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Grid/Grid/algorithms/iterative/PrecGeneralisedConjugateResidualNonHermitian.h
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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_NON_HERM_H
#define GRID_PREC_GCR_NON_HERM_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_BEGIN(Grid);
#define GCRLogLevel std::cout << GridLogMessage <<std::string(level,'\t')<< name<<" "
template<class Field>
class PrecGeneralisedConjugateResidualNonHermitian : public LinearFunction<Field> {
public:
using LinearFunction<Field>::operator();
RealD Tolerance;
RealD SSQ;
Integer MaxIterations;
int verbose;
int mmax;
int nstep;
int steps;
int level;
GridStopWatch PrecTimer;
GridStopWatch MatTimer;
GridStopWatch LinalgTimer;
std::string name;
int ZeroGuess = 0; // caller contract: guess is always zero => first-cycle r0 = src, skip the apply
// persistent GCR history (see GCRnStep)
GridBase *hist_grid = nullptr;
std::vector<Field> q;
std::vector<Field> p;
std::vector<RealD> qq;
int FirstCycle = 0;
LinearFunction<Field> &Preconditioner;
LinearOperatorBase<Field> &Linop;
void Name(std::string _name) { name = _name; };
void Level(int n) { Name("Level " + std::to_string(n)); level = n; }
void SetZeroGuess(int z) { ZeroGuess = z; };
// Coefficient logging: one line per step with the step length a_k and the
// orthogonalisation coefficients b_{k,j}. These are the data from which a
// FIXED polynomial smoother can be harvested: if they are stable from call
// to call, the adaptive GCR can be replaced by a stationary p(A) with the
// same applies and no reductions. Off by default; boss rank prints.
int LogCoeffs = 0;
void LogCoefficients(int l) { LogCoeffs = l; };
PrecGeneralisedConjugateResidualNonHermitian(RealD tol,Integer maxit,LinearOperatorBase<Field> &_Linop,LinearFunction<Field> &Prec,int _mmax,int _nstep) :
Tolerance(tol),
MaxIterations(maxit),
Linop(_Linop),
Preconditioner(Prec),
mmax(_mmax),
nstep(_nstep)
{
Level(1);
verbose=1;
};
void operator() (const Field &src, Field &psi){
// psi=Zero();
RealD cp, ssq,rsq;
ssq=norm2(src);
SSQ=ssq;
rsq=Tolerance*Tolerance*ssq;
Field r(src.Grid());
PrecTimer.Reset();
MatTimer.Reset();
LinalgTimer.Reset();
GridStopWatch SolverTimer;
SolverTimer.Start();
steps=0;
FirstCycle=1;
for(int k=0;k<MaxIterations;k++){
cp=GCRnStep(src,psi,rsq);
GCRLogLevel <<"PGCR("<<mmax<<","<<nstep<<") "<< steps <<" steps cp = "<<sqrt(cp/ssq)<<" target "<<sqrt(rsq/ssq) <<std::endl;
if(cp<rsq) {
SolverTimer.Stop();
Linop.Op(psi,r);
axpy(r,-1.0,src,r);
RealD tr = norm2(r);
GCRLogLevel<<"PGCR: Converged on iteration " <<steps
<< " computed residual "<<sqrt(cp/ssq)
<< " true residual " <<sqrt(tr/ssq)
<< " target " <<Tolerance <<std::endl;
GCRLogLevel<<"PGCR Time elapsed: Total "<< SolverTimer.Elapsed() <<std::endl;
return;
}
}
GCRLogLevel<<"Variable Preconditioned GCR did not converge"<<std::endl;
// GRID_ASSERT(0);
}
RealD GCRnStep(const Field &src, Field &psi,RealD rsq){
RealD cp;
ComplexD a, b;
// ComplexD zAz;
RealD zAAz;
ComplexD rq;
GridBase *grid = src.Grid();
Field r(grid);
Field z(grid);
Field tmp(grid);
Field ttmp(grid);
Field Az(grid);
////////////////////////////////
// history for flexible orthog
////////////////////////////////
// History arrays are PERSISTENT across calls (allocated once per grid,
// re-made only if the grid or mmax changes). The per-call form
// std::vector<Field>(mmax,grid) built a temporary and copy-constructed it
// mmax times on every restart cycle -- measured ~5 ms per fine-smoother
// call. Safe: every entry is written before it is read within a cycle
// (q[kp],p[kp] assigned before the northog loop can reach them), so no
// stale content is ever consumed.
if ( hist_grid != grid || (int)q.size() != mmax ) {
q.clear(); p.clear();
q.reserve(mmax); p.reserve(mmax);
for(int i=0;i<mmax;i++){ q.emplace_back(grid); p.emplace_back(grid); }
qq.assign(mmax, 0.0);
hist_grid = grid;
}
GCRLogLevel<< "PGCR nStep("<<nstep<<")"<<std::endl;
//////////////////////////////////
// r0 = src - A x0. ZeroGuess: on the first cycle x0==0 by caller
// contract (enforced here), so r0 = src exactly; skip the apply.
// Restart cycles (psi!=0) always do the full computation.
//////////////////////////////////
if (ZeroGuess && FirstCycle) {
psi = Zero();
LinalgTimer.Start();
r = src;
LinalgTimer.Stop();
} else {
MatTimer.Start();
Linop.Op(psi,Az);
MatTimer.Stop();
LinalgTimer.Start();
r=src-Az;
LinalgTimer.Stop();
}
FirstCycle=0;
/////////////////////
// p = Prec(r)
/////////////////////
PrecTimer.Start();
Preconditioner(r,z);
PrecTimer.Stop();
MatTimer.Start();
Linop.Op(z,Az);
MatTimer.Stop();
LinalgTimer.Start();
// zAz = innerProduct(Az,psi);
zAAz= norm2(Az);
//p[0],q[0],qq[0]
p[0]= z;
q[0]= Az;
qq[0]= zAAz;
cp =norm2(r);
LinalgTimer.Stop();
GCRLogLevel<< "PGCR true residual "<< sqrt(cp/SSQ) <<std::endl;
for(int k=0;k<nstep;k++){
steps++;
int kp = k+1;
int peri_k = k %mmax;
int peri_kp= kp%mmax;
LinalgTimer.Start();
rq= innerProduct(q[peri_k],r); // 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);
LinalgTimer.Stop();
if ( LogCoeffs ) {
GCRLogLevel<<"coeff["<<k<<"] a=("<<real(a)<<","<<imag(a)<<")"
<<" |r|/|r0|="<<sqrt(cp/SSQ)<<std::endl;
}
GCRLogLevel<< "PGCR step["<<steps<<"] resid " << sqrt(cp/SSQ)<<std::endl;
if((k==nstep-1)||(cp<rsq)){
return cp;
}
PrecTimer.Start();
Preconditioner(r,z);// solve Az = r
PrecTimer.Stop();
MatTimer.Start();
Linop.Op(z,Az);
MatTimer.Stop();
// zAz = innerProduct(Az,psi);
zAAz= norm2(Az);
LinalgTimer.Start();
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.
std::ostringstream bs;
for(int back=0;back<northog;back++){
int peri_back=(k-back)%mmax; GRID_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];
if ( LogCoeffs ) bs<<" b["<<back<<"]="<<b;
}
if ( LogCoeffs && northog ) {
GCRLogLevel<<"coeff["<<k<<"]"<<bs.str()<<std::endl;
}
qq[peri_kp]=norm2(q[peri_kp]); // could use axpy_norm
LinalgTimer.Stop();
}
GRID_ASSERT(0); // never reached
return cp;
}
};
NAMESPACE_END(Grid);
#undef GCRLogLevel
#endif