/[escript]/trunk/paso/src/Solver.c
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Contents of /trunk/paso/src/Solver.c

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Revision 1787 - (show annotations)
Mon Sep 15 01:36:34 2008 UTC (10 years, 7 months ago) by artak
File MIME type: text/plain
File size: 12961 byte(s)
MINRES solver is added to escript. Additional 16 tests are added to run_simplesolve for MINRES and TFQMR solvers
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
18 /* Paso: SystemMatrix: controls iterative linear system solvers */
19
20 /**************************************************************/
21
22 /* Copyrights by ACcESS Australia 2003/04 */
23 /* Author: gross@access.edu.au */
24
25 /**************************************************************/
26
27 #include "Paso.h"
28 #include "SystemMatrix.h"
29 #include "Solver.h"
30 #include "escript/blocktimer.h"
31
32 /***********************************************************************************/
33
34 /* free space */
35
36 void Paso_Solver_free(Paso_SystemMatrix* A) {
37 Paso_Preconditioner_free(A->solver);
38 A->solver=NULL;
39 }
40 /* call the iterative solver: */
41
42 void Paso_Solver(Paso_SystemMatrix* A,double* x,double* b,
43 Paso_Options* options,Paso_Performance* pp) {
44
45 double norm2_of_b,tol,tolerance,time_iter;
46 double *r=NULL,norm2_of_residual,last_norm2_of_residual,norm_max_of_b;
47 double norm2_of_b_local,norm_max_of_b_local,norm2_of_residual_local;
48 double norm_max_of_residual_local,norm_max_of_residual;
49 double last_norm_max_of_residual,*scaling;
50 #ifdef PASO_MPI
51 double loc_norm;
52 #endif
53 dim_t i,totIter,cntIter,method;
54 bool_t finalizeIteration;
55 err_t errorCode;
56 dim_t numSol = Paso_SystemMatrix_getTotalNumCols(A);
57 dim_t numEqua = Paso_SystemMatrix_getTotalNumRows(A);
58 double blocktimer_precond, blocktimer_start = blocktimer_time();
59
60 tolerance=MAX(options->tolerance,EPSILON);
61 Paso_resetError();
62 method=Paso_Options_getSolver(options->method,PASO_PASO,options->symmetric);
63 /* check matrix type */
64 if ((A->type & MATRIX_FORMAT_CSC) || (A->type & MATRIX_FORMAT_OFFSET1) || (A->type & MATRIX_FORMAT_SYM) ) {
65 Paso_setError(TYPE_ERROR,"Iterative solver requires CSR format with unsymmetric storage scheme and index offset 0.");
66 }
67 if (A->col_block_size != A->row_block_size) {
68 Paso_setError(TYPE_ERROR,"Iterative solver requires row and column block sizes to be equal.");
69 }
70 if (Paso_SystemMatrix_getGlobalNumCols(A) != Paso_SystemMatrix_getGlobalNumRows(A)) {
71 Paso_setError(TYPE_ERROR,"Iterative solver requires a square matrix.");
72 return;
73 }
74 /* this for testing only */
75 if (method==PASO_NONLINEAR_GMRES) {
76 Paso_Function* F=NULL;
77 F=Paso_Function_LinearSystem_alloc(A,b,options);
78 errorCode=Paso_Solver_NewtonGMRES(F,x,options,pp);
79 if (errorCode==NO_ERROR) {
80 Paso_setError(SYSTEM_ERROR,"Paso_Solver_NewtonGMRES: an error has occured.");
81 }
82 Paso_Function_LinearSystem_free(F);
83 }
84 /* ========================= */
85 Performance_startMonitor(pp,PERFORMANCE_ALL);
86 if (Paso_noError()) {
87 /* get normalization */
88 scaling=Paso_SystemMatrix_borrowNormalization(A);
89 if (Paso_noError()) {
90 /* get the norm of the right hand side */
91 norm2_of_b=0.;
92 norm_max_of_b=0.;
93 #pragma omp parallel private(norm2_of_b_local,norm_max_of_b_local)
94 {
95 norm2_of_b_local=0.;
96 norm_max_of_b_local=0.;
97 #pragma omp for private(i) schedule(static)
98 for (i = 0; i < numEqua ; ++i) {
99 norm2_of_b_local += b[i] * b[i];
100 norm_max_of_b_local = MAX(ABS(scaling[i]*b[i]),norm_max_of_b_local);
101 }
102 #pragma omp critical
103 {
104 norm2_of_b += norm2_of_b_local;
105 norm_max_of_b = MAX(norm_max_of_b_local,norm_max_of_b);
106 }
107 }
108 /* TODO: use one call */
109 #ifdef PASO_MPI
110 {
111 loc_norm = norm2_of_b;
112 MPI_Allreduce(&loc_norm,&norm2_of_b, 1, MPI_DOUBLE, MPI_SUM, A->mpi_info->comm);
113 loc_norm = norm_max_of_b;
114 MPI_Allreduce(&loc_norm,&norm_max_of_b, 1, MPI_DOUBLE, MPI_MAX, A->mpi_info->comm);
115 }
116 #endif
117 norm2_of_b=sqrt(norm2_of_b);
118
119 /* if norm2_of_b==0 we are ready: x=0 */
120 if (norm2_of_b <=0.) {
121 #pragma omp parallel for private(i) schedule(static)
122 for (i = 0; i < numSol; i++) x[i]=0.;
123 if (options->verbose) printf("right hand side is identical zero.\n");
124 } else {
125 if (options->verbose) {
126 printf("l2/lmax-norm of right hand side is %e/%e.\n",norm2_of_b,norm_max_of_b);
127 printf("l2/lmax-stopping criterion is %e/%e.\n",norm2_of_b*tolerance,norm_max_of_b*tolerance);
128 switch (method) {
129 case PASO_BICGSTAB:
130 printf("Iterative method is BiCGStab.\n");
131 break;
132 case PASO_PCG:
133 printf("Iterative method is PCG.\n");
134 break;
135 case PASO_TFQMR:
136 printf("Iterative method is TFQMR.\n");
137 break;
138 case PASO_MINRES:
139 printf("Iterative method is MINRES.\n");
140 break;
141 case PASO_PRES20:
142 printf("Iterative method is PRES20.\n");
143 break;
144 case PASO_GMRES:
145 if (options->restart>0) {
146 printf("Iterative method is GMRES(%d,%d)\n",options->truncation,options->restart);
147 } else {
148 printf("Iterative method is GMRES(%d)\n",options->truncation);
149 }
150 break;
151 }
152 }
153 /* construct the preconditioner */
154
155 blocktimer_precond = blocktimer_time();
156 Performance_startMonitor(pp,PERFORMANCE_PRECONDITIONER_INIT);
157 Paso_Solver_setPreconditioner(A,options);
158 Performance_stopMonitor(pp,PERFORMANCE_PRECONDITIONER_INIT);
159 blocktimer_increment("Paso_Solver_setPreconditioner()", blocktimer_precond);
160 if (! Paso_noError()) return;
161 time_iter=Paso_timer();
162 /* get an initial guess by evaluating the preconditioner */
163 Paso_Solver_solvePreconditioner(A,x,b);
164 /* start the iteration process :*/
165 r=TMPMEMALLOC(numEqua,double);
166 Paso_checkPtr(r);
167 if (Paso_noError()) {
168 totIter = 0;
169 finalizeIteration = FALSE;
170 last_norm2_of_residual=norm2_of_b;
171 last_norm_max_of_residual=norm_max_of_b;
172 /* Loop */
173 while (! finalizeIteration) {
174 cntIter = options->iter_max - totIter;
175 finalizeIteration = TRUE;
176 /* Set initial residual. */
177 norm2_of_residual = 0;
178 norm_max_of_residual = 0;
179 #pragma omp parallel for private(i) schedule(static)
180 for (i = 0; i < numEqua; i++) r[i]=b[i];
181 Paso_SystemMatrix_MatrixVector_CSR_OFFSET0(DBLE(-1), A, x, DBLE(1), r);
182
183 #pragma omp parallel private(norm2_of_residual_local,norm_max_of_residual_local)
184 {
185 norm2_of_residual_local = 0;
186 norm_max_of_residual_local = 0;
187 #pragma omp for private(i) schedule(static)
188 for (i = 0; i < numEqua; i++) {
189 norm2_of_residual_local+= r[i] * r[i];
190 norm_max_of_residual_local=MAX(ABS(scaling[i]*r[i]),norm_max_of_residual_local);
191 }
192 #pragma omp critical
193 {
194 norm2_of_residual += norm2_of_residual_local;
195 norm_max_of_residual = MAX(norm_max_of_residual_local,norm_max_of_residual);
196 }
197 }
198 /* TODO: use one call */
199 #ifdef PASO_MPI
200 loc_norm = norm2_of_residual;
201 MPI_Allreduce(&loc_norm,&norm2_of_residual, 1, MPI_DOUBLE, MPI_SUM, A->mpi_info->comm);
202 loc_norm = norm_max_of_residual;
203 MPI_Allreduce(&loc_norm,&norm_max_of_residual, 1, MPI_DOUBLE, MPI_MAX, A->mpi_info->comm);
204 #endif
205 norm2_of_residual =sqrt(norm2_of_residual);
206
207 if (options->verbose) printf("Step %5d: l2/lmax-norm of residual is %e/%e",totIter,norm2_of_residual,norm_max_of_residual);
208 if (totIter>0 && norm2_of_residual>=last_norm2_of_residual && norm_max_of_residual>=last_norm_max_of_residual) {
209 if (options->verbose) printf(" divergence!\n");
210 Paso_setError(WARNING, "No improvement during iteration. Iterative solver gives up.");
211 } else {
212 /* */
213 if (norm2_of_residual>tolerance*norm2_of_b || norm_max_of_residual>tolerance*norm_max_of_b ) {
214 tol=tolerance*MIN(norm2_of_b,0.1*norm2_of_residual/norm_max_of_residual*norm_max_of_b);
215 if (options->verbose) printf(" (new tolerance = %e).\n",tol);
216 last_norm2_of_residual=norm2_of_residual;
217 last_norm_max_of_residual=norm_max_of_residual;
218 /* call the solver */
219 switch (method) {
220 case PASO_BICGSTAB:
221 errorCode = Paso_Solver_BiCGStab(A, r, x, &cntIter, &tol, pp);
222 break;
223 case PASO_PCG:
224 errorCode = Paso_Solver_PCG(A, r, x, &cntIter, &tol, pp);
225 break;
226 case PASO_TFQMR:
227 errorCode = Paso_Solver_TFQMR(A, r, x, &cntIter, &tol, pp);
228 break;
229 case PASO_MINRES:
230 errorCode = Paso_Solver_MINRES(A, r, x, &cntIter, &tolerance, &tol, pp);
231 break;
232 case PASO_PRES20:
233 errorCode = Paso_Solver_GMRES(A, r, x, &cntIter, &tol,5,20, pp);
234 break;
235 case PASO_GMRES:
236 errorCode = Paso_Solver_GMRES(A, r, x, &cntIter, &tol,options->truncation,options->restart, pp);
237 break;
238 }
239 totIter += cntIter;
240 /* error handling */
241 if (errorCode==NO_ERROR) {
242 finalizeIteration = FALSE;
243 } else if (errorCode==SOLVER_MAXITER_REACHED) {
244 Paso_setError(WARNING,"maximum number of iteration step reached.\nReturned solution does not fulfil stopping criterion.");
245 if (options->verbose) printf("Maximum number of iterations reached.!\n");
246 } else if (errorCode == SOLVER_INPUT_ERROR ) {
247 Paso_setError(SYSTEM_ERROR,"illegal dimension in iterative solver.");
248 if (options->verbose) printf("Internal error!\n");
249 } else if ( errorCode == SOLVER_BREAKDOWN ) {
250 if (cntIter <= 1) {
251 Paso_setError(ZERO_DIVISION_ERROR, "fatal break down in iterative solver.");
252 if (options->verbose) printf("Uncurable break down!\n");
253 } else {
254 if (options->verbose) printf("Breakdown at iter %d (residual = %e). Restarting ...\n", cntIter+totIter, tol);
255 finalizeIteration = FALSE;
256 }
257 } else {
258 if (options->verbose) printf(". convergence! \n");
259 }
260 }
261 } /* while */
262 }
263 MEMFREE(r);
264 time_iter=Paso_timer()-time_iter;
265 if (options->verbose) {
266 printf("\ntiming: solver: %.4e sec\n",time_iter);
267 if (totIter>0) printf("timing: per iteration step: %.4e sec\n",time_iter/totIter);
268 }
269 }
270 }
271 }
272 }
273 Performance_stopMonitor(pp,PERFORMANCE_ALL);
274 blocktimer_increment("Paso_Solver()", blocktimer_start);
275 }

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