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// ************************************************************************
//
// Belos: Block Linear Solvers Package
// Copyright 2004 Sandia Corporation
//
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//@HEADER
#ifndef BELOS_LSQR_SOLMGR_HPP
#define BELOS_LSQR_SOLMGR_HPP
/// \file BelosLSQRSolMgr.hpp
/// \brief LSQRSolMgr: interface to the LSQR method.
#include "BelosConfigDefs.hpp"
#include "BelosTypes.hpp"
#include "BelosLinearProblem.hpp"
#include "BelosSolverManager.hpp"
#include "BelosLSQRIteration.hpp"
#include "BelosLSQRIter.hpp"
#include "BelosStatusTestMaxIters.hpp"
#include "BelosLSQRStatusTest.hpp"
#include "BelosStatusTestCombo.hpp"
#include "BelosStatusTestOutputFactory.hpp"
#include "BelosOutputManager.hpp"
#include "Teuchos_as.hpp"
#include "Teuchos_BLAS.hpp"
#include "Teuchos_LAPACK.hpp"
#ifdef BELOS_TEUCHOS_TIME_MONITOR
#include "Teuchos_TimeMonitor.hpp"
#endif
namespace Belos {
//! @name LSQRSolMgr Exceptions
//@{
/** \brief Belos::LSQRSolMgrLinearProblemFailure is thrown when the linear problem is
* not setup (i.e. setProblem() was not called) when solve() is called.
*
* This std::exception is thrown from the LSQRSolMgr::solve() method.
*
*/
class LSQRSolMgrLinearProblemFailure : public BelosError {
public:
LSQRSolMgrLinearProblemFailure(const std::string& what_arg)
: BelosError(what_arg)
{}
};
/** \brief LSQRSolMgrOrthoFailure is thrown when the orthogonalization manager is
* unable to generate orthonormal columns from the initial basis vectors.
*
* \warning DO NOT USE; DEPRECATED.
*
* This std::exception is thrown from the LSQRSolMgr::solve() method.
*
*/
class LSQRSolMgrOrthoFailure : public BelosError {
public:
LSQRSolMgrOrthoFailure(const std::string& what_arg)
: BelosError(what_arg)
{}
};
/** \brief LSQRSolMgrBlockSizeFailure is thrown when the linear problem has
* more than one RHS. This is unique to single vector methods.
*
* This std::exception is thrown from the LSQRSolMgr::solve() method.
*
*/
class LSQRSolMgrBlockSizeFailure : public BelosError {
public:
LSQRSolMgrBlockSizeFailure(const std::string& what_arg)
: BelosError(what_arg)
{}
};
/// \class LSQRSolMgr
/// \brief LSQR method (for linear systems and linear least-squares problems).
/// \author Sarah Knepper and David Day
///
/// \tparam ScalarType The type of entries in the right-hand side
/// vector(s) \f$b\f$ and solution vector(s) \f$x\f$.
/// \tparam MV The multivector type; the type of the solution
/// vector(s) and right-hand side vector(s).
/// \tparam OP The type of the matrix \f$A\f$ (and any preconditioner,
/// if one is provided).
///
/// \section Belos_LSQR_alg Algorithm
///
/// LSQR (Paige and Saunders; see References) is an iterative method
/// for solving linear least-squares problems and linear systems. It
/// can solve any of the following problems:
///
/// 1. Solve \f$Ax=b\f$ for \f$x\f$
/// 2. Find \f$x\f$ that minimizes \f$\|Ax - b\|_2^2\f$
/// 3. Find \f$x\f$ that minimizes \f$\|Ax - b\|_2^2 + \lambda^2 \|x\|_2^2\f$
///
/// The third problem above is the most general and includes the
/// previous two. This is the problem LSQR actually solves. Here,
/// \f$\lambda\f$ is a user-provided positive real constant (the
/// "damping parameter") which regularizes the problem so that it
/// always has a bounded solution, even if \f$A\f$ does not have full
/// rank.
///
/// In the words of Paige and Saunders: "The method is based on the
/// Golub-Kahan bidiagonalization process. It is algebraically
/// equivalent to applying MINRES to the normal equation[s] \f$(A^T A
/// + \lambda 2I)x = A^T b\f$, but has better numerical properties,
/// especially if \f$A\f$ is ill-conditioned."
///
/// LSQR has some special algorithmic properties:
///
/// 1. It reduces \f$\|b - A x\|_2\f$ (the two-norm of the residual)
/// monotonically.
/// 2. LSQR also computes a monotonically increasing estimate of the
/// two-norm condition number of the matrix \f$A\f$.
///
/// Property #2 makes LSQR useful for mixed-precision algorithms. If
/// the matrix \f$A\f$ has condition number greater than the inverse
/// of machine precision in the current working precision, one can
/// reconstruct the problem to solve in the next higher precision and
/// restart, possibly using the previous solution as an initial guess.
///
/// \section Belos_LSQR_real ScalarType must be real
///
/// This LSQR implementation currently only supports real-valued (not
/// complex-valued) ScalarType types. You may check whether ScalarType is
/// complex using the following code:
/// \code
/// if (Teuchos::ScalarTraits<ScalarType>::isComplex) {
/// // ScalarType is complex valued.
/// } else {
/// // ScalarType is real valued.
/// }
/// \endcode
///
/// This is not a limitation of the LSQR method itself, just of the
/// current implementation. If there is sufficient interest, we can
/// remedy this deficiency. For now, if you attempt to invoke the
/// constructor when <tt>ScalarType</tt> is complex, the constructor
/// will throw an exception. This is why this class inherits from
/// Details::RealSolverManager. LSQRSolMgr can still compile if
/// <tt>ScalarType</tt> is complex, but you will not be able to
/// construct a LSQRSolMgr instance in that case, due to the
/// aforementioned run-time error that the constructor raises. We do
/// this so that the class will still compile, whether ScalarType is
/// real or complex. This helps make SolverFactory valid to compile,
/// whether ScalarType is real or complex.
///
/// \section Belos_LSQR_prec Preconditioning
///
/// If the linear problem to solve includes a preconditioner (in the
/// LinearProblem object), then the least-squares problem is solved
/// for the preconditioned linear system. Preconditioning changes the
/// least-squares problem (in the sense of changing the norms), and
/// the solution depends on the preconditioner in this sense. In the
/// context of linear least-squares problems, "preconditioning" refers
/// to the regularization matrix. In this solver, the regularization
/// matrix is always a scalar multiple of the identity (standard form
/// least squares).
///
/// A converged preconditioned residual norm suffices for convergence,
/// but is not necessary. LSQR sometimes returns a larger relative
/// residual norm than what would have been returned by a linear
/// solver. For details on the stopping criteria, see the
/// documentation of \c LSQRStatusTest, which implements the
/// three-part stopping criterion recommended by Paige and Saunders.
///
/// Some Belos solvers implement detection of "loss of accuracy."
/// That refers to the difference between convergence of the original
/// linear system and convergence of the (left-)preconditioned linear
/// system. LSQR does not implement detection of "loss of accuracy,"
/// because it is unclear what this means for linear least squares in
/// general. This LSQR solves a possibly inconsistent system in a
/// least-squares sense.
///
/// \section Belos_LSQR_refs References
///
/// C. C. Paige and M. A. Saunders, LSQR: An algorithm for sparse
/// linear equations and sparse least squares, TOMS 8(1), 43-71
/// (1982).
///
/// C. C. Paige and M. A. Saunders, Algorithm 583; LSQR: Sparse linear
/// equations and least-squares problems, TOMS 8(2), 195-209 (1982).
///
/// See also the <a
/// href="http://www.stanford.edu/group/SOL/software/lsqr.html">LSQR
/// web page.</a>
///
// Partial specialization for complex ScalarType.
// This contains a trivial implementation.
// See discussion in the class documentation above.
template<class ScalarType, class MV, class OP,
const bool scalarTypeIsComplex = Teuchos::ScalarTraits<ScalarType>::isComplex>
class LSQRSolMgr :
public Details::RealSolverManager<ScalarType, MV, OP,
Teuchos::ScalarTraits<ScalarType>::isComplex>
{
static const bool isComplex = Teuchos::ScalarTraits<ScalarType>::isComplex;
typedef Details::RealSolverManager<ScalarType, MV, OP, isComplex> base_type;
public:
LSQRSolMgr () :
base_type ()
{}
LSQRSolMgr (const Teuchos::RCP<LinearProblem<ScalarType,MV,OP> > &problem,
const Teuchos::RCP<Teuchos::ParameterList> &pl) :
base_type ()
{}
virtual ~LSQRSolMgr () {}
};
// Partial specialization for real ScalarType.
// This contains the actual working implementation of LSQR.
// See discussion in the class documentation above.
template<class ScalarType, class MV, class OP>
class LSQRSolMgr<ScalarType, MV, OP, false> :
public Details::RealSolverManager<ScalarType, MV, OP, false> {
private:
typedef MultiVecTraits<ScalarType,MV> MVT;
typedef OperatorTraits<ScalarType,MV,OP> OPT;
typedef Teuchos::ScalarTraits<ScalarType> STS;
typedef typename Teuchos::ScalarTraits<ScalarType>::magnitudeType MagnitudeType;
typedef Teuchos::ScalarTraits<MagnitudeType> STM;
public:
//! @name Construct/Destroy
//@{
/*! \brief Empty constructor for LSQRSolMgr.
* This constructor takes no arguments and sets the default values for the solver.
* The linear problem must be passed in using setProblem() before solve() is called
* on this object.
* The solver values can be changed using setParameters().
*/
LSQRSolMgr ();
/*! \brief Basic constructor for LSQRSolMgr.
*
* This constructor accepts the LinearProblem to be solved in addition
* to a parameter list of options for the solver manager. Blocks of size > 1 are not
* implemented. The options are otherwise the BlockGmres options.
* - "Maximum Iterations" - the maximum number of iterations the LSQR solver
* is allowed to perform. Default: 1000
* - "Condition Limit" - a \c MagnitudeType specifying the upper limit of the estimate of
* the norm of Abar to decide convergence. Default: 0.
* - "Term Iter Max": The number of consecutive successful
* iterations required before LSQR considers the problem
* converged. Default: 1.
* - "Rel RHS Err" (or "Convergence Tolerance"): an estimate of
* the error in the data defining the right-hand side. Default:
* 10*sqrt(eps).
* - "Rel Mat Err" - an estimate of the error in the data defining the matrix.
* Default: 10*sqrt(eps).
* - "Verbosity" - a sum of MsgType specifying the verbosity. Default: Belos::Errors
* - "Output Style" - a OutputType specifying the style of output. Default: Belos::General
* - "Lambda" - a \c MagnitudeType that specifies the regularization parameter.
*
* This LSQR implementation only supports block size 1. Like CG,
* LSQR is a short recurrence method that, in finite precision
* arithmetic and without reorthogonalization, does not have the "n"
* step convergence property. Without either blocks or
* reorthogonalization, there is nothing to "Orthogonalize."
*/
LSQRSolMgr (const Teuchos::RCP<LinearProblem<ScalarType,MV,OP> >& problem,
const Teuchos::RCP<Teuchos::ParameterList>& pl);
//! Destructor (declared virtual for memory safety of base classes).
virtual ~LSQRSolMgr () {}
//@}
//! \name Accessor methods
//@{
/*! \brief Get current linear problem being solved for in this object.
*/
const LinearProblem<ScalarType,MV,OP>& getProblem () const {
return *problem_;
}
/*! \brief Get a parameter list containing the valid parameters for this object.
*/
Teuchos::RCP<const Teuchos::ParameterList> getValidParameters() const;
/*! \brief Get a parameter list containing the current parameters for this object.
*/
Teuchos::RCP<const Teuchos::ParameterList> getCurrentParameters() const {
return params_;
}
/*! \brief Return the timers for this object.
*
* The timers are ordered as follows:
* - time spent in solve() routine
*/
Teuchos::Array<Teuchos::RCP<Teuchos::Time> > getTimers () const {
return Teuchos::tuple (timerSolve_);
}
//! Iteration count from the last solve.
int getNumIters () const {
return numIters_;
}
/// \brief Estimated matrix condition number from the last solve.
///
/// LSQR computes a running condition number estimate of the
/// (preconditioned, if applicable) operator.
MagnitudeType getMatCondNum () const {
return matCondNum_;
}
/// \brief Estimated matrix Frobenius norm from the last solve.
///
/// LSQR computes a running Frobenius norm estimate of the
/// (preconditioned, if applicable) operator.
MagnitudeType getMatNorm () const {
return matNorm_;
}
/// \brief Estimated residual norm from the last solve.
///
/// LSQR computes the current residual norm. LSQR can solve
/// inconsistent linear systems in a least-squares sense, so the
/// residual norm may not necessarily be small, even if LSQR
/// converges. (LSQR defines "convergence" to allow for possibly
/// inconsistent systems. See the documentation of \c
/// LSQRStatusTest for details.)
MagnitudeType getResNorm () const {
return resNorm_;
}
//! Estimate of \f$A^* r\f$ (residual vector \f$r\f$) from the last solve.
MagnitudeType getMatResNorm () const {
return matResNorm_;
}
/// \brief Whether a loss of accuracy was detected during the last solve.
///
/// The "loss of accuracy" concept is not yet implemented here,
/// becuase it is unclear what this means for linear least squares.
/// LSQR solves a possibly inconsistent linear system in a
/// least-squares sense. "Loss of accuracy" would correspond to the
/// difference between the preconditioned residual and the
/// unpreconditioned residual.
bool isLOADetected () const { return false; }
//@}
//! @name Set methods
//@{
//! Set the linear problem that needs to be solved.
void setProblem (const Teuchos::RCP<LinearProblem<ScalarType,MV,OP> >& problem) {
problem_ = problem;
}
//! Set the parameters the solver manager should use to solve the linear problem.
void setParameters (const Teuchos::RCP<Teuchos::ParameterList>& params);
//@}
//! @name Reset methods
//@{
/*! \brief reset the solver manager as specified by the \c ResetType, informs the
* solver manager that the solver should prepare for the next call to solve
* by resetting certain elements of the iterative solver strategy.
*/
void reset (const ResetType type) {
if ((type & Belos::Problem) && ! problem_.is_null ()) {
problem_->setProblem ();
}
}
//@}
//! \name Solver application methods
//@{
/*! \brief method that performs possibly repeated calls to the underlying linear solver's
* iterate() routine until the problem has been solved (as defined by the solver
* manager) or the solver manager decides to quit.
*
* This method calls LSQRIter::iterate(), which will return either because a
* specially constructed status test evaluates to ::Passed or an std::exception is thrown.
*
* A return from LSQRIter::iterate() signifies that either
* - the maximum number of iterations has been exceeded ... "return ::Unconverged".
* - ... or convergence ... "solver manager will return ::Converged"
* In either case the current solution is in the linear problem
*
* \returns ::ReturnType specifying:
* - ::Converged: the linear problem was solved to the specification required by the
* solver manager.
* - ::Unconverged: the linear problem was not solved to the specification desired by
* the solver manager.
*/
ReturnType solve();
//@}
//! \name Overridden from Teuchos::Describable
//@{
//! One-line description of this solver.
std::string description () const;
//@}
private:
//! The linear problem to solve.
Teuchos::RCP<LinearProblem<ScalarType,MV,OP> > problem_;
//! The output manager.
Teuchos::RCP<OutputManager<ScalarType> > printer_;
//! Output stream to which to write status output.
Teuchos::RCP<std::ostream> outputStream_;
//! The "master" status test (that includes all status tests).
Teuchos::RCP<StatusTest<ScalarType,MV,OP> > sTest_;
Teuchos::RCP<StatusTestMaxIters<ScalarType,MV,OP> > maxIterTest_;
Teuchos::RCP<LSQRStatusTest<ScalarType,MV,OP> > convTest_;
Teuchos::RCP<StatusTestOutput<ScalarType,MV,OP> > outputTest_;
//! Current parameter list.
Teuchos::RCP<Teuchos::ParameterList> params_;
/// \brief Default parameter list.
///
/// Cached per instance, rather than per class, for more thread
/// safety. It's "mutable" because \c getValidParameters() has to
/// create it if it hasn't been created yet.
mutable Teuchos::RCP<const Teuchos::ParameterList> validParams_;
// Current solver input parameters
MagnitudeType lambda_;
MagnitudeType relRhsErr_;
MagnitudeType relMatErr_;
MagnitudeType condMax_;
int maxIters_, termIterMax_;
int verbosity_, outputStyle_, outputFreq_;
// Terminal solver state values
int numIters_;
MagnitudeType matCondNum_;
MagnitudeType matNorm_;
MagnitudeType resNorm_;
MagnitudeType matResNorm_;
// Timers.
std::string label_;
Teuchos::RCP<Teuchos::Time> timerSolve_;
// Internal state variables.
bool isSet_;
bool loaDetected_;
};
template<class ScalarType, class MV, class OP>
LSQRSolMgr<ScalarType,MV,OP,false>::LSQRSolMgr () :
lambda_ (STM::zero ()),
relRhsErr_ (Teuchos::as<MagnitudeType> (10) * STM::squareroot (STM::eps ())),
relMatErr_ (Teuchos::as<MagnitudeType> (10) * STM::squareroot (STM::eps ())),
condMax_ (STM::one () / STM::eps ()),
maxIters_ (1000),
termIterMax_ (1),
verbosity_ (Belos::Errors),
outputStyle_ (Belos::General),
outputFreq_ (-1),
numIters_ (0),
matCondNum_ (STM::zero ()),
matNorm_ (STM::zero ()),
resNorm_ (STM::zero ()),
matResNorm_ (STM::zero ()),
isSet_ (false),
loaDetected_ (false)
{}
template<class ScalarType, class MV, class OP>
LSQRSolMgr<ScalarType,MV,OP,false>::
LSQRSolMgr (const Teuchos::RCP<LinearProblem<ScalarType,MV,OP> >& problem,
const Teuchos::RCP<Teuchos::ParameterList>& pl) :
problem_ (problem),
lambda_ (STM::zero ()),
relRhsErr_ (Teuchos::as<MagnitudeType> (10) * STM::squareroot (STM::eps ())),
relMatErr_ (Teuchos::as<MagnitudeType> (10) * STM::squareroot (STM::eps ())),
condMax_ (STM::one () / STM::eps ()),
maxIters_ (1000),
termIterMax_ (1),
verbosity_ (Belos::Errors),
outputStyle_ (Belos::General),
outputFreq_ (-1),
numIters_ (0),
matCondNum_ (STM::zero ()),
matNorm_ (STM::zero ()),
resNorm_ (STM::zero ()),
matResNorm_ (STM::zero ()),
isSet_ (false),
loaDetected_ (false)
{
// The linear problem to solve is allowed to be null here. The user
// must then set a nonnull linear problem (by calling setProblem())
// before calling solve().
//
// Similarly, users are allowed to set a null parameter list here,
// but they must first set a nonnull parameter list (by calling
// setParameters()) before calling solve().
if (! pl.is_null ()) {
setParameters (pl);
}
}
template<class ScalarType, class MV, class OP>
Teuchos::RCP<const Teuchos::ParameterList>
LSQRSolMgr<ScalarType,MV,OP,false>::getValidParameters() const
{
using Teuchos::ParameterList;
using Teuchos::parameterList;
using Teuchos::RCP;
using Teuchos::rcp;
using Teuchos::rcpFromRef;
// Set all the valid parameters and their default values.
if (validParams_.is_null ()) {
// We use Teuchos::as just in case MagnitudeType doesn't have a
// constructor that takes an int. Otherwise, we could just write
// "MagnitudeType(10)".
const MagnitudeType ten = Teuchos::as<MagnitudeType> (10);
const MagnitudeType sqrtEps = STM::squareroot (STM::eps());
const MagnitudeType lambda = STM::zero();
RCP<std::ostream> outputStream = rcpFromRef (std::cout);
const MagnitudeType relRhsErr = ten * sqrtEps;
const MagnitudeType relMatErr = ten * sqrtEps;
const MagnitudeType condMax = STM::one() / STM::eps();
const int maxIters = 1000;
const int termIterMax = 1;
const int verbosity = Belos::Errors;
const int outputStyle = Belos::General;
const int outputFreq = -1;
const std::string label ("Belos");
RCP<Teuchos::ParameterList> pl = Teuchos::parameterList();
pl->set ("Output Stream", outputStream, "Teuchos::RCP<std::ostream> "
"(reference-counted pointer to the output stream) receiving "
"all solver output");
pl->set ("Lambda", lambda, "Damping parameter");
pl->set ("Rel RHS Err", relRhsErr, "Estimates the error in the data "
"defining the right-hand side");
pl->set ("Rel Mat Err", relMatErr, "Estimates the error in the data "
"defining the matrix.");
pl->set ("Condition Limit", condMax, "Bounds the estimated condition "
"number of Abar.");
pl->set ("Maximum Iterations", maxIters, "Maximum number of iterations");
pl->set ("Term Iter Max", termIterMax, "The number of consecutive "
"iterations must that satisfy all convergence criteria in order "
"for LSQR to stop iterating");
pl->set ("Verbosity", verbosity, "Type(s) of solver information written to "
"the output stream");
pl->set ("Output Style", outputStyle, "Style of solver output");
pl->set ("Output Frequency", outputFreq, "Frequency at which information "
"is written to the output stream (-1 means \"not at all\")");
pl->set ("Timer Label", label, "String to use as a prefix for the timer "
"labels");
pl->set ("Block Size", 1, "Block size parameter (currently, LSQR requires "
"this must always be 1)");
validParams_ = pl;
}
return validParams_;
}
template<class ScalarType, class MV, class OP>
void
LSQRSolMgr<ScalarType,MV,OP,false>::
setParameters (const Teuchos::RCP<Teuchos::ParameterList>& params)
{
using Teuchos::isParameterType;
using Teuchos::getParameter;
using Teuchos::null;
using Teuchos::ParameterList;
using Teuchos::parameterList;
using Teuchos::RCP;
using Teuchos::rcp;
using Teuchos::rcp_dynamic_cast;
using Teuchos::rcpFromRef;
using Teuchos::Time;
using Teuchos::TimeMonitor;
using Teuchos::Exceptions::InvalidParameter;
using Teuchos::Exceptions::InvalidParameterName;
using Teuchos::Exceptions::InvalidParameterType;
TEUCHOS_TEST_FOR_EXCEPTION
(params.is_null (), std::invalid_argument,
"Belos::LSQRSolMgr::setParameters: The input ParameterList is null.");
RCP<const ParameterList> defaultParams = getValidParameters ();
// FIXME (mfh 29 Apr 2015) Our users would like to supply one
// ParameterList that works for both GMRES and LSQR. Thus, we want
// LSQR (the less-used solver) to ignore parameters it doesn't
// recognize). For now, therefore, it should not validate, since
// validation cannot distinguish between misspellings and
// unrecognized parameters. (Perhaps Belos should have a central
// facility for all parameters recognized by some solver in Belos,
// so we could use that for spell checking.)
//
//params->validateParameters (*defaultParams);
// mfh 29 Apr 2015: The convention in Belos is that the input
// ParameterList is a "delta" from the current state. Thus, we
// don't fill in the input ParameterList with defaults, and we only
// change the current state if the corresponding parameter was
// explicitly set in the input ParameterList. We set up the solver
// with the default state on construction.
// Get the damping (regularization) parameter lambda.
if (params->isParameter ("Lambda")) {
lambda_ = params->get<MagnitudeType> ("Lambda");
} else if (params->isParameter ("lambda")) {
lambda_ = params->get<MagnitudeType> ("lambda");
}
// Get the maximum number of iterations.
if (params->isParameter ("Maximum Iterations")) {
maxIters_ = params->get<int> ("Maximum Iterations");
}
TEUCHOS_TEST_FOR_EXCEPTION
(maxIters_ < 0, std::invalid_argument, "Belos::LSQRSolMgr::setParameters: "
"\"Maximum Iterations\" = " << maxIters_ << " < 0.");
// (Re)set the timer label.
{
const std::string newLabel =
params->isParameter ("Timer Label") ?
params->get<std::string> ("Timer Label") :
label_;
// Update parameter in our list and solver timer
if (newLabel != label_) {
label_ = newLabel;
}
#ifdef BELOS_TEUCHOS_TIME_MONITOR
const std::string newSolveLabel = (newLabel != "") ?
(newLabel + ": Belos::LSQRSolMgr total solve time") :
std::string ("Belos::LSQRSolMgr total solve time");
if (timerSolve_.is_null ()) {
// Ask TimeMonitor for a new timer.
timerSolve_ = TimeMonitor::getNewCounter (newSolveLabel);
} else {
// We've already created a timer, but we may have changed its
// label. If we did change its name, then we have to forget
// about the old timer and create a new one with a different
// name. This is because Teuchos::Time doesn't give you a way
// to change a timer's name, once you've created it. We assume
// that if the user changed the timer's label, then the user
// wants to reset the timer's results.
const std::string oldSolveLabel = timerSolve_->name ();
if (oldSolveLabel != newSolveLabel) {
// Tell TimeMonitor to forget about the old timer.
// TimeMonitor lets you clear timers by name.
TimeMonitor::clearCounter (oldSolveLabel);
timerSolve_ = TimeMonitor::getNewCounter (newSolveLabel);
}
}
#endif // BELOS_TEUCHOS_TIME_MONITOR
}
// Check for a change in verbosity level
if (params->isParameter ("Verbosity")) {
int newVerbosity = 0;
// ParameterList gets confused sometimes about enums. This
// ensures that no matter how "Verbosity" was stored -- either an
// an int, or as a Belos::MsgType enum, we will be able to extract
// it. If it was stored as some other type, we let the exception
// through.
try {
newVerbosity = params->get<Belos::MsgType> ("Verbosity");
} catch (Teuchos::Exceptions::InvalidParameterType&) {
newVerbosity = params->get<int> ("Verbosity");
}
if (newVerbosity != verbosity_) {
verbosity_ = newVerbosity;
}
}
// (Re)set the output style.
if (params->isParameter ("Output Style")) {
outputStyle_ = params->get<int> ("Output Style");
}
// Get the output stream for the output manager.
//
// In case the output stream can't be read back in, we default to
// stdout (std::cout), just to ensure reasonable behavior.
if (params->isParameter ("Output Stream")) {
outputStream_ = params->get<RCP<std::ostream> > ("Output Stream");
}
// We assume that a null output stream indicates that the user
// doesn't want to print anything, so we replace it with a "black
// hole" stream that prints nothing sent to it. (We can't use a
// null output stream, since the output manager always sends
// things it wants to print to the output stream.)
if (outputStream_.is_null ()) {
outputStream_ = rcp (new Teuchos::oblackholestream ());
}
// Get the frequency of solver output. (For example, -1 means
// "never," and 1 means "every iteration.")
if (params->isParameter ("Output Frequency")) {
outputFreq_ = params->get<int> ("Output Frequency");
}
// Create output manager if we need to, using the verbosity level
// and output stream that we fetched above. Status tests (i.e.,
// stopping criteria) need this.
if (printer_.is_null ()) {
printer_ = rcp (new OutputManager<ScalarType> (verbosity_, outputStream_));
} else {
printer_->setVerbosity (verbosity_);
printer_->setOStream (outputStream_);
}
// Check for condition number limit, number of consecutive passed
// iterations, relative RHS error, and relative matrix error.
// Create the LSQR convergence test if necessary.
{
if (params->isParameter ("Condition Limit")) {
condMax_ = params->get<MagnitudeType> ("Condition Limit");
}
if (params->isParameter ("Term Iter Max")) {
termIterMax_ = params->get<int> ("Term Iter Max");
}
if (params->isParameter ("Rel RHS Err")) {
relRhsErr_ = params->get<MagnitudeType> ("Rel RHS Err");
}
else if (params->isParameter ("Convergence Tolerance")) {
// NOTE (mfh 29 Apr 2015) We accept this parameter as an alias
// for "Rel RHS Err".
relRhsErr_ = params->get<MagnitudeType> ("Convergence Tolerance");
}
if (params->isParameter ("Rel Mat Err")) {
relMatErr_ = params->get<MagnitudeType> ("Rel Mat Err");
}
// Create the LSQR convergence test if it doesn't exist yet.
// Otherwise, update its parameters.
if (convTest_.is_null ()) {
convTest_ =
rcp (new LSQRStatusTest<ScalarType,MV,OP> (condMax_, termIterMax_,
relRhsErr_, relMatErr_));
} else {
convTest_->setCondLim (condMax_);
convTest_->setTermIterMax (termIterMax_);
convTest_->setRelRhsErr (relRhsErr_);
convTest_->setRelMatErr (relMatErr_);
}
}
// Create the status test for maximum number of iterations if
// necessary. Otherwise, update it with the new maximum iteration
// count.
if (maxIterTest_.is_null()) {
maxIterTest_ = rcp (new StatusTestMaxIters<ScalarType,MV,OP> (maxIters_));
} else {
maxIterTest_->setMaxIters (maxIters_);
}
// The stopping criterion is an OR combination of the test for
// maximum number of iterations, and the LSQR convergence test.
// ("OR combination" means that both tests will always be evaluated,
// as opposed to a SEQ combination.)
typedef StatusTestCombo<ScalarType,MV,OP> combo_type;
// If sTest_ is not null, then maxIterTest_ and convTest_ were
// already constructed on entry to this routine, and sTest_ has
// their pointers. Thus, maxIterTest_ and convTest_ have gotten any
// parameter changes, so we don't need to do anything to sTest_.
if (sTest_.is_null()) {
sTest_ = rcp (new combo_type (combo_type::OR, maxIterTest_, convTest_));
}
if (outputTest_.is_null ()) {
// Create the status test output class.
// This class manages and formats the output from the status test.
StatusTestOutputFactory<ScalarType,MV,OP> stoFactory (outputStyle_);
outputTest_ = stoFactory.create (printer_, sTest_, outputFreq_,
Passed + Failed + Undefined);
// Set the solver string for the output test.
const std::string solverDesc = " LSQR ";
outputTest_->setSolverDesc (solverDesc);
} else {
// FIXME (mfh 18 Sep 2011) How do we change the output style of
// outputTest_, without destroying and recreating it?
outputTest_->setOutputManager (printer_);
outputTest_->setChild (sTest_);
outputTest_->setOutputFrequency (outputFreq_);
// Since outputTest_ can only be created here, I'm assuming that
// the fourth constructor argument ("printStates") was set
// correctly on constrution; I don't need to reset it (and I can't
// set it anyway, given StatusTestOutput's interface).
}
// At this point, params is a valid ParameterList. Now we can
// "commit" it to our instance's ParameterList.
params_ = params;
// Inform the solver manager that the current parameters were set.
isSet_ = true;
}
template<class ScalarType, class MV, class OP>
Belos::ReturnType
LSQRSolMgr<ScalarType,MV,OP,false>::solve ()
{
using Teuchos::RCP;
using Teuchos::rcp;
// Set the current parameters if they were not set before. NOTE:
// This may occur if the user generated the solver manager with the
// default constructor, but did not set any parameters using
// setParameters().
if (! isSet_) {
this->setParameters (Teuchos::parameterList (* (getValidParameters ())));
}
TEUCHOS_TEST_FOR_EXCEPTION
(problem_.is_null (), LSQRSolMgrLinearProblemFailure,
"Belos::LSQRSolMgr::solve: The linear problem to solve is null.");
TEUCHOS_TEST_FOR_EXCEPTION
(! problem_->isProblemSet (), LSQRSolMgrLinearProblemFailure,
"Belos::LSQRSolMgr::solve: The linear problem is not ready, "
"as its setProblem() method has not been called.");
TEUCHOS_TEST_FOR_EXCEPTION
(MVT::GetNumberVecs (*(problem_->getRHS ())) != 1,
LSQRSolMgrBlockSizeFailure, "Belos::LSQRSolMgr::solve: "
"The current implementation of LSQR only knows how to solve problems "
"with one right-hand side, but the linear problem to solve has "
<< MVT::GetNumberVecs (* (problem_->getRHS ()))
<< " right-hand sides.");
// We've validated the LinearProblem instance above. If any of the
// StatusTests needed to be initialized using information from the
// LinearProblem, now would be the time to do so. (This is true of
// GMRES, where the residual convergence test(s) to instantiate
// depend on knowing whether there is a left preconditioner. This
// is why GMRES has an "isSTSet_" Boolean member datum, which tells
// you whether the status tests have been instantiated and are ready
// for use.
// test isFlexible might go here.
// Next the right-hand sides to solve are identified. Among other things,
// this enables getCurrLHSVec() to get the current initial guess vector,
// and getCurrRHSVec() to get the current right-hand side (in Iter).
std::vector<int> currRHSIdx (1, 0);
problem_->setLSIndex (currRHSIdx);
// Reset the status test.
outputTest_->reset ();
// Don't assume convergence unless we've verified that the
// convergence test passed.
bool isConverged = false;
// FIXME: Currently we are setting the initial guess to zero, since
// the solver doesn't yet know how to handle a nonzero initial
// guess. This could be fixed by rewriting the solver to work with
// the residual and a delta.
//
// In a least squares problem with a nonzero initial guess, the
// minimzation problem involves the distance (in a norm depending on
// the preconditioner) between the solution and the the initial
// guess.
////////////////////////////////////////////////////////////////////
// Solve the linear problem using LSQR
////////////////////////////////////////////////////////////////////
// Parameter list for the LSQR iteration.
Teuchos::ParameterList plist;
// Use the solver manager's "Lambda" parameter to set the
// iteration's "Lambda" parameter. We know that the solver
// manager's parameter list (params_) does indeed contain the
// "Lambda" parameter, because solve() always ensures that
// setParameters() has been called.
plist.set ("Lambda", lambda_);
typedef LSQRIter<ScalarType,MV,OP> iter_type;
RCP<iter_type> lsqr_iter =
rcp (new iter_type (problem_, printer_, outputTest_, plist));
#ifdef BELOS_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor slvtimer (*timerSolve_);
#endif
// Reset the number of iterations.
lsqr_iter->resetNumIters ();
// Reset the number of calls that the status test output knows about.
outputTest_->resetNumCalls ();
// Set the new state and initialize the solver.
LSQRIterationState<ScalarType, MV> newstate;
lsqr_iter->initializeLSQR (newstate);
// tell lsqr_iter to iterate
try {
lsqr_iter->iterate ();
// First check for convergence. If we didn't converge, then check
// whether we reached the maximum number of iterations. If
// neither of those happened, there must have been a bug.
if (convTest_->getStatus () == Belos::Passed) {
isConverged = true;
} else if (maxIterTest_->getStatus () == Belos::Passed) {
isConverged = false;
} else {
TEUCHOS_TEST_FOR_EXCEPTION
(true, std::logic_error, "Belos::LSQRSolMgr::solve: "
"LSQRIteration::iterate returned without either the convergence test "
"or the maximum iteration count test passing. "
"Please report this bug to the Belos developers.");
}
} catch (const std::exception& e) {
printer_->stream(Belos::Errors)
<< "Error! Caught std::exception in LSQRIter::iterate at iteration "
<< lsqr_iter->getNumIters () << std::endl << e.what () << std::endl;
throw;
}
// identify current linear system as solved LinearProblem
problem_->setCurrLS();
// print final summary
sTest_->print (printer_->stream (Belos::FinalSummary));
// Print timing information, if the corresponding compile-time and
// run-time options are enabled.
#ifdef BELOS_TEUCHOS_TIME_MONITOR
// Calling summarize() can be expensive, so don't call unless the
// user wants to print out timing details. summarize() will do all
// the work even if it's passed a "black hole" output stream.
if (verbosity_ & TimingDetails)
Teuchos::TimeMonitor::summarize (printer_->stream (Belos::TimingDetails));
#endif // BELOS_TEUCHOS_TIME_MONITOR
// A posteriori solve information
numIters_ = maxIterTest_->getNumIters();
matCondNum_ = convTest_->getMatCondNum();
matNorm_ = convTest_->getMatNorm();
resNorm_ = convTest_->getResidNorm();
matResNorm_ = convTest_->getLSResidNorm();
if (! isConverged) {
return Belos::Unconverged;
} else {
return Belos::Converged;
}
}
// LSQRSolMgr requires the solver manager to return an eponymous std::string.
template<class ScalarType, class MV, class OP>
std::string LSQRSolMgr<ScalarType,MV,OP,false>::description () const
{
std::ostringstream oss;
oss << "LSQRSolMgr<...," << STS::name () << ">";
oss << "{";
oss << "Lambda: " << lambda_;
oss << ", condition number limit: " << condMax_;
oss << ", relative RHS Error: " << relRhsErr_;
oss << ", relative Matrix Error: " << relMatErr_;
oss << ", maximum number of iterations: " << maxIters_;
oss << ", termIterMax: " << termIterMax_;
oss << "}";
return oss.str ();
}
} // end Belos namespace
#endif /* BELOS_LSQR_SOLMGR_HPP */
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