/[escript]/trunk/paso/src/MINRES.c
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Annotation of /trunk/paso/src/MINRES.c

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Revision 1811 - (hide annotations)
Thu Sep 25 23:11:13 2008 UTC (11 years, 6 months ago) by ksteube
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1 artak 1787
2     /*******************************************************
3 ksteube 1811 *
4     * Copyright (c) 2003-2008 by University of Queensland
5     * Earth Systems Science Computational Center (ESSCC)
6     * http://www.uq.edu.au/esscc
7     *
8     * Primary Business: Queensland, Australia
9     * Licensed under the Open Software License version 3.0
10     * http://www.opensource.org/licenses/osl-3.0.php
11     *
12     *******************************************************/
13 artak 1787
14 ksteube 1811
15 artak 1787 /* TFQMR iterations */
16    
17     #include "SystemMatrix.h"
18     #include "Paso.h"
19     #include "Solver.h"
20     #include "PasoUtil.h"
21    
22     #ifdef _OPENMP
23     #include <omp.h>
24     #endif
25    
26     #ifdef PASO_MPI
27     #include <mpi.h>
28     #endif
29    
30     /*
31     *
32     * Purpose
33     * =======
34     *
35     * MINRES solves the linear system A*x = b
36     *
37     * Convergence test: norm( b - A*x )< TOL.
38     * For other measures, see the above reference.
39     *
40     * Arguments
41     * =========
42     *
43     * r (input) DOUBLE PRECISION array, dimension N.
44     * On entry, residual of inital guess x
45     *
46     * x (input/output) DOUBLE PRECISION array, dimension N.
47     * On input, the initial guess.
48     *
49     * ITER (input/output) INT
50     * On input, the maximum iterations to be performed.
51     * On output, actual number of iterations performed.
52     *
53     * INFO (output) INT
54     *
55     * = SOLVER_NO_ERROR: Successful exit. Iterated approximate solution returned.
56     * = SOLVER_MAXITER_REACHED
57     * = SOLVER_INPUT_ERROR Illegal parameter:
58     * = SOLVER_MEMORY_ERROR :
59     * = SOLVER_NEGATIVE_NORM_ERROR :
60     *
61     * ==============================================================
62     */
63    
64     /* #define PASO_DYNAMIC_SCHEDULING_MVM */
65    
66     #if defined PASO_DYNAMIC_SCHEDULING_MVM && defined __OPENMP
67     #define USE_DYNAMIC_SCHEDULING
68     #endif
69    
70     err_t Paso_Solver_MINRES(
71     Paso_SystemMatrix * A,
72     double * r,
73     double * x,
74     dim_t *iter,
75     double *tol,
76     double * tolerance,
77     Paso_Performance* pp) {
78    
79     /* Local variables */
80    
81     dim_t num_iter=0,maxit;
82     bool_t breakFlag=FALSE, maxIterFlag=FALSE, convergeFlag=FALSE;
83     err_t status = SOLVER_NO_ERROR;
84     dim_t n = Paso_SystemMatrix_getTotalNumRows(A);
85     double *w=NULL, *w1=NULL, *w2=NULL, *r1=NULL, *r2=NULL, *y=NULL, *v=NULL;
86    
87     double Anorm,ynorm,oldb,dbar,epsln,phibar,rhs1,rhs2,rnorm,tnorm2,ynorm2,cs,sn,eps,s,alfa,denom,z,beta1,beta;
88     double gmax,gmin,oldeps,delta,gbar,gamma,phi;
89    
90     double norm_of_residual;
91    
92     /* */
93     /*-----------------------------------------------------------------*/
94     /* */
95     /* Start of Calculation : */
96     /* --------------------- */
97     /* */
98     /* */
99     w=TMPMEMALLOC(n,double);
100     w1=TMPMEMALLOC(n,double);
101     w2=TMPMEMALLOC(n,double);
102     r1=TMPMEMALLOC(n,double);
103     r2=TMPMEMALLOC(n,double);
104     y=TMPMEMALLOC(n,double);
105     v=TMPMEMALLOC(n,double);
106    
107    
108     if (w ==NULL || w1== NULL || w2== NULL || r1 == NULL || r2== NULL || y==NULL || v==NULL ) {
109     status=SOLVER_MEMORY_ERROR;
110     }
111    
112     maxit = *iter;
113    
114     /* Test the input parameters. */
115     if (n < 0 || maxit<=0 ) {
116     status=SOLVER_INPUT_ERROR;
117     }
118    
119     Paso_Copy(n,r1,r);
120    
121     Performance_startMonitor(pp,PERFORMANCE_PRECONDITIONER);
122     Paso_Solver_solvePreconditioner(A,y,r1);
123     Performance_stopMonitor(pp,PERFORMANCE_PRECONDITIONER);
124    
125     beta1=Paso_InnerProduct(n,r1,y,A->mpi_info);
126     if (beta1<0) {
127     status=SOLVER_NEGATIVE_NORM_ERROR;
128     }
129    
130     if (beta1>0) {
131     beta1=sqrt(beta1);
132     }
133    
134     Performance_startMonitor(pp,PERFORMANCE_SOLVER);
135    
136     Paso_zeroes(n,w);
137     Paso_zeroes(n,w2);
138    
139     Paso_Copy(n,r2,r1);
140    
141     Anorm = 0;
142     ynorm = 0;
143     oldb = 0;
144     beta = beta1;
145     dbar = 0;
146     epsln = 0;
147     phibar = beta1;
148     rhs1 = beta1;
149     rhs2 = 0;
150     rnorm = phibar;
151     tnorm2 = 0;
152     ynorm2 = 0;
153     cs = -1;
154     sn = 0;
155     eps = 0.0001;
156    
157     while (!(convergeFlag || maxIterFlag || breakFlag || (status !=SOLVER_NO_ERROR) ))
158     {
159    
160     s=1/beta;
161     Paso_Update(n, 0., v, s, y);
162    
163     Performance_stopMonitor(pp,PERFORMANCE_SOLVER);
164     Performance_startMonitor(pp,PERFORMANCE_MVM);
165     Paso_SystemMatrix_MatrixVector_CSR_OFFSET0(ONE, A, v,ZERO,y);
166     Performance_stopMonitor(pp,PERFORMANCE_MVM);
167     Performance_startMonitor(pp,PERFORMANCE_SOLVER);
168    
169     if (num_iter >= 1) {
170     Paso_Update(n, 1., y, -(beta/oldb), r1);
171     }
172    
173     alfa = Paso_InnerProduct(n,v,y,A->mpi_info);
174     Paso_Update(n, 1., y, -(alfa/beta), r2);
175     Paso_Copy(n,r1,r2);
176     Paso_Copy(n,r2,y);
177    
178     Performance_stopMonitor(pp,PERFORMANCE_SOLVER);
179     Performance_startMonitor(pp,PERFORMANCE_PRECONDITIONER);
180     Paso_Solver_solvePreconditioner(A,y,r2);
181     Performance_stopMonitor(pp,PERFORMANCE_PRECONDITIONER);
182     Performance_startMonitor(pp,PERFORMANCE_SOLVER);
183    
184     oldb = beta;
185     beta = Paso_InnerProduct(n,y,r2,A->mpi_info);
186     if (beta<0) {
187     status=SOLVER_NEGATIVE_NORM_ERROR;
188     }
189    
190     beta = sqrt( beta );
191     tnorm2 = tnorm2 + alfa*alfa + oldb*oldb + beta*beta;
192    
193     if (num_iter==0) {
194     gmax = ABS(alfa);
195     gmin = gmax;
196     }
197    
198     /* Apply previous rotation Qk-1 to get
199     [deltak epslnk+1] = [cs sn][dbark 0 ]
200     [gbar k dbar k+1] [sn -cs][alfak betak+1]. */
201    
202     oldeps = epsln;
203     delta = cs * dbar + sn * alfa ;
204     gbar = sn * dbar - cs * alfa ;
205     epsln = sn * beta ;
206     dbar = - cs * beta;
207    
208     gamma = sqrt(gbar*gbar+beta*beta) ;
209     gamma = MAX(gamma,eps) ;
210     cs = gbar / gamma ;
211     sn = beta / gamma ;
212     phi = cs * phibar ;
213     phibar = sn * phibar ;
214    
215     /* Update x. */
216    
217     denom = 1/gamma ;
218     Paso_Copy(n,w1,w2);
219     Paso_Copy(n,w2,w);
220    
221     Paso_LinearCombination(n,w,denom,v,-(denom*oldeps),w1);
222     Paso_Update(n, 1., w, -(delta*denom), w2) ;
223     Paso_Update(n, 1., x, phi, w) ;
224    
225     /* Go round again. */
226    
227     gmax = MAX(gmax,gamma);
228     gmin = MIN(gmin,gamma);
229     z = rhs1 / gamma;
230     ynorm2 = z*z + ynorm2;
231     rhs1 = rhs2 - delta*z;
232     rhs2 = - epsln*z;
233    
234     Anorm = sqrt( tnorm2 ) ;
235     ynorm = sqrt( ynorm2 ) ;
236    
237     rnorm = phibar;
238    
239     maxIterFlag = (num_iter > maxit);
240     norm_of_residual=rnorm;
241     convergeFlag=(norm_of_residual<Anorm*ynorm*(*tolerance));
242    
243    
244     if (maxIterFlag) {
245     status = SOLVER_MAXITER_REACHED;
246     } else if (breakFlag) {
247     status = SOLVER_BREAKDOWN;
248     }
249     ++(num_iter);
250     /*printf("residual norm %.10f < %.10f %.10f %.10f \n",rnorm,Anorm*ynorm*(*tolerance), Anorm*ynorm, (*tolerance));*/
251     }
252     /* end of iteration */
253    
254     Performance_stopMonitor(pp,PERFORMANCE_SOLVER);
255     TMPMEMFREE(w);
256     TMPMEMFREE(w1);
257     TMPMEMFREE(w2);
258     TMPMEMFREE(r1);
259     TMPMEMFREE(r2);
260     TMPMEMFREE(y);
261     TMPMEMFREE(v);
262    
263     *iter=num_iter;
264     *tol=norm_of_residual;
265    
266     /* End of MINRES */
267     return status;
268     }

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