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Merge branch 'develop' into feature/doxygen
# Conflicts: # configure.ac
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@ -1,153 +1,168 @@
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/*************************************************************************************
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/*************************************************************************************
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Grid physics library, www.github.com/paboyle/Grid
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Grid physics library, www.github.com/paboyle/Grid
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Source file: ./lib/algorithms/iterative/ConjugateGradient.h
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Source file: ./lib/algorithms/iterative/ConjugateGradient.h
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Copyright (C) 2015
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Copyright (C) 2015
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Author: Azusa Yamaguchi <ayamaguc@staffmail.ed.ac.uk>
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Author: Peter Boyle <paboyle@ph.ed.ac.uk>
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Author: paboyle <paboyle@ph.ed.ac.uk>
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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 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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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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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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See the full license in the file "LICENSE" in the top level distribution
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directory
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*************************************************************************************/
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/* END LEGAL */
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#ifndef GRID_CONJUGATE_GRADIENT_H
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#define GRID_CONJUGATE_GRADIENT_H
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namespace Grid {
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/////////////////////////////////////////////////////////////
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// Base classes for iterative processes based on operators
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// single input vec, single output vec.
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/////////////////////////////////////////////////////////////
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/////////////////////////////////////////////////////////////
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// Base classes for iterative processes based on operators
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// single input vec, single output vec.
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/////////////////////////////////////////////////////////////
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template<class Field>
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class ConjugateGradient : public OperatorFunction<Field> {
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public:
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bool ErrorOnNoConverge; //throw an assert when the CG fails to converge. Defaults true.
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RealD Tolerance;
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Integer MaxIterations;
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ConjugateGradient(RealD tol,Integer maxit, bool err_on_no_conv = true) : Tolerance(tol), MaxIterations(maxit), ErrorOnNoConverge(err_on_no_conv){
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};
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template <class Field>
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class ConjugateGradient : 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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ConjugateGradient(RealD tol, Integer maxit, bool err_on_no_conv = true)
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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,
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Field &psi) {
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psi.checkerboard = src.checkerboard;
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conformable(psi, src);
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void operator() (LinearOperatorBase<Field> &Linop,const Field &src, Field &psi){
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RealD cp, c, a, d, b, ssq, qq, b_pred;
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psi.checkerboard = src.checkerboard;
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conformable(psi,src);
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Field p(src);
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Field mmp(src);
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Field r(src);
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RealD cp,c,a,d,b,ssq,qq,b_pred;
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Field p(src);
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Field mmp(src);
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Field r(src);
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//Initial residual computation & set up
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RealD guess = norm2(psi);
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assert(std::isnan(guess)==0);
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// Initial residual computation & set up
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RealD guess = norm2(psi);
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assert(std::isnan(guess) == 0);
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Linop.HermOpAndNorm(psi,mmp,d,b);
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r= src-mmp;
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p= r;
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a =norm2(p);
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cp =a;
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ssq=norm2(src);
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Linop.HermOpAndNorm(psi, mmp, d, b);
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std::cout<<GridLogIterative <<std::setprecision(4)<< "ConjugateGradient: guess "<<guess<<std::endl;
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std::cout<<GridLogIterative <<std::setprecision(4)<< "ConjugateGradient: src "<<ssq <<std::endl;
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std::cout<<GridLogIterative <<std::setprecision(4)<< "ConjugateGradient: mp "<<d <<std::endl;
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std::cout<<GridLogIterative <<std::setprecision(4)<< "ConjugateGradient: mmp "<<b <<std::endl;
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std::cout<<GridLogIterative <<std::setprecision(4)<< "ConjugateGradient: cp,r "<<cp <<std::endl;
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std::cout<<GridLogIterative <<std::setprecision(4)<< "ConjugateGradient: p "<<a <<std::endl;
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r = src - mmp;
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p = r;
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RealD rsq = Tolerance* Tolerance*ssq;
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//Check if guess is really REALLY good :)
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if ( cp <= rsq ) {
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return;
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}
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std::cout<<GridLogIterative << std::setprecision(4)<< "ConjugateGradient: k=0 residual "<<cp<<" target "<<rsq<<std::endl;
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a = norm2(p);
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cp = a;
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ssq = norm2(src);
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GridStopWatch LinalgTimer;
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GridStopWatch MatrixTimer;
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GridStopWatch SolverTimer;
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std::cout << GridLogIterative << std::setprecision(4)
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<< "ConjugateGradient: guess " << guess << std::endl;
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std::cout << GridLogIterative << std::setprecision(4)
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<< "ConjugateGradient: src " << ssq << std::endl;
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std::cout << GridLogIterative << std::setprecision(4)
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<< "ConjugateGradient: mp " << d << std::endl;
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std::cout << GridLogIterative << std::setprecision(4)
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<< "ConjugateGradient: mmp " << b << std::endl;
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std::cout << GridLogIterative << std::setprecision(4)
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<< "ConjugateGradient: cp,r " << cp << std::endl;
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std::cout << GridLogIterative << std::setprecision(4)
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<< "ConjugateGradient: p " << a << std::endl;
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SolverTimer.Start();
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int k;
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for (k=1;k<=MaxIterations;k++){
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c=cp;
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RealD rsq = Tolerance * Tolerance * ssq;
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MatrixTimer.Start();
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Linop.HermOpAndNorm(p,mmp,d,qq);
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MatrixTimer.Stop();
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LinalgTimer.Start();
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// RealD qqck = norm2(mmp);
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// ComplexD dck = innerProduct(p,mmp);
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a = c/d;
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b_pred = a*(a*qq-d)/c;
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cp = axpy_norm(r,-a,mmp,r);
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b = cp/c;
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// Fuse these loops ; should be really easy
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psi= a*p+psi;
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p = p*b+r;
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LinalgTimer.Stop();
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std::cout<<GridLogIterative<<"ConjugateGradient: Iteration " <<k<<" residual "<<cp<< " target "<< rsq<<std::endl;
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// Stopping condition
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if ( cp <= rsq ) {
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SolverTimer.Stop();
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Linop.HermOpAndNorm(psi,mmp,d,qq);
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p=mmp-src;
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RealD mmpnorm = sqrt(norm2(mmp));
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RealD psinorm = sqrt(norm2(psi));
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RealD srcnorm = sqrt(norm2(src));
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RealD resnorm = sqrt(norm2(p));
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RealD true_residual = resnorm/srcnorm;
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std::cout<<GridLogMessage<<"ConjugateGradient: Converged on iteration " <<k
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<<" computed residual "<<sqrt(cp/ssq)
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<<" true residual " <<true_residual
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<<" target "<<Tolerance<<std::endl;
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std::cout<<GridLogMessage<<"Time elapsed: Total "<< SolverTimer.Elapsed() << " Matrix "<<MatrixTimer.Elapsed() << " Linalg "<<LinalgTimer.Elapsed();
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std::cout<<std::endl;
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if(ErrorOnNoConverge)
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assert(true_residual/Tolerance < 1000.0);
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return;
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}
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}
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std::cout<<GridLogMessage<<"ConjugateGradient did NOT converge"<<std::endl;
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if(ErrorOnNoConverge)
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assert(0);
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// Check if guess is really REALLY good :)
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if (cp <= rsq) {
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return;
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}
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};
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std::cout << GridLogIterative << std::setprecision(4)
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<< "ConjugateGradient: k=0 residual " << cp << " target " << rsq
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<< std::endl;
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GridStopWatch LinalgTimer;
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GridStopWatch MatrixTimer;
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GridStopWatch SolverTimer;
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SolverTimer.Start();
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int k;
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for (k = 1; k <= MaxIterations; k++) {
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c = cp;
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MatrixTimer.Start();
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Linop.HermOpAndNorm(p, mmp, d, qq);
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MatrixTimer.Stop();
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LinalgTimer.Start();
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// RealD qqck = norm2(mmp);
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// ComplexD dck = innerProduct(p,mmp);
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a = c / d;
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b_pred = a * (a * qq - d) / c;
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cp = axpy_norm(r, -a, mmp, r);
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b = cp / c;
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// Fuse these loops ; should be really easy
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psi = a * p + psi;
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p = p * b + r;
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LinalgTimer.Stop();
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std::cout << GridLogIterative << "ConjugateGradient: Iteration " << k
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<< " residual " << cp << " target " << rsq << std::endl;
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// Stopping condition
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if (cp <= rsq) {
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SolverTimer.Stop();
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Linop.HermOpAndNorm(psi, mmp, d, qq);
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p = mmp - src;
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RealD mmpnorm = sqrt(norm2(mmp));
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RealD psinorm = sqrt(norm2(psi));
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RealD srcnorm = sqrt(norm2(src));
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RealD resnorm = sqrt(norm2(p));
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RealD true_residual = resnorm / srcnorm;
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std::cout << GridLogMessage
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<< "ConjugateGradient: Converged on iteration " << k << std::endl;
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std::cout << GridLogMessage << "Computed residual " << sqrt(cp / ssq)
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<< " true residual " << true_residual << " target "
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<< Tolerance << std::endl;
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std::cout << GridLogMessage << "Time elapsed: Iterations "
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<< SolverTimer.Elapsed() << " Matrix "
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<< MatrixTimer.Elapsed() << " Linalg "
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<< LinalgTimer.Elapsed();
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std::cout << std::endl;
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if (ErrorOnNoConverge) assert(true_residual / Tolerance < 1000.0);
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return;
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}
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}
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std::cout << GridLogMessage << "ConjugateGradient did NOT converge"
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<< std::endl;
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if (ErrorOnNoConverge) assert(0);
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}
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};
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}
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#endif
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