Merge branch 'develop' into feature/gpu-port

Grid/algorithms/iterative/ConjugateGradient.h

@@ -0,0 +1,180 @@
+/*************************************************************************************
+
+Grid physics library, www.github.com/paboyle/Grid
+
+Source file: ./lib/algorithms/iterative/ConjugateGradient.h
+
+Copyright (C) 2015
+
+Author: Azusa Yamaguchi <ayamaguc@staffmail.ed.ac.uk>
+Author: Peter Boyle <paboyle@ph.ed.ac.uk>
+Author: paboyle <paboyle@ph.ed.ac.uk>
+
+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_H
+#define GRID_CONJUGATE_GRADIENT_H
+
+NAMESPACE_BEGIN(Grid);
+
+/////////////////////////////////////////////////////////////
+// Base classes for iterative processes based on operators
+// single input vec, single output vec.
+/////////////////////////////////////////////////////////////
+
+template <class Field>
+class ConjugateGradient : public OperatorFunction<Field> {
+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
+  
+  ConjugateGradient(RealD tol, Integer maxit, bool err_on_no_conv = true)
+    : Tolerance(tol),
+      MaxIterations(maxit),
+      ErrorOnNoConverge(err_on_no_conv){};
+
+  void operator()(LinearOperatorBase<Field> &Linop, const Field &src, Field &psi) {
+
+    psi.Checkerboard() = src.Checkerboard();
+
+    conformable(psi, src);
+
+    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);
+    assert(std::isnan(guess) == 0);
+
+    
+    Linop.HermOpAndNorm(psi, mmp, d, b);
+    
+    r = src - mmp;
+    p = r;
+
+    a = norm2(p);
+    cp = a;
+    ssq = norm2(src);
+
+    std::cout << GridLogIterative << std::setprecision(8) << "ConjugateGradient: guess " << guess << std::endl;
+    std::cout << GridLogIterative << std::setprecision(8) << "ConjugateGradient:   src " << ssq << std::endl;
+    std::cout << GridLogIterative << std::setprecision(8) << "ConjugateGradient:    mp " << d << std::endl;
+    std::cout << GridLogIterative << std::setprecision(8) << "ConjugateGradient:   mmp " << b << std::endl;
+    std::cout << GridLogIterative << std::setprecision(8) << "ConjugateGradient:  cp,r " << cp << std::endl;
+    std::cout << GridLogIterative << std::setprecision(8) << "ConjugateGradient:     p " << a << std::endl;
+
+    RealD rsq = Tolerance * Tolerance * ssq;
+
+    // Check if guess is really REALLY good :)
+    if (cp <= rsq) {
+      return;
+    }
+
+    std::cout << GridLogIterative << std::setprecision(8)
+              << "ConjugateGradient: k=0 residual " << cp << " target " << rsq << std::endl;
+
+    GridStopWatch LinalgTimer;
+    GridStopWatch InnerTimer;
+    GridStopWatch AxpyNormTimer;
+    GridStopWatch LinearCombTimer;
+    GridStopWatch MatrixTimer;
+    GridStopWatch SolverTimer;
+
+    SolverTimer.Start();
+    int k;
+    for (k = 1; k <= MaxIterations*1000; k++) {
+      c = cp;
+
+      MatrixTimer.Start();
+      Linop.HermOp(p, mmp);
+      MatrixTimer.Stop();
+
+      LinalgTimer.Start();
+
+      InnerTimer.Start();
+      ComplexD dc  = innerProduct(p,mmp);
+      InnerTimer.Stop();
+      d = dc.real();
+      a = c / d;
+
+      AxpyNormTimer.Start();
+      cp = axpy_norm(r, -a, mmp, r);
+      AxpyNormTimer.Stop();
+      b = cp / c;
+
+      LinearCombTimer.Start();
+      auto psi_v = psi.View();
+      auto p_v   = p.View();
+      auto r_v   = r.View();
+      parallel_for(int ss=0;ss<src.Grid()->oSites();ss++){
+	vstream(psi_v[ss], a      *  p_v[ss] + psi_v[ss]);
+	vstream(p_v  [ss], b      *  p_v[ss] + r_v[ss]);
+      }
+      LinearCombTimer.Stop();
+      LinalgTimer.Stop();
+
+      std::cout << GridLogIterative << "ConjugateGradient: Iteration " << k
+                << " residual^2 " << sqrt(cp/ssq) << " target " << Tolerance << std::endl;
+
+      // Stopping condition
+      if (cp <= rsq) {
+        SolverTimer.Stop();
+        Linop.HermOpAndNorm(psi, mmp, d, qq);
+        p = mmp - src;
+
+        RealD srcnorm = std::sqrt(norm2(src));
+        RealD resnorm = std::sqrt(norm2(p));
+        RealD true_residual = resnorm / srcnorm;
+
+        std::cout << GridLogMessage << "ConjugateGradient Converged on iteration " << k << std::endl;
+        std::cout << GridLogMessage << "\tComputed residual " << std::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;
+	std::cout << GridLogMessage << "\tInner      " << InnerTimer.Elapsed() <<std::endl;
+	std::cout << GridLogMessage << "\tAxpyNorm   " << AxpyNormTimer.Elapsed() <<std::endl;
+	std::cout << GridLogMessage << "\tLinearComb " << LinearCombTimer.Elapsed() <<std::endl;
+
+        if (ErrorOnNoConverge) assert(true_residual / Tolerance < 10000.0);
+
+	IterationsToComplete = k;	
+
+        return;
+      }
+    }
+    std::cout << GridLogMessage << "ConjugateGradient did NOT converge"
+              << std::endl;
+
+    if (ErrorOnNoConverge) assert(0);
+    IterationsToComplete = k;
+
+  }
+};
+NAMESPACE_END(Grid);
+#endif