Actual source code: lgmres.c
1: #define PETSCKSP_DLL
3: #include ../src/ksp/ksp/impls/gmres/lgmres/lgmresimpl.h
5: #define LGMRES_DELTA_DIRECTIONS 10
6: #define LGMRES_DEFAULT_MAXK 30
7: #define LGMRES_DEFAULT_AUGDIM 2 /*default number of augmentation vectors */
8: static PetscErrorCode LGMRESGetNewVectors(KSP,PetscInt);
9: static PetscErrorCode LGMRESUpdateHessenberg(KSP,PetscInt,PetscTruth,PetscReal *);
10: static PetscErrorCode BuildLgmresSoln(PetscScalar*,Vec,Vec,KSP,PetscInt);
14: PetscErrorCode KSPLGMRESSetAugDim(KSP ksp, PetscInt dim)
15: {
19: PetscTryMethod((ksp),"KSPLGMRESSetAugDim_C",(KSP,PetscInt),(ksp,dim));
20: return(0);
21: }
25: PetscErrorCode KSPLGMRESSetConstant(KSP ksp)
26: {
30: PetscTryMethod((ksp),"KSPLGMRESSetConstant_C",(KSP),(ksp));
31: return(0);
32: }
35: /*
36: KSPSetUp_LGMRES - Sets up the workspace needed by lgmres.
38: This is called once, usually automatically by KSPSolve() or KSPSetUp(),
39: but can be called directly by KSPSetUp().
41: */
44: PetscErrorCode KSPSetUp_LGMRES(KSP ksp)
45: {
47: PetscInt max_k,k, aug_dim;
48: KSP_LGMRES *lgmres = (KSP_LGMRES *)ksp->data;
51: if (ksp->pc_side == PC_SYMMETRIC) {
52: SETERRQ(PETSC_ERR_SUP,"no symmetric preconditioning for KSPLGMRES");
53: }
54: max_k = lgmres->max_k;
55: aug_dim = lgmres->aug_dim;
56: KSPSetUp_GMRES(ksp);
58: /* need array of pointers to augvecs*/
59: PetscMalloc((2 * aug_dim + AUG_OFFSET)*sizeof(void*),&lgmres->augvecs);
60: lgmres->aug_vecs_allocated = 2 *aug_dim + AUG_OFFSET;
61: PetscMalloc((2* aug_dim + AUG_OFFSET)*sizeof(void*),&lgmres->augvecs_user_work);
62: PetscMalloc(aug_dim*sizeof(PetscInt),&lgmres->aug_order);
63: PetscLogObjectMemory(ksp,(aug_dim)*(4*sizeof(void*) + sizeof(PetscInt)) + AUG_OFFSET*2*sizeof(void*));
65: /* for now we will preallocate the augvecs - because aug_dim << restart
66: ... also keep in mind that we need to keep augvecs from cycle to cycle*/
67: lgmres->aug_vv_allocated = 2* aug_dim + AUG_OFFSET;
68: lgmres->augwork_alloc = 2* aug_dim + AUG_OFFSET;
69: KSPGetVecs(ksp,lgmres->aug_vv_allocated,&lgmres->augvecs_user_work[0],0,PETSC_NULL);
70: PetscLogObjectParents(ksp,lgmres->aug_vv_allocated,lgmres->augvecs_user_work[0]);
71: for (k=0; k<lgmres->aug_vv_allocated; k++) {
72: lgmres->augvecs[k] = lgmres->augvecs_user_work[0][k];
73: }
74: return(0);
75: }
78: /*
80: LGMRESCycle - Run lgmres, possibly with restart. Return residual
81: history if requested.
83: input parameters:
84: . lgmres - structure containing parameters and work areas
86: output parameters:
87: . nres - residuals (from preconditioned system) at each step.
88: If restarting, consider passing nres+it. If null,
89: ignored
90: . itcount - number of iterations used. nres[0] to nres[itcount]
91: are defined. If null, ignored. If null, ignored.
92: . converged - 0 if not converged
94:
95: Notes:
96: On entry, the value in vector VEC_VV(0) should be
97: the initial residual.
100: */
103: PetscErrorCode LGMREScycle(PetscInt *itcount,KSP ksp)
104: {
105: KSP_LGMRES *lgmres = (KSP_LGMRES *)(ksp->data);
106: PetscReal res_norm, res;
107: PetscReal hapbnd, tt;
108: PetscScalar tmp;
109: PetscTruth hapend = PETSC_FALSE; /* indicates happy breakdown ending */
111: PetscInt loc_it; /* local count of # of dir. in Krylov space */
112: PetscInt max_k = lgmres->max_k; /* max approx space size */
113: PetscInt max_it = ksp->max_it; /* max # of overall iterations for the method */
114: /* LGMRES_MOD - new variables*/
115: PetscInt aug_dim = lgmres->aug_dim;
116: PetscInt spot = 0;
117: PetscInt order = 0;
118: PetscInt it_arnoldi; /* number of arnoldi steps to take */
119: PetscInt it_total; /* total number of its to take (=approx space size)*/
120: PetscInt ii, jj;
121: PetscReal tmp_norm;
122: PetscScalar inv_tmp_norm;
123: PetscScalar *avec;
126: /* Number of pseudo iterations since last restart is the number
127: of prestart directions */
128: loc_it = 0;
130: /* LGMRES_MOD: determine number of arnoldi steps to take */
131: /* if approx_constant then we keep the space the same size even if
132: we don't have the full number of aug vectors yet*/
133: if (lgmres->approx_constant) {
134: it_arnoldi = max_k - lgmres->aug_ct;
135: } else {
136: it_arnoldi = max_k - aug_dim;
137: }
139: it_total = it_arnoldi + lgmres->aug_ct;
141: /* initial residual is in VEC_VV(0) - compute its norm*/
142: VecNorm(VEC_VV(0),NORM_2,&res_norm);
143: res = res_norm;
144:
145: /* first entry in right-hand-side of hessenberg system is just
146: the initial residual norm */
147: *GRS(0) = res_norm;
149: /* check for the convergence */
150: if (!res) {
151: if (itcount) *itcount = 0;
152: ksp->reason = KSP_CONVERGED_ATOL;
153: PetscInfo(ksp,"Converged due to zero residual norm on entry\n");
154: return(0);
155: }
157: /* scale VEC_VV (the initial residual) */
158: tmp = 1.0/res_norm; VecScale(VEC_VV(0),tmp);
160: ksp->rnorm = res;
163: /* note: (lgmres->it) is always set one less than (loc_it) It is used in
164: KSPBUILDSolution_LGMRES, where it is passed to BuildLgmresSoln.
165: Note that when BuildLgmresSoln is called from this function,
166: (loc_it -1) is passed, so the two are equivalent */
167: lgmres->it = (loc_it - 1);
169:
170: /* MAIN ITERATION LOOP BEGINNING*/
173: /* keep iterating until we have converged OR generated the max number
174: of directions OR reached the max number of iterations for the method */
175: (*ksp->converged)(ksp,ksp->its,res,&ksp->reason,ksp->cnvP);
176:
177: while (!ksp->reason && loc_it < it_total && ksp->its < max_it) { /* LGMRES_MOD: changed to it_total */
178: KSPLogResidualHistory(ksp,res);
179: lgmres->it = (loc_it - 1);
180: KSPMonitor(ksp,ksp->its,res);
182: /* see if more space is needed for work vectors */
183: if (lgmres->vv_allocated <= loc_it + VEC_OFFSET + 1) {
184: LGMRESGetNewVectors(ksp,loc_it+1);
185: /* (loc_it+1) is passed in as number of the first vector that should
186: be allocated */
187: }
189: /*LGMRES_MOD: decide whether this is an arnoldi step or an aug step */
190: if (loc_it < it_arnoldi) { /* Arnoldi */
191: KSP_PCApplyBAorAB(ksp,VEC_VV(loc_it),VEC_VV(1+loc_it),VEC_TEMP_MATOP);
192: } else { /*aug step */
193: order = loc_it - it_arnoldi + 1; /* which aug step */
194: for (ii=0; ii<aug_dim; ii++) {
195: if (lgmres->aug_order[ii] == order) {
196: spot = ii;
197: break; /* must have this because there will be duplicates before aug_ct = aug_dim */
198: }
199: }
201: VecCopy(A_AUGVEC(spot), VEC_VV(1+loc_it));
202: /*note: an alternate implementation choice would be to only save the AUGVECS and
203: not A_AUGVEC and then apply the PC here to the augvec */
204: }
206: /* update hessenberg matrix and do Gram-Schmidt - new direction is in
207: VEC_VV(1+loc_it)*/
208: (*lgmres->orthog)(ksp,loc_it);
210: /* new entry in hessenburg is the 2-norm of our new direction */
211: VecNorm(VEC_VV(loc_it+1),NORM_2,&tt);
212: *HH(loc_it+1,loc_it) = tt;
213: *HES(loc_it+1,loc_it) = tt;
216: /* check for the happy breakdown */
217: hapbnd = PetscAbsScalar(tt / *GRS(loc_it));/* GRS(loc_it) contains the res_norm from the last iteration */
218: if (hapbnd > lgmres->haptol) hapbnd = lgmres->haptol;
219: if (tt > hapbnd) {
220: tmp = 1.0/tt;
221: VecScale(VEC_VV(loc_it+1),tmp); /* scale new direction by its norm */
222: } else {
223: PetscInfo2(ksp,"Detected happy breakdown, current hapbnd = %G tt = %G\n",hapbnd,tt);
224: hapend = PETSC_TRUE;
225: }
227: /* Now apply rotations to new col of hessenberg (and right side of system),
228: calculate new rotation, and get new residual norm at the same time*/
229: LGMRESUpdateHessenberg(ksp,loc_it,hapend,&res);
230: if (ksp->reason) break;
232: loc_it++;
233: lgmres->it = (loc_it-1); /* Add this here in case it has converged */
234:
235: PetscObjectTakeAccess(ksp);
236: ksp->its++;
237: ksp->rnorm = res;
238: PetscObjectGrantAccess(ksp);
240: (*ksp->converged)(ksp,ksp->its,res,&ksp->reason,ksp->cnvP);
242: /* Catch error in happy breakdown and signal convergence and break from loop */
243: if (hapend) {
244: if (!ksp->reason) {
245: SETERRQ1(0,"You reached the happy break down,but convergence was not indicated. Residual norm = %G",res);
246: }
247: break;
248: }
249: }
250: /* END OF ITERATION LOOP */
252: KSPLogResidualHistory(ksp,res);
254: /* Monitor if we know that we will not return for a restart */
255: if (ksp->reason || ksp->its >= max_it) {
256: KSPMonitor(ksp, ksp->its, res);
257: }
259: if (itcount) *itcount = loc_it;
261: /*
262: Down here we have to solve for the "best" coefficients of the Krylov
263: columns, add the solution values together, and possibly unwind the
264: preconditioning from the solution
265: */
266:
267: /* Form the solution (or the solution so far) */
268: /* Note: must pass in (loc_it-1) for iteration count so that BuildLgmresSoln
269: properly navigates */
271: BuildLgmresSoln(GRS(0),ksp->vec_sol,ksp->vec_sol,ksp,loc_it-1);
274: /* LGMRES_MOD collect aug vector and A*augvector for future restarts -
275: only if we will be restarting (i.e. this cycle performed it_total
276: iterations) */
277: if (!ksp->reason && ksp->its < max_it && aug_dim > 0) {
279: /*AUG_TEMP contains the new augmentation vector (assigned in BuildLgmresSoln) */
280: if (!lgmres->aug_ct) {
281: spot = 0;
282: lgmres->aug_ct++;
283: } else if (lgmres->aug_ct < aug_dim) {
284: spot = lgmres->aug_ct;
285: lgmres->aug_ct++;
286: } else { /* truncate */
287: for (ii=0; ii<aug_dim; ii++) {
288: if (lgmres->aug_order[ii] == aug_dim) {
289: spot = ii;
290: }
291: }
292: }
294:
296: VecCopy(AUG_TEMP, AUGVEC(spot));
297: /*need to normalize */
298: VecNorm(AUGVEC(spot), NORM_2, &tmp_norm);
299: inv_tmp_norm = 1.0/tmp_norm;
300: VecScale(AUGVEC(spot),inv_tmp_norm);
302: /*set new aug vector to order 1 - move all others back one */
303: for (ii=0; ii < aug_dim; ii++) {
304: AUG_ORDER(ii)++;
305: }
306: AUG_ORDER(spot) = 1;
308: /*now add the A*aug vector to A_AUGVEC(spot) - this is independ. of preconditioning type*/
309: /* want V*H*y - y is in GRS, V is in VEC_VV and H is in HES */
311:
312: /* first do H+*y */
313: VecSet(AUG_TEMP,0.0);
314: VecGetArray(AUG_TEMP, &avec);
315: for (ii=0; ii < it_total + 1; ii++) {
316: for (jj=0; jj <= ii+1; jj++) {
317: avec[jj] += *HES(jj ,ii) * *GRS(ii);
318: }
319: }
321: /*now multiply result by V+ */
322: VecSet(VEC_TEMP,0.0);
323: VecMAXPY(VEC_TEMP, it_total+1, avec, &VEC_VV(0)); /*answer is in VEC_TEMP*/
324: VecRestoreArray(AUG_TEMP, &avec);
325:
326: /*copy answer to aug location and scale*/
327: VecCopy(VEC_TEMP, A_AUGVEC(spot));
328: VecScale(A_AUGVEC(spot),inv_tmp_norm);
329: }
330: return(0);
331: }
333: /*
334: KSPSolve_LGMRES - This routine applies the LGMRES method.
337: Input Parameter:
338: . ksp - the Krylov space object that was set to use lgmres
340: Output Parameter:
341: . outits - number of iterations used
343: */
347: PetscErrorCode KSPSolve_LGMRES(KSP ksp)
348: {
350: PetscInt cycle_its; /* iterations done in a call to LGMREScycle */
351: PetscInt itcount; /* running total of iterations, incl. those in restarts */
352: KSP_LGMRES *lgmres = (KSP_LGMRES *)ksp->data;
353: PetscTruth guess_zero = ksp->guess_zero;
354: PetscInt ii; /*LGMRES_MOD variable */
357: if (ksp->calc_sings && !lgmres->Rsvd) {
358: SETERRQ(PETSC_ERR_ORDER,"Must call KSPSetComputeSingularValues() before KSPSetUp() is called");
359: }
360: PetscObjectTakeAccess(ksp);
361: ksp->its = 0;
362: lgmres->aug_ct = 0;
363: lgmres->matvecs = 0;
364: PetscObjectGrantAccess(ksp);
366: /* initialize */
367: itcount = 0;
368: ksp->reason = KSP_CONVERGED_ITERATING;
369: /*LGMRES_MOD*/
370: for (ii=0; ii<lgmres->aug_dim; ii++) {
371: lgmres->aug_order[ii] = 0;
372: }
374: while (!ksp->reason) {
375: /* calc residual - puts in VEC_VV(0) */
376: KSPInitialResidual(ksp,ksp->vec_sol,VEC_TEMP,VEC_TEMP_MATOP,VEC_VV(0),ksp->vec_rhs);
377: LGMREScycle(&cycle_its,ksp);
378: itcount += cycle_its;
379: if (itcount >= ksp->max_it) {
380: if (!ksp->reason) ksp->reason = KSP_DIVERGED_ITS;
381: break;
382: }
383: ksp->guess_zero = PETSC_FALSE; /* every future call to KSPInitialResidual() will have nonzero guess */
384: }
385: ksp->guess_zero = guess_zero; /* restore if user provided nonzero initial guess */
386: return(0);
387: }
390: /*
392: KSPDestroy_LGMRES - Frees all memory space used by the Krylov method.
394: */
397: PetscErrorCode KSPDestroy_LGMRES(KSP ksp)
398: {
399: KSP_LGMRES *lgmres = (KSP_LGMRES*)ksp->data;
403: PetscFree(lgmres->augvecs);
404: if (lgmres->augwork_alloc) {
405: VecDestroyVecs(lgmres->augvecs_user_work[0],lgmres->augwork_alloc);
406: }
407: PetscFree(lgmres->augvecs_user_work);
408: PetscFree(lgmres->aug_order);
409: KSPDestroy_GMRES(ksp);
410: return(0);
411: }
413: /*
414: BuildLgmresSoln - create the solution from the starting vector and the
415: current iterates.
417: Input parameters:
418: nrs - work area of size it + 1.
419: vguess - index of initial guess
420: vdest - index of result. Note that vguess may == vdest (replace
421: guess with the solution).
422: it - HH upper triangular part is a block of size (it+1) x (it+1)
424: This is an internal routine that knows about the LGMRES internals.
425: */
428: static PetscErrorCode BuildLgmresSoln(PetscScalar* nrs,Vec vguess,Vec vdest,KSP ksp,PetscInt it)
429: {
430: PetscScalar tt;
432: PetscInt ii,k,j;
433: KSP_LGMRES *lgmres = (KSP_LGMRES *)(ksp->data);
434: /*LGMRES_MOD */
435: PetscInt it_arnoldi, it_aug;
436: PetscInt jj, spot = 0;
439: /* Solve for solution vector that minimizes the residual */
441: /* If it is < 0, no lgmres steps have been performed */
442: if (it < 0) {
443: VecCopy(vguess,vdest); /* VecCopy() is smart, exists immediately if vguess == vdest */
444: return(0);
445: }
447: /* so (it+1) lgmres steps HAVE been performed */
449: /* LGMRES_MOD - determine if we need to use augvecs for the soln - do not assume that
450: this is called after the total its allowed for an approx space */
451: if (lgmres->approx_constant) {
452: it_arnoldi = lgmres->max_k - lgmres->aug_ct;
453: } else {
454: it_arnoldi = lgmres->max_k - lgmres->aug_dim;
455: }
456: if (it_arnoldi >= it +1) {
457: it_aug = 0;
458: it_arnoldi = it+1;
459: } else {
460: it_aug = (it + 1) - it_arnoldi;
461: }
463: /* now it_arnoldi indicates the number of matvecs that took place */
464: lgmres->matvecs += it_arnoldi;
466:
467: /* solve the upper triangular system - GRS is the right side and HH is
468: the upper triangular matrix - put soln in nrs */
469: if (*HH(it,it) == 0.0) SETERRQ2(PETSC_ERR_CONV_FAILED,"HH(it,it) is identically zero; it = %D GRS(it) = %G",it,PetscAbsScalar(*GRS(it)));
470: if (*HH(it,it) != 0.0) {
471: nrs[it] = *GRS(it) / *HH(it,it);
472: } else {
473: nrs[it] = 0.0;
474: }
476: for (ii=1; ii<=it; ii++) {
477: k = it - ii;
478: tt = *GRS(k);
479: for (j=k+1; j<=it; j++) tt = tt - *HH(k,j) * nrs[j];
480: nrs[k] = tt / *HH(k,k);
481: }
483: /* Accumulate the correction to the soln of the preconditioned prob. in VEC_TEMP */
484: VecSet(VEC_TEMP,0.0); /* set VEC_TEMP components to 0 */
486: /*LGMRES_MOD - if augmenting has happened we need to form the solution
487: using the augvecs */
488: if (!it_aug) { /* all its are from arnoldi */
489: VecMAXPY(VEC_TEMP,it+1,nrs,&VEC_VV(0));
490: } else { /*use aug vecs */
491: /*first do regular krylov directions */
492: VecMAXPY(VEC_TEMP,it_arnoldi,nrs,&VEC_VV(0));
493: /*now add augmented portions - add contribution of aug vectors one at a time*/
496: for (ii=0; ii<it_aug; ii++) {
497: for (jj=0; jj<lgmres->aug_dim; jj++) {
498: if (lgmres->aug_order[jj] == (ii+1)) {
499: spot = jj;
500: break; /* must have this because there will be duplicates before aug_ct = aug_dim */
501: }
502: }
503: VecAXPY(VEC_TEMP,nrs[it_arnoldi+ii],AUGVEC(spot));
504: }
505: }
506: /* now VEC_TEMP is what we want to keep for augmenting purposes - grab before the
507: preconditioner is "unwound" from right-precondtioning*/
508: VecCopy(VEC_TEMP, AUG_TEMP);
510: KSPUnwindPreconditioner(ksp,VEC_TEMP,VEC_TEMP_MATOP);
512: /* add solution to previous solution */
513: /* put updated solution into vdest.*/
514: VecCopy(vguess,vdest);
515: VecAXPY(vdest,1.0,VEC_TEMP);
517: return(0);
518: }
520: /*
522: LGMRESUpdateHessenberg - Do the scalar work for the orthogonalization.
523: Return new residual.
525: input parameters:
527: . ksp - Krylov space object
528: . it - plane rotations are applied to the (it+1)th column of the
529: modified hessenberg (i.e. HH(:,it))
530: . hapend - PETSC_FALSE not happy breakdown ending.
532: output parameters:
533: . res - the new residual
534:
535: */
538: static PetscErrorCode LGMRESUpdateHessenberg(KSP ksp,PetscInt it,PetscTruth hapend,PetscReal *res)
539: {
540: PetscScalar *hh,*cc,*ss,tt;
541: PetscInt j;
542: KSP_LGMRES *lgmres = (KSP_LGMRES *)(ksp->data);
545: hh = HH(0,it); /* pointer to beginning of column to update - so
546: incrementing hh "steps down" the (it+1)th col of HH*/
547: cc = CC(0); /* beginning of cosine rotations */
548: ss = SS(0); /* beginning of sine rotations */
550: /* Apply all the previously computed plane rotations to the new column
551: of the Hessenberg matrix */
552: /* Note: this uses the rotation [conj(c) s ; -s c], c= cos(theta), s= sin(theta) */
554: for (j=1; j<=it; j++) {
555: tt = *hh;
556: #if defined(PETSC_USE_COMPLEX)
557: *hh = PetscConj(*cc) * tt + *ss * *(hh+1);
558: #else
559: *hh = *cc * tt + *ss * *(hh+1);
560: #endif
561: hh++;
562: *hh = *cc++ * *hh - (*ss++ * tt);
563: /* hh, cc, and ss have all been incremented one by end of loop */
564: }
566: /*
567: compute the new plane rotation, and apply it to:
568: 1) the right-hand-side of the Hessenberg system (GRS)
569: note: it affects GRS(it) and GRS(it+1)
570: 2) the new column of the Hessenberg matrix
571: note: it affects HH(it,it) which is currently pointed to
572: by hh and HH(it+1, it) (*(hh+1))
573: thus obtaining the updated value of the residual...
574: */
576: /* compute new plane rotation */
578: if (!hapend) {
579: #if defined(PETSC_USE_COMPLEX)
580: tt = PetscSqrtScalar(PetscConj(*hh) * *hh + PetscConj(*(hh+1)) * *(hh+1));
581: #else
582: tt = PetscSqrtScalar(*hh * *hh + *(hh+1) * *(hh+1));
583: #endif
584: if (tt == 0.0) {
585: ksp->reason = KSP_DIVERGED_NULL;
586: return(0);
587: }
588: *cc = *hh / tt; /* new cosine value */
589: *ss = *(hh+1) / tt; /* new sine value */
591: /* apply to 1) and 2) */
592: *GRS(it+1) = - (*ss * *GRS(it));
593: #if defined(PETSC_USE_COMPLEX)
594: *GRS(it) = PetscConj(*cc) * *GRS(it);
595: *hh = PetscConj(*cc) * *hh + *ss * *(hh+1);
596: #else
597: *GRS(it) = *cc * *GRS(it);
598: *hh = *cc * *hh + *ss * *(hh+1);
599: #endif
601: /* residual is the last element (it+1) of right-hand side! */
602: *res = PetscAbsScalar(*GRS(it+1));
604: } else { /* happy breakdown: HH(it+1, it) = 0, therfore we don't need to apply
605: another rotation matrix (so RH doesn't change). The new residual is
606: always the new sine term times the residual from last time (GRS(it)),
607: but now the new sine rotation would be zero...so the residual should
608: be zero...so we will multiply "zero" by the last residual. This might
609: not be exactly what we want to do here -could just return "zero". */
610:
611: *res = 0.0;
612: }
613: return(0);
614: }
616: /*
618: LGMRESGetNewVectors - This routine allocates more work vectors, starting from
619: VEC_VV(it)
620:
621: */
624: static PetscErrorCode LGMRESGetNewVectors(KSP ksp,PetscInt it)
625: {
626: KSP_LGMRES *lgmres = (KSP_LGMRES *)ksp->data;
627: PetscInt nwork = lgmres->nwork_alloc; /* number of work vector chunks allocated */
628: PetscInt nalloc; /* number to allocate */
630: PetscInt k;
631:
633: nalloc = lgmres->delta_allocate; /* number of vectors to allocate
634: in a single chunk */
636: /* Adjust the number to allocate to make sure that we don't exceed the
637: number of available slots (lgmres->vecs_allocated)*/
638: if (it + VEC_OFFSET + nalloc >= lgmres->vecs_allocated){
639: nalloc = lgmres->vecs_allocated - it - VEC_OFFSET;
640: }
641: if (!nalloc) return(0);
643: lgmres->vv_allocated += nalloc; /* vv_allocated is the number of vectors allocated */
645: /* work vectors */
646: KSPGetVecs(ksp,nalloc,&lgmres->user_work[nwork],0,PETSC_NULL);
647: PetscLogObjectParents(ksp,nalloc,lgmres->user_work[nwork]);
648: /* specify size of chunk allocated */
649: lgmres->mwork_alloc[nwork] = nalloc;
651: for (k=0; k < nalloc; k++) {
652: lgmres->vecs[it+VEC_OFFSET+k] = lgmres->user_work[nwork][k];
653: }
654:
656: /* LGMRES_MOD - for now we are preallocating the augmentation vectors */
657:
659: /* increment the number of work vector chunks */
660: lgmres->nwork_alloc++;
661: return(0);
662: }
664: /*
666: KSPBuildSolution_LGMRES
668: Input Parameter:
669: . ksp - the Krylov space object
670: . ptr-
672: Output Parameter:
673: . result - the solution
675: Note: this calls BuildLgmresSoln - the same function that LGMREScycle
676: calls directly.
678: */
681: PetscErrorCode KSPBuildSolution_LGMRES(KSP ksp,Vec ptr,Vec *result)
682: {
683: KSP_LGMRES *lgmres = (KSP_LGMRES *)ksp->data;
687: if (!ptr) {
688: if (!lgmres->sol_temp) {
689: VecDuplicate(ksp->vec_sol,&lgmres->sol_temp);
690: PetscLogObjectParent(ksp,lgmres->sol_temp);
691: }
692: ptr = lgmres->sol_temp;
693: }
694: if (!lgmres->nrs) {
695: /* allocate the work area */
696: PetscMalloc(lgmres->max_k*sizeof(PetscScalar),&lgmres->nrs);
697: PetscLogObjectMemory(ksp,lgmres->max_k*sizeof(PetscScalar));
698: }
699:
700: BuildLgmresSoln(lgmres->nrs,ksp->vec_sol,ptr,ksp,lgmres->it);
701: if (result) *result = ptr;
702:
703: return(0);
704: }
710: PetscErrorCode KSPView_LGMRES(KSP ksp,PetscViewer viewer)
711: {
712: KSP_LGMRES *lgmres = (KSP_LGMRES *)ksp->data;
714: PetscTruth iascii;
717: KSPView_GMRES(ksp,viewer);
718: PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&iascii);
719: if (iascii) {
720: /*LGMRES_MOD */
721: PetscViewerASCIIPrintf(viewer," LGMRES: aug. dimension=%D\n",lgmres->aug_dim);
722: if (lgmres->approx_constant) {
723: PetscViewerASCIIPrintf(viewer," LGMRES: approx. space size was kept constant.\n");
724: }
725: PetscViewerASCIIPrintf(viewer," LGMRES: number of matvecs=%D\n",lgmres->matvecs);
726: } else {
727: SETERRQ1(PETSC_ERR_SUP,"Viewer type %s not supported for KSP LGMRES",((PetscObject)viewer)->type_name);
728: }
729: return(0);
730: }
736: PetscErrorCode KSPSetFromOptions_LGMRES(KSP ksp)
737: {
739: PetscInt aug;
740: KSP_LGMRES *lgmres = (KSP_LGMRES*) ksp->data;
741: PetscTruth flg = PETSC_FALSE;
744: KSPSetFromOptions_GMRES(ksp);
745: PetscOptionsHead("KSP LGMRES Options");
746: PetscOptionsTruth("-ksp_lgmres_constant","Use constant approx. space size","KSPGMRESSetConstant",flg,&flg,PETSC_NULL);
747: if (flg) { lgmres->approx_constant = 1; }
748: PetscOptionsInt("-ksp_lgmres_augment","Number of error approximations to augment the Krylov space with","KSPLGMRESSetAugDim",lgmres->aug_dim,&aug,&flg);
749: if (flg) { KSPLGMRESSetAugDim(ksp,aug); }
750: PetscOptionsTail();
751: return(0);
752: }
755: EXTERN PetscErrorCode KSPComputeExtremeSingularValues_GMRES(KSP,PetscReal *,PetscReal *);
756: EXTERN PetscErrorCode KSPComputeEigenvalues_GMRES(KSP,PetscInt,PetscReal *,PetscReal *,PetscInt *);
758: /*functions for extra lgmres options here*/
762: PetscErrorCode KSPLGMRESSetConstant_LGMRES(KSP ksp)
763: {
764: KSP_LGMRES *lgmres = (KSP_LGMRES *)ksp->data;
766: lgmres->approx_constant = 1;
767: return(0);
768: }
774: PetscErrorCode KSPLGMRESSetAugDim_LGMRES(KSP ksp,PetscInt aug_dim)
775: {
776: KSP_LGMRES *lgmres = (KSP_LGMRES *)ksp->data;
779: if (aug_dim < 0) SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,"Augmentation dimension must be positive");
780: if (aug_dim > (lgmres->max_k -1)) SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,"Augmentation dimension must be <= (restart size-1)");
781: lgmres->aug_dim = aug_dim;
782: return(0);
783: }
787: /* end new lgmres functions */
790: /* use these options from gmres */
792: EXTERN PetscErrorCode KSPGMRESSetHapTol_GMRES(KSP,double);
793: EXTERN PetscErrorCode KSPGMRESSetPreAllocateVectors_GMRES(KSP);
794: EXTERN PetscErrorCode KSPGMRESSetRestart_GMRES(KSP,PetscInt);
795: EXTERN PetscErrorCode KSPGMRESSetOrthogonalization_GMRES(KSP,PetscErrorCode (*)(KSP,PetscInt));
796: EXTERN PetscErrorCode KSPGMRESSetCGSRefinementType_GMRES(KSP,KSPGMRESCGSRefinementType);
799: /*MC
800: KSPLGMRES - Augments the standard GMRES approximation space with approximations to
801: the error from previous restart cycles.
803: Options Database Keys:
804: + -ksp_gmres_restart <restart> - total approximation space size (Krylov directions + error approximations)
805: . -ksp_gmres_haptol <tol> - sets the tolerance for "happy ending" (exact convergence)
806: . -ksp_gmres_preallocate - preallocate all the Krylov search directions initially (otherwise groups of
807: vectors are allocated as needed)
808: . -ksp_gmres_classicalgramschmidt - use classical (unmodified) Gram-Schmidt to orthogonalize against the Krylov space (fast) (the default)
809: . -ksp_gmres_modifiedgramschmidt - use modified Gram-Schmidt in the orthogonalization (more stable, but slower)
810: . -ksp_gmres_cgs_refinement_type <never,ifneeded,always> - determine if iterative refinement is used to increase the
811: stability of the classical Gram-Schmidt orthogonalization.
812: . -ksp_gmres_krylov_monitor - plot the Krylov space generated
813: . -ksp_lgmres_augment <k> - number of error approximations to augment the Krylov space with
814: - -ksp_lgmres_constant - use a constant approx. space size (only affects restart cycles < num. error approx.(k), i.e. the first k restarts)
816: Described in:
817: A. H. Baker, E.R. Jessup, and T.A. Manteuffel. A technique for
818: accelerating the convergence of restarted GMRES. SIAM
819: Journal on Matrix Analysis and Applications, 26 (2005), pp. 962-984.
821: To run LGMRES(m, k) as described in the above paper, use:
822: -ksp_gmres_restart <m+k>
823: -ksp_lgmres_augment <k>
825: Level: beginner
827: Notes: This object is subclassed off of KSPGMRES
829: Contributed by: Allison Baker
831: .seealso: KSPCreate(), KSPSetType(), KSPType (for list of available types), KSP, KSPFGMRES, KSPGMRES,
832: KSPGMRESSetRestart(), KSPGMRESSetHapTol(), KSPGMRESSetPreAllocateVectors(), KSPGMRESSetOrthogonalization()
833: KSPGMRESClassicalGramSchmidtOrthogonalization(), KSPGMRESModifiedGramSchmidtOrthogonalization(),
834: KSPGMRESCGSRefinementType, KSPGMRESSetCGSRefinementType(), KSPGMRESMonitorKrylov(), KSPLGMRESSetAugDim(),
835: KSPGMRESSetConstant()
837: M*/
842: PetscErrorCode KSPCreate_LGMRES(KSP ksp)
843: {
844: KSP_LGMRES *lgmres;
848: PetscNewLog(ksp,KSP_LGMRES,&lgmres);
849: ksp->data = (void*)lgmres;
850: ksp->ops->buildsolution = KSPBuildSolution_LGMRES;
852: ksp->ops->setup = KSPSetUp_LGMRES;
853: ksp->ops->solve = KSPSolve_LGMRES;
854: ksp->ops->destroy = KSPDestroy_LGMRES;
855: ksp->ops->view = KSPView_LGMRES;
856: ksp->ops->setfromoptions = KSPSetFromOptions_LGMRES;
857: ksp->ops->computeextremesingularvalues = KSPComputeExtremeSingularValues_GMRES;
858: ksp->ops->computeeigenvalues = KSPComputeEigenvalues_GMRES;
860: PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPGMRESSetPreAllocateVectors_C",
861: "KSPGMRESSetPreAllocateVectors_GMRES",
862: KSPGMRESSetPreAllocateVectors_GMRES);
863: PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPGMRESSetOrthogonalization_C",
864: "KSPGMRESSetOrthogonalization_GMRES",
865: KSPGMRESSetOrthogonalization_GMRES);
866: PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPGMRESSetRestart_C",
867: "KSPGMRESSetRestart_GMRES",
868: KSPGMRESSetRestart_GMRES);
869: PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPGMRESSetHapTol_C",
870: "KSPGMRESSetHapTol_GMRES",
871: KSPGMRESSetHapTol_GMRES);
872: PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPGMRESSetCGSRefinementType_C",
873: "KSPGMRESSetCGSRefinementType_GMRES",
874: KSPGMRESSetCGSRefinementType_GMRES);
876: /*LGMRES_MOD add extra functions here - like the one to set num of aug vectors */
877: PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPLGMRESSetConstant_C",
878: "KSPLGMRESSetConstant_LGMRES",
879: KSPLGMRESSetConstant_LGMRES);
881: PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPLGMRESSetAugDim_C",
882: "KSPLGMRESSetAugDim_LGMRES",
883: KSPLGMRESSetAugDim_LGMRES);
884:
886: /*defaults */
887: lgmres->haptol = 1.0e-30;
888: lgmres->q_preallocate = 0;
889: lgmres->delta_allocate = LGMRES_DELTA_DIRECTIONS;
890: lgmres->orthog = KSPGMRESClassicalGramSchmidtOrthogonalization;
891: lgmres->nrs = 0;
892: lgmres->sol_temp = 0;
893: lgmres->max_k = LGMRES_DEFAULT_MAXK;
894: lgmres->Rsvd = 0;
895: lgmres->cgstype = KSP_GMRES_CGS_REFINE_NEVER;
896: lgmres->orthogwork = 0;
897: /*LGMRES_MOD - new defaults */
898: lgmres->aug_dim = LGMRES_DEFAULT_AUGDIM;
899: lgmres->aug_ct = 0; /* start with no aug vectors */
900: lgmres->approx_constant = 0;
901: lgmres->matvecs = 0;
903: return(0);
904: }