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Grid/lib/algorithms/iterative/ConjugateGradientMultiShift.h

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/*************************************************************************************
Grid physics library, www.github.com/paboyle/Grid
Source file: ./lib/algorithms/iterative/ConjugateGradientMultiShift.h
Copyright (C) 2015
Author: Azusa Yamaguchi <ayamaguc@staffmail.ed.ac.uk>
Author: Peter Boyle <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_MULTI_SHIFT_GRADIENT_H
#define GRID_CONJUGATE_MULTI_SHIFT_GRADIENT_H
namespace Grid {
/////////////////////////////////////////////////////////////
// Base classes for iterative processes based on operators
// single input vec, single output vec.
/////////////////////////////////////////////////////////////
template<class Field>
class ConjugateGradientMultiShift : public OperatorMultiFunction<Field>,
public OperatorFunction<Field>
{
public:
RealD Tolerance;
Integer MaxIterations;
int verbose;
MultiShiftFunction shifts;
ConjugateGradientMultiShift(Integer maxit,MultiShiftFunction &_shifts) :
MaxIterations(maxit),
shifts(_shifts)
{
verbose=1;
}
void operator() (LinearOperatorBase<Field> &Linop, const Field &src, Field &psi)
{
GridBase *grid = src._grid;
int nshift = shifts.order;
std::vector<Field> results(nshift,grid);
(*this)(Linop,src,results,psi);
}
void operator() (LinearOperatorBase<Field> &Linop, const Field &src, std::vector<Field> &results, Field &psi)
{
int nshift = shifts.order;
(*this)(Linop,src,results);
psi = shifts.norm*src;
for(int i=0;i<nshift;i++){
psi = psi + shifts.residues[i]*results[i];
}
return;
}
void operator() (LinearOperatorBase<Field> &Linop, const Field &src, std::vector<Field> &psi)
{
GridBase *grid = src._grid;
////////////////////////////////////////////////////////////////////////
// Convenience references to the info stored in "MultiShiftFunction"
////////////////////////////////////////////////////////////////////////
int nshift = shifts.order;
std::vector<RealD> &mass(shifts.poles); // Make references to array in "shifts"
std::vector<RealD> &mresidual(shifts.tolerances);
std::vector<RealD> alpha(nshift,1.0);
std::vector<Field> ps(nshift,grid);// Search directions
assert(psi.size()==nshift);
assert(mass.size()==nshift);
assert(mresidual.size()==nshift);
// dynamic sized arrays on stack; 2d is a pain with vector
RealD bs[nshift];
RealD rsq[nshift];
RealD z[nshift][2];
int converged[nshift];
const int primary =0;
//Primary shift fields CG iteration
RealD a,b,c,d;
RealD cp,bp,qq; //prev
// Matrix mult fields
Field r(grid);
Field p(grid);
Field tmp(grid);
Field mmp(grid);
// Check lightest mass
for(int s=0;s<nshift;s++){
assert( mass[s]>= mass[primary] );
converged[s]=0;
}
// Wire guess to zero
// Residuals "r" are src
// First search direction "p" is also src
cp = norm2(src);
for(int s=0;s<nshift;s++){
rsq[s] = cp * mresidual[s] * mresidual[s];
std::cout<<GridLogMessage<<"ConjugateGradientMultiShift: shift "<<s
<<" target resid "<<rsq[s]<<std::endl;
ps[s] = src;
}
// r and p for primary
r=src;
p=src;
//MdagM+m[0]
Linop.HermOpAndNorm(p,mmp,d,qq);
axpy(mmp,mass[0],p,mmp);
RealD rn = norm2(p);
d += rn*mass[0];
// have verified that inner product of
// p and mmp is equal to d after this since
// the d computation is tricky
// qq = real(innerProduct(p,mmp));
// std::cout<<GridLogMessage << "debug equal ? qq "<<qq<<" d "<< d<<std::endl;
b = -cp /d;
// Set up the various shift variables
int iz=0;
z[0][1-iz] = 1.0;
z[0][iz] = 1.0;
bs[0] = b;
for(int s=1;s<nshift;s++){
z[s][1-iz] = 1.0;
z[s][iz] = 1.0/( 1.0 - b*(mass[s]-mass[0]));
bs[s] = b*z[s][iz];
}
// r += b[0] A.p[0]
// c= norm(r)
c=axpy_norm(r,b,mmp,r);
for(int s=0;s<nshift;s++) {
axpby(psi[s],0.,-bs[s]*alpha[s],src,src);
}
// Iteration loop
int k;
for (k=1;k<=MaxIterations;k++){
a = c /cp;
axpy(p,a,p,r);
// Note to self - direction ps is iterated seperately
// for each shift. Does not appear to have any scope
// for avoiding linear algebra in "single" case.
//
// However SAME r is used. Could load "r" and update
// ALL ps[s]. 2/3 Bandwidth saving
// New Kernel: Load r, vector of coeffs, vector of pointers ps
for(int s=0;s<nshift;s++){
if ( ! converged[s] ) {
if (s==0){
axpy(ps[s],a,ps[s],r);
} else{
RealD as =a *z[s][iz]*bs[s] /(z[s][1-iz]*b);
axpby(ps[s],z[s][iz],as,r,ps[s]);
}
}
}
cp=c;
Linop.HermOpAndNorm(p,mmp,d,qq);
axpy(mmp,mass[0],p,mmp);
RealD rn = norm2(p);
d += rn*mass[0];
bp=b;
b=-cp/d;
c=axpy_norm(r,b,mmp,r);
// Toggle the recurrence history
bs[0] = b;
iz = 1-iz;
for(int s=1;s<nshift;s++){
if((!converged[s])){
RealD z0 = z[s][1-iz];
RealD z1 = z[s][iz];
z[s][iz] = z0*z1*bp
/ (b*a*(z1-z0) + z1*bp*(1- (mass[s]-mass[0])*b));
bs[s] = b*z[s][iz]/z0; // NB sign rel to Mike
}
}
for(int s=0;s<nshift;s++){
int ss = s;
// Scope for optimisation here in case of "single".
// Could load psi[0] and pull all ps[s] in.
// if ( single ) ss=primary;
// Bandwith saving in single case is Ls * 3 -> 2+Ls, so ~ 3x saving
// Pipelined CG gain:
//
// New Kernel: Load r, vector of coeffs, vector of pointers ps
// New Kernel: Load psi[0], vector of coeffs, vector of pointers ps
// If can predict the coefficient bs then we can fuse these and avoid write reread cyce
// on ps[s].
// Before: 3 x npole + 3 x npole
// After : 2 x npole (ps[s]) => 3x speed up of multishift CG.
if( (!converged[s]) ) {
axpy(psi[ss],-bs[s]*alpha[s],ps[s],psi[ss]);
}
}
// Convergence checks
int all_converged = 1;
for(int s=0;s<nshift;s++){
if ( (!converged[s]) ){
RealD css = c * z[s][iz]* z[s][iz];
if(css<rsq[s]){
if ( ! converged[s] )
std::cout<<GridLogMessage<<"ConjugateGradientMultiShift k="<<k<<" Shift "<<s<<" has converged"<<std::endl;
converged[s]=1;
} else {
all_converged=0;
}
}
}
if ( all_converged ){
std::cout<<GridLogMessage<< "CGMultiShift: All shifts have converged iteration "<<k<<std::endl;
std::cout<<GridLogMessage<< "CGMultiShift: Checking solutions"<<std::endl;
// Check answers
for(int s=0; s < nshift; s++) {
Linop.HermOpAndNorm(psi[s],mmp,d,qq);
axpy(tmp,mass[s],psi[s],mmp);
axpy(r,-alpha[s],src,tmp);
RealD rn = norm2(r);
RealD cn = norm2(src);
std::cout<<GridLogMessage<<"CGMultiShift: shift["<<s<<"] true residual "<<std::sqrt(rn/cn)<<std::endl;
}
return;
}
}
// ugly hack
std::cout<<GridLogMessage<<"CG multi shift did not converge"<<std::endl;
assert(0);
}
};
}
#endif
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