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Perform some minor changes to GMRES code

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Daniel Richtmann 2017-11-06 16:17:44 +01:00
parent 74af31564f
commit 8363edfcdb
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2 changed files with 76 additions and 33 deletions
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107
lib/algorithms/iterative/GeneralisedMinimalResidual.h
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@ -55,13 +55,15 @@ class GeneralisedMinimalResidual : public OperatorFunction<Field> {
// defaults to True. // defaults to True.
RealD Tolerance; RealD Tolerance;
Integer MaxIterations; Integer MaxIterations;
Integer RestartLength;
Integer IterationsToComplete; // Number of iterations the GMRES took to Integer IterationsToComplete; // Number of iterations the GMRES took to
// finish. Filled in upon completion // finish. Filled in upon completion
GeneralisedMinimalResidual(RealD tol, GeneralisedMinimalResidual(RealD tol,
Integer maxit, Integer maxit,
Integer restart_length,
bool err_on_no_conv = true) bool err_on_no_conv = true)
: Tolerance(tol), MaxIterations(maxit), ErrorOnNoConverge(err_on_no_conv){}; : Tolerance(tol), MaxIterations(maxit), RestartLength(restart_length), ErrorOnNoConverge(err_on_no_conv){};
// want to solve Ax = b -> A = LinOp, psi = x, b = src // want to solve Ax = b -> A = LinOp, psi = x, b = src
@ -168,9 +170,12 @@ class GeneralisedMinimalResidual : public OperatorFunction<Field> {
/* std::cout << norm2(tmp) << " " << norm2(tmp) / gamma0 << std::endl; */ /* std::cout << norm2(tmp) << " " << norm2(tmp) / gamma0 << std::endl; */
/* } */ /* } */
void void operator()(LinearOperatorBase<Field> &LinOp, const Field &src, Field &psi) {
operator()(LinearOperatorBase<Field> &LinOp, const Field &src, Field &psi) {
std::cout << "GMRES: Start of operator()" << std::endl; std::cout << GridLogIterative << "GMRES: Start of operator()" << std::endl;
psi.checkerboard = src.checkerboard;
conformable(psi, src);
int m = MaxIterations; int m = MaxIterations;
@ -180,25 +185,50 @@ class GeneralisedMinimalResidual : public OperatorFunction<Field> {
Field Dv(src); Field Dv(src);
std::vector<Field> v(m + 1, src); std::vector<Field> v(m + 1, src);
Eigen::MatrixXcd H = Eigen::MatrixXcd::Zero(m + 1, m);
Eigen::MatrixXcd H = Eigen::MatrixXcd::Zero(m + 1, m);
std::vector<std::complex<double>> y(m + 1, 0.); std::vector<std::complex<double>> y(m + 1, 0.);
std::vector<std::complex<double>> gamma(m + 1, 0.); std::vector<std::complex<double>> gamma(m + 1, 0.);
std::vector<std::complex<double>> c(m + 1, 0.); std::vector<std::complex<double>> c(m + 1, 0.);
std::vector<std::complex<double>> s(m + 1, 0.); std::vector<std::complex<double>> s(m + 1, 0.);
// Initial residual computation & set up
RealD guess = norm2(psi);
assert(std::isnan(guess) == 0);
RealD ssq = norm2(src); // flopcount.addSiteFlops(4*Nc*Ns,s); // stands for "source squared"
RealD rsd_sq = Tolerance * Tolerance * ssq; // flopcount.addSiteFlops(4*Nc*Ns,s); // stands for "residual squared"
LinOp.Op(psi, Dpsi); LinOp.Op(psi, Dpsi);
r = src - Dpsi; r = src - Dpsi;
RealD beta = norm2(r); RealD cp = norm2(r); // cp = beta in DD-αAMG nomenclature
gamma[0] = beta; gamma[0] = cp;
std::cout << "beta " << beta << std::endl; std::cout << GridLogIterative << "cp " << cp << std::endl;
v[0] = (1. / beta) * r; v[0] = (1. / cp) * r;
// Begin iterating std::cout << GridLogIterative << std::setprecision(4) << "GeneralizedMinimalResidual: guess " << guess << std::endl;
std::cout << GridLogIterative << std::setprecision(4) << "GeneralizedMinimalResidual: src " << ssq << std::endl;
// std::cout << GridLogIterative << std::setprecision(4) << "GeneralizedMinimalResidual: mp " << d << std::endl;
std::cout << GridLogIterative << std::setprecision(4) << "GeneralizedMinimalResidual: cp,r " << cp << std::endl;
if (cp <= rsd_sq) {
return;
}
std::cout << GridLogIterative << std::setprecision(4)
<< "GeneralizedMinimalResidual: k=0 residual " << cp << " target " << rsd_sq << std::endl;
GridStopWatch SolverTimer;
SolverTimer.Start();
for(auto j = 0; j < m; ++j) { for(auto j = 0; j < m; ++j) {
// std::cout << GridLogIterative << "GeneralizedMinimalResidual: Start of outer loop with index j = " << j << std::endl;
LinOp.Op(v[j], Dv); LinOp.Op(v[j], Dv);
w = Dv; w = Dv;
@ -222,9 +252,9 @@ class GeneralisedMinimalResidual : public OperatorFunction<Field> {
ComplexD nu = sqrt(std::norm(H(j, j)) + std::norm(H(j + 1, j))); ComplexD nu = sqrt(std::norm(H(j, j)) + std::norm(H(j + 1, j)));
c[j] = H(j, j) / nu; c[j] = H(j, j) / nu;
s[j] = H(j + 1, j) / nu; s[j] = H(j + 1, j) / nu;
std::cout << "nu" << nu << std::endl; std::cout << GridLogIterative << "GeneralizedMinimalResidual: nu" << nu << std::endl;
std::cout << "H("<<j<<","<<j<<")" << H(j,j) << std::endl; std::cout << GridLogIterative << "GeneralizedMinimalResidual: H("<<j<<","<<j<<")" << H(j,j) << std::endl;
std::cout << "H("<<j+1<<","<<j<<")" << H(j+1,j) << std::endl; std::cout << GridLogIterative << "GeneralizedMinimalResidual: H("<<j+1<<","<<j<<")" << H(j+1,j) << std::endl;
// apply new Givens rotation // apply new Givens rotation
H(j, j) = nu; H(j, j) = nu;
@ -235,13 +265,26 @@ class GeneralisedMinimalResidual : public OperatorFunction<Field> {
gamma[j] = std::conj(c[j]) * gamma[j]; gamma[j] = std::conj(c[j]) * gamma[j];
/* for(auto k = 0; k <= j+1 ; ++k) */ /* for(auto k = 0; k <= j+1 ; ++k) */
/* std::cout << "k " << k << "nu " << nu << " c["<<k<<"]" << c[k]<< " s["<<k<<"]" << s[k] << " gamma["<<k<<"]" << gamma[k] << std::endl; */ /* std::cout << GridLogIterative << "k " << k << "nu " << nu << " c["<<k<<"]" << c[k]<< " s["<<k<<"]" << s[k] << " gamma["<<k<<"]" << gamma[k] << std::endl; */
std::cout << GridLogIterative << "GeneralisedMinimalResidual: Iteration " std::cout << GridLogIterative << "GeneralisedMinimalResidual: Iteration "
<< j << " residual " << std::abs(gamma[j + 1]) << std::endl; //" target " << j << " residual " << std::abs(gamma[j + 1]) << std::endl; //" target "
/* << TargetResSq << std::endl; */ /* << TargetResSq << std::endl; */
if(std::abs(gamma[j + 1]) / sqrt(beta) < Tolerance) { if(std::abs(gamma[j + 1]) / sqrt(cp) < Tolerance) {
SolverTimer.Stop();
std::cout << GridLogMessage << "GeneralizedMinimalResidual Converged on iteration " << j << std::endl;
// std::cout << GridLogMessage << "\tComputed residual " << sqrt(cp / ssq) << std::endl;
// std::cout << GridLogMessage << "\tTrue residual " << true_residual << std::endl;
std::cout << GridLogMessage << "\tTarget " << Tolerance << std::endl;
std::cout << GridLogMessage << "Time breakdown " << std::endl;
std::cout << GridLogMessage << "\tElapsed " << SolverTimer.Elapsed() << std::endl;
// std::cout << GridLogMessage << "\tMatrix " << MatrixTimer.Elapsed() << std::endl;
// std::cout << GridLogMessage << "\tLinalg " << LinalgTimer.Elapsed() << std::endl;
IterationsToComplete = j; IterationsToComplete = j;
break; break;
} }
} }
@ -249,7 +292,7 @@ class GeneralisedMinimalResidual : public OperatorFunction<Field> {
// backward substitution // backward substitution
computeSolution(y, gamma, H, v, psi, IterationsToComplete); computeSolution(y, gamma, H, v, psi, IterationsToComplete);
std::cout << "GMRES: End of operator()" << std::endl; std::cout << GridLogIterative << "GeneralizedMinimalResidual: End of operator()" << std::endl;
} }
private: private:
@ -258,37 +301,37 @@ class GeneralisedMinimalResidual : public OperatorFunction<Field> {
/* std::vector<std::complex<double>> &s, */ /* std::vector<std::complex<double>> &s, */
/* Eigen::MatrixXcd & H, */ /* Eigen::MatrixXcd & H, */
/* int j) { */ /* int j) { */
/* ComplexD beta{}; */ /* ComplexD cp{}; */
/* // update QR factorization */ /* // update QR factorization */
/* // apply previous Givens rotation */ /* // apply previous Givens rotation */
/* for(auto i = 0; i < j; i++) { */ /* for(auto i = 0; i < j; i++) { */
/* beta = -s[i] * H(i, j) + c[i] * H(i + 1, j); */ /* cp = -s[i] * H(i, j) + c[i] * H(i + 1, j); */
/* H(i, j) = std::conj(c[i]) * H(i, j) + std::conj(s[i]) * H(i + 1, /* H(i, j) = std::conj(c[i]) * H(i, j) + std::conj(s[i]) * H(i + 1,
* j); */ * j); */
/* H(i + 1, j) = beta; */ /* H(i + 1, j) = cp; */
/* } */ /* } */
/* // compute current Givens rotation */ /* // compute current Givens rotation */
/* beta = sqrt(std::norm(H(j, j)) + std::norm(H(j + 1, j))); */ /* cp = sqrt(std::norm(H(j, j)) + std::norm(H(j + 1, j))); */
/* s[j] = H(j + 1, j) / beta; */ /* s[j] = H(j + 1, j) / cp; */
/* c[j] = H(j, j) / beta; */ /* c[j] = H(j, j) / cp; */
/* /\* std::cout << "beta= " << beta << std::endl; *\/ */ /* /\* std::cout << GridLogIterative << "cp= " << cp << std::endl; *\/ */
/* /\* std::cout << "s[j]= " << s[ j ] << std::endl; *\/ */ /* /\* std::cout << GridLogIterative << "s[j]= " << s[ j ] << std::endl; *\/ */
/* /\* std::cout << "c[j]= " << c[ j ] << std::endl; *\/ */ /* /\* std::cout << GridLogIterative << "c[j]= " << c[ j ] << std::endl; *\/ */
/* /\* std::cout << "gamma[j+1]= " << gamma[ j + 1 ] << std::endl; *\/ */ /* /\* std::cout << GridLogIterative << "gamma[j+1]= " << gamma[ j + 1 ] << std::endl; *\/ */
/* /\* std::cout << "gamma[j]= " << gamma[ j ] << std::endl; *\/ */ /* /\* std::cout << GridLogIterative << "gamma[j]= " << gamma[ j ] << std::endl; *\/ */
/* // update right column */ /* // update right column */
/* gamma[j + 1] = -s[j] * gamma[j]; */ /* gamma[j + 1] = -s[j] * gamma[j]; */
/* gamma[j] = std::conj(c[j]) * gamma[j]; */ /* gamma[j] = std::conj(c[j]) * gamma[j]; */
/* /\* std::cout << "gamma[j+1]= " << gamma[ j + 1 ] << std::endl; *\/ */ /* /\* std::cout << GridLogIterative << "gamma[j+1]= " << gamma[ j + 1 ] << std::endl; *\/ */
/* /\* std::cout << "gamma[j]= " << gamma[ j ] << std::endl; *\/ */ /* /\* std::cout << GridLogIterative << "gamma[j]= " << gamma[ j ] << std::endl; *\/ */
/* // apply current Givens rotation */ /* // apply current Givens rotation */
/* H(j, j) = beta; */ /* H(j, j) = cp; */
/* H(j + 1, j) = 0.; */ /* H(j + 1, j) = 0.; */
/* /\* std::cout << "H(j,j)= " << H( j, j ) << std::endl; *\/ */ /* /\* std::cout << GridLogIterative << "H(j,j)= " << H( j, j ) << std::endl; *\/ */
/* /\* std::cout << "H(j+1,j)= " << H( j + 1, j ) << std::endl; *\/ */ /* /\* std::cout << GridLogIterative << "H(j+1,j)= " << H( j + 1, j ) << std::endl; *\/ */
/* } */ /* } */
void computeSolution(std::vector<std::complex<double>> & y, void computeSolution(std::vector<std::complex<double>> & y,

2
tests/solver/Test_wilson_gmres_unprec.cc
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@ -58,7 +58,7 @@ int main (int argc, char ** argv)
WilsonFermionR Dw(Umu,Grid,RBGrid,mass); WilsonFermionR Dw(Umu,Grid,RBGrid,mass);
MdagMLinearOperator<WilsonFermionR,LatticeFermion> HermOp(Dw); MdagMLinearOperator<WilsonFermionR,LatticeFermion> HermOp(Dw);
GeneralisedMinimalResidual<LatticeFermion> GMRES(1.0e-8,10000); GeneralisedMinimalResidual<LatticeFermion> GMRES(1.0e-8,10000, 1);
GMRES(HermOp,src,result); GMRES(HermOp,src,result);
Grid_finalize(); Grid_finalize();