(ksp,T,Z);
180: }
181: }
182: i++;
183: } while (i<ksp->max_it);
184: if (i >= ksp->max_it) {
185: ksp->reason = KSP_DIVERGED_ITS;
186: }
187: return(0);
188: }
190: /*
191: KSPCreate_CGNE - Creates the data structure for the Krylov method CGNE and sets the
192: function pointers for all the routines it needs to call (KSPSolve_CGNE() etc)
194: It must be wrapped in EXTERN_C_BEGIN to be dynamically linkable in C++
195: */
197: /*MC
198: KSPCGNE - Applies the preconditioned conjugate gradient method to the normal equations
199: without explicitly forming A^t*A
201: Options Database Keys:
202: . -ksp_cg_type <Hermitian or symmetric - (for complex matrices only) indicates the matrix is Hermitian or symmetric
205: Level: beginner
207: Notes: eigenvalue computation routines will return information about the
208: spectrum of A^t*A, rather than A.
210: This is NOT a different algorithm then used with KSPCG, it merely uses that algorithm with the
211: matrix defined by A^t*A and preconditioner defined by B^t*B where B is the preconditioner for A.
213: This method requires that one be apply to apply the transpose of the preconditioner and operator
214: as well as the operator and preconditioner. If the transpose of the preconditioner is not available then
215: the preconditioner is used in its place so one ends up preconditioning A'A with B B. Seems odd?
217: This only supports left preconditioning.
219: Developer Notes: How is this related to the preconditioned LSQR implementation?
221: This object is subclassed off of KSPCG
223: .seealso: KSPCreate(), KSPSetType(), KSPType (for list of available types), KSP,
224: KSPCGSetType(), KSPBICG
226: M*/
228: extern PetscErrorCode KSPDestroy_CG(KSP);
229: extern PetscErrorCode KSPReset_CG(KSP);
230: extern PetscErrorCode KSPView_CG(KSP,PetscViewer);
231: extern PetscErrorCode KSPSetFromOptions_CG(KSP);
232: EXTERN_C_BEGIN
233: extern PetscErrorCode KSPCGSetType_CG(KSP,KSPCGType);
234: EXTERN_C_END
236: EXTERN_C_BEGIN
239: PetscErrorCode KSPCreate_CGNE(KSP ksp)
240: {
242: KSP_CG *cg;
245: PetscNewLog(ksp,KSP_CG,&cg);
246: #if !defined(PETSC_USE_COMPLEX)
247: cg->type = KSP_CG_SYMMETRIC;
248: #else
249: cg->type = KSP_CG_HERMITIAN;
250: #endif
251: ksp->data = (void*)cg;
252: KSPSetSupportedNorm(ksp,KSP_NORM_PRECONDITIONED,PC_LEFT,2);
253: KSPSetSupportedNorm(ksp,KSP_NORM_UNPRECONDITIONED,PC_LEFT,1);
254: KSPSetSupportedNorm(ksp,KSP_NORM_NATURAL,PC_LEFT,1);
256: /*
257: Sets the functions that are associated with this data structure
258: (in C++ this is the same as defining virtual functions)
259: */
260: ksp->ops->setup = KSPSetUp_CGNE;
261: ksp->ops->solve = KSPSolve_CGNE;
262: ksp->ops->destroy = KSPDestroy_CG;
263: ksp->ops->view = KSPView_CG;
264: ksp->ops->setfromoptions = KSPSetFromOptions_CG;
265: ksp->ops->buildsolution = KSPDefaultBuildSolution;
266: ksp->ops->buildresidual = KSPDefaultBuildResidual;
268: /*
269: Attach the function KSPCGSetType_CGNE() to this object. The routine
270: KSPCGSetType() checks for this attached function and calls it if it finds
271: it. (Sort of like a dynamic member function that can be added at run time
272: */
273: PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPCGSetType_C","KSPCGSetType_CG",KSPCGSetType_CG);
274: return(0);
275: }
276: EXTERN_C_END