mirror of
https://github.com/paboyle/Grid.git
synced 2024-11-10 07:55:35 +00:00
Merge branch 'feature/CG-reliable-update' into ckelly_develop
This commit is contained in:
Christopher Kelly
commit
9b6cde173f
@ -44,6 +44,7 @@ Author: Peter Boyle <paboyle@ph.ed.ac.uk>
|
||||
#include <Grid/algorithms/iterative/SchurRedBlack.h>
|
||||
#include <Grid/algorithms/iterative/ConjugateGradientMultiShift.h>
|
||||
#include <Grid/algorithms/iterative/ConjugateGradientMixedPrec.h>
|
||||
#include <Grid/algorithms/iterative/ConjugateGradientReliableUpdate.h>
|
||||
|
||||
// Lanczos support
|
||||
//#include <Grid/algorithms/iterative/MatrixUtils.h>
|
||||
|
||||
231
lib/algorithms/iterative/ConjugateGradientReliableUpdate.h
Normal file
231
lib/algorithms/iterative/ConjugateGradientReliableUpdate.h
Normal file
@ -0,0 +1,231 @@
|
||||
/*************************************************************************************
|
||||
|
||||
Grid physics library, www.github.com/paboyle/Grid
|
||||
|
||||
Source file: ./lib/algorithms/iterative/ConjugateGradientReliableUpdate.h
|
||||
|
||||
Copyright (C) 2015
|
||||
|
||||
Author: Christopher Kelly <ckelly@phys.columbia.edu>
|
||||
|
||||
This program is free software; you can redistribute it and/or modify
|
||||
it under the terms of the GNU General Public License as published by
|
||||
the Free Software Foundation; either version 2 of the License, or
|
||||
(at your option) any later version.
|
||||
|
||||
This program is distributed in the hope that it will be useful,
|
||||
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
GNU General Public License for more details.
|
||||
|
||||
You should have received a copy of the GNU General Public License along
|
||||
with this program; if not, write to the Free Software Foundation, Inc.,
|
||||
51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
|
||||
|
||||
See the full license in the file "LICENSE" in the top level distribution directory
|
||||
*************************************************************************************/
|
||||
/* END LEGAL */
|
||||
#ifndef GRID_CONJUGATE_GRADIENT_RELIABLE_UPDATE_H
|
||||
#define GRID_CONJUGATE_GRADIENT_RELIABLE_UPDATE_H
|
||||
|
||||
namespace Grid {
|
||||
|
||||
template<class FieldD,class FieldF, typename std::enable_if< getPrecision<FieldD>::value == 2, int>::type = 0,typename std::enable_if< getPrecision<FieldF>::value == 1, int>::type = 0>
|
||||
class ConjugateGradientReliableUpdate : public LinearFunction<FieldD> {
|
||||
public:
|
||||
bool ErrorOnNoConverge; // throw an assert when the CG fails to converge.
|
||||
// Defaults true.
|
||||
RealD Tolerance;
|
||||
Integer MaxIterations;
|
||||
Integer IterationsToComplete; //Number of iterations the CG took to finish. Filled in upon completion
|
||||
Integer ReliableUpdatesPerformed;
|
||||
|
||||
bool DoFinalCleanup; //Final DP cleanup, defaults to true
|
||||
Integer IterationsToCleanup; //Final DP cleanup step iterations
|
||||
|
||||
LinearOperatorBase<FieldF> &Linop_f;
|
||||
LinearOperatorBase<FieldD> &Linop_d;
|
||||
GridBase* SinglePrecGrid;
|
||||
RealD Delta; //reliable update parameter
|
||||
|
||||
ConjugateGradientReliableUpdate(RealD tol, Integer maxit, RealD _delta, GridBase* _sp_grid, LinearOperatorBase<FieldF> &_Linop_f, LinearOperatorBase<FieldD> &_Linop_d, bool err_on_no_conv = true)
|
||||
: Tolerance(tol),
|
||||
MaxIterations(maxit),
|
||||
Delta(_delta),
|
||||
Linop_f(_Linop_f),
|
||||
Linop_d(_Linop_d),
|
||||
SinglePrecGrid(_sp_grid),
|
||||
ErrorOnNoConverge(err_on_no_conv),
|
||||
DoFinalCleanup(true)
|
||||
{};
|
||||
|
||||
void operator()(const FieldD &src, FieldD &psi) {
|
||||
psi.checkerboard = src.checkerboard;
|
||||
conformable(psi, src);
|
||||
|
||||
RealD cp, c, a, d, b, ssq, qq, b_pred;
|
||||
|
||||
FieldD p(src);
|
||||
FieldD mmp(src);
|
||||
FieldD r(src);
|
||||
|
||||
// Initial residual computation & set up
|
||||
RealD guess = norm2(psi);
|
||||
assert(std::isnan(guess) == 0);
|
||||
|
||||
Linop_d.HermOpAndNorm(psi, mmp, d, b);
|
||||
|
||||
r = src - mmp;
|
||||
p = r;
|
||||
|
||||
a = norm2(p);
|
||||
cp = a;
|
||||
ssq = norm2(src);
|
||||
|
||||
std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradientReliableUpdate: guess " << guess << std::endl;
|
||||
std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradientReliableUpdate: src " << ssq << std::endl;
|
||||
std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradientReliableUpdate: mp " << d << std::endl;
|
||||
std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradientReliableUpdate: mmp " << b << std::endl;
|
||||
std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradientReliableUpdate: cp,r " << cp << std::endl;
|
||||
std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradientReliableUpdate: p " << a << std::endl;
|
||||
|
||||
RealD rsq = Tolerance * Tolerance * ssq;
|
||||
|
||||
// Check if guess is really REALLY good :)
|
||||
if (cp <= rsq) {
|
||||
return;
|
||||
}
|
||||
|
||||
//Single prec initialization
|
||||
FieldF r_f(SinglePrecGrid);
|
||||
r_f.checkerboard = r.checkerboard;
|
||||
precisionChange(r_f, r);
|
||||
|
||||
FieldF psi_f(r_f);
|
||||
psi_f = zero;
|
||||
|
||||
FieldF p_f(r_f);
|
||||
FieldF mmp_f(r_f);
|
||||
|
||||
RealD MaxResidSinceLastRelUp = cp; //initial residual
|
||||
|
||||
std::cout << GridLogIterative << std::setprecision(4)
|
||||
<< "ConjugateGradient: k=0 residual " << cp << " target " << rsq << std::endl;
|
||||
|
||||
GridStopWatch LinalgTimer;
|
||||
GridStopWatch MatrixTimer;
|
||||
GridStopWatch SolverTimer;
|
||||
|
||||
SolverTimer.Start();
|
||||
int k = 0;
|
||||
int l = 0;
|
||||
|
||||
for (k = 1; k <= MaxIterations; k++) {
|
||||
c = cp;
|
||||
|
||||
MatrixTimer.Start();
|
||||
Linop_f.HermOpAndNorm(p_f, mmp_f, d, qq);
|
||||
MatrixTimer.Stop();
|
||||
|
||||
LinalgTimer.Start();
|
||||
|
||||
a = c / d;
|
||||
b_pred = a * (a * qq - d) / c;
|
||||
|
||||
cp = axpy_norm(r_f, -a, mmp_f, r_f);
|
||||
b = cp / c;
|
||||
|
||||
// Fuse these loops ; should be really easy
|
||||
psi_f = a * p_f + psi_f;
|
||||
//p_f = p_f * b + r_f;
|
||||
|
||||
LinalgTimer.Stop();
|
||||
|
||||
std::cout << GridLogIterative << "ConjugateGradientReliableUpdate: Iteration " << k
|
||||
<< " residual " << cp << " target " << rsq << std::endl;
|
||||
std::cout << GridLogDebug << "a = "<< a << " b_pred = "<< b_pred << " b = "<< b << std::endl;
|
||||
std::cout << GridLogDebug << "qq = "<< qq << " d = "<< d << " c = "<< c << std::endl;
|
||||
|
||||
if(cp > MaxResidSinceLastRelUp){
|
||||
std::cout << GridLogIterative << "ConjugateGradientReliableUpdate: updating MaxResidSinceLastRelUp : " << MaxResidSinceLastRelUp << " -> " << cp << std::endl;
|
||||
MaxResidSinceLastRelUp = cp;
|
||||
}
|
||||
|
||||
// Stopping condition
|
||||
if (cp <= rsq) {
|
||||
//Although not written in the paper, I assume that I have to add on the final solution
|
||||
precisionChange(mmp, psi_f);
|
||||
psi = psi + mmp;
|
||||
|
||||
|
||||
SolverTimer.Stop();
|
||||
Linop_d.HermOpAndNorm(psi, mmp, d, qq);
|
||||
p = mmp - src;
|
||||
|
||||
RealD srcnorm = sqrt(norm2(src));
|
||||
RealD resnorm = sqrt(norm2(p));
|
||||
RealD true_residual = resnorm / srcnorm;
|
||||
|
||||
std::cout << GridLogMessage << "ConjugateGradientReliableUpdate Converged on iteration " << k << " after " << l << " reliable updates" << 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 = k;
|
||||
ReliableUpdatesPerformed = l;
|
||||
|
||||
if(DoFinalCleanup){
|
||||
//Do a final CG to cleanup
|
||||
std::cout << GridLogMessage << "ConjugateGradientReliableUpdate performing final cleanup.\n";
|
||||
ConjugateGradient<FieldD> CG(Tolerance,MaxIterations);
|
||||
CG.ErrorOnNoConverge = ErrorOnNoConverge;
|
||||
CG(Linop_d,src,psi);
|
||||
IterationsToCleanup = CG.IterationsToComplete;
|
||||
}
|
||||
else if (ErrorOnNoConverge) assert(true_residual / Tolerance < 10000.0);
|
||||
|
||||
std::cout << GridLogMessage << "ConjugateGradientReliableUpdate complete.\n";
|
||||
return;
|
||||
}
|
||||
else if(cp < Delta * MaxResidSinceLastRelUp) { //reliable update
|
||||
std::cout << GridLogMessage << "ConjugateGradientReliableUpdate "
|
||||
<< cp << "(residual) < " << Delta << "(Delta) * " << MaxResidSinceLastRelUp << "(MaxResidSinceLastRelUp) on iteration " << k << " : performing reliable update\n";
|
||||
precisionChange(mmp, psi_f);
|
||||
psi = psi + mmp;
|
||||
|
||||
Linop_d.HermOpAndNorm(psi, mmp, d, qq);
|
||||
r = src - mmp;
|
||||
|
||||
psi_f = zero;
|
||||
precisionChange(r_f, r);
|
||||
cp = norm2(r);
|
||||
MaxResidSinceLastRelUp = cp;
|
||||
|
||||
std::cout << GridLogMessage << "ConjugateGradientReliableUpdate new residual " << cp << std::endl;
|
||||
|
||||
l = l+1;
|
||||
}
|
||||
|
||||
p_f = p_f * b + r_f; //update search vector after reliable update appears to help convergence
|
||||
|
||||
}
|
||||
std::cout << GridLogMessage << "ConjugateGradientReliableUpdate did NOT converge"
|
||||
<< std::endl;
|
||||
|
||||
if (ErrorOnNoConverge) assert(0);
|
||||
IterationsToComplete = k;
|
||||
ReliableUpdatesPerformed = l;
|
||||
}
|
||||
};
|
||||
|
||||
|
||||
};
|
||||
|
||||
|
||||
|
||||
#endif
|
||||
@ -80,31 +80,47 @@ int main (int argc, char ** argv)
|
||||
|
||||
|
||||
LatticeFermionD src_o(FrbGrid);
|
||||
LatticeFermionD result_o(FrbGrid);
|
||||
LatticeFermionD result_o_2(FrbGrid);
|
||||
LatticeFermionD result_cg(FrbGrid);
|
||||
pickCheckerboard(Odd,src_o,src);
|
||||
result_o.checkerboard = Odd;
|
||||
result_o = zero;
|
||||
result_o_2.checkerboard = Odd;
|
||||
result_o_2 = zero;
|
||||
result_cg.checkerboard = Odd;
|
||||
result_cg = zero;
|
||||
LatticeFermionD result_mcg(result_cg);
|
||||
LatticeFermionD result_rlcg(result_cg);
|
||||
|
||||
SchurDiagMooeeOperator<DomainWallFermionD,LatticeFermionD> HermOpEO(Ddwf);
|
||||
SchurDiagMooeeOperator<DomainWallFermionFH,LatticeFermionF> HermOpEO_f(Ddwf_f);
|
||||
|
||||
//#define DO_MIXED_CG
|
||||
#define DO_RLUP_CG
|
||||
|
||||
#ifdef DO_MIXED_CG
|
||||
std::cout << "Starting mixed CG" << std::endl;
|
||||
MixedPrecisionConjugateGradient<LatticeFermionD,LatticeFermionF> mCG(1.0e-8, 10000, 50, FrbGrid_f, HermOpEO_f, HermOpEO);
|
||||
mCG.InnerTolerance = 3.0e-5;
|
||||
mCG(src_o,result_o);
|
||||
mCG(src_o,result_mcg);
|
||||
#endif
|
||||
|
||||
#ifdef DO_RLUP_CG
|
||||
std::cout << "Starting reliable update CG" << std::endl;
|
||||
ConjugateGradientReliableUpdate<LatticeFermionD,LatticeFermionF> rlCG(1.e-8, 10000, 0.1, FrbGrid_f, HermOpEO_f, HermOpEO);
|
||||
rlCG(src_o,result_rlcg);
|
||||
#endif
|
||||
|
||||
std::cout << "Starting regular CG" << std::endl;
|
||||
ConjugateGradient<LatticeFermionD> CG(1.0e-8,10000);
|
||||
CG(HermOpEO,src_o,result_o_2);
|
||||
CG(HermOpEO,src_o,result_cg);
|
||||
|
||||
LatticeFermionD diff_o(FrbGrid);
|
||||
RealD diff = axpy_norm(diff_o, -1.0, result_o, result_o_2);
|
||||
|
||||
std::cout << "Diff between mixed and regular CG: " << diff << std::endl;
|
||||
#ifdef DO_MIXED_CG
|
||||
LatticeFermionD diff_mcg(FrbGrid);
|
||||
RealD vdiff_mcg = axpy_norm(diff_mcg, -1.0, result_cg, result_mcg);
|
||||
std::cout << "Diff between mixed and regular CG: " << vdiff_mcg << std::endl;
|
||||
#endif
|
||||
|
||||
#ifdef DO_RLUP_CG
|
||||
LatticeFermionD diff_rlcg(FrbGrid);
|
||||
RealD vdiff_rlcg = axpy_norm(diff_rlcg, -1.0, result_cg, result_rlcg);
|
||||
std::cout << "Diff between reliable update and regular CG: " << vdiff_rlcg << std::endl;
|
||||
#endif
|
||||
|
||||
Grid_finalize();
|
||||
}
|
||||
|
||||
Loading…
Reference in New Issue
Block a user