1 |
|
2 |
/* $Id$ */ |
3 |
|
4 |
/******************************************************* |
5 |
* |
6 |
* Copyright 2003-2007 by ACceSS MNRF |
7 |
* Copyright 2007 by University of Queensland |
8 |
* |
9 |
* http://esscc.uq.edu.au |
10 |
* Primary Business: Queensland, Australia |
11 |
* Licensed under the Open Software License version 3.0 |
12 |
* http://www.opensource.org/licenses/osl-3.0.php |
13 |
* |
14 |
*******************************************************/ |
15 |
|
16 |
/* |
17 |
Crude modifications and translations for Paso by Matt Davies and Lutz Gross |
18 |
*/ |
19 |
|
20 |
#include "Paso.h" |
21 |
#include "SystemMatrix.h" |
22 |
#include "Solver.h" |
23 |
#ifdef _OPENMP |
24 |
#include <omp.h> |
25 |
#endif |
26 |
|
27 |
/* -- Iterative template routine -- |
28 |
* Univ. of Tennessee and Oak Ridge National Laboratory |
29 |
* October 1, 1993 |
30 |
* Details of this algorithm are described in "Templates for the |
31 |
* Solution of Linear Systems: Building Blocks for Iterative |
32 |
* Methods", Barrett, Berry, Chan, Demmel, Donato, Dongarra, |
33 |
* Eijkhout, Pozo, Romine, and van der Vorst, SIAM Publications, |
34 |
* 1993. (ftp netlib2.cs.utk.edu; cd linalg; get templates.ps). |
35 |
* |
36 |
* Purpose |
37 |
* ======= |
38 |
* |
39 |
* BICGSTAB solves the linear system A*x = b using the |
40 |
* BiConjugate Gradient Stabilized iterative method with |
41 |
* preconditioning. |
42 |
* |
43 |
* Convergence test: norm( b - A*x )< TOL. |
44 |
* For other measures, see the above reference. |
45 |
* |
46 |
* Arguments |
47 |
* ========= |
48 |
* |
49 |
* A (input) |
50 |
* |
51 |
* R (input) DOUBLE PRECISION array, dimension N. |
52 |
* On entry, residual of inital guess X |
53 |
* |
54 |
* X (input/output) DOUBLE PRECISION array, dimension N. |
55 |
* On input, the initial guess. |
56 |
* |
57 |
* ITER (input/output) INT |
58 |
* On input, the maximum iterations to be performed. |
59 |
* On output, actual number of iterations performed. |
60 |
* |
61 |
* RESID (input/output) DOUBLE PRECISION |
62 |
* On input, the allowable convergence measure for |
63 |
* norm( b - A*x ) |
64 |
* On output, the final value of this measure. |
65 |
* |
66 |
* return value |
67 |
* |
68 |
* = SOLVER_NO_ERROR: Successful exit. Iterated approximate solution returned. |
69 |
* = SOLVER_MAXITER_REACHED |
70 |
* = SOLVER_INPUT_ERROR Illegal parameter: |
71 |
* = SOLVER_BREAKDOWN: If parameters RHO or OMEGA become smaller |
72 |
* = SOLVER_MEMORY_ERROR : If parameters RHO or OMEGA become smaller |
73 |
* |
74 |
* ============================================================== |
75 |
*/ |
76 |
|
77 |
err_t Paso_Solver_BiCGStab( |
78 |
Paso_SystemMatrix * A, |
79 |
double * r, |
80 |
double * x, |
81 |
dim_t *iter, |
82 |
double * tolerance, |
83 |
Paso_Performance* pp) { |
84 |
|
85 |
|
86 |
/* Local variables */ |
87 |
double *rtld=NULL,*p=NULL,*v=NULL,*t=NULL,*phat=NULL,*shat=NULL,*s=NULL, *buf1=NULL, *buf0=NULL; |
88 |
double beta,norm_of_residual,sum_1,sum_2,sum_3,sum_4,norm_of_residual_global; |
89 |
double alpha, omega, omegaNumtr, omegaDenumtr, rho, tol, rho1; |
90 |
dim_t num_iter=0,maxit,num_iter_global; |
91 |
dim_t i0; |
92 |
bool_t breakFlag=FALSE, maxIterFlag=FALSE, convergeFlag=FALSE; |
93 |
dim_t status = SOLVER_NO_ERROR; |
94 |
double *resid = tolerance; |
95 |
dim_t n = Paso_SystemMatrix_getTotalNumRows(A); |
96 |
|
97 |
/* Executable Statements */ |
98 |
|
99 |
/* allocate memory: */ |
100 |
rtld=TMPMEMALLOC(n,double); |
101 |
p=TMPMEMALLOC(n,double); |
102 |
v=TMPMEMALLOC(n,double); |
103 |
t=TMPMEMALLOC(n,double); |
104 |
phat=TMPMEMALLOC(n,double); |
105 |
shat=TMPMEMALLOC(n,double); |
106 |
s=TMPMEMALLOC(n,double); |
107 |
/* Test the input parameters. */ |
108 |
|
109 |
if (n < 0) { |
110 |
status = SOLVER_INPUT_ERROR; |
111 |
} else if (rtld==NULL || p==NULL || v==NULL || t==NULL || phat==NULL || shat==NULL || s==NULL) { |
112 |
status = SOLVER_MEMORY_ERROR; |
113 |
} else { |
114 |
|
115 |
/* now bicgstab starts : */ |
116 |
maxit = *iter; |
117 |
tol = *resid; |
118 |
|
119 |
#pragma omp parallel firstprivate(maxit,tol) \ |
120 |
private(rho,omega,num_iter,norm_of_residual,beta,alpha,rho1, convergeFlag,maxIterFlag,breakFlag) |
121 |
{ |
122 |
num_iter =0; |
123 |
convergeFlag=FALSE; |
124 |
maxIterFlag=FALSE; |
125 |
breakFlag=FALSE; |
126 |
|
127 |
/* initialize arrays */ |
128 |
|
129 |
#pragma omp for private(i0) schedule(static) |
130 |
for (i0 = 0; i0 < n; i0++) { |
131 |
rtld[i0]=0; |
132 |
p[i0]=0; |
133 |
v[i0]=0; |
134 |
t[i0]=0; |
135 |
phat[i0]=0; |
136 |
shat[i0]=0; |
137 |
} |
138 |
#pragma omp for private(i0) schedule(static) |
139 |
for (i0 = 0; i0 < n; i0++) rtld[i0] = r[i0]; |
140 |
|
141 |
/* Perform BiConjugate Gradient Stabilized iteration. */ |
142 |
|
143 |
L10: |
144 |
++(num_iter); |
145 |
#pragma omp barrier |
146 |
#pragma omp master |
147 |
{ |
148 |
sum_1 = 0; |
149 |
sum_2 = 0; |
150 |
sum_3 = 0; |
151 |
sum_4 = 0; |
152 |
omegaNumtr = 0.0; |
153 |
omegaDenumtr = 0.0; |
154 |
} |
155 |
#pragma omp barrier |
156 |
#pragma omp for private(i0) reduction(+:sum_1) schedule(static) |
157 |
for (i0 = 0; i0 < n; i0++) sum_1 += rtld[i0] * r[i0]; |
158 |
rho = sum_1; |
159 |
|
160 |
if (! (breakFlag = (ABS(rho) <= TOLERANCE_FOR_SCALARS))) { |
161 |
/* Compute vector P. */ |
162 |
|
163 |
if (num_iter > 1) { |
164 |
beta = rho / rho1 * (alpha / omega); |
165 |
#pragma omp for private(i0) schedule(static) |
166 |
for (i0 = 0; i0 < n; i0++) p[i0] = r[i0] + beta * (p[i0] - omega * v[i0]); |
167 |
} else { |
168 |
#pragma omp for private(i0) schedule(static) |
169 |
for (i0 = 0; i0 < n; i0++) p[i0] = r[i0]; |
170 |
} |
171 |
|
172 |
/* Compute direction adjusting vector PHAT and scalar ALPHA. */ |
173 |
|
174 |
Paso_Solver_solvePreconditioner(A,&phat[0], &p[0]); |
175 |
Paso_SystemMatrix_MatrixVector_CSR_OFFSET0(ONE, A, &phat[0],ZERO, &v[0]); |
176 |
|
177 |
#pragma omp for private(i0) reduction(+:sum_2) schedule(static) |
178 |
for (i0 = 0; i0 < n; i0++) sum_2 += rtld[i0] * v[i0]; |
179 |
if (! (breakFlag = (ABS(sum_2) <= TOLERANCE_FOR_SCALARS))) { |
180 |
alpha = rho / sum_2; |
181 |
|
182 |
#pragma omp for private(i0) reduction(+:sum_3) schedule(static) |
183 |
for (i0 = 0; i0 < n; i0++) { |
184 |
r[i0] -= alpha * v[i0]; |
185 |
s[i0] = r[i0]; |
186 |
sum_3 += s[i0] * s[i0]; |
187 |
} |
188 |
norm_of_residual = sqrt(sum_3); |
189 |
|
190 |
/* Early check for tolerance. */ |
191 |
if ( (convergeFlag = (norm_of_residual <= tol)) ) { |
192 |
#pragma omp for private(i0) schedule(static) |
193 |
for (i0 = 0; i0 < n; i0++) x[i0] += alpha * phat[i0]; |
194 |
maxIterFlag = FALSE; |
195 |
breakFlag = FALSE; |
196 |
} else { |
197 |
/* Compute stabilizer vector SHAT and scalar OMEGA. */ |
198 |
Paso_Solver_solvePreconditioner(A,&shat[0], &s[0]); |
199 |
Paso_SystemMatrix_MatrixVector_CSR_OFFSET0(ONE, A, &shat[0],ZERO,&t[0]); |
200 |
|
201 |
#pragma omp for private(i0) reduction(+:omegaNumtr,omegaDenumtr) schedule(static) |
202 |
for (i0 = 0; i0 < n; i0++) { |
203 |
omegaNumtr +=t[i0] * s[i0]; |
204 |
omegaDenumtr += t[i0] * t[i0]; |
205 |
} |
206 |
if (! (breakFlag = (ABS(omegaDenumtr) <= TOLERANCE_FOR_SCALARS))) { |
207 |
omega = omegaNumtr / omegaDenumtr; |
208 |
|
209 |
#pragma omp for private(i0) reduction(+:sum_4) schedule(static) |
210 |
for (i0 = 0; i0 < n; i0++) { |
211 |
x[i0] += alpha * phat[i0] + omega * shat[i0]; |
212 |
r[i0] -= omega * t[i0]; |
213 |
sum_4 += r[i0] * r[i0]; |
214 |
} |
215 |
norm_of_residual = sqrt(sum_4); |
216 |
convergeFlag = norm_of_residual <= tol; |
217 |
maxIterFlag = num_iter == maxit; |
218 |
breakFlag = (ABS(omega) <= TOLERANCE_FOR_SCALARS); |
219 |
} |
220 |
} |
221 |
} |
222 |
if (!(convergeFlag || maxIterFlag || breakFlag)) { |
223 |
rho1 = rho; |
224 |
goto L10; |
225 |
} |
226 |
} |
227 |
/* end of iteration */ |
228 |
#pragma omp master |
229 |
{ |
230 |
num_iter_global=num_iter; |
231 |
norm_of_residual_global=norm_of_residual; |
232 |
if (maxIterFlag) { |
233 |
status = SOLVER_MAXITER_REACHED; |
234 |
} else if (breakFlag) { |
235 |
status = SOLVER_BREAKDOWN; |
236 |
} |
237 |
} |
238 |
} /* end of parallel region */ |
239 |
} |
240 |
TMPMEMFREE(rtld); |
241 |
TMPMEMFREE(p); |
242 |
TMPMEMFREE(v); |
243 |
TMPMEMFREE(t); |
244 |
TMPMEMFREE(phat); |
245 |
TMPMEMFREE(shat); |
246 |
TMPMEMFREE(s); |
247 |
*iter=num_iter_global; |
248 |
*resid=norm_of_residual_global; |
249 |
|
250 |
/* End of BICGSTAB */ |
251 |
return status; |
252 |
} |