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// ************************************************************************
//
// Belos: Block Linear Solvers Package
// Copyright 2004 Sandia Corporation
//
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//@HEADER
#ifndef BELOS_PSEUDO_BLOCK_CG_ITER_HPP
#define BELOS_PSEUDO_BLOCK_CG_ITER_HPP
/*! \file BelosPseudoBlockCGIter.hpp
\brief Belos concrete class for performing the pseudo-block CG iteration.
*/
#include "BelosConfigDefs.hpp"
#include "BelosTypes.hpp"
#include "BelosCGIteration.hpp"
#include "BelosLinearProblem.hpp"
#include "BelosMatOrthoManager.hpp"
#include "BelosOutputManager.hpp"
#include "BelosStatusTest.hpp"
#include "BelosOperatorTraits.hpp"
#include "BelosMultiVecTraits.hpp"
#include "Teuchos_BLAS.hpp"
#include "Teuchos_SerialDenseMatrix.hpp"
#include "Teuchos_SerialDenseVector.hpp"
#include "Teuchos_ScalarTraits.hpp"
#include "Teuchos_ParameterList.hpp"
#include "Teuchos_TimeMonitor.hpp"
/*!
\class Belos::PseudoBlockCGIter
\brief This class implements the pseudo-block CG iteration, where the basic CG
algorithm is performed on all of the linear systems simultaneously.
\ingroup belos_solver_framework
\author Heidi Thornquist
*/
namespace Belos {
template<class ScalarType, class MV, class OP>
class PseudoBlockCGIter : virtual public CGIteration<ScalarType,MV,OP> {
public:
//
// Convenience typedefs
//
typedef MultiVecTraits<ScalarType,MV> MVT;
typedef OperatorTraits<ScalarType,MV,OP> OPT;
typedef Teuchos::ScalarTraits<ScalarType> SCT;
typedef typename SCT::magnitudeType MagnitudeType;
//! @name Constructors/Destructor
//@{
/*! \brief %PseudoBlockCGIter constructor with linear problem, solver utilities, and parameter list of solver options.
*
* This constructor takes pointers required by the linear solver, in addition
* to a parameter list of options for the linear solver.
*/
PseudoBlockCGIter( const Teuchos::RCP<LinearProblem<ScalarType,MV,OP> > &problem,
const Teuchos::RCP<OutputManager<ScalarType> > &printer,
const Teuchos::RCP<StatusTest<ScalarType,MV,OP> > &tester,
Teuchos::ParameterList ¶ms );
//! Destructor.
virtual ~PseudoBlockCGIter() {};
//@}
//! @name Solver methods
//@{
/*! \brief This method performs CG iterations on each linear system until the status
* test indicates the need to stop or an error occurs (in which case, an
* std::exception is thrown).
*
* iterate() will first determine whether the solver is initialized; if
* not, it will call initialize() using default arguments. After
* initialization, the solver performs CG iterations until the
* status test evaluates as ::Passed, at which point the method returns to
* the caller.
*
* The status test is queried at the beginning of the iteration.
*
*/
void iterate();
/*! \brief Initialize the solver to an iterate, providing a complete state.
*
* The %PseudoBlockCGIter contains a certain amount of state, consisting of the current
* direction vectors and residuals.
*
* initialize() gives the user the opportunity to manually set these,
* although this must be done with caution, abiding by the rules given
* below.
*
* \post
* <li>isInitialized() == \c true (see post-conditions of isInitialize())
*
* The user has the option of specifying any component of the state using
* initialize(). However, these arguments are assumed to match the
* post-conditions specified under isInitialized(). Any necessary component of the
* state not given to initialize() will be generated.
*
* \note For any pointer in \c newstate which directly points to the multivectors in
* the solver, the data is not copied.
*/
void initializeCG(CGIterationState<ScalarType,MV>& newstate);
/*! \brief Initialize the solver with the initial vectors from the linear problem
* or random data.
*/
void initialize()
{
CGIterationState<ScalarType,MV> empty;
initializeCG(empty);
}
/*! \brief Get the current state of the linear solver.
*
* The data is only valid if isInitialized() == \c true.
*
* \returns A CGIterationState object containing const pointers to the current
* solver state.
*/
CGIterationState<ScalarType,MV> getState() const {
CGIterationState<ScalarType,MV> state;
state.R = R_;
state.P = P_;
state.AP = AP_;
state.Z = Z_;
return state;
}
//@}
//! @name Status methods
//@{
//! \brief Get the current iteration count.
int getNumIters() const { return iter_; }
//! \brief Reset the iteration count.
void resetNumIters( int iter = 0 ) { iter_ = iter; }
//! Get the norms of the residuals native to the solver.
//! \return A std::vector of length blockSize containing the native residuals.
Teuchos::RCP<const MV> getNativeResiduals( std::vector<MagnitudeType> *norms ) const { return R_; }
//! Get the current update to the linear system.
/*! \note This method returns a null pointer because the linear problem is current.
*/
Teuchos::RCP<MV> getCurrentUpdate() const { return Teuchos::null; }
//@}
//! @name Accessor methods
//@{
//! Get a constant reference to the linear problem.
const LinearProblem<ScalarType,MV,OP>& getProblem() const { return *lp_; }
//! Get the blocksize to be used by the iterative solver in solving this linear problem.
int getBlockSize() const { return 1; }
//! \brief Set the blocksize.
void setBlockSize(int blockSize) {
TEUCHOS_TEST_FOR_EXCEPTION(blockSize!=1,std::invalid_argument,
"Belos::PseudoBlockCGIter::setBlockSize(): Cannot use a block size that is not one.");
}
//! States whether the solver has been initialized or not.
bool isInitialized() { return initialized_; }
//@}
//! Sets whether or not to store the diagonal for condition estimation
void setDoCondEst(bool val){doCondEst_=val;}
//! Gets the diagonal for condition estimation
Teuchos::ArrayView<MagnitudeType> getDiag() {
// NOTE (mfh 30 Jul 2015) See note on getOffDiag() below.
// getDiag() didn't actually throw for me in that case, but why
// not be cautious?
typedef typename Teuchos::ArrayView<MagnitudeType>::size_type size_type;
if (static_cast<size_type> (iter_) >= diag_.size ()) {
return diag_ ();
} else {
return diag_ (0, iter_);
}
}
//! Gets the off-diagonal for condition estimation
Teuchos::ArrayView<MagnitudeType> getOffDiag() {
// NOTE (mfh 30 Jul 2015) The implementation as I found it
// returned "offdiag(0,iter_)". This breaks (Teuchos throws in
// debug mode) when the maximum number of iterations has been
// reached, because iter_ == offdiag_.size() in that case. The
// new logic fixes this.
typedef typename Teuchos::ArrayView<MagnitudeType>::size_type size_type;
if (static_cast<size_type> (iter_) >= offdiag_.size ()) {
return offdiag_ ();
} else {
return offdiag_ (0, iter_);
}
}
private:
//
// Classes inputed through constructor that define the linear problem to be solved.
//
const Teuchos::RCP<LinearProblem<ScalarType,MV,OP> > lp_;
const Teuchos::RCP<OutputManager<ScalarType> > om_;
const Teuchos::RCP<StatusTest<ScalarType,MV,OP> > stest_;
//
// Algorithmic parameters
//
// numRHS_ is the current number of linear systems being solved.
int numRHS_;
//
// Current solver state
//
// initialized_ specifies that the basis vectors have been initialized and the iterate() routine
// is capable of running; _initialize is controlled by the initialize() member method
// For the implications of the state of initialized_, please see documentation for initialize()
bool initialized_;
// Current number of iterations performed.
int iter_;
// Assert that the matrix is positive definite
bool assertPositiveDefiniteness_;
// Tridiagonal system for condition estimation (if needed)
Teuchos::ArrayRCP<MagnitudeType> diag_, offdiag_;
int numEntriesForCondEst_;
bool doCondEst_;
//
// State Storage
//
// Residual
Teuchos::RCP<MV> R_;
//
// Preconditioned residual
Teuchos::RCP<MV> Z_;
//
// Direction vector
Teuchos::RCP<MV> P_;
//
// Operator applied to direction vector
Teuchos::RCP<MV> AP_;
};
//////////////////////////////////////////////////////////////////////////////////////////////////
// Constructor.
template<class ScalarType, class MV, class OP>
PseudoBlockCGIter<ScalarType,MV,OP>::PseudoBlockCGIter(const Teuchos::RCP<LinearProblem<ScalarType,MV,OP> > &problem,
const Teuchos::RCP<OutputManager<ScalarType> > &printer,
const Teuchos::RCP<StatusTest<ScalarType,MV,OP> > &tester,
Teuchos::ParameterList ¶ms ):
lp_(problem),
om_(printer),
stest_(tester),
numRHS_(0),
initialized_(false),
iter_(0),
assertPositiveDefiniteness_( params.get("Assert Positive Definiteness", true) ),
numEntriesForCondEst_(params.get("Max Size For Condest",0) )
{
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Initialize this iteration object
template <class ScalarType, class MV, class OP>
void PseudoBlockCGIter<ScalarType,MV,OP>::initializeCG(CGIterationState<ScalarType,MV>& newstate)
{
// Check if there is any mltivector to clone from.
Teuchos::RCP<const MV> lhsMV = lp_->getCurrLHSVec();
Teuchos::RCP<const MV> rhsMV = lp_->getCurrRHSVec();
TEUCHOS_TEST_FOR_EXCEPTION((lhsMV==Teuchos::null && rhsMV==Teuchos::null),std::invalid_argument,
"Belos::PseudoBlockCGIter::initialize(): Cannot initialize state storage!");
// Get the multivector that is not null.
Teuchos::RCP<const MV> tmp = ( (rhsMV!=Teuchos::null)? rhsMV: lhsMV );
// Get the number of right-hand sides we're solving for now.
int numRHS = MVT::GetNumberVecs(*tmp);
numRHS_ = numRHS;
// Initialize the state storage
// If the subspace has not be initialized before or has changed sizes, generate it using the LHS or RHS from lp_.
if (Teuchos::is_null(R_) || MVT::GetNumberVecs(*R_)!=numRHS_) {
R_ = MVT::Clone( *tmp, numRHS_ );
Z_ = MVT::Clone( *tmp, numRHS_ );
P_ = MVT::Clone( *tmp, numRHS_ );
AP_ = MVT::Clone( *tmp, numRHS_ );
}
// Tracking information for condition number estimation
if(numEntriesForCondEst_ > 0) {
diag_.resize(numEntriesForCondEst_);
offdiag_.resize(numEntriesForCondEst_-1);
}
// NOTE: In CGIter R_, the initial residual, is required!!!
//
std::string errstr("Belos::BlockPseudoCGIter::initialize(): Specified multivectors must have a consistent length and width.");
// Create convenience variables for zero and one.
const ScalarType one = Teuchos::ScalarTraits<ScalarType>::one();
const MagnitudeType zero = Teuchos::ScalarTraits<MagnitudeType>::zero();
if (!Teuchos::is_null(newstate.R)) {
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*newstate.R) != MVT::GetGlobalLength(*R_),
std::invalid_argument, errstr );
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetNumberVecs(*newstate.R) != numRHS_,
std::invalid_argument, errstr );
// Copy basis vectors from newstate into V
if (newstate.R != R_) {
// copy over the initial residual (unpreconditioned).
MVT::MvAddMv( one, *newstate.R, zero, *newstate.R, *R_ );
}
// Compute initial direction vectors
// Initially, they are set to the preconditioned residuals
//
if ( lp_->getLeftPrec() != Teuchos::null ) {
lp_->applyLeftPrec( *R_, *Z_ );
if ( lp_->getRightPrec() != Teuchos::null ) {
Teuchos::RCP<MV> tmp1 = MVT::Clone( *Z_, numRHS_ );
lp_->applyRightPrec( *Z_, *tmp1 );
Z_ = tmp1;
}
}
else if ( lp_->getRightPrec() != Teuchos::null ) {
lp_->applyRightPrec( *R_, *Z_ );
}
else {
Z_ = R_;
}
MVT::MvAddMv( one, *Z_, zero, *Z_, *P_ );
}
else {
TEUCHOS_TEST_FOR_EXCEPTION(Teuchos::is_null(newstate.R),std::invalid_argument,
"Belos::CGIter::initialize(): CGStateIterState does not have initial residual.");
}
// The solver is initialized
initialized_ = true;
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Iterate until the status test informs us we should stop.
template <class ScalarType, class MV, class OP>
void PseudoBlockCGIter<ScalarType,MV,OP>::iterate()
{
//
// Allocate/initialize data structures
//
if (initialized_ == false) {
initialize();
}
// Allocate memory for scalars.
int i=0;
std::vector<int> index(1);
std::vector<ScalarType> rHz( numRHS_ ), rHz_old( numRHS_ ), pAp( numRHS_ );
Teuchos::SerialDenseMatrix<int, ScalarType> alpha( numRHS_,numRHS_ ), beta( numRHS_,numRHS_ );
// Create convenience variables for zero and one.
const ScalarType one = Teuchos::ScalarTraits<ScalarType>::one();
const MagnitudeType zero = Teuchos::ScalarTraits<MagnitudeType>::zero();
// Scalars for condition estimation (if needed) - These will always use entry zero, for convenience
ScalarType pAp_old=one, beta_old=one ,rHz_old2=one;
// Get the current solution std::vector.
Teuchos::RCP<MV> cur_soln_vec = lp_->getCurrLHSVec();
// Compute first <r,z> a.k.a. rHz
MVT::MvDot( *R_, *Z_, rHz );
if ( assertPositiveDefiniteness_ )
for (i=0; i<numRHS_; ++i)
TEUCHOS_TEST_FOR_EXCEPTION( SCT::real(rHz[i]) < zero,
CGIterateFailure,
"Belos::PseudoBlockCGIter::iterate(): negative value for r^H*M*r encountered!" );
////////////////////////////////////////////////////////////////
// Iterate until the status test tells us to stop.
//
while (stest_->checkStatus(this) != Passed) {
// Increment the iteration
iter_++;
// Multiply the current direction std::vector by A and store in AP_
lp_->applyOp( *P_, *AP_ );
// Compute alpha := <R_,Z_> / <P_,AP_>
MVT::MvDot( *P_, *AP_, pAp );
for (i=0; i<numRHS_; ++i) {
if ( assertPositiveDefiniteness_ )
// Check that pAp[i] is a positive number!
TEUCHOS_TEST_FOR_EXCEPTION( SCT::real(pAp[i]) <= zero,
CGIterateFailure,
"Belos::PseudoBlockCGIter::iterate(): non-positive value for p^H*A*p encountered!" );
alpha(i,i) = rHz[i] / pAp[i];
}
//
// Update the solution std::vector x := x + alpha * P_
//
MVT::MvTimesMatAddMv( one, *P_, alpha, one, *cur_soln_vec );
lp_->updateSolution();
//
// Save the denominator of beta before residual is updated [ old <R_, Z_> ]
//
for (i=0; i<numRHS_; ++i) {
rHz_old[i] = rHz[i];
}
//
// Compute the new residual R_ := R_ - alpha * AP_
//
MVT::MvTimesMatAddMv( -one, *AP_, alpha, one, *R_ );
//
// Compute beta := [ new <R_, Z_> ] / [ old <R_, Z_> ],
// and the new direction std::vector p.
//
if ( lp_->getLeftPrec() != Teuchos::null ) {
lp_->applyLeftPrec( *R_, *Z_ );
if ( lp_->getRightPrec() != Teuchos::null ) {
Teuchos::RCP<MV> tmp = MVT::Clone( *Z_, numRHS_ );
lp_->applyRightPrec( *Z_, *tmp );
Z_ = tmp;
}
}
else if ( lp_->getRightPrec() != Teuchos::null ) {
lp_->applyRightPrec( *R_, *Z_ );
}
else {
Z_ = R_;
}
//
MVT::MvDot( *R_, *Z_, rHz );
if ( assertPositiveDefiniteness_ )
for (i=0; i<numRHS_; ++i)
TEUCHOS_TEST_FOR_EXCEPTION( SCT::real(rHz[i]) < zero,
CGIterateFailure,
"Belos::PseudoBlockCGIter::iterate(): negative value for r^H*M*r encountered!" );
//
// Update the search directions.
for (i=0; i<numRHS_; ++i) {
beta(i,i) = rHz[i] / rHz_old[i];
index[0] = i;
Teuchos::RCP<const MV> Z_i = MVT::CloneView( *Z_, index );
Teuchos::RCP<MV> P_i = MVT::CloneViewNonConst( *P_, index );
MVT::MvAddMv( one, *Z_i, beta(i,i), *P_i, *P_i );
}
// Condition estimate (if needed)
if(doCondEst_ > 0) {
if(iter_ > 1 ) {
diag_[iter_-1] = Teuchos::ScalarTraits<ScalarType>::real((beta_old * beta_old * pAp_old + pAp[0]) / rHz_old[0]);
offdiag_[iter_-2] = -Teuchos::ScalarTraits<ScalarType>::real(beta_old * pAp_old / (sqrt( rHz_old[0] * rHz_old2)));
}
else {
diag_[iter_-1] = Teuchos::ScalarTraits<ScalarType>::real(pAp[0] / rHz_old[0]);
}
rHz_old2 = rHz_old[0];
beta_old = beta(0,0);
pAp_old = pAp[0];
}
//
} // end while (sTest_->checkStatus(this) != Passed)
}
} // end Belos namespace
#endif /* BELOS_PSEUDO_BLOCK_CG_ITER_HPP */
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