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Grid/lib/algorithms/iterative/ConjugateGradient.h
2016-03-02 07:02:37 -08:00

151 lines
4.8 KiB
C++

/*************************************************************************************
Grid physics library, www.github.com/paboyle/Grid
Source file: ./lib/algorithms/iterative/ConjugateGradient.h
Copyright (C) 2015
Author: Azusa Yamaguchi <ayamaguc@staffmail.ed.ac.uk>
Author: Peter Boyle <paboyle@ph.ed.ac.uk>
Author: paboyle <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_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 Field>
class ConjugateGradient : public OperatorFunction<Field> {
public:
RealD Tolerance;
Integer MaxIterations;
ConjugateGradient(RealD tol,Integer maxit) : Tolerance(tol), MaxIterations(maxit) {
};
void operator() (LinearOperatorBase<Field> &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<<" rsq"<<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
<<" computed residual "<<sqrt(cp/ssq)
<<" true residual "<<true_residual
<<" target "<<Tolerance;
std::cout<<" Time elapsed: Total "<< SolverTimer.Elapsed() << " Matrix "<<MatrixTimer.Elapsed() << " Linalg "<<LinalgTimer.Elapsed();
std::cout<<std::endl;
assert(true_residual/Tolerance < 1000.0);
return;
}
}
std::cout<<GridLogMessage<<"ConjugateGradient did NOT converge"<<std::endl;
assert(0);
}
};
}
#endif