mirror of
https://github.com/paboyle/Grid.git
synced 2024-11-10 07:55:35 +00:00
Very early version of MR solver
This commit is contained in:
Daniel Richtmann
parent
074db32e54
commit
f61c0b5d03
@ -47,6 +47,7 @@ Author: Peter Boyle <paboyle@ph.ed.ac.uk>
|
||||
#include <Grid/algorithms/iterative/ConjugateGradientMixedPrec.h>
|
||||
#include <Grid/algorithms/iterative/BlockConjugateGradient.h>
|
||||
#include <Grid/algorithms/iterative/ConjugateGradientReliableUpdate.h>
|
||||
#include <Grid/algorithms/iterative/MinimalResidual.h>
|
||||
#include <Grid/algorithms/iterative/GeneralisedMinimalResidual.h>
|
||||
#include <Grid/algorithms/iterative/ImplicitlyRestartedLanczos.h>
|
||||
#include <Grid/algorithms/CoarsenedMatrix.h>
|
||||
|
||||
@ -38,177 +38,24 @@ namespace Grid {
|
||||
// single input vec, single output vec.
|
||||
/////////////////////////////////////////////////////////////
|
||||
|
||||
template <class Field>
|
||||
class MinimalResidual : public OperatorFunction<Field> {
|
||||
template<class Field> class MinimalResidual : public OperatorFunction<Field> {
|
||||
public:
|
||||
bool ErrorOnNoConverge; // throw an assert when the MR fails to converge.
|
||||
// Defaults true.
|
||||
RealD Tolerance;
|
||||
bool ErrorOnNoConverge; // throw an assert when the MR fails to converge.
|
||||
// Defaults true.
|
||||
RealD Tolerance;
|
||||
Integer MaxIterations;
|
||||
Integer IterationsToComplete; //Number of iterations the MR took to finish. Filled in upon completion
|
||||
|
||||
Integer IterationsToComplete; // Number of iterations the MR took to finish. Filled in upon completion
|
||||
|
||||
MinimalResidual(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; // Check
|
||||
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);
|
||||
/////
|
||||
|
||||
Field p {src};
|
||||
Field matrixTimesPsi {src};
|
||||
Field r {src};
|
||||
|
||||
RealD alpha {};
|
||||
|
||||
// Initial residual computation & set up
|
||||
RealD guess = norm2(psi);
|
||||
assert(std::isnan(guess) == 0);
|
||||
|
||||
Linop.HermOp(psi, matrixTimesPsi);
|
||||
|
||||
r = src - matrixTimesPsi;
|
||||
|
||||
Linop.HermOp(r, p);
|
||||
|
||||
alpha = innerProduct(p,r) / innerProduct(p,p);
|
||||
psi = psi + alpha * r;
|
||||
r = r - alpha * p;
|
||||
|
||||
Linop.HermOp(r, p);
|
||||
|
||||
|
||||
////////////////////////////////////////////////////////////////////////////////
|
||||
////////////////////////////////////////////////////////////////////////////////
|
||||
|
||||
// RealD cp, c, a, d, b, ssq, qq, b_pred;
|
||||
|
||||
Field p(src);
|
||||
Field matrixTimesPsi(src);
|
||||
// Field r(src);
|
||||
|
||||
// Initial residual computation & set up
|
||||
RealD guess = norm2(psi);
|
||||
assert(std::isnan(guess) == 0);
|
||||
|
||||
|
||||
Linop.HermOpAndNorm(psi, matrixTimesPsi, d, b);
|
||||
|
||||
|
||||
r = src - matrixTimesPsi;
|
||||
p = matrixTimesPsi;
|
||||
|
||||
a = norm2(p);
|
||||
cp = a;
|
||||
ssq = norm2(src);
|
||||
|
||||
std::cout << GridLogIterative << std::setprecision(4)
|
||||
<< "MinimalResidual: guess " << guess << std::endl;
|
||||
std::cout << GridLogIterative << std::setprecision(4)
|
||||
<< "MinimalResidual: src " << ssq << std::endl;
|
||||
std::cout << GridLogIterative << std::setprecision(4)
|
||||
<< "MinimalResidual: mp " << d << std::endl;
|
||||
std::cout << GridLogIterative << std::setprecision(4)
|
||||
<< "MinimalResidual: matrixTimesPsi " << b << std::endl;
|
||||
std::cout << GridLogIterative << std::setprecision(4)
|
||||
<< "MinimalResidual: cp,r " << cp << std::endl;
|
||||
std::cout << GridLogIterative << std::setprecision(4)
|
||||
<< "MinimalResidual: 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(4)
|
||||
<< "MinimalResidual: k=0 residual " << cp << " target " << rsq
|
||||
<< std::endl;
|
||||
|
||||
GridStopWatch LinalgTimer;
|
||||
GridStopWatch MatrixTimer;
|
||||
GridStopWatch SolverTimer;
|
||||
|
||||
SolverTimer.Start();
|
||||
int k;
|
||||
for (k = 1; k <= MaxIterations; k++) {
|
||||
c = cp;
|
||||
|
||||
MatrixTimer.Start();
|
||||
Linop.HermOpAndNorm(p, matrixTimesPsi, d, qq);
|
||||
MatrixTimer.Stop();
|
||||
|
||||
LinalgTimer.Start();
|
||||
// RealD qqck = norm2(matrixTimesPsi);
|
||||
// ComplexD dck = innerProduct(p,matrixTimesPsi);
|
||||
|
||||
a = c / d;
|
||||
b_pred = a * (a * qq - d) / c;
|
||||
|
||||
cp = axpy_norm(r, -a, matrixTimesPsi, r);
|
||||
b = cp / c;
|
||||
|
||||
// Fuse these loops ; should be really easy
|
||||
psi = a * p + psi;
|
||||
p = p * b + r;
|
||||
|
||||
LinalgTimer.Stop();
|
||||
std::cout << GridLogIterative << "MinimalResidual: Iteration " << k
|
||||
<< " residual " << cp << " target " << rsq << std::endl;
|
||||
|
||||
// Stopping condition
|
||||
if (cp <= rsq) {
|
||||
SolverTimer.Stop();
|
||||
Linop.HermOpAndNorm(psi, matrixTimesPsi, d, qq);
|
||||
p = matrixTimesPsi - src;
|
||||
|
||||
RealD matrixTimesPsiNorm = sqrt(norm2(matrixTimesPsi));
|
||||
RealD psinorm = sqrt(norm2(psi));
|
||||
RealD srcnorm = sqrt(norm2(src));
|
||||
RealD resnorm = sqrt(norm2(p));
|
||||
RealD true_residual = resnorm / srcnorm;
|
||||
|
||||
std::cout << GridLogMessage
|
||||
<< "MinimalResidual: Converged on iteration " << k << std::endl;
|
||||
std::cout << GridLogMessage << "Computed residual " << sqrt(cp / ssq)
|
||||
<< " true residual " << true_residual << " target "
|
||||
<< Tolerance << std::endl;
|
||||
std::cout << GridLogMessage << "Time elapsed: Iterations "
|
||||
<< SolverTimer.Elapsed() << " Matrix "
|
||||
<< MatrixTimer.Elapsed() << " Linalg "
|
||||
<< LinalgTimer.Elapsed();
|
||||
std::cout << std::endl;
|
||||
|
||||
if (ErrorOnNoConverge) assert(true_residual / Tolerance < 10000.0);
|
||||
IterationsToComplete = k;
|
||||
return;
|
||||
}
|
||||
}
|
||||
std::cout << GridLogMessage << "MinimalResidual did NOT converge"
|
||||
<< std::endl;
|
||||
if (ErrorOnNoConverge) assert(0);
|
||||
IterationsToComplete = k;
|
||||
}
|
||||
: Tolerance(tol),
|
||||
MaxIterations(maxit),
|
||||
ErrorOnNoConverge(err_on_no_conv){};
|
||||
|
||||
//! Minimal-residual (MR) algorithm for a generic Linear Operator
|
||||
/*! \ingroup invert
|
||||
* This subroutine uses the Minimal Residual (MR) algorithm to determine
|
||||
* the solution of the set of linear equations. Here we allow M to be nonhermitian.
|
||||
* the solution of the set of linear equations. Here we allow M to be
|
||||
nonhermitian.
|
||||
*
|
||||
* M . Psi = src
|
||||
*
|
||||
@ -256,15 +103,13 @@ class MinimalResidual : public OperatorFunction<Field> {
|
||||
* @{
|
||||
*/
|
||||
|
||||
// TODO: figure out what isign from chroma is supposed to do
|
||||
void tmpImplFromChroma(LinearOperatorBase<Field> &Linop, const Field &src,
|
||||
Field &psi) {
|
||||
void operator()(LinearOperatorBase<Field> &Linop, const Field &src, Field &psi) {
|
||||
|
||||
psi.checkerboard = src.checkerboard;
|
||||
conformable(psi, src);
|
||||
|
||||
Complex a, c;
|
||||
Complex c;
|
||||
RealD d;
|
||||
RealD d;
|
||||
|
||||
Field Mr(src);
|
||||
Field r(src);
|
||||
@ -274,72 +119,98 @@ class MinimalResidual : public OperatorFunction<Field> {
|
||||
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"
|
||||
RealD rsd_sq = Tolerance * Tolerance * ssq; // flopcount.addSiteFlops(4*Nc*Ns,s); //
|
||||
// stands for "residual squared"
|
||||
|
||||
/* r[0] := src - M . Psi[0] */
|
||||
/* r := M . Psi */
|
||||
M(Mr, psi, isign); // flopcount.addFlops(M.nFlops());
|
||||
// M(Mr, psi, isign); // flopcount.addFlops(M.nFlops());
|
||||
Linop.Op(psi, Mr); // flopcount.addFlops(M.nFlops());
|
||||
|
||||
r = src - Mr; // flopcount.addSiteFlops(2*Nc*Ns,s);
|
||||
|
||||
RealD cp = norm2(r); /* Cp = |r[0]|^2 */ /* 2 Nc Ns flops */ // flopcount.addSiteFlops(4*Nc*Ns, s);
|
||||
RealD cp = norm2(r); /* Cp = |r[0]|^2 */
|
||||
/* 2 Nc Ns flops */ // flopcount.addSiteFlops(4*Nc*Ns, s);
|
||||
// auto cp = norm2(r); /* Cp = |r[0]|^2 */ /* 2 Nc Ns flops */ //
|
||||
// flopcount.addSiteFlops(4*Nc*Ns, s);
|
||||
|
||||
if (cp <= rsd_sq) { /* IF |r[0]| <= Tolerance|src| THEN RETURN; */
|
||||
if(cp <= rsd_sq) { /* IF |r[0]| <= Tolerance|src| THEN RETURN; */
|
||||
return;
|
||||
}
|
||||
|
||||
std::cout << GridLogIterative << std::setprecision(4)
|
||||
<< "MinimalResidual: k=0 residual " << cp << " target " << rsq_sq << std::endl;
|
||||
<< "MinimalResidual: k=0 residual " << cp << " target " << rsd_sq << std::endl;
|
||||
|
||||
/* FOR k FROM 1 TO MaxIterations DO */
|
||||
GridStopWatch LinalgTimer;
|
||||
GridStopWatch MatrixTimer;
|
||||
GridStopWatch SolverTimer;
|
||||
|
||||
SolverTimer.Start();
|
||||
auto k = 0;
|
||||
while( (k < MaxIterations) && (cp > rsd_sq) )
|
||||
{
|
||||
while((k < MaxIterations) && (cp > rsd_sq)) {
|
||||
++k;
|
||||
|
||||
/* a[k-1] := < M.r[k-1], r[k-1] >/ < M.r[k-1], M.r[k-1] > ; */
|
||||
|
||||
M(Mr, r, isign); /* Mr = M * r */ // flopcount.addFlops(M.nFlops());
|
||||
MatrixTimer.Start();
|
||||
// M(Mr, r, isign); /* Mr = M * r */ // flopcount.addFlops(M.nFlops());
|
||||
Linop.Op(r, Mr); /* Mr = M * r */ // flopcount.addFlops(M.nFlops());
|
||||
MatrixTimer.Stop();
|
||||
|
||||
LinalgTimer.Start();
|
||||
|
||||
c = innerProduct(Mr, r); /* c = < M.r, r > */ // flopcount.addSiteFlops(4*Nc*Ns,s);
|
||||
|
||||
d = norm2(Mr); /* d = | M.r | ** 2 */ // flopcount.addSiteFlops(4*Nc*Ns,s);
|
||||
|
||||
a = c / d; /* a = c / d */
|
||||
a = c / d;
|
||||
|
||||
a = a * MRovpar; /* a[k-1] *= MRovpar ; */
|
||||
// a = a * MRovpar; /* a[k-1] *= MRovpar ; */
|
||||
|
||||
|
||||
psi = psi + r * a; /* Psi[k] += a[k-1] r[k-1] ; */ // flopcount.addSiteFlops(4*Nc*Ns,s);
|
||||
psi = psi + r * a; /* Psi[k] += a[k-1] r[k-1] ; */ // flopcount.addSiteFlops(4*Nc*Ns,s);
|
||||
|
||||
r = r - Mr * a; /* r[k] -= a[k-1] M . r[k-1] ; */ // flopcount.addSiteFlops(4*Nc*Ns,s);
|
||||
|
||||
cp = norm2(r); /* cp = | r[k] |**2 */ // flopcount.addSiteFlops(4*Nc*Ns,s);
|
||||
|
||||
// std::cout << "InvMR: k = " << k << " cp = " << cp << endl;
|
||||
LinalgTimer.Stop();
|
||||
|
||||
std::cout << GridLogIterative << "MinimalResidual: Iteration " << k
|
||||
<< " residual " << cp << " target " << rsd_sq << std::endl;
|
||||
}
|
||||
SolverTimer.Stop();
|
||||
|
||||
IterationsToComplete = k;
|
||||
|
||||
res.resid = sqrt(cp);
|
||||
swatch.stop();
|
||||
std::cout << "InvMR: k = " << k << " cp = " << cp << endl;
|
||||
// res.resid = sqrt(cp);
|
||||
std::cout << "InvMR: k = " << k << " cp = " << cp << std::endl;
|
||||
// flopcount.report("invmr", swatch.getTimeInSeconds());
|
||||
|
||||
std::cout << GridLogMessage << "MinimalResidual Converged on iteration " << k << 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;
|
||||
|
||||
// Compute the actual residual
|
||||
{
|
||||
M(Mr, psi, isign);
|
||||
RealD actual_res = norm2(src- Mr);
|
||||
res.resid = sqrt(actual_res);
|
||||
// M(Mr, psi, isign);
|
||||
Linop.Op(psi, Mr);
|
||||
Field tmp = src - Mr;
|
||||
// RealD actual_res = norm2(src-Mr);
|
||||
RealD actual_res = norm2(tmp);
|
||||
// res.resid = sqrt(actual_res);
|
||||
}
|
||||
|
||||
if ( IterationsToComplete == MaxIterations )
|
||||
std::cerr << "Nonconvergence Warning" << endl;
|
||||
|
||||
END_CODE();
|
||||
return res;
|
||||
if(IterationsToComplete == MaxIterations)
|
||||
std::cerr << "Nonconvergence Warning" << std::endl;
|
||||
|
||||
// return res;
|
||||
}
|
||||
};
|
||||
}
|
||||
} // namespace Grid
|
||||
#endif
|
||||
|
||||
Loading…
Reference in New Issue
Block a user