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Working towards solvers

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This commit is contained in:
Peter Boyle 2015-05-17 00:19:03 +01:00
parent e841395dfd
commit 6eb8dfd902
3 changed files with 119 additions and 27 deletions
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55
lib/algorithms/LinearOperator.h
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@ -5,6 +5,22 @@
namespace Grid {
/////////////////////////////////////////////////////////////////////////////////////////////
// Interface defining what I expect of a general sparse matrix, such as a Fermion action
/////////////////////////////////////////////////////////////////////////////////////////////
template<class Field> class SparseMatrixBase {
public:
// Full checkerboar operations
virtual void M (const Field &in, Field &out);
virtual void Mdag (const Field &in, Field &out);
virtual RealD MdagM(const Field &in, Field &out);
// half checkerboard operaions
virtual void Mpc (const Field &in, Field &out);
virtual void MpcDag (const Field &in, Field &out);
virtual RealD MpcDagMpc(const Field &in, Field &out);
};
/////////////////////////////////////////////////////////////////////////////////////////////
// LinearOperators Take a something and return a something.
/////////////////////////////////////////////////////////////////////////////////////////////
@ -27,25 +43,13 @@ namespace Grid {
/////////////////////////////////////////////////////////////////////////////////////////////
template<class Field> class HermitianOperatorBase : public LinearOperatorBase<Field> {
public:
virtual RealD OpAndNorm(const Field &in, Field &out);
void AdjOp(const Field &in, Field &out) {
return Op(in,out);
Op(in,out);
};
void Op(const Field &in, Field &out) {
OpAndNorm(in,out);
};
};
/////////////////////////////////////////////////////////////////////////////////////////////
// Interface defining what I expect of a general sparse matrix
/////////////////////////////////////////////////////////////////////////////////////////////
template<class Field> class SparseMatrixBase {
public:
// Full checkerboar operations
virtual void M (const Field &in, Field &out);
virtual void Mdag (const Field &in, Field &out);
virtual void MdagM(const Field &in, Field &out);
// half checkerboard operaions
virtual void Mpc (const Field &in, Field &out);
virtual void MpcDag (const Field &in, Field &out);
virtual void MpcDagMpc(const Field &in, Field &out);
};
/////////////////////////////////////////////////////////////////////////////////////////////
@ -79,10 +83,10 @@ namespace Grid {
public:
NonHermitianRedBlackOperator(SparseMatrix &Mat): _Mat(Mat){};
void Op (const Field &in, Field &out){
this->Mpc(in,out);
_Mat.Mpc(in,out);
}
void AdjOp (const Field &in, Field &out){ //
this->MpcDag(in,out);
_Mat.MpcDag(in,out);
}
};
@ -94,12 +98,8 @@ namespace Grid {
SparseMatrix &_Mat;
public:
HermitianOperator(SparseMatrix &Mat): _Mat(Mat) {};
void Op (const Field &in, Field &out){
this->Mpc(in,out);
}
void AdjOp (const Field &in, Field &out){ //
this->MpcDag(in,out);
RealD OpAndNorm(const Field &in, Field &out){
return _Mat.MdagM(in,out);
}
};
@ -111,8 +111,8 @@ namespace Grid {
SparseMatrix &_Mat;
public:
HermitianRedBlackOperator(SparseMatrix &Mat): _Mat(Mat) {};
void Op (const Field &in, Field &out){
this->MpcDagMpc(in,out);
RealD OpAndNorm(const Field &in, Field &out){
return _Mat.MpcDagMpc(in,out);
}
};
@ -141,6 +141,7 @@ namespace Grid {
public:
RealD Tolerance;
Integer MaxIterations;
IterativeProcess(RealD tol,Integer maxit) : Tolerance(tol),MaxIterations(maxit) {};
virtual void operator() (LinearOperatorBase<Field> *Linop,const Field &in, Field &out) = 0;
};

3
lib/algorithms/approx/PolynomialApprox.h
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@ -1,6 +1,9 @@
#ifndef GRID_POLYNOMIAL_APPROX_H
#define GRID_POLYNOMIAL_APPROX_H
#include<Grid.h>
#include<algorithms/LinearOperator.h>
namespace Grid {
////////////////////////////////////////////////////////////////////////////////////////////

88
lib/algorithms/iterative/ConjugateGradient.h Normal file
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@ -0,0 +1,88 @@
#ifndef GRID_CONJUGATE_GRADIENT_H
#define GRID_CONJUGATE_GRADIENT_H
#include<Grid.h>
#include<algorithms/LinearOperator.h>
namespace Grid {
template<class Field> class ConjugateGradient : public IterativeProcess<Field> {
public:
ConjugateGradient(RealD tol,Integer maxit): IterativeProces(tol,maxit) {};
void operator() (HermitianOperatorBase<Field> *Linop,const Field &src, Field &psi){
RealD residual = Tolerance;
RealD cp,c,a,d,b,ssq,qq,b_pred;
Field p(src);
Field mmp(src);
Field r(src);
//Initial residual computation & set up
RealD guess = norm2(psi);
Linop.OpAndNorm(psi,mmp,d,b);
r= src-mmp;
p= r;
a =norm2(p);
cp =a;
ssq=norm2(src);
std::cout <<setprecision(4)<< "ConjugateGradient: guess "<<guess<<std::endl;
std::cout <<setprecision(4)<< "ConjugateGradient: src "<<ssq <<std::endl;
std::cout <<setprecision(4)<< "ConjugateGradient: mp "<<d <<std::endl;
std::cout <<setprecision(4)<< "ConjugateGradient: mmp "<<b <<std::endl;
std::cout <<setprecision(4)<< "ConjugateGradient: r "<<cp <<std::endl;
std::cout <<setprecision(4)<< "ConjugateGradient: p "<<a <<std::endl;
RealD rsq = residual* residual*ssq;
//Check if guess is really REALLY good :)
if ( cp <= rsq ) {
return 0;
}
std::cout << setprecision(4)<< "ConjugateGradient: k=0 residual "<<cp<<" rsq"<<rsq<<std::endl;
int k;
for (k=1;k<=max_iter;k++){
c=cp;
Linop.OpAndNorm(p,mmp,d,qq);
a = c/d;
b_pred = a*(a*qq-d)/c;
cp = axpy_norm(r,mmp,r,-a);
b = cp/c;
// Fuse these loops ; should be really easy
// Update psi; New (conjugate/M-orthogonal) search direction
psi= a*p+psi;
p = p*b+r;
// Stopping condition
if ( cp <= rsq ) {
Linop.Op(p,mmp);
p=mmp-src;
RealD mmpnorm = sqrt(norm2(mmp));
RealD psinorm = sqrt(norm2(psi));
RealD srcnorm = sqrt(norm2(src));
RealD resnorm = sqrt(norm2(p));
RealD true_residual = resnorm/srcnorm;
std::cout<<"ConjugateGradient: true residual is "<<true_residual<<" sol "<<psinorm<<" src "<<srcnorm<<std::endl;
std::cout<<"ConjugateGradient: target residual was "<<residual<<std::endl;
return k;
}
}
}
};
}
#endif