/************************************************************************************* Grid physics library, www.github.com/paboyle/Grid Source file: ./lib/algorithms/iterative/ConjugateGradient.h Copyright (C) 2015 Author: Azusa Yamaguchi Author: Peter Boyle Author: paboyle 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 Grid { ///////////////////////////////////////////////////////////// // Base classes for iterative processes based on operators // single input vec, single output vec. ///////////////////////////////////////////////////////////// template class ConjugateGradient : public OperatorFunction { public: bool ErrorOnNoConverge; // throw an assert when the CG fails to converge. // Defaults true. RealD Tolerance; Integer MaxIterations; ConjugateGradient(RealD tol, Integer maxit, bool err_on_no_conv = true) : Tolerance(tol), MaxIterations(maxit), ErrorOnNoConverge(err_on_no_conv){}; void operator()(LinearOperatorBase &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(4) << "ConjugateGradient: guess " << guess << std::endl; std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradient: src " << ssq << std::endl; std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradient: mp " << d << std::endl; std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradient: mmp " << b << std::endl; std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradient: cp,r " << cp << std::endl; std::cout << GridLogIterative << std::setprecision(4) << "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(4) << "ConjugateGradient: 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, mmp, d, qq); MatrixTimer.Stop(); LinalgTimer.Start(); // RealD qqck = norm2(mmp); // ComplexD dck = innerProduct(p,mmp); a = c / d; b_pred = a * (a * qq - d) / c; cp = axpy_norm(r, -a, mmp, r); b = cp / c; // Fuse these loops ; should be really easy psi = a * p + psi; p = p * b + r; LinalgTimer.Stop(); std::cout << GridLogIterative << "ConjugateGradient: Iteration " << k << " residual " << cp << " target " << rsq << std::endl; // Stopping condition if (cp <= rsq) { SolverTimer.Stop(); Linop.HermOpAndNorm(psi, mmp, d, qq); p = mmp - src; RealD mmpnorm = sqrt(norm2(mmp)); RealD psinorm = sqrt(norm2(psi)); RealD srcnorm = sqrt(norm2(src)); RealD resnorm = sqrt(norm2(p)); RealD true_residual = resnorm / srcnorm; std::cout << GridLogMessage << "ConjugateGradient: 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); return; } } std::cout << GridLogMessage << "ConjugateGradient did NOT converge" << std::endl; if (ErrorOnNoConverge) assert(0); } }; } #endif