/[escript]/trunk/paso/src/GMRES2.cpp
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Annotation of /trunk/paso/src/GMRES2.cpp

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Revision 4856 - (hide annotations)
Wed Apr 9 06:46:55 2014 UTC (5 years, 6 months ago) by caltinay
File size: 5016 byte(s)
some mopping in paso

1 gross 1476
2 jfenwick 3981 /*****************************************************************************
3 gross 1476 *
4 jfenwick 4657 * Copyright (c) 2003-2014 by University of Queensland
5 jfenwick 3981 * http://www.uq.edu.au
6 gross 1476 *
7 ksteube 1811 * Primary Business: Queensland, Australia
8     * Licensed under the Open Software License version 3.0
9     * http://www.opensource.org/licenses/osl-3.0.php
10 gross 1476 *
11 jfenwick 3981 * Development until 2012 by Earth Systems Science Computational Center (ESSCC)
12 jfenwick 4657 * Development 2012-2013 by School of Earth Sciences
13     * Development from 2014 by Centre for Geoscience Computing (GeoComp)
14 jfenwick 3981 *
15     *****************************************************************************/
16 gross 1476
17 ksteube 1811
18 gross 1476 #include "Common.h"
19     #include "Solver.h"
20 gross 1639 #include "PasoUtil.h"
21 gross 1476
22 caltinay 4856 namespace paso {
23    
24     err_t Solver_GMRES2(Function* F, const double* f0, const double* x0,
25     double* dx, dim_t* iter, double* tolerance,
26     Paso_Performance* pp)
27 gross 1476 {
28 caltinay 4856 static double RENORMALIZATION_CONST=0.001;
29     const dim_t l=(*iter)+1, iter_max=*iter;
30     dim_t k=0,i,j;
31     const dim_t n=F->getLen();
32     const double rel_tol=*tolerance;
33     double abs_tol, normf0, normv, normv2, hh, hr, nu, norm_of_residual=0.;
34     bool breakFlag=FALSE, maxIterFlag=FALSE, convergeFlag=FALSE;
35 gross 1476
36 caltinay 4856 if (n < 0 || iter_max<=0 || l<1 || rel_tol<0) {
37     return SOLVER_INPUT_ERROR;
38     }
39 gross 1476
40 caltinay 4856 err_t Status=SOLVER_NO_ERROR;
41 gross 3005
42 caltinay 4856 double* h = new double[l*l];
43     double** v = new double*[l];
44     double* c = new double[l];
45     double* s = new double[l];
46     double* g = new double[l];
47     double* work = new double[n];
48 gross 3005
49 caltinay 4856 for (i=0; i<iter_max; i++)
50     v[i]=NULL;
51 gross 3005
52 caltinay 4856 util::zeroes(n,dx);
53    
54     /*
55     * the show begins:
56     */
57     normf0 = util::l2(n,f0,F->mpi_info);
58     k = 0;
59     convergeFlag = (ABS(normf0)<=0);
60     if (!convergeFlag) {
61     abs_tol = rel_tol*normf0;
62     printf("GMRES2 initial residual norm %e (rel. tol=%e)\n",normf0,rel_tol);
63     v[0] = new double[n];
64     util::zeroes(n, v[0]);
65     util::update(n, 1., v[0], -1./normf0, f0); // v = -1./normf0*f0
66     g[0] = normf0;
67     while (!breakFlag && !maxIterFlag && !convergeFlag && Status==SOLVER_NO_ERROR) {
68     k++;
69     v[k]=new double[n];
70     /*
71     * call directional derivative function
72     */
73     F->derivative(v[k], v[k-1], f0, x0, work, pp);
74     normv=util::l2(n,v[k],F->mpi_info);
75     /*
76     * Modified Gram-Schmidt
77     */
78     for (j=0; j<k; j++){
79     hh = util::innerProduct(n,v[j],v[k],F->mpi_info);
80     util::update(n,1.,v[k],(-hh),v[j]); // v[k]-hh*v[j]
81     h[INDEX2(j,k-1,l)]=hh;
82     //printf("%d : %d = %e\n",k,j,hh);
83     }
84     normv2=util::l2(n,v[k],F->mpi_info);
85     h[INDEX2(k,k-1,l)]=normv2;
86     /*
87     * reorthogonalize
88     */
89     if (!(normv + RENORMALIZATION_CONST*normv2 > normv)) {
90     // printf("GMRES2: renormalization!");
91     for (j=0; j<k; j++) {
92     hr = util::innerProduct(n,v[j],v[k],F->mpi_info);
93    
94     h[INDEX2(j,k-1,l)]+=hr;
95     util::update(n,1.,v[k],(-hr),v[j]);
96     }
97     normv2=util::l2(n,v[k],F->mpi_info);
98     h[INDEX2(k,k-1,l)]=normv2;
99     }
100     /*
101     * watch out for happy breakdown
102     */
103     if (normv2 > 0.) {
104     util::update(n,1./normv2,v[k],0.,v[k]); /* normalize v[k] */
105     }
106     /*
107     * Form and store the information for the new Givens rotation
108     */
109     util::applyGivensRotations(k,&h[INDEX2(0,k-1,l)],c,s);
110    
111     /*
112     * Don't divide by zero if solution has been found
113     */
114     g[k] = 0;
115     nu = sqrt(h[INDEX2(k-1,k-1,l)]*h[INDEX2(k-1,k-1,l)]+h[INDEX2(k,k-1,l)]*h[INDEX2(k,k-1,l)]);
116     if (nu > 0) {
117     c[k-1]= h[INDEX2(k-1,k-1,l)]/nu;
118     s[k-1]=-h[INDEX2(k,k-1,l)]/nu;
119     h[INDEX2(k-1,k-1,l)]=c[k-1]*h[INDEX2(k-1,k-1,l)]-s[k-1]*h[INDEX2(k,k-1,l)];
120     h[INDEX2(k,k-1,l)]=0;
121     util::applyGivensRotations(2,&(g[k-1]),&(c[k-1]),&(s[k-1]));
122     }
123     norm_of_residual = fabs(g[k]);
124     maxIterFlag = (k >= iter_max);
125     convergeFlag = (norm_of_residual <= abs_tol);
126     printf("GMRES2 step %d: residual %e (abs. tol=%e)\n", k, fabs(g[k]), abs_tol);
127     }
128     }
129    
130     // all done and ready for the forward substitution:
131     for (i=k-1;i>=0;--i) {
132     for (j=i+1;j<k;j++) {
133     g[i]-=h[INDEX2(i,j,l)]*g[j];
134     }
135     g[i] /= h[INDEX2(i,i,l)];
136     util::update(n, 1., dx, g[i], v[i]); // dx = dx+g[i]*v[i]
137     }
138     if ( v != NULL) {
139     for (i=0; i<iter_max; i++)
140     delete[] v[i];
141     }
142     delete[] h;
143     delete[] v;
144     delete[] c;
145     delete[] s;
146     delete[] g;
147     delete[] work;
148     *iter=k;
149     *tolerance=norm_of_residual;
150     return Status;
151 gross 1476 }
152    
153 caltinay 4856 } // namespace paso
154    

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svn:mergeinfo /branches/amg_from_3530/paso/src/GMRES2.cpp:3531-3826 /branches/lapack2681/paso/src/GMRES2.cpp:2682-2741 /branches/pasowrap/paso/src/GMRES2.cpp:3661-3674 /branches/py3_attempt2/paso/src/GMRES2.cpp:3871-3891 /branches/restext/paso/src/GMRES2.cpp:2610-2624 /branches/ripleygmg_from_3668/paso/src/GMRES2.cpp:3669-3791 /branches/stage3.0/paso/src/GMRES2.cpp:2569-2590 /branches/symbolic_from_3470/paso/src/GMRES2.cpp:3471-3974 /branches/symbolic_from_3470/ripley/test/python/paso/src/GMRES2.cpp:3517-3974 /release/3.0/paso/src/GMRES2.cpp:2591-2601 /trunk/paso/src/GMRES2.cpp:4257-4344 /trunk/ripley/test/python/paso/src/GMRES2.cpp:3480-3515

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