Actual source code: gcr.c

      2: #include <petsc/private/kspimpl.h>

      4: typedef struct {
      5:   PetscInt    restart;
      6:   PetscInt    n_restarts;
      7:   PetscScalar *val;
      8:   Vec         *VV, *SS;
      9:   Vec         R;

     11:   PetscErrorCode (*modifypc)(KSP,PetscInt,PetscReal,void*);  /* function to modify the preconditioner*/
     12:   PetscErrorCode (*modifypc_destroy)(void*);                 /* function to destroy the user context for the modifypc function */

     14:   void *modifypc_ctx;                                        /* user defined data for the modifypc function */
     15: } KSP_GCR;

     17: static PetscErrorCode KSPSolve_GCR_cycle(KSP ksp)
     18: {
     19:   KSP_GCR        *ctx = (KSP_GCR*)ksp->data;
     20:   PetscScalar    r_dot_v;
     21:   Mat            A, B;
     22:   PC             pc;
     23:   Vec            s,v,r;
     24:   /*
     25:      The residual norm will not be computed when ksp->its > ksp->chknorm hence need to initialize norm_r with some dummy value
     26:   */
     27:   PetscReal      norm_r = 0.0,nrm;
     28:   PetscInt       k, i, restart;
     29:   Vec            x;

     31:   restart = ctx->restart;
     32:   KSPGetPC(ksp, &pc);
     33:   KSPGetOperators(ksp, &A, &B);

     35:   x = ksp->vec_sol;
     36:   r = ctx->R;

     38:   for (k=0; k<restart; k++) {
     39:     v = ctx->VV[k];
     40:     s = ctx->SS[k];
     41:     if (ctx->modifypc) {
     42:       (*ctx->modifypc)(ksp,ksp->its,ksp->rnorm,ctx->modifypc_ctx);
     43:     }

     45:     KSP_PCApply(ksp, r, s); /* s = B^{-1} r */
     46:     KSP_MatMult(ksp,A, s, v);  /* v = A s */

     48:     VecMDot(v,k, ctx->VV, ctx->val);
     49:     for (i=0; i<k; i++) ctx->val[i] = -ctx->val[i];
     50:     VecMAXPY(v,k,ctx->val,ctx->VV); /* v = v - sum_{i=0}^{k-1} alpha_i v_i */
     51:     VecMAXPY(s,k,ctx->val,ctx->SS); /* s = s - sum_{i=0}^{k-1} alpha_i s_i */

     53:     VecDotNorm2(r,v,&r_dot_v,&nrm);
     54:     nrm     = PetscSqrtReal(nrm);
     55:     r_dot_v = r_dot_v/nrm;
     56:     VecScale(v, 1.0/nrm);
     57:     VecScale(s, 1.0/nrm);
     58:     VecAXPY(x,  r_dot_v, s);
     59:     VecAXPY(r, -r_dot_v, v);
     60:     if (ksp->its > ksp->chknorm && ksp->normtype != KSP_NORM_NONE) {
     61:       VecNorm(r, NORM_2, &norm_r);
     62:       KSPCheckNorm(ksp,norm_r);
     63:     }
     64:     /* update the local counter and the global counter */
     65:     ksp->its++;
     66:     ksp->rnorm = norm_r;

     68:     KSPLogResidualHistory(ksp,norm_r);
     69:     KSPMonitor(ksp,ksp->its,norm_r);

     71:     if (ksp->its-1 > ksp->chknorm) {
     72:       (*ksp->converged)(ksp,ksp->its,norm_r,&ksp->reason,ksp->cnvP);
     73:       if (ksp->reason) break;
     74:     }

     76:     if (ksp->its >= ksp->max_it) {
     77:       ksp->reason = KSP_CONVERGED_ITS;
     78:       break;
     79:     }
     80:   }
     81:   ctx->n_restarts++;
     82:   return 0;
     83: }

     85: static PetscErrorCode KSPSolve_GCR(KSP ksp)
     86: {
     87:   KSP_GCR        *ctx = (KSP_GCR*)ksp->data;
     88:   Mat            A, B;
     89:   Vec            r,b,x;
     90:   PetscReal      norm_r = 0.0;

     92:   KSPGetOperators(ksp, &A, &B);
     93:   x    = ksp->vec_sol;
     94:   b    = ksp->vec_rhs;
     95:   r    = ctx->R;

     97:   /* compute initial residual */
     98:   KSP_MatMult(ksp,A, x, r);
     99:   VecAYPX(r, -1.0, b); /* r = b - A x  */
    100:   if (ksp->normtype != KSP_NORM_NONE) {
    101:     VecNorm(r, NORM_2, &norm_r);
    102:     KSPCheckNorm(ksp,norm_r);
    103:   }
    104:   ksp->its    = 0;
    105:   ksp->rnorm0 = norm_r;

    107:   KSPLogResidualHistory(ksp,ksp->rnorm0);
    108:   KSPMonitor(ksp,ksp->its,ksp->rnorm0);
    109:   (*ksp->converged)(ksp,ksp->its,ksp->rnorm0,&ksp->reason,ksp->cnvP);
    110:   if (ksp->reason) return 0;

    112:   do {
    113:     KSPSolve_GCR_cycle(ksp);
    114:     if (ksp->reason) return 0; /* catch case when convergence occurs inside the cycle */
    115:   } while (ksp->its < ksp->max_it);

    117:   if (ksp->its >= ksp->max_it) ksp->reason = KSP_DIVERGED_ITS;
    118:   return 0;
    119: }

    121: static PetscErrorCode KSPView_GCR(KSP ksp, PetscViewer viewer)
    122: {
    123:   KSP_GCR        *ctx = (KSP_GCR*)ksp->data;
    124:   PetscBool      iascii;

    126:   PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);
    127:   if (iascii) {
    128:     PetscViewerASCIIPrintf(viewer,"  restart = %D \n", ctx->restart);
    129:     PetscViewerASCIIPrintf(viewer,"  restarts performed = %D \n", ctx->n_restarts);
    130:   }
    131:   return 0;
    132: }

    134: static PetscErrorCode KSPSetUp_GCR(KSP ksp)
    135: {
    136:   KSP_GCR        *ctx = (KSP_GCR*)ksp->data;
    137:   Mat            A;
    138:   PetscBool      diagonalscale;

    140:   PCGetDiagonalScale(ksp->pc,&diagonalscale);

    143:   KSPGetOperators(ksp, &A, NULL);
    144:   MatCreateVecs(A, &ctx->R, NULL);
    145:   VecDuplicateVecs(ctx->R, ctx->restart, &ctx->VV);
    146:   VecDuplicateVecs(ctx->R, ctx->restart, &ctx->SS);

    148:   PetscMalloc1(ctx->restart, &ctx->val);
    149:   return 0;
    150: }

    152: static PetscErrorCode KSPReset_GCR(KSP ksp)
    153: {
    154:   KSP_GCR        *ctx = (KSP_GCR*)ksp->data;

    156:   VecDestroy(&ctx->R);
    157:   VecDestroyVecs(ctx->restart,&ctx->VV);
    158:   VecDestroyVecs(ctx->restart,&ctx->SS);
    159:   if (ctx->modifypc_destroy) {
    160:     (*ctx->modifypc_destroy)(ctx->modifypc_ctx);
    161:   }
    162:   PetscFree(ctx->val);
    163:   return 0;
    164: }

    166: static PetscErrorCode KSPDestroy_GCR(KSP ksp)
    167: {
    168:   KSPReset_GCR(ksp);
    169:   KSPDestroyDefault(ksp);
    170:   PetscObjectComposeFunction((PetscObject)ksp,"KSPGCRSetRestart_C",NULL);
    171:   PetscObjectComposeFunction((PetscObject)ksp,"KSPGCRGetRestart_C",NULL);
    172:   PetscObjectComposeFunction((PetscObject)ksp,"KSPGCRSetModifyPC_C",NULL);
    173:   return 0;
    174: }

    176: static PetscErrorCode KSPSetFromOptions_GCR(PetscOptionItems *PetscOptionsObject,KSP ksp)
    177: {
    178:   KSP_GCR        *ctx = (KSP_GCR*)ksp->data;
    179:   PetscInt       restart;
    180:   PetscBool      flg;

    182:   PetscOptionsHead(PetscOptionsObject,"KSP GCR options");
    183:   PetscOptionsInt("-ksp_gcr_restart","Number of Krylov search directions","KSPGCRSetRestart",ctx->restart,&restart,&flg);
    184:   if (flg) KSPGCRSetRestart(ksp,restart);
    185:   PetscOptionsTail();
    186:   return 0;
    187: }

    190: typedef PetscErrorCode (*KSPGCRModifyPCFunction)(KSP,PetscInt,PetscReal,void*);
    191: typedef PetscErrorCode (*KSPGCRDestroyFunction)(void*);

    193: static PetscErrorCode  KSPGCRSetModifyPC_GCR(KSP ksp,KSPGCRModifyPCFunction function,void *data,KSPGCRDestroyFunction destroy)
    194: {
    195:   KSP_GCR *ctx = (KSP_GCR*)ksp->data;

    198:   ctx->modifypc         = function;
    199:   ctx->modifypc_destroy = destroy;
    200:   ctx->modifypc_ctx     = data;
    201:   return 0;
    202: }

    204: /*@C
    205:  KSPGCRSetModifyPC - Sets the routine used by GCR to modify the preconditioner.

    207:  Logically Collective on ksp

    209:  Input Parameters:
    210:  +  ksp      - iterative context obtained from KSPCreate()
    211:  .  function - user defined function to modify the preconditioner
    212:  .  ctx      - user provided context for the modify preconditioner function
    213:  -  destroy  - the function to use to destroy the user provided application context.

    215:  Calling Sequence of function:
    216:   PetscErrorCode function (KSP ksp, PetscInt n, PetscReal rnorm, void *ctx)

    218:  ksp   - iterative context
    219:  n     - the total number of GCR iterations that have occurred
    220:  rnorm - 2-norm residual value
    221:  ctx   - the user provided application context

    223:  Level: intermediate

    225:  Notes:
    226:  The default modifypc routine is KSPGCRModifyPCNoChange()

    228:  .seealso: KSPGCRModifyPCNoChange()

    230:  @*/
    231: PetscErrorCode  KSPGCRSetModifyPC(KSP ksp,PetscErrorCode (*function)(KSP,PetscInt,PetscReal,void*),void *data,PetscErrorCode (*destroy)(void*))
    232: {
    233:   PetscUseMethod(ksp,"KSPGCRSetModifyPC_C",(KSP,PetscErrorCode (*)(KSP,PetscInt,PetscReal,void*),void *data,PetscErrorCode (*)(void*)),(ksp,function,data,destroy));
    234:   return 0;
    235: }

    237: static PetscErrorCode KSPGCRSetRestart_GCR(KSP ksp,PetscInt restart)
    238: {
    239:   KSP_GCR *ctx;

    241:   ctx          = (KSP_GCR*)ksp->data;
    242:   ctx->restart = restart;
    243:   return 0;
    244: }

    246: static PetscErrorCode KSPGCRGetRestart_GCR(KSP ksp,PetscInt *restart)
    247: {
    248:   KSP_GCR *ctx;

    250:   ctx      = (KSP_GCR*)ksp->data;
    251:   *restart = ctx->restart;
    252:   return 0;
    253: }

    255: /*@
    256:    KSPGCRSetRestart - Sets number of iterations at which GCR restarts.

    258:    Not Collective

    260:    Input Parameters:
    261: +  ksp - the Krylov space context
    262: -  restart - integer restart value

    264:    Note: The default value is 30.

    266:    Level: intermediate

    268: .seealso: KSPSetTolerances(), KSPGCRGetRestart(), KSPGMRESSetRestart()
    269: @*/
    270: PetscErrorCode KSPGCRSetRestart(KSP ksp, PetscInt restart)
    271: {
    272:   PetscTryMethod(ksp,"KSPGCRSetRestart_C",(KSP,PetscInt),(ksp,restart));
    273:   return 0;
    274: }

    276: /*@
    277:    KSPGCRGetRestart - Gets number of iterations at which GCR restarts.

    279:    Not Collective

    281:    Input Parameter:
    282: .  ksp - the Krylov space context

    284:    Output Parameter:
    285: .   restart - integer restart value

    287:    Note: The default value is 30.

    289:    Level: intermediate

    291: .seealso: KSPSetTolerances(), KSPGCRSetRestart(), KSPGMRESGetRestart()
    292: @*/
    293: PetscErrorCode KSPGCRGetRestart(KSP ksp, PetscInt *restart)
    294: {
    295:   PetscTryMethod(ksp,"KSPGCRGetRestart_C",(KSP,PetscInt*),(ksp,restart));
    296:   return 0;
    297: }

    299: static PetscErrorCode  KSPBuildSolution_GCR(KSP ksp, Vec v, Vec *V)
    300: {
    301:   Vec            x;

    303:   x = ksp->vec_sol;
    304:   if (v) {
    305:     VecCopy(x, v);
    306:     if (V) *V = v;
    307:   } else if (V) {
    308:     *V = ksp->vec_sol;
    309:   }
    310:   return 0;
    311: }

    313: static PetscErrorCode  KSPBuildResidual_GCR(KSP ksp, Vec t, Vec v, Vec *V)
    314: {
    315:   KSP_GCR        *ctx;

    317:   ctx = (KSP_GCR*)ksp->data;
    318:   if (v) {
    319:     VecCopy(ctx->R, v);
    320:     if (V) *V = v;
    321:   } else if (V) {
    322:     *V = ctx->R;
    323:   }
    324:   return 0;
    325: }

    327: /*MC
    328:      KSPGCR - Implements the preconditioned Generalized Conjugate Residual method.

    330:    Options Database Keys:
    331: .   -ksp_gcr_restart <restart> - the number of stored vectors to orthogonalize against

    333:    Level: beginner

    335:     Notes:
    336:     The GCR Krylov method supports non-symmetric matrices and permits the use of a preconditioner
    337:            which may vary from one iteration to the next. Users can can define a method to vary the
    338:            preconditioner between iterates via KSPGCRSetModifyPC().

    340:            Restarts are solves with x0 not equal to zero. When a restart occurs, the initial starting
    341:            solution is given by the current estimate for x which was obtained by the last restart
    342:            iterations of the GCR algorithm.

    344:            Unlike GMRES and FGMRES, when using GCR, the solution and residual vector can be directly accessed at any iterate,
    345:            with zero computational cost, via a call to KSPBuildSolution() and KSPBuildResidual() respectively.

    347:            This implementation of GCR will only apply the stopping condition test whenever ksp->its > ksp->chknorm,
    348:            where ksp->chknorm is specified via the command line argument -ksp_check_norm_iteration or via
    349:            the function KSPSetCheckNormIteration(). Hence the residual norm reported by the monitor and stored
    350:            in the residual history will be listed as 0.0 before this iteration. It is actually not 0.0; just not calculated.

    352:            The method implemented requires the storage of 2 x restart + 1 vectors, twice as much as GMRES.
    353:            Support only for right preconditioning.

    355:     Contributed by Dave May

    357:     References:
    358: .   * - S. C. Eisenstat, H. C. Elman, and H. C. Schultz. Variational iterative methods for
    359:            nonsymmetric systems of linear equations. SIAM J. Numer. Anal., 20, 1983

    361: .seealso:  KSPCreate(), KSPSetType(), KSPType (for list of available types), KSP,
    362:            KSPGCRSetRestart(), KSPGCRSetModifyPC(), KSPGMRES, KSPFGMRES

    364: M*/
    365: PETSC_EXTERN PetscErrorCode KSPCreate_GCR(KSP ksp)
    366: {
    367:   KSP_GCR        *ctx;

    369:   PetscNewLog(ksp,&ctx);

    371:   ctx->restart    = 30;
    372:   ctx->n_restarts = 0;
    373:   ksp->data       = (void*)ctx;

    375:   KSPSetSupportedNorm(ksp,KSP_NORM_NONE,PC_RIGHT,1);
    376:   KSPSetSupportedNorm(ksp,KSP_NORM_UNPRECONDITIONED,PC_RIGHT,3);

    378:   ksp->ops->setup          = KSPSetUp_GCR;
    379:   ksp->ops->solve          = KSPSolve_GCR;
    380:   ksp->ops->reset          = KSPReset_GCR;
    381:   ksp->ops->destroy        = KSPDestroy_GCR;
    382:   ksp->ops->view           = KSPView_GCR;
    383:   ksp->ops->setfromoptions = KSPSetFromOptions_GCR;
    384:   ksp->ops->buildsolution  = KSPBuildSolution_GCR;
    385:   ksp->ops->buildresidual  = KSPBuildResidual_GCR;

    387:   PetscObjectComposeFunction((PetscObject)ksp,"KSPGCRSetRestart_C",KSPGCRSetRestart_GCR);
    388:   PetscObjectComposeFunction((PetscObject)ksp,"KSPGCRGetRestart_C",KSPGCRGetRestart_GCR);
    389:   PetscObjectComposeFunction((PetscObject)ksp,"KSPGCRSetModifyPC_C",KSPGCRSetModifyPC_GCR);
    390:   return 0;
    391: }