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for dwf_precondition
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Azusa Yamaguchi
278
lib/algorithms/iterative/InexactPrecConjugateGradient.h
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278
lib/algorithms/iterative/InexactPrecConjugateGradient.h
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/*************************************************************************************
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Grid physics library, www.github.com/paboyle/Grid
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Source file: ./lib/algorithms/iterative/InexactPrecConjugateGradient.h
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Copyright (C) 2015
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Author: Christopher Kelly <ckelly@phys.columbia.edu>
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This program is free software; you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation; either version 2 of the License, or
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(at your option) any later version.
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This program is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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You should have received a copy of the GNU General Public License along
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with this program; if not, write to the Free Software Foundation, Inc.,
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51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
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See the full license in the file "LICENSE" in the top level distribution directory
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*************************************************************************************/
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/* END LEGAL */
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#ifndef GRID_INEXACT_PREC_CONJUGATE_GRADIENT_H_
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#define GRID_INEXACT_PREC_CONJUGATE_GRADIENT_H_
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namespace Grid {
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//Inexact preconditioned CG based on Golub, Ye, SIAM J. Sci. Comput., 21(4), 13051320.
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//(https://pdfs.semanticscholar.org/d2a9/d5bab02146a7fe3a244677432d21e33a2d98.pdf)
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template <class Field>
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class InexactPreconditionedConjugateGradient : public OperatorFunction<Field> {
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public:
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bool ErrorOnNoConverge; // throw an assert when the CG fails to converge.
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// Defaults true.
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RealD Tolerance;
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Integer MaxIterations;
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Integer IterationsToComplete; //Number of iterations the CG took to finish. Filled in upon completion
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LinearOperatorBase<Field> &Prec;
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InexactPreconditionedConjugateGradient(LinearOperatorBase<Field> &_Prec, RealD tol, Integer maxit, bool err_on_no_conv = true)
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: Prec(_Prec),
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Tolerance(tol),
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MaxIterations(maxit),
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ErrorOnNoConverge(err_on_no_conv){};
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void operator()(LinearOperatorBase<Field> &Linop, const Field &src, Field &psi) {
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psi.checkerboard = src.checkerboard;
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conformable(psi, src);
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Real ssq = norm2(src);
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RealD rsq = Tolerance * Tolerance * ssq; //inner stopping condition
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Field p(src);
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Field r(src);
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Field rnm1(src);
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Field mmp(src);
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Field z(src);
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//Initialize variables
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Linop.HermOp(psi, mmp);
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r = src - mmp;
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Real cp = norm2(r);
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p = zero;
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Real alpha = 0, beta = 0;
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Real z_nm1_dot_r_nm1;
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int n;
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for(n=1; n <= MaxIterations; n++) {
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//Check stopping condition
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if (cp <= rsq) {
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Linop.HermOp(psi, mmp);
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r = mmp - src;
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RealD srcnorm = sqrt(norm2(src));
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RealD resnorm = sqrt(norm2(r));
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RealD true_residual = resnorm / srcnorm;
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std::cout << GridLogMessage << "InexactPreconditionedConjugateGradient Converged on iteration " << n << std::endl;
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std::cout << GridLogMessage << "\tComputed residual " << sqrt(cp / ssq)<<std::endl;
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std::cout << GridLogMessage << "\tTrue residual " << true_residual<<std::endl;
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std::cout << GridLogMessage << "\tTarget " << Tolerance << std::endl;
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if (ErrorOnNoConverge) assert(true_residual / Tolerance < 10000.0);
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IterationsToComplete = n;
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return;
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}
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std::cout << GridLogIterative << std::setprecision(8)
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<< "InexactPreconditionedConjugateGradient: n=" << n << " residual " << cp << " target " << rsq << std::endl;
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//Apply preconditioner to current residual
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Prec.HermOp(r, z);
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//Update beta and store appropriate variables for next iteration
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Real z_n_dot_r_n = sqrt(norm(innerProduct(z,r)));
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if(n>1){
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// z^T_n ( r_n - r_{n-1} )
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// -----------------------
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// z^T_{n-1} r_{n-1}
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Real z_n_dot_r_nm1 = sqrt(norm(innerProduct(z,rnm1)));
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beta = ( z_n_dot_r_n - z_n_dot_r_nm1 ) / z_nm1_dot_r_nm1;
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std::cout << GridLogIterative << "beta " << beta << std::endl;
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}
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z_nm1_dot_r_nm1 = z_n_dot_r_n; //for next iteration
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rnm1 = r;
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axpy(p, beta, p, z); //p = beta * p + z
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//Compute alpha
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Linop.HermOp(p, mmp);
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alpha = z_n_dot_r_n / sqrt(norm(innerProduct(p, mmp)));
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std::cout << GridLogIterative << "alpha " << alpha << std::endl;
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//Update residual and solution
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cp = axpy_norm(r, -alpha, mmp, r);
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axpy(psi, alpha, p, psi);
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}
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std::cout << GridLogMessage << "InexactPreconditionedConjugateGradient did NOT converge"
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<< std::endl;
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if (ErrorOnNoConverge) assert(0);
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IterationsToComplete = n;
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}
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};
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template<class Field>
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class PolynomialPreconditioner : public LinearOperatorBase<Field> {
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Chebyshev<Field> Cheby;
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LinearOperatorBase<Field> &linop;
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public:
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int InnerIterations;
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int order;
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PolynomialPreconditioner(LinearOperatorBase<Field> &_linop,RealD lo, RealD hi, int _order)
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: linop(_linop), Cheby(lo,hi,_order,__InverseApproximation)
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{
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InnerIterations=0;
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order = _order;
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};
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void OpDiag (const Field &in, Field &out){ assert(0); }
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void OpDir (const Field &in, Field &out,int dir,int disp){ assert(0); }
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void Op (const Field &in, Field &out){ assert(0); }
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void AdjOp (const Field &in, Field &out){ assert(0); }
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void HermOpAndNorm(const Field &in, Field &out,RealD &n1,RealD &n2){
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HermOp(in,out);
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n1 = 0; n2 = norm2(out);
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}
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void HermOp(const Field &in, Field &out){
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Cheby(linop,in,out);
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InnerIterations+=order;
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}
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};
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template<class Field>
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class DoNothingLinearOperator : public LinearOperatorBase<Field> {
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public:
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void OpDiag (const Field &in, Field &out){ assert(0); }
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void OpDir (const Field &in, Field &out,int dir,int disp){ assert(0); }
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void Op (const Field &in, Field &out){ assert(0); }
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void AdjOp (const Field &in, Field &out){ assert(0); }
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void HermOpAndNorm(const Field &in, Field &out,RealD &n1,RealD &n2){ out = in; n1 = 0; n2 = norm2(out); }
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void HermOp(const Field &in, Field &out){ out = in; }
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};
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template<class Field>
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class FixedIterConjugateGradientPreconditioner : public LinearOperatorBase<Field> {
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public:
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LinearOperatorBase<Field> &linop;
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ConjugateGradient<Field> CG;
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FixedIterConjugateGradientPreconditioner (LinearOperatorBase<Field> &_linop, Integer _iter): linop(_linop), CG(1e-20, _iter){
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CG.ErrorOnNoConverge = false;
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}
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void OpDiag (const Field &in, Field &out){ assert(0); }
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void OpDir (const Field &in, Field &out,int dir,int disp){ assert(0); }
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void Op (const Field &in, Field &out){ assert(0); }
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void AdjOp (const Field &in, Field &out){ assert(0); }
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void HermOpAndNorm(const Field &in, Field &out,RealD &n1,RealD &n2){
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out = zero;
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CG(linop,in,out);
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n2 = norm2(out);
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}
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void HermOp(const Field &in, Field &out){
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out = zero;
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CG(linop,in,out);
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}
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};
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template<class Field>
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class SloppyConjugateGradientPreconditioner : public LinearOperatorBase<Field> {
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public:
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LinearOperatorBase<Field> &linop;
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ConjugateGradient<Field> CG;
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int InnerIterations;
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SloppyConjugateGradientPreconditioner (LinearOperatorBase<Field> &_linop, Real _resid, Integer max_iter): linop(_linop), CG(_resid, max_iter), InnerIterations(0){
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}
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void ResetCounters(){ InnerIterations = 0; }
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void OpDiag (const Field &in, Field &out){ assert(0); }
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void OpDir (const Field &in, Field &out,int dir,int disp){ assert(0); }
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void Op (const Field &in, Field &out){ assert(0); }
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void AdjOp (const Field &in, Field &out){ assert(0); }
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void HermOpAndNorm(const Field &in, Field &out,RealD &n1,RealD &n2){
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out = zero;
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CG(linop,in,out);
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InnerIterations += CG.IterationsToComplete;
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n2 = norm2(out);
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}
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void HermOp(const Field &in, Field &out){
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out = zero;
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CG(linop,in,out);
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InnerIterations += CG.IterationsToComplete;
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}
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};
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template<class FieldH, class FieldL>
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class SloppyConjugateGradientLowerPrecPreconditioner : public LinearOperatorBase<FieldH> {
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public:
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LinearOperatorBase<FieldL> &linop;
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ConjugateGradient<FieldL> CG;
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GridBase* L_grid; //lower-prec Grid
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int InnerIterations;
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FieldL tmp_l1;
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FieldL tmp_l2;
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SloppyConjugateGradientLowerPrecPreconditioner (LinearOperatorBase<FieldL> &_linop, GridBase* _L_grid, Real _resid, Integer max_iter): linop(_linop), CG(_resid, max_iter), InnerIterations(0), L_grid(_L_grid), tmp_l1(_L_grid), tmp_l2(_L_grid){
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CG.ErrorOnNoConverge = false;
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}
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void ResetCounters(){ InnerIterations = 0; }
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void OpDiag (const FieldH &in, FieldH &out){ assert(0); }
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void OpDir (const FieldH &in, FieldH &out,int dir,int disp){ assert(0); }
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void Op (const FieldH &in, FieldH &out){ assert(0); }
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void AdjOp (const FieldH &in, FieldH &out){ assert(0); }
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void HermOpAndNorm(const FieldH &in, FieldH &out,RealD &n1,RealD &n2){
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precisionChange(tmp_l1, in);
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tmp_l2 = zero;
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CG(linop,tmp_l1,tmp_l2);
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InnerIterations += CG.IterationsToComplete;
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precisionChange(out, tmp_l2);
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n2 = norm2(tmp_l2);
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}
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void HermOp(const FieldH &in, FieldH &out){
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precisionChange(tmp_l1, in);
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tmp_l2 = zero;
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CG(linop,tmp_l1,tmp_l2);
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InnerIterations += CG.IterationsToComplete;
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precisionChange(out, tmp_l2);
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}
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};
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}
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#endif
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