Actual source code: cgne.c
2: /*
3: cgimpl.h defines the simple data structured used to store information
4: related to the type of matrix (e.g. complex symmetric) being solved and
5: data used during the optional Lanczo process used to compute eigenvalues
6: */
7: #include <../src/ksp/ksp/impls/cg/cgimpl.h> /*I "petscksp.h" I*/
12: /*
13: KSPSetUp_CGNE - Sets up the workspace needed by the CGNE method.
15: IDENTICAL TO THE CG ONE EXCEPT for one extra work vector!
16: */
19: PetscErrorCode KSPSetUp_CGNE(KSP ksp)
20: {
21: KSP_CG *cgP = (KSP_CG*)ksp->data;
23: PetscInt maxit = ksp->max_it;
26: /* get work vectors needed by CGNE */
27: KSPDefaultGetWork(ksp,4);
29: /*
30: If user requested computations of eigenvalues then allocate work
31: work space needed
32: */
33: if (ksp->calc_sings) {
34: /* get space to store tridiagonal matrix for Lanczos */
35: PetscMalloc4(maxit+1,PetscScalar,&cgP->e,maxit+1,PetscScalar,&cgP->d,maxit+1,PetscReal,&cgP->ee,maxit+1,PetscReal,&cgP->dd);
36: PetscLogObjectMemory(ksp,2*(maxit+1)*(sizeof(PetscScalar)+sizeof(PetscReal)));
37: }
38: return(0);
39: }
41: /*
42: KSPSolve_CGNE - This routine actually applies the conjugate gradient
43: method
45: Input Parameter:
46: . ksp - the Krylov space object that was set to use conjugate gradient, by, for
47: example, KSPCreate(MPI_Comm,KSP *ksp); KSPSetType(ksp,KSPCG);
50: Virtually identical to the KSPSolve_CG, it should definitely reuse the same code.
52: */
55: PetscErrorCode KSPSolve_CGNE(KSP ksp)
56: {
58: PetscInt i,stored_max_it,eigs;
59: PetscScalar dpi,a = 1.0,beta,betaold = 1.0,b = 0,*e = 0,*d = 0;
60: PetscReal dp = 0.0;
61: Vec X,B,Z,R,P,T;
62: KSP_CG *cg;
63: Mat Amat,Pmat;
64: MatStructure pflag;
65: PetscBool diagonalscale,transpose_pc;
68: PCGetDiagonalScale(ksp->pc,&diagonalscale);
69: if (diagonalscale) SETERRQ1(((PetscObject)ksp)->comm,PETSC_ERR_SUP,"Krylov method %s does not support diagonal scaling",((PetscObject)ksp)->type_name);
70: PCApplyTransposeExists(ksp->pc,&transpose_pc);
72: cg = (KSP_CG*)ksp->data;
73: eigs = ksp->calc_sings;
74: stored_max_it = ksp->max_it;
75: X = ksp->vec_sol;
76: B = ksp->vec_rhs;
77: R = ksp->work[0];
78: Z = ksp->work[1];
79: P = ksp->work[2];
80: T = ksp->work[3];
82: #if !defined(PETSC_USE_COMPLEX)
83: #define VecXDot(x,y,a) VecDot(x,y,a)
84: #else
85: #define VecXDot(x,y,a) (((cg->type) == (KSP_CG_HERMITIAN)) ? VecDot(x,y,a) : VecTDot(x,y,a))
86: #endif
88: if (eigs) {e = cg->e; d = cg->d; e[0] = 0.0; }
89: PCGetOperators(ksp->pc,&Amat,&Pmat,&pflag);
91: ksp->its = 0;
92: MatMultTranspose(Amat,B,T);
93: if (!ksp->guess_zero) {
94: KSP_MatMult(ksp,Amat,X,P);
95: KSP_MatMultTranspose(ksp,Amat,P,R);
96: VecAYPX(R,-1.0,T);
97: } else {
98: VecCopy(T,R); /* r <- b (x is 0) */
99: }
100: KSP_PCApply(ksp,R,T);
101: if (transpose_pc) {
102: KSP_PCApplyTranspose(ksp,T,Z);
103: } else {
104: KSP_PCApply(ksp,T,Z);
105: }
107: if (ksp->normtype == KSP_NORM_PRECONDITIONED) {
108: VecNorm(Z,NORM_2,&dp); /* dp <- z'*z */
109: } else if (ksp->normtype == KSP_NORM_UNPRECONDITIONED) {
110: VecNorm(R,NORM_2,&dp); /* dp <- r'*r */
111: } else if (ksp->normtype == KSP_NORM_NATURAL) {
112: VecXDot(Z,R,&beta);
113: dp = PetscSqrtReal(PetscAbsScalar(beta));
114: } else dp = 0.0;
115: KSPLogResidualHistory(ksp,dp);
116: KSPMonitor(ksp,0,dp);
117: ksp->rnorm = dp;
118: (*ksp->converged)(ksp,0,dp,&ksp->reason,ksp->cnvP); /* test for convergence */
119: if (ksp->reason) return(0);
121: i = 0;
122: do {
123: ksp->its = i+1;
124: VecXDot(Z,R,&beta); /* beta <- r'z */
125: if (beta == 0.0) {
126: ksp->reason = KSP_CONVERGED_ATOL;
127: PetscInfo(ksp,"converged due to beta = 0\n");
128: break;
129: #if !defined(PETSC_USE_COMPLEX)
130: } else if (beta < 0.0) {
131: ksp->reason = KSP_DIVERGED_INDEFINITE_PC;
132: PetscInfo(ksp,"diverging due to indefinite preconditioner\n");
133: break;
134: #endif
135: }
136: if (!i) {
137: VecCopy(Z,P); /* p <- z */
138: b = 0.0;
139: } else {
140: b = beta/betaold;
141: if (eigs) {
142: if (ksp->max_it != stored_max_it) {
143: SETERRQ(((PetscObject)ksp)->comm,PETSC_ERR_SUP,"Can not change maxit AND calculate eigenvalues");
144: }
145: e[i] = PetscSqrtReal(PetscAbsScalar(b))/a;
146: }
147: VecAYPX(P,b,Z); /* p <- z + b* p */
148: }
149: betaold = beta;
150: MatMult(Amat,P,T);
151: MatMultTranspose(Amat,T,Z);
152: VecXDot(P,Z,&dpi); /* dpi <- z'p */
153: a = beta/dpi; /* a = beta/p'z */
154: if (eigs) {
155: d[i] = PetscSqrtReal(PetscAbsScalar(b))*e[i] + 1.0/a;
156: }
157: VecAXPY(X,a,P); /* x <- x + ap */
158: VecAXPY(R,-a,Z); /* r <- r - az */
159: if (ksp->normtype == KSP_NORM_PRECONDITIONED) {
160: KSP_PCApply(ksp,R,T);
161: if (transpose_pc) {
162: KSP_PCApplyTranspose(ksp,T,Z);
163: } else {
164: KSP_PCApply(ksp,T,Z);
165: }
166: VecNorm(Z,NORM_2,&dp); /* dp <- z'*z */
167: } else if (ksp->normtype == KSP_NORM_UNPRECONDITIONED) {
168: VecNorm(R,NORM_2,&dp);
169: } else if (ksp->normtype == KSP_NORM_NATURAL) {
170: dp = PetscSqrtReal(PetscAbsScalar(beta));
171: } else {
172: dp = 0.0;
173: }
174: ksp->rnorm = dp;
175: KSPLogResidualHistory(ksp,dp);
176: KSPMonitor(ksp,i+1,dp);
177: (*ksp->converged)(ksp,i+1,dp,&ksp->reason,ksp->cnvP);
178: if (ksp->reason) break;
179: if (ksp->normtype != KSP_NORM_PRECONDITIONED) {
180: if (transpose_pc) {
181: KSP_PCApplyTranspose(ksp,T,Z);
182: } else {
183: KSP_PCApply(ksp,T,Z);
184: }
185: }
186: i++;
187: } while (i<ksp->max_it);
188: if (i >= ksp->max_it) {
189: ksp->reason = KSP_DIVERGED_ITS;
190: }
191: return(0);
192: }
194: /*
195: KSPCreate_CGNE - Creates the data structure for the Krylov method CGNE and sets the
196: function pointers for all the routines it needs to call (KSPSolve_CGNE() etc)
199: */
201: /*MC
202: KSPCGNE - Applies the preconditioned conjugate gradient method to the normal equations
203: without explicitly forming A^t*A
205: Options Database Keys:
206: . -ksp_cg_type <Hermitian or symmetric - (for complex matrices only) indicates the matrix is Hermitian or symmetric
209: Level: beginner
211: Notes: eigenvalue computation routines will return information about the
212: spectrum of A^t*A, rather than A.
214: This is NOT a different algorithm then used with KSPCG, it merely uses that algorithm with the
215: matrix defined by A^t*A and preconditioner defined by B^t*B where B is the preconditioner for A.
217: This method requires that one be apply to apply the transpose of the preconditioner and operator
218: as well as the operator and preconditioner. If the transpose of the preconditioner is not available then
219: the preconditioner is used in its place so one ends up preconditioning A'A with B B. Seems odd?
221: This only supports left preconditioning.
223: Developer Notes: How is this related to the preconditioned LSQR implementation?
225: This object is subclassed off of KSPCG
227: .seealso: KSPCreate(), KSPSetType(), KSPType (for list of available types), KSP,
228: KSPCGSetType(), KSPBICG
230: M*/
243: PetscErrorCode KSPCreate_CGNE(KSP ksp)
244: {
246: KSP_CG *cg;
249: PetscNewLog(ksp,KSP_CG,&cg);
250: #if !defined(PETSC_USE_COMPLEX)
251: cg->type = KSP_CG_SYMMETRIC;
252: #else
253: cg->type = KSP_CG_HERMITIAN;
254: #endif
255: ksp->data = (void*)cg;
256: KSPSetSupportedNorm(ksp,KSP_NORM_PRECONDITIONED,PC_LEFT,2);
257: KSPSetSupportedNorm(ksp,KSP_NORM_UNPRECONDITIONED,PC_LEFT,1);
258: KSPSetSupportedNorm(ksp,KSP_NORM_NATURAL,PC_LEFT,1);
260: /*
261: Sets the functions that are associated with this data structure
262: (in C++ this is the same as defining virtual functions)
263: */
264: ksp->ops->setup = KSPSetUp_CGNE;
265: ksp->ops->solve = KSPSolve_CGNE;
266: ksp->ops->destroy = KSPDestroy_CG;
267: ksp->ops->view = KSPView_CG;
268: ksp->ops->setfromoptions = KSPSetFromOptions_CG;
269: ksp->ops->buildsolution = KSPDefaultBuildSolution;
270: ksp->ops->buildresidual = KSPDefaultBuildResidual;
272: /*
273: Attach the function KSPCGSetType_CGNE() to this object. The routine
274: KSPCGSetType() checks for this attached function and calls it if it finds
275: it. (Sort of like a dynamic member function that can be added at run time
276: */
277: PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPCGSetType_C","KSPCGSetType_CG",KSPCGSetType_CG);
278: return(0);
279: }