Grid/Grid/algorithms/iterative/ConjugateGradientReliableUpdate.h

/*************************************************************************************

    Grid physics library, www.github.com/paboyle/Grid 

    Source file: ./lib/algorithms/iterative/ConjugateGradientReliableUpdate.h

    Copyright (C) 2015

Author: Christopher Kelly <ckelly@phys.columbia.edu>

    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_RELIABLE_UPDATE_H
#define GRID_CONJUGATE_GRADIENT_RELIABLE_UPDATE_H

NAMESPACE_BEGIN(Grid);

template<class FieldD,class FieldF, 
	 typename std::enable_if< getPrecision<FieldD>::value == 2, int>::type = 0,
	 typename std::enable_if< getPrecision<FieldF>::value == 1, int>::type = 0> 
class ConjugateGradientReliableUpdate : public LinearFunction<FieldD> {
public:
  bool ErrorOnNoConverge;  // throw an assert when the CG fails to converge.
  // Defaults true.
  RealD Tolerance;
  Integer MaxIterations;
  Integer IterationsToComplete; //Number of iterations the CG took to finish. Filled in upon completion
  Integer ReliableUpdatesPerformed;

  bool DoFinalCleanup; //Final DP cleanup, defaults to true
  Integer IterationsToCleanup; //Final DP cleanup step iterations
    
  LinearOperatorBase<FieldF> &Linop_f;
  LinearOperatorBase<FieldD> &Linop_d;
  GridBase* SinglePrecGrid;
  RealD Delta; //reliable update parameter. A reliable update is performed when the residual drops by a factor of Delta relative to its value at the last update

  //Optional ability to switch to a different linear operator once the tolerance reaches a certain point. Useful for single/half -> single/single
  LinearOperatorBase<FieldF> *Linop_fallback;
  RealD fallback_transition_tol;

    
  ConjugateGradientReliableUpdate(RealD tol, Integer maxit, RealD _delta, GridBase* _sp_grid, LinearOperatorBase<FieldF> &_Linop_f, LinearOperatorBase<FieldD> &_Linop_d, bool err_on_no_conv = true)
    : Tolerance(tol),
      MaxIterations(maxit),
      Delta(_delta),
      Linop_f(_Linop_f),
      Linop_d(_Linop_d),
      SinglePrecGrid(_sp_grid),
      ErrorOnNoConverge(err_on_no_conv),
      DoFinalCleanup(true),
      Linop_fallback(NULL)
  {
    assert(Delta > 0. && Delta < 1. && "Expect  0 < Delta < 1");
  };

  void setFallbackLinop(LinearOperatorBase<FieldF> &_Linop_fallback, const RealD _fallback_transition_tol){
    Linop_fallback = &_Linop_fallback;
    fallback_transition_tol = _fallback_transition_tol;      
  }
    
  void operator()(const FieldD &src, FieldD &psi) {
    GRID_TRACE("ConjugateGradientReliableUpdate");
    LinearOperatorBase<FieldF> *Linop_f_use = &Linop_f;
    bool using_fallback = false;
      
    psi.Checkerboard() = src.Checkerboard();
    conformable(psi, src);

    RealD cp, c, a, d, b, ssq, qq, b_pred;

    FieldD p(src);
    FieldD mmp(src);
    FieldD r(src);

    // Initial residual computation & set up
    RealD guess = norm2(psi);
    assert(std::isnan(guess) == 0);
    
    Linop_d.HermOpAndNorm(psi, mmp, d, b);
    
    r = src - mmp;
    p = r;

    a = norm2(p);
    cp = a;
    ssq = norm2(src);

    std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradientReliableUpdate: guess " << guess << std::endl;
    std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradientReliableUpdate:   src " << ssq << std::endl;
    std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradientReliableUpdate:    mp " << d << std::endl;
    std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradientReliableUpdate:   mmp " << b << std::endl;
    std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradientReliableUpdate:  cp,r " << cp << std::endl;
    std::cout << GridLogIterative << std::setprecision(4) << "ConjugateGradientReliableUpdate:     p " << a << std::endl;

    RealD rsq = Tolerance * Tolerance * ssq;

    // Check if guess is really REALLY good :)
    if (cp <= rsq) {
      std::cout << GridLogMessage << "ConjugateGradientReliableUpdate guess was REALLY good\n";
      std::cout << GridLogMessage << "\tComputed residual " << std::sqrt(cp / ssq)<<std::endl;
      return;
    }

    //Single prec initialization
    precisionChangeWorkspace pc_wk_sp_to_dp(src.Grid(), SinglePrecGrid);
    precisionChangeWorkspace pc_wk_dp_to_sp(SinglePrecGrid, src.Grid());
    
    FieldF r_f(SinglePrecGrid);
    r_f.Checkerboard() = r.Checkerboard();
    precisionChange(r_f, r, pc_wk_dp_to_sp);

    FieldF psi_f(r_f);
    psi_f = Zero();

    FieldF p_f(r_f);
    FieldF mmp_f(r_f);

    RealD MaxResidSinceLastRelUp = cp; //initial residual    
    
    std::cout << GridLogIterative << std::setprecision(4)
	      << "ConjugateGradient: k=0 residual " << cp << " target " << rsq << std::endl;

    GridStopWatch LinalgTimer;
    GridStopWatch MatrixTimer;
    GridStopWatch SolverTimer;
    GridStopWatch PrecChangeTimer;
    
    SolverTimer.Start();
    int k = 0;
    int l = 0;
    
    for (k = 1; k <= MaxIterations; k++) {
      c = cp;

      MatrixTimer.Start();
      Linop_f_use->HermOpAndNorm(p_f, mmp_f, d, qq);
      MatrixTimer.Stop();

      LinalgTimer.Start();

      a = c / d;
      b_pred = a * (a * qq - d) / c;

      cp = axpy_norm(r_f, -a, mmp_f, r_f);
      b = cp / c;

      // Fuse these loops ; should be really easy
      psi_f = a * p_f + psi_f;
      //p_f = p_f * b + r_f;

      LinalgTimer.Stop();

      std::cout << GridLogIterative << "ConjugateGradientReliableUpdate: Iteration " << k
		<< " residual " << cp << " target " << rsq << std::endl;
      std::cout << GridLogDebug << "a = "<< a << " b_pred = "<< b_pred << "  b = "<< b << std::endl;
      std::cout << GridLogDebug << "qq = "<< qq << " d = "<< d << "  c = "<< c << std::endl;

      if(cp > MaxResidSinceLastRelUp){
	std::cout << GridLogIterative << "ConjugateGradientReliableUpdate: updating MaxResidSinceLastRelUp : " << MaxResidSinceLastRelUp << " -> " << cp << std::endl;
	MaxResidSinceLastRelUp = cp;
      }
	  
      // Stopping condition
      if (cp <= rsq) {
	//Although not written in the paper, I assume that I have to add on the final solution
	PrecChangeTimer.Start();
	precisionChange(mmp, psi_f, pc_wk_sp_to_dp);
	PrecChangeTimer.Stop();
	psi = psi + mmp;
	
	
	SolverTimer.Stop();
	Linop_d.HermOpAndNorm(psi, mmp, d, qq);
	p = mmp - src;

	RealD srcnorm = std::sqrt(norm2(src));
	RealD resnorm = std::sqrt(norm2(p));
	RealD true_residual = resnorm / srcnorm;

	std::cout << GridLogMessage << "ConjugateGradientReliableUpdate Converged on iteration " << k << " after " << l << " reliable updates" << std::endl;
	std::cout << GridLogMessage << "\tComputed residual " << std::sqrt(cp / ssq)<<std::endl;
	std::cout << GridLogMessage << "\tTrue residual " << true_residual<<std::endl;
	std::cout << GridLogMessage << "\tTarget " << Tolerance << std::endl;

	std::cout << GridLogMessage << "Time breakdown "<<std::endl;
	std::cout << GridLogMessage << "\tElapsed    " << SolverTimer.Elapsed() <<std::endl;
	std::cout << GridLogMessage << "\tMatrix     " << MatrixTimer.Elapsed() <<std::endl;
	std::cout << GridLogMessage << "\tLinalg     " << LinalgTimer.Elapsed() <<std::endl;
	std::cout << GridLogMessage << "\tPrecChange " << PrecChangeTimer.Elapsed() <<std::endl;
	std::cout << GridLogMessage << "\tPrecChange avg time " << PrecChangeTimer.Elapsed()/(2*l+1) <<std::endl;

	
	IterationsToComplete = k;	
	ReliableUpdatesPerformed = l;
	  
	if(DoFinalCleanup){
	  //Do a final CG to cleanup
	  std::cout << GridLogMessage << "ConjugateGradientReliableUpdate performing final cleanup.\n";
	  ConjugateGradient<FieldD> CG(Tolerance,MaxIterations);
	  CG.ErrorOnNoConverge = ErrorOnNoConverge;
	  CG(Linop_d,src,psi);
	  IterationsToCleanup = CG.IterationsToComplete;
	}
	else if (ErrorOnNoConverge) assert(true_residual / Tolerance < 10000.0);

	std::cout << GridLogMessage << "ConjugateGradientReliableUpdate complete.\n";
	return;
      }
      else if(cp < Delta * MaxResidSinceLastRelUp) { //reliable update
	std::cout << GridLogMessage << "ConjugateGradientReliableUpdate "
		  << cp << "(residual) < " << Delta << "(Delta) * " << MaxResidSinceLastRelUp << "(MaxResidSinceLastRelUp) on iteration " << k << " : performing reliable update\n";
	PrecChangeTimer.Start();
	precisionChange(mmp, psi_f, pc_wk_sp_to_dp);
	PrecChangeTimer.Stop();
	psi = psi + mmp;

	MatrixTimer.Start();
	Linop_d.HermOpAndNorm(psi, mmp, d, qq);
	MatrixTimer.Stop();
	
	r = src - mmp;

	psi_f = Zero();
	PrecChangeTimer.Start();
	precisionChange(r_f, r, pc_wk_dp_to_sp);
	PrecChangeTimer.Stop();
	cp = norm2(r);
	MaxResidSinceLastRelUp = cp;

	b = cp/c;
	  
	std::cout << GridLogMessage << "ConjugateGradientReliableUpdate new residual " << cp << std::endl;
	  
	l = l+1;
      }

      p_f = p_f * b + r_f; //update search vector after reliable update appears to help convergence

      if(!using_fallback && Linop_fallback != NULL && cp < fallback_transition_tol){
	std::cout << GridLogMessage << "ConjugateGradientReliableUpdate switching to fallback linear operator on iteration " << k << " at residual " << cp << std::endl;
	Linop_f_use = Linop_fallback;
	using_fallback = true;
      }

	
    }
    std::cout << GridLogMessage << "ConjugateGradientReliableUpdate did NOT converge"
	      << std::endl;
      
    if (ErrorOnNoConverge) assert(0);
    IterationsToComplete = k;
    ReliableUpdatesPerformed = l;      
  }    
};


NAMESPACE_END(Grid);



#endif