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Grid/lib/algorithms/iterative/PrecGeneralisedConjugateResidual.h
paboyle 3920b2c0ab HDCR updates
2016-03-16 02:29:58 -07:00

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/*************************************************************************************
Grid physics library, www.github.com/paboyle/Grid
Source file: ./lib/algorithms/iterative/PrecGeneralisedConjugateResidual.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_PREC_GCR_H
#define GRID_PREC_GCR_H
///////////////////////////////////////////////////////////////////////////////////////////////////////
//VPGCR Abe and Zhang, 2005.
//INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING
//Computing and Information Volume 2, Number 2, Pages 147-161
//NB. Likely not original reference since they are focussing on a preconditioner variant.
// but VPGCR was nicely written up in their paper
///////////////////////////////////////////////////////////////////////////////////////////////////////
namespace Grid {
template<class Field>
class PrecGeneralisedConjugateResidual : public OperatorFunction<Field> {
public:
RealD Tolerance;
Integer MaxIterations;
int verbose;
int mmax;
int nstep;
int steps;
GridStopWatch PrecTimer;
GridStopWatch MatTimer;
GridStopWatch LinalgTimer;
LinearFunction<Field> &Preconditioner;
PrecGeneralisedConjugateResidual(RealD tol,Integer maxit,LinearFunction<Field> &Prec,int _mmax,int _nstep) :
Tolerance(tol),
MaxIterations(maxit),
Preconditioner(Prec),
mmax(_mmax),
nstep(_nstep)
{
verbose=1;
};
void operator() (LinearOperatorBase<Field> &Linop,const Field &src, Field &psi){
psi=zero;
RealD cp, ssq,rsq;
ssq=norm2(src);
rsq=Tolerance*Tolerance*ssq;
Field r(src._grid);
PrecTimer.Reset();
MatTimer.Reset();
LinalgTimer.Reset();
GridStopWatch SolverTimer;
SolverTimer.Start();
steps=0;
for(int k=0;k<MaxIterations;k++){
cp=GCRnStep(Linop,src,psi,rsq);
std::cout<<GridLogMessage<<"VPGCR("<<mmax<<","<<nstep<<") "<< steps <<" steps cp = "<<cp<<std::endl;
if(cp<rsq) {
SolverTimer.Stop();
Linop.HermOp(psi,r);
axpy(r,-1.0,src,r);
RealD tr = norm2(r);
std::cout<<GridLogMessage<<"PrecGeneralisedConjugateResidual: Converged on iteration " <<steps
<< " computed residual "<<sqrt(cp/ssq)
<< " true residual " <<sqrt(tr/ssq)
<< " target " <<Tolerance <<std::endl;
std::cout<<GridLogMessage<<"VPGCR Time elapsed: Total "<< SolverTimer.Elapsed() <<std::endl;
std::cout<<GridLogMessage<<"VPGCR Time elapsed: Precon "<< PrecTimer.Elapsed() <<std::endl;
std::cout<<GridLogMessage<<"VPGCR Time elapsed: Matrix "<< MatTimer.Elapsed() <<std::endl;
std::cout<<GridLogMessage<<"VPGCR Time elapsed: Linalg "<< LinalgTimer.Elapsed() <<std::endl;
return;
}
}
std::cout<<GridLogMessage<<"Variable Preconditioned GCR did not converge"<<std::endl;
assert(0);
}
RealD GCRnStep(LinearOperatorBase<Field> &Linop,const Field &src, Field &psi,RealD rsq){
RealD cp;
RealD a, b, c, d;
RealD zAz, zAAz;
RealD rAq, rq;
GridBase *grid = src._grid;
Field r(grid);
Field z(grid);
Field tmp(grid);
Field ttmp(grid);
Field Az(grid);
////////////////////////////////
// history for flexible orthog
////////////////////////////////
std::vector<Field> q(mmax,grid);
std::vector<Field> p(mmax,grid);
std::vector<RealD> qq(mmax);
//////////////////////////////////
// initial guess x0 is taken as nonzero.
// r0=src-A x0 = src
//////////////////////////////////
MatTimer.Start();
Linop.HermOpAndNorm(psi,Az,zAz,zAAz);
MatTimer.Stop();
r=src-Az;
/////////////////////
// p = Prec(r)
/////////////////////
PrecTimer.Start();
Preconditioner(r,z);
PrecTimer.Stop();
MatTimer.Start();
Linop.HermOp(z,tmp);
MatTimer.Stop();
ttmp=tmp;
tmp=tmp-r;
/*
std::cout<<GridLogMessage<<r<<std::endl;
std::cout<<GridLogMessage<<z<<std::endl;
std::cout<<GridLogMessage<<ttmp<<std::endl;
std::cout<<GridLogMessage<<tmp<<std::endl;
*/
MatTimer.Start();
Linop.HermOpAndNorm(z,Az,zAz,zAAz);
MatTimer.Stop();
//p[0],q[0],qq[0]
p[0]= z;
q[0]= Az;
qq[0]= zAAz;
cp =norm2(r);
for(int k=0;k<nstep;k++){
steps++;
int kp = k+1;
int peri_k = k %mmax;
int peri_kp= kp%mmax;
rq= real(innerProduct(r,q[peri_k])); // what if rAr not real?
a = rq/qq[peri_k];
axpy(psi,a,p[peri_k],psi);
cp = axpy_norm(r,-a,q[peri_k],r);
if((k==nstep-1)||(cp<rsq)){
return cp;
}
std::cout<<GridLogMessage<< " VPGCR_step["<<steps<<"] resid " <<sqrt(cp/rsq)<<std::endl;
PrecTimer.Start();
Preconditioner(r,z);// solve Az = r
PrecTimer.Stop();
MatTimer.Start();
Linop.HermOpAndNorm(z,Az,zAz,zAAz);
Linop.HermOp(z,tmp);
MatTimer.Stop();
tmp=tmp-r;
std::cout<<GridLogMessage<< " Preconditioner resid " <<sqrt(norm2(tmp)/norm2(r))<<std::endl;
q[peri_kp]=Az;
p[peri_kp]=z;
int northog = ((kp)>(mmax-1))?(mmax-1):(kp); // if more than mmax done, we orthog all mmax history.
for(int back=0;back<northog;back++){
int peri_back=(k-back)%mmax; assert((k-back)>=0);
b=-real(innerProduct(q[peri_back],Az))/qq[peri_back];
p[peri_kp]=p[peri_kp]+b*p[peri_back];
q[peri_kp]=q[peri_kp]+b*q[peri_back];
}
qq[peri_kp]=norm2(q[peri_kp]); // could use axpy_norm
}
assert(0); // never reached
return cp;
}
};
}
#endif
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