xref: /petsc/src/ksp/ksp/impls/gmres/pipefgmres/pipefgmres.c (revision b3f259d6175c18ff98ae3d2fc10718bfb2ffff19)
1 /*
2   Contributed by Patrick Sanan and Sascha M. Schnepp
3 */
4 
5 #include <../src/ksp/ksp/impls/gmres/pipefgmres/pipefgmresimpl.h>       /*I  "petscksp.h"  I*/
6 
7 static PetscBool  cited = PETSC_FALSE;
8 static const char citation[] =
9   "@article{SSM2016,\n"
10   "  author = {P. Sanan and S.M. Schnepp and D.A. May},\n"
11   "  title = {Pipelined, Flexible Krylov Subspace Methods},\n"
12   "  journal = {SIAM Journal on Scientific Computing},\n"
13   "  volume = {38},\n"
14   "  number = {5},\n"
15   "  pages = {C441-C470},\n"
16   "  year = {2016},\n"
17   "  doi = {10.1137/15M1049130},\n"
18   "  URL = {http://dx.doi.org/10.1137/15M1049130},\n"
19   "  eprint = {http://dx.doi.org/10.1137/15M1049130}\n"
20   "}\n";
21 
22 #define PIPEFGMRES_DELTA_DIRECTIONS 10
23 #define PIPEFGMRES_DEFAULT_MAXK     30
24 
25 static PetscErrorCode KSPPIPEFGMRESGetNewVectors(KSP,PetscInt);
26 static PetscErrorCode KSPPIPEFGMRESUpdateHessenberg(KSP,PetscInt,PetscBool*,PetscReal*);
27 static PetscErrorCode KSPPIPEFGMRESBuildSoln(PetscScalar*,Vec,Vec,KSP,PetscInt);
28 extern PetscErrorCode KSPReset_PIPEFGMRES(KSP);
29 
30 /*
31 
32     KSPSetUp_PIPEFGMRES - Sets up the workspace needed by pipefgmres.
33 
34     This is called once, usually automatically by KSPSolve() or KSPSetUp(),
35     but can be called directly by KSPSetUp().
36 
37 */
38 static PetscErrorCode KSPSetUp_PIPEFGMRES(KSP ksp)
39 {
40   PetscErrorCode ierr;
41   PetscInt       k;
42   KSP_PIPEFGMRES *pipefgmres = (KSP_PIPEFGMRES*)ksp->data;
43   const PetscInt max_k = pipefgmres->max_k;
44 
45   PetscFunctionBegin;
46   ierr = KSPSetUp_GMRES(ksp);CHKERRQ(ierr);
47 
48   ierr = PetscMalloc1((VEC_OFFSET+max_k),&pipefgmres->prevecs);CHKERRQ(ierr);
49   ierr = PetscMalloc1((VEC_OFFSET+max_k),&pipefgmres->prevecs_user_work);CHKERRQ(ierr);
50   ierr = PetscLogObjectMemory((PetscObject)ksp,(VEC_OFFSET+max_k)*(2*sizeof(void*)));CHKERRQ(ierr);
51 
52   ierr = KSPCreateVecs(ksp,pipefgmres->vv_allocated,&pipefgmres->prevecs_user_work[0],0,NULL);CHKERRQ(ierr);
53   ierr = PetscLogObjectParents(ksp,pipefgmres->vv_allocated,pipefgmres->prevecs_user_work[0]);CHKERRQ(ierr);
54   for (k=0; k < pipefgmres->vv_allocated; k++) {
55     pipefgmres->prevecs[k] = pipefgmres->prevecs_user_work[0][k];
56   }
57 
58   ierr = PetscMalloc1((VEC_OFFSET+max_k),&pipefgmres->zvecs);CHKERRQ(ierr);
59   ierr = PetscMalloc1((VEC_OFFSET+max_k),&pipefgmres->zvecs_user_work);CHKERRQ(ierr);
60   ierr = PetscLogObjectMemory((PetscObject)ksp,(VEC_OFFSET+max_k)*(2*sizeof(void*)));CHKERRQ(ierr);
61 
62   ierr = PetscMalloc1((VEC_OFFSET+max_k),&pipefgmres->redux);CHKERRQ(ierr);
63   ierr = PetscLogObjectMemory((PetscObject)ksp,(VEC_OFFSET+max_k)*(sizeof(void*)));CHKERRQ(ierr);
64 
65   ierr = KSPCreateVecs(ksp,pipefgmres->vv_allocated,&pipefgmres->zvecs_user_work[0],0,NULL);CHKERRQ(ierr);
66   ierr = PetscLogObjectParents(ksp,pipefgmres->vv_allocated,pipefgmres->zvecs_user_work[0]);CHKERRQ(ierr);
67   for (k=0; k < pipefgmres->vv_allocated; k++) {
68     pipefgmres->zvecs[k] = pipefgmres->zvecs_user_work[0][k];
69   }
70 
71   PetscFunctionReturn(0);
72 }
73 
74 /*
75 
76     KSPPIPEFGMRESCycle - Run pipefgmres, possibly with restart.  Return residual
77                   history if requested.
78 
79     input parameters:
80 .        pipefgmres  - structure containing parameters and work areas
81 
82     output parameters:
83 .        itcount - number of iterations used.  If null, ignored.
84 .        converged - 0 if not converged
85 
86     Notes:
87     On entry, the value in vector VEC_VV(0) should be
88     the initial residual.
89 
90 
91  */
92 
93 static PetscErrorCode KSPPIPEFGMRESCycle(PetscInt *itcount,KSP ksp)
94 {
95   KSP_PIPEFGMRES *pipefgmres = (KSP_PIPEFGMRES*)(ksp->data);
96   PetscReal      res_norm;
97   PetscReal      hapbnd,tt;
98   PetscScalar    *hh,*hes,*lhh,shift = pipefgmres->shift;
99   PetscBool      hapend = PETSC_FALSE;  /* indicates happy breakdown ending */
100   PetscErrorCode ierr;
101   PetscInt       loc_it;                /* local count of # of dir. in Krylov space */
102   PetscInt       max_k = pipefgmres->max_k; /* max # of directions Krylov space */
103   PetscInt       i,j,k;
104   Mat            Amat,Pmat;
105   Vec            Q,W; /* Pipelining vectors */
106   Vec            *redux = pipefgmres->redux; /* workspace for single reduction */
107 
108   PetscFunctionBegin;
109   if (itcount) *itcount = 0;
110 
111   /* Assign simpler names to these vectors, allocated as pipelining workspace */
112   Q = VEC_Q;
113   W = VEC_W;
114 
115   /* Allocate memory for orthogonalization work (freed in the GMRES Destroy routine)*/
116   /* Note that we add an extra value here to allow for a single reduction */
117   if (!pipefgmres->orthogwork) { ierr = PetscMalloc1(pipefgmres->max_k + 2 ,&pipefgmres->orthogwork);CHKERRQ(ierr);
118   }
119   lhh = pipefgmres->orthogwork;
120 
121   /* Number of pseudo iterations since last restart is the number
122      of prestart directions */
123   loc_it = 0;
124 
125   /* note: (pipefgmres->it) is always set one less than (loc_it) It is used in
126      KSPBUILDSolution_PIPEFGMRES, where it is passed to KSPPIPEFGMRESBuildSoln.
127      Note that when KSPPIPEFGMRESBuildSoln is called from this function,
128      (loc_it -1) is passed, so the two are equivalent */
129   pipefgmres->it = (loc_it - 1);
130 
131   /* initial residual is in VEC_VV(0)  - compute its norm*/
132   ierr = VecNorm(VEC_VV(0),NORM_2,&res_norm);CHKERRQ(ierr);
133 
134   /* first entry in right-hand-side of hessenberg system is just
135      the initial residual norm */
136   *RS(0) = res_norm;
137 
138   ksp->rnorm = res_norm;
139   ierr       = KSPLogResidualHistory(ksp,res_norm);CHKERRQ(ierr);
140   ierr       = KSPMonitor(ksp,ksp->its,res_norm);CHKERRQ(ierr);
141 
142   /* check for the convergence - maybe the current guess is good enough */
143   ierr = (*ksp->converged)(ksp,ksp->its,res_norm,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
144   if (ksp->reason) {
145     if (itcount) *itcount = 0;
146     PetscFunctionReturn(0);
147   }
148 
149   /* scale VEC_VV (the initial residual) */
150   ierr = VecScale(VEC_VV(0),1.0/res_norm);CHKERRQ(ierr);
151 
152   /* Fill the pipeline */
153   ierr = KSP_PCApply(ksp,VEC_VV(loc_it),PREVEC(loc_it));CHKERRQ(ierr);
154   ierr = PCGetOperators(ksp->pc,&Amat,&Pmat);CHKERRQ(ierr);
155   ierr = KSP_MatMult(ksp,Amat,PREVEC(loc_it),ZVEC(loc_it));CHKERRQ(ierr);
156   ierr = VecAXPY(ZVEC(loc_it),-shift,VEC_VV(loc_it));CHKERRQ(ierr); /* Note shift */
157 
158   /* MAIN ITERATION LOOP BEGINNING*/
159   /* keep iterating until we have converged OR generated the max number
160      of directions OR reached the max number of iterations for the method */
161   while (!ksp->reason && loc_it < max_k && ksp->its < ksp->max_it) {
162     if (loc_it) {
163       ierr = KSPLogResidualHistory(ksp,res_norm);CHKERRQ(ierr);
164       ierr = KSPMonitor(ksp,ksp->its,res_norm);CHKERRQ(ierr);
165     }
166     pipefgmres->it = (loc_it - 1);
167 
168     /* see if more space is needed for work vectors */
169     if (pipefgmres->vv_allocated <= loc_it + VEC_OFFSET + 1) {
170       ierr = KSPPIPEFGMRESGetNewVectors(ksp,loc_it+1);CHKERRQ(ierr);
171       /* (loc_it+1) is passed in as number of the first vector that should
172          be allocated */
173     }
174 
175     /* Note that these inner products are with "Z" now, so
176        in particular, lhh[loc_it] is the 'barred' or 'shifted' value,
177        not the value from the equivalent FGMRES run (even in exact arithmetic)
178        That is, the H we need for the Arnoldi relation is different from the
179        coefficients we use in the orthogonalization process,because of the shift */
180 
181     /* Do some local twiddling to allow for a single reduction */
182     for(i=0;i<loc_it+1;i++){
183       redux[i] = VEC_VV(i);
184     }
185     redux[loc_it+1] = ZVEC(loc_it);
186 
187     /* note the extra dot product which ends up in lh[loc_it+1], which computes ||z||^2 */
188     ierr = VecMDotBegin(ZVEC(loc_it),loc_it+2,redux,lhh);CHKERRQ(ierr);
189 
190     /* Start the split reduction (This actually calls the MPI_Iallreduce, otherwise, the reduction is simply delayed until the "end" call)*/
191     ierr = PetscCommSplitReductionBegin(PetscObjectComm((PetscObject)ZVEC(loc_it)));CHKERRQ(ierr);
192 
193     /* The work to be overlapped with the inner products follows.
194        This is application of the preconditioner and the operator
195        to compute intermediate quantites which will be combined (locally)
196        with the results of the inner products.
197        */
198     ierr = KSP_PCApply(ksp,ZVEC(loc_it),Q);CHKERRQ(ierr);
199     ierr = PCGetOperators(ksp->pc,&Amat,&Pmat);CHKERRQ(ierr);
200     ierr = KSP_MatMult(ksp,Amat,Q,W);CHKERRQ(ierr);
201 
202     /* Compute inner products of the new direction with previous directions,
203        and the norm of the to-be-orthogonalized direction "Z".
204        This information is enough to build the required entries
205        of H. The inner product with VEC_VV(it_loc) is
206        *different* than in the standard FGMRES and need to be dealt with specially.
207        That is, for standard FGMRES the orthogonalization coefficients are the same
208        as the coefficients used in the Arnoldi relation to reconstruct, but here this
209        is not true (albeit only for the one entry of H which we "unshift" below. */
210 
211     /* Finish the dot product, retrieving the extra entry */
212     ierr = VecMDotEnd(ZVEC(loc_it),loc_it+2,redux,lhh);CHKERRQ(ierr);
213     tt = PetscRealPart(lhh[loc_it+1]);
214 
215     /* Hessenberg entries, and entries for (naive) classical Graham-Schmidt
216       Note that the Hessenberg entries require a shift, as these are for the
217       relation AU = VH, which is wrt unshifted basis vectors */
218     hh = HH(0,loc_it); hes=HES(0,loc_it);
219     for (j=0; j<loc_it; j++) {
220       hh[j]  = lhh[j];
221       hes[j] = lhh[j];
222     }
223     hh[loc_it]  = lhh[loc_it] + shift;
224     hes[loc_it] = lhh[loc_it] + shift;
225 
226     /* we delay applying the shift here */
227     for (j=0; j<=loc_it; j++) {
228       lhh[j]        = -lhh[j]; /* flip sign */
229     }
230 
231     /* Compute the norm of the un-normalized new direction using the rearranged formula
232        Note that these are shifted ("barred") quantities */
233     for(k=0;k<=loc_it;k++) tt -= ((PetscReal)(PetscAbsScalar(lhh[k]) * PetscAbsScalar(lhh[k])));
234     if (tt < 0.0) {
235       /* If we detect square root breakdown in the norm, we must restart the algorithm.
236          Here this means we simply break the current loop and reconstruct the solution
237          using the basis we have computed thus far. Note that by breaking immediately,
238          we do not update the iteration count, so computation done in this iteration
239          should be disregarded.
240          */
241       ierr = PetscInfo1(ksp,"Restart due to square root breakdown at it = \n",ksp->its);CHKERRQ(ierr);
242       break;
243     } else {
244       tt = PetscSqrtReal(tt);
245     }
246 
247     /* new entry in hessenburg is the 2-norm of our new direction */
248     hh[loc_it+1]  = tt;
249     hes[loc_it+1] = tt;
250 
251     /* The recurred computation for the new direction
252        The division by tt is delayed to the happy breakdown check later
253        Note placement BEFORE the unshift
254        */
255     ierr = VecCopy(ZVEC(loc_it),VEC_VV(loc_it+1));CHKERRQ(ierr);
256     ierr = VecMAXPY(VEC_VV(loc_it+1),loc_it+1,lhh,&VEC_VV(0));CHKERRQ(ierr);
257     /* (VEC_VV(loc_it+1) is not normalized yet) */
258 
259     /* The recurred computation for the preconditioned vector (u) */
260     ierr = VecCopy(Q,PREVEC(loc_it+1));CHKERRQ(ierr);
261     ierr = VecMAXPY(PREVEC(loc_it+1),loc_it+1,lhh,&PREVEC(0));CHKERRQ(ierr);
262     ierr = VecScale(PREVEC(loc_it+1),1.0/tt);CHKERRQ(ierr);
263 
264     /* Unshift an entry in the GS coefficients ("removing the bar") */
265     lhh[loc_it]         -= shift;
266 
267     /* The recurred computation for z (Au)
268        Note placement AFTER the "unshift" */
269     ierr = VecCopy(W,ZVEC(loc_it+1));CHKERRQ(ierr);
270     ierr = VecMAXPY(ZVEC(loc_it+1),loc_it+1,lhh,&ZVEC(0));CHKERRQ(ierr);
271     ierr = VecScale(ZVEC(loc_it+1),1.0/tt);CHKERRQ(ierr);
272 
273     /* Happy Breakdown Check */
274     hapbnd = PetscAbsScalar((tt) / *RS(loc_it));
275     /* RS(loc_it) contains the res_norm from the last iteration  */
276     hapbnd = PetscMin(pipefgmres->haptol,hapbnd);
277     if (tt > hapbnd) {
278       /* scale new direction by its norm  */
279       ierr = VecScale(VEC_VV(loc_it+1),1.0/tt);CHKERRQ(ierr);
280     } else {
281       /* This happens when the solution is exactly reached. */
282       /* So there is no new direction... */
283       ierr   = VecSet(VEC_TEMP,0.0);CHKERRQ(ierr);     /* set VEC_TEMP to 0 */
284       hapend = PETSC_TRUE;
285     }
286     /* note that for pipefgmres we could get HES(loc_it+1, loc_it)  = 0 and the
287        current solution would not be exact if HES was singular.  Note that
288        HH non-singular implies that HES is not singular, and HES is guaranteed
289        to be nonsingular when PREVECS are linearly independent and A is
290        nonsingular (in GMRES, the nonsingularity of A implies the nonsingularity
291        of HES). So we should really add a check to verify that HES is nonsingular.*/
292 
293     /* Note that to be thorough, in debug mode, one could call a LAPACK routine
294        here to check that the hessenberg matrix is indeed non-singular (since
295        FGMRES does not guarantee this) */
296 
297     /* Now apply rotations to new col of hessenberg (and right side of system),
298        calculate new rotation, and get new residual norm at the same time*/
299     ierr = KSPPIPEFGMRESUpdateHessenberg(ksp,loc_it,&hapend,&res_norm);CHKERRQ(ierr);
300     if (ksp->reason) break;
301 
302     loc_it++;
303     pipefgmres->it = (loc_it-1);   /* Add this here in case it has converged */
304 
305     ierr = PetscObjectSAWsTakeAccess((PetscObject)ksp);CHKERRQ(ierr);
306     ksp->its++;
307     ksp->rnorm = res_norm;
308     ierr       = PetscObjectSAWsGrantAccess((PetscObject)ksp);CHKERRQ(ierr);
309 
310     ierr = (*ksp->converged)(ksp,ksp->its,res_norm,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);
311 
312     /* Catch error in happy breakdown and signal convergence and break from loop */
313     if (hapend) {
314       if (!ksp->reason) {
315         if (ksp->errorifnotconverged) SETERRQ1(PetscObjectComm((PetscObject)ksp),PETSC_ERR_NOT_CONVERGED,"You reached the happy break down, but convergence was not indicated. Residual norm = %g",(double)res_norm);
316         else {
317           ksp->reason = KSP_DIVERGED_BREAKDOWN;
318           break;
319         }
320       }
321     }
322   }
323   /* END OF ITERATION LOOP */
324   ierr = KSPLogResidualHistory(ksp,res_norm);CHKERRQ(ierr);
325 
326   /*
327      Monitor if we know that we will not return for a restart */
328   if (loc_it && (ksp->reason || ksp->its >= ksp->max_it)) {
329     ierr = KSPMonitor(ksp,ksp->its,res_norm);CHKERRQ(ierr);
330   }
331 
332   if (itcount) *itcount = loc_it;
333 
334   /*
335     Down here we have to solve for the "best" coefficients of the Krylov
336     columns, add the solution values together, and possibly unwind the
337     preconditioning from the solution
338    */
339 
340   /* Form the solution (or the solution so far) */
341   /* Note: must pass in (loc_it-1) for iteration count so that KSPPIPEGMRESIIBuildSoln
342      properly navigates */
343 
344   ierr = KSPPIPEFGMRESBuildSoln(RS(0),ksp->vec_sol,ksp->vec_sol,ksp,loc_it-1);CHKERRQ(ierr);
345 
346   PetscFunctionReturn(0);
347 }
348 
349 /*
350     KSPSolve_PIPEFGMRES - This routine applies the PIPEFGMRES method.
351 
352 
353    Input Parameter:
354 .     ksp - the Krylov space object that was set to use pipefgmres
355 
356    Output Parameter:
357 .     outits - number of iterations used
358 
359 */
360 static PetscErrorCode KSPSolve_PIPEFGMRES(KSP ksp)
361 {
362   PetscErrorCode ierr;
363   PetscInt       its,itcount;
364   KSP_PIPEFGMRES *pipefgmres    = (KSP_PIPEFGMRES*)ksp->data;
365   PetscBool      guess_zero = ksp->guess_zero;
366 
367   PetscFunctionBegin;
368 
369   /* We have not checked these routines for use with complex numbers. The inner products
370      are likely not defined correctly for that case */
371 #if (defined(PETSC_USE_COMPLEX) && !defined(PETSC_SKIP_COMPLEX))
372   SETERRQ(PETSC_COMM_WORLD,PETSC_ERR_SUP,"PIPEFGMRES has not been implemented for use with complex scalars");
373 #endif
374 
375   ierr = PetscCitationsRegister(citation,&cited);CHKERRQ(ierr);
376 
377   if (ksp->calc_sings && !pipefgmres->Rsvd) SETERRQ(PetscObjectComm((PetscObject)ksp),PETSC_ERR_ORDER,"Must call KSPSetComputeSingularValues() before KSPSetUp() is called");
378   ierr     = PetscObjectSAWsTakeAccess((PetscObject)ksp);CHKERRQ(ierr);
379   ksp->its = 0;
380   ierr     = PetscObjectSAWsGrantAccess((PetscObject)ksp);CHKERRQ(ierr);
381 
382   itcount     = 0;
383   ksp->reason = KSP_CONVERGED_ITERATING;
384   while (!ksp->reason) {
385     ierr     = KSPInitialResidual(ksp,ksp->vec_sol,VEC_TEMP,VEC_TEMP_MATOP,VEC_VV(0),ksp->vec_rhs);CHKERRQ(ierr);
386     ierr     = KSPPIPEFGMRESCycle(&its,ksp);CHKERRQ(ierr);
387     itcount += its;
388     if (itcount >= ksp->max_it) {
389       if (!ksp->reason) ksp->reason = KSP_DIVERGED_ITS;
390       break;
391     }
392     ksp->guess_zero = PETSC_FALSE; /* every future call to KSPInitialResidual() will have nonzero guess */
393   }
394   ksp->guess_zero = guess_zero; /* restore if user provided nonzero initial guess */
395   PetscFunctionReturn(0);
396 }
397 
398 static PetscErrorCode KSPDestroy_PIPEFGMRES(KSP ksp)
399 {
400   PetscErrorCode ierr;
401 
402   PetscFunctionBegin;
403   ierr = KSPReset_PIPEFGMRES(ksp);CHKERRQ(ierr);
404   ierr = KSPDestroy_GMRES(ksp);CHKERRQ(ierr);
405   PetscFunctionReturn(0);
406 }
407 
408 /*
409     KSPPIPEFGMRESBuildSoln - create the solution from the starting vector and the
410                       current iterates.
411 
412     Input parameters:
413         nrs - work area of size it + 1.
414         vguess  - index of initial guess
415         vdest - index of result.  Note that vguess may == vdest (replace
416                 guess with the solution).
417         it - HH upper triangular part is a block of size (it+1) x (it+1)
418 
419      This is an internal routine that knows about the PIPEFGMRES internals.
420  */
421 static PetscErrorCode KSPPIPEFGMRESBuildSoln(PetscScalar *nrs,Vec vguess,Vec vdest,KSP ksp,PetscInt it)
422 {
423   PetscScalar    tt;
424   PetscErrorCode ierr;
425   PetscInt       k,j;
426   KSP_PIPEFGMRES *pipefgmres = (KSP_PIPEFGMRES*)(ksp->data);
427 
428   PetscFunctionBegin;
429   /* Solve for solution vector that minimizes the residual */
430 
431   if (it < 0) {                                 /* no pipefgmres steps have been performed */
432     ierr = VecCopy(vguess,vdest);CHKERRQ(ierr); /* VecCopy() is smart, exits immediately if vguess == vdest */
433     PetscFunctionReturn(0);
434   }
435 
436   /* solve the upper triangular system - RS is the right side and HH is
437      the upper triangular matrix  - put soln in nrs */
438   if (*HH(it,it) != 0.0) nrs[it] = *RS(it) / *HH(it,it);
439   else nrs[it] = 0.0;
440 
441   for (k=it-1; k>=0; k--) {
442     tt = *RS(k);
443     for (j=k+1; j<=it; j++) tt -= *HH(k,j) * nrs[j];
444     nrs[k] = tt / *HH(k,k);
445   }
446 
447   /* Accumulate the correction to the solution of the preconditioned problem in VEC_TEMP */
448   ierr = VecZeroEntries(VEC_TEMP);CHKERRQ(ierr);
449   ierr = VecMAXPY(VEC_TEMP,it+1,nrs,&PREVEC(0));CHKERRQ(ierr);
450 
451   /* add solution to previous solution */
452   if (vdest == vguess) {
453     ierr = VecAXPY(vdest,1.0,VEC_TEMP);CHKERRQ(ierr);
454   } else {
455     ierr = VecWAXPY(vdest,1.0,VEC_TEMP,vguess);CHKERRQ(ierr);
456   }
457   PetscFunctionReturn(0);
458 }
459 
460 /*
461 
462     KSPPIPEFGMRESUpdateHessenberg - Do the scalar work for the orthogonalization.
463                             Return new residual.
464 
465     input parameters:
466 
467 .        ksp -    Krylov space object
468 .        it  -    plane rotations are applied to the (it+1)th column of the
469                   modified hessenberg (i.e. HH(:,it))
470 .        hapend - PETSC_FALSE not happy breakdown ending.
471 
472     output parameters:
473 .        res - the new residual
474 
475  */
476 /*
477 .  it - column of the Hessenberg that is complete, PIPEFGMRES is actually computing two columns ahead of this
478  */
479 static PetscErrorCode KSPPIPEFGMRESUpdateHessenberg(KSP ksp,PetscInt it,PetscBool *hapend,PetscReal *res)
480 {
481   PetscScalar    *hh,*cc,*ss,*rs;
482   PetscInt       j;
483   PetscReal      hapbnd;
484   KSP_PIPEFGMRES *pipefgmres = (KSP_PIPEFGMRES*)(ksp->data);
485   PetscErrorCode ierr;
486 
487   PetscFunctionBegin;
488   hh = HH(0,it);   /* pointer to beginning of column to update */
489   cc = CC(0);      /* beginning of cosine rotations */
490   ss = SS(0);      /* beginning of sine rotations */
491   rs = RS(0);      /* right hand side of least squares system */
492 
493   /* The Hessenberg matrix is now correct through column it, save that form for possible spectral analysis */
494   for (j=0; j<=it+1; j++) *HES(j,it) = hh[j];
495 
496   /* check for the happy breakdown */
497   hapbnd = PetscMin(PetscAbsScalar(hh[it+1] / rs[it]),pipefgmres->haptol);
498   if (PetscAbsScalar(hh[it+1]) < hapbnd) {
499     ierr    = PetscInfo4(ksp,"Detected happy breakdown, current hapbnd = %14.12e H(%D,%D) = %14.12e\n",(double)hapbnd,it+1,it,(double)PetscAbsScalar(*HH(it+1,it)));CHKERRQ(ierr);
500     *hapend = PETSC_TRUE;
501   }
502 
503   /* Apply all the previously computed plane rotations to the new column
504      of the Hessenberg matrix */
505   /* Note: this uses the rotation [conj(c)  s ; -s   c], c= cos(theta), s= sin(theta),
506      and some refs have [c   s ; -conj(s)  c] (don't be confused!) */
507 
508   for (j=0; j<it; j++) {
509     PetscScalar hhj = hh[j];
510     hh[j]   = PetscConj(cc[j])*hhj + ss[j]*hh[j+1];
511     hh[j+1] =          -ss[j] *hhj + cc[j]*hh[j+1];
512   }
513 
514   /*
515     compute the new plane rotation, and apply it to:
516      1) the right-hand-side of the Hessenberg system (RS)
517         note: it affects RS(it) and RS(it+1)
518      2) the new column of the Hessenberg matrix
519         note: it affects HH(it,it) which is currently pointed to
520         by hh and HH(it+1, it) (*(hh+1))
521     thus obtaining the updated value of the residual...
522   */
523 
524   /* compute new plane rotation */
525 
526   if (!*hapend) {
527     PetscReal delta = PetscSqrtReal(PetscSqr(PetscAbsScalar(hh[it])) + PetscSqr(PetscAbsScalar(hh[it+1])));
528     if (delta == 0.0) {
529       ksp->reason = KSP_DIVERGED_NULL;
530       PetscFunctionReturn(0);
531     }
532 
533     cc[it] = hh[it] / delta;    /* new cosine value */
534     ss[it] = hh[it+1] / delta;  /* new sine value */
535 
536     hh[it]   = PetscConj(cc[it])*hh[it] + ss[it]*hh[it+1];
537     rs[it+1] = -ss[it]*rs[it];
538     rs[it]   = PetscConj(cc[it])*rs[it];
539     *res     = PetscAbsScalar(rs[it+1]);
540   } else { /* happy breakdown: HH(it+1, it) = 0, therefore we don't need to apply
541             another rotation matrix (so RH doesn't change).  The new residual is
542             always the new sine term times the residual from last time (RS(it)),
543             but now the new sine rotation would be zero...so the residual should
544             be zero...so we will multiply "zero" by the last residual.  This might
545             not be exactly what we want to do here -could just return "zero". */
546 
547     *res = 0.0;
548   }
549   PetscFunctionReturn(0);
550 }
551 
552 /*
553    KSPBuildSolution_PIPEFGMRES
554 
555      Input Parameter:
556 .     ksp - the Krylov space object
557 .     ptr-
558 
559    Output Parameter:
560 .     result - the solution
561 
562    Note: this calls KSPPIPEFGMRESBuildSoln - the same function that KSPPIPEFGMRESCycle
563    calls directly.
564 
565 */
566 PetscErrorCode KSPBuildSolution_PIPEFGMRES(KSP ksp,Vec ptr,Vec *result)
567 {
568   KSP_PIPEFGMRES *pipefgmres = (KSP_PIPEFGMRES*)ksp->data;
569   PetscErrorCode ierr;
570 
571   PetscFunctionBegin;
572   if (!ptr) {
573     if (!pipefgmres->sol_temp) {
574       ierr = VecDuplicate(ksp->vec_sol,&pipefgmres->sol_temp);CHKERRQ(ierr);
575       ierr = PetscLogObjectParent((PetscObject)ksp,(PetscObject)pipefgmres->sol_temp);CHKERRQ(ierr);
576     }
577     ptr = pipefgmres->sol_temp;
578   }
579   if (!pipefgmres->nrs) {
580     /* allocate the work area */
581     ierr = PetscMalloc1(pipefgmres->max_k,&pipefgmres->nrs);CHKERRQ(ierr);
582     ierr = PetscLogObjectMemory((PetscObject)ksp,pipefgmres->max_k*sizeof(PetscScalar));CHKERRQ(ierr);
583   }
584 
585   ierr = KSPPIPEFGMRESBuildSoln(pipefgmres->nrs,ksp->vec_sol,ptr,ksp,pipefgmres->it);CHKERRQ(ierr);
586   if (result) *result = ptr;
587   PetscFunctionReturn(0);
588 }
589 
590 PetscErrorCode KSPSetFromOptions_PIPEFGMRES(PetscOptionItems *PetscOptionsObject,KSP ksp)
591 {
592   PetscErrorCode ierr;
593   KSP_PIPEFGMRES *pipefgmres = (KSP_PIPEFGMRES*)ksp->data;
594   PetscBool      flg;
595   PetscScalar    shift;
596 
597   PetscFunctionBegin;
598   ierr = KSPSetFromOptions_GMRES(PetscOptionsObject,ksp);CHKERRQ(ierr);
599   ierr = PetscOptionsHead(PetscOptionsObject,"KSP pipelined FGMRES Options");CHKERRQ(ierr);
600   ierr = PetscOptionsScalar("-ksp_pipefgmres_shift","shift parameter","KSPPIPEFGMRESSetShift",pipefgmres->shift,&shift,&flg);CHKERRQ(ierr);
601   if (flg) { ierr = KSPPIPEFGMRESSetShift(ksp,shift);CHKERRQ(ierr); }
602   ierr = PetscOptionsTail();CHKERRQ(ierr);
603   PetscFunctionReturn(0);
604 }
605 
606 PetscErrorCode KSPView_PIPEFGMRES(KSP ksp,PetscViewer viewer)
607 {
608   KSP_PIPEFGMRES *pipefgmres = (KSP_PIPEFGMRES*)ksp->data;
609   PetscErrorCode ierr;
610   PetscBool      iascii,isstring;
611 
612   PetscFunctionBegin;
613   ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
614   ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERSTRING,&isstring);CHKERRQ(ierr);
615 
616   if (iascii) {
617     ierr = PetscViewerASCIIPrintf(viewer,"  restart=%D\n",pipefgmres->max_k);CHKERRQ(ierr);
618     ierr = PetscViewerASCIIPrintf(viewer,"  happy breakdown tolerance %g\n",(double)pipefgmres->haptol);CHKERRQ(ierr);
619 #if defined(PETSC_USE_COMPLEX)
620     ierr = PetscViewerASCIIPrintf(viewer,"  shift=%g+%gi\n",PetscRealPart(pipefgmres->shift),PetscImaginaryPart(pipefgmres->shift));CHKERRQ(ierr);
621 #else
622     ierr = PetscViewerASCIIPrintf(viewer,"  shift=%g\n",pipefgmres->shift);CHKERRQ(ierr);
623 #endif
624   } else if (isstring) {
625     ierr = PetscViewerStringSPrintf(viewer,"restart %D",pipefgmres->max_k);CHKERRQ(ierr);
626 #if defined(PETSC_USE_COMPLEX)
627     ierr = PetscViewerStringSPrintf(viewer,"   shift=%g+%gi\n",PetscRealPart(pipefgmres->shift),PetscImaginaryPart(pipefgmres->shift));CHKERRQ(ierr);
628 #else
629     ierr = PetscViewerStringSPrintf(viewer,"   shift=%g\n",pipefgmres->shift);CHKERRQ(ierr);
630 #endif
631   }
632   PetscFunctionReturn(0);
633 }
634 
635 PetscErrorCode KSPReset_PIPEFGMRES(KSP ksp)
636 {
637   KSP_PIPEFGMRES *pipefgmres = (KSP_PIPEFGMRES*)ksp->data;
638   PetscErrorCode   ierr;
639   PetscInt         i;
640 
641   PetscFunctionBegin;
642   ierr = PetscFree(pipefgmres->prevecs);CHKERRQ(ierr);
643   ierr = PetscFree(pipefgmres->zvecs);CHKERRQ(ierr);
644   for (i=0; i<pipefgmres->nwork_alloc; i++) {
645     ierr = VecDestroyVecs(pipefgmres->mwork_alloc[i],&pipefgmres->prevecs_user_work[i]);CHKERRQ(ierr);
646     ierr = VecDestroyVecs(pipefgmres->mwork_alloc[i],&pipefgmres->zvecs_user_work[i]);CHKERRQ(ierr);
647   }
648   ierr = PetscFree(pipefgmres->prevecs_user_work);CHKERRQ(ierr);
649   ierr = PetscFree(pipefgmres->zvecs_user_work);CHKERRQ(ierr);
650   ierr = PetscFree(pipefgmres->redux);CHKERRQ(ierr);
651   ierr = KSPReset_GMRES(ksp);CHKERRQ(ierr);
652   PetscFunctionReturn(0);
653 }
654 
655 /*MC
656    KSPPIPEFGMRES - Implements the Pipelined Generalized Minimal Residual method.
657 
658    A flexible, 1-stage pipelined variant of GMRES.
659 
660    Options Database Keys:
661 +   -ksp_gmres_restart <restart> - the number of Krylov directions to orthogonalize against
662 .   -ksp_gmres_haptol <tol> - sets the tolerance for "happy ending" (exact convergence)
663 .   -ksp_gmres_preallocate - preallocate all the Krylov search directions initially (otherwise groups of
664 .   -ksp_pipefgmres_shift - the shift to use (defaults to 1. See KSPPIPEFGMRESSetShift()
665                              vectors are allocated as needed)
666 -   -ksp_gmres_krylov_monitor - plot the Krylov space generated
667 
668 
669    Level: intermediate
670 
671    Notes:
672 
673    This variant is not "explicitly normalized" like KSPPGMRES, and requires a shift parameter.
674 
675    A heuristic for choosing the shift parameter is the largest eigenvalue of the preconditioned operator.
676 
677    Only right preconditioning is supported (but this preconditioner may be nonlinear/variable/inexact, as with KSPFGMRES).
678    MPI configuration may be necessary for reductions to make asynchronous progress, which is important for performance of pipelined methods.
679    See the FAQ on the PETSc website for details.
680 
681    Developer Notes: This class is subclassed off of KSPGMRES.
682 
683    Reference:
684     P. Sanan, S.M. Schnepp, and D.A. May,
685     "Pipelined, Flexible Krylov Subspace Methods,"
686     SIAM Journal on Scientific Computing 2016 38:5, C441-C470,
687     DOI: 10.1137/15M1049130
688 
689 .seealso:  KSPCreate(), KSPSetType(), KSPType (for list of available types), KSP, KSPLGMRES, KSPPIPECG, KSPPIPECR, KSPPGMRES, KSPFGMRES
690            KSPGMRESSetRestart(), KSPGMRESSetHapTol(), KSPGMRESSetPreAllocateVectors(), KSPGMRESMonitorKrylov(), KSPPIPEFGMRESSetShift()
691 M*/
692 
693 PETSC_EXTERN PetscErrorCode KSPCreate_PIPEFGMRES(KSP ksp)
694 {
695   KSP_PIPEFGMRES *pipefgmres;
696   PetscErrorCode ierr;
697 
698   PetscFunctionBegin;
699   ierr = PetscNewLog(ksp,&pipefgmres);CHKERRQ(ierr);
700 
701   ksp->data                              = (void*)pipefgmres;
702   ksp->ops->buildsolution                = KSPBuildSolution_PIPEFGMRES;
703   ksp->ops->setup                        = KSPSetUp_PIPEFGMRES;
704   ksp->ops->solve                        = KSPSolve_PIPEFGMRES;
705   ksp->ops->reset                        = KSPReset_PIPEFGMRES;
706   ksp->ops->destroy                      = KSPDestroy_PIPEFGMRES;
707   ksp->ops->view                         = KSPView_PIPEFGMRES;
708   ksp->ops->setfromoptions               = KSPSetFromOptions_PIPEFGMRES;
709   ksp->ops->computeextremesingularvalues = KSPComputeExtremeSingularValues_GMRES;
710   ksp->ops->computeeigenvalues           = KSPComputeEigenvalues_GMRES;
711 
712   ierr = KSPSetSupportedNorm(ksp,KSP_NORM_UNPRECONDITIONED,PC_RIGHT,3);CHKERRQ(ierr);
713 
714   ierr = PetscObjectComposeFunction((PetscObject)ksp,"KSPGMRESSetPreAllocateVectors_C",KSPGMRESSetPreAllocateVectors_GMRES);CHKERRQ(ierr);
715   ierr = PetscObjectComposeFunction((PetscObject)ksp,"KSPGMRESSetRestart_C",KSPGMRESSetRestart_GMRES);CHKERRQ(ierr);
716   ierr = PetscObjectComposeFunction((PetscObject)ksp,"KSPGMRESGetRestart_C",KSPGMRESGetRestart_GMRES);CHKERRQ(ierr);
717 
718   pipefgmres->nextra_vecs    = 1;
719   pipefgmres->haptol         = 1.0e-30;
720   pipefgmres->q_preallocate  = 0;
721   pipefgmres->delta_allocate = PIPEFGMRES_DELTA_DIRECTIONS;
722   pipefgmres->orthog         = 0;
723   pipefgmres->nrs            = 0;
724   pipefgmres->sol_temp       = 0;
725   pipefgmres->max_k          = PIPEFGMRES_DEFAULT_MAXK;
726   pipefgmres->Rsvd           = 0;
727   pipefgmres->orthogwork     = 0;
728   pipefgmres->cgstype        = KSP_GMRES_CGS_REFINE_NEVER;
729   pipefgmres->shift          = 1.0;
730   PetscFunctionReturn(0);
731 }
732 
733 static PetscErrorCode KSPPIPEFGMRESGetNewVectors(KSP ksp,PetscInt it)
734 {
735   KSP_PIPEFGMRES *pipefgmres = (KSP_PIPEFGMRES*)ksp->data;
736   PetscInt       nwork   = pipefgmres->nwork_alloc; /* number of work vector chunks allocated */
737   PetscInt       nalloc;                            /* number to allocate */
738   PetscErrorCode ierr;
739   PetscInt       k;
740 
741   PetscFunctionBegin;
742   nalloc = pipefgmres->delta_allocate; /* number of vectors to allocate
743                                       in a single chunk */
744 
745   /* Adjust the number to allocate to make sure that we don't exceed the
746      number of available slots (pipefgmres->vecs_allocated)*/
747   if (it + VEC_OFFSET + nalloc >= pipefgmres->vecs_allocated) {
748     nalloc = pipefgmres->vecs_allocated - it - VEC_OFFSET;
749   }
750   if (!nalloc) PetscFunctionReturn(0);
751 
752   pipefgmres->vv_allocated += nalloc; /* vv_allocated is the number of vectors allocated */
753 
754   /* work vectors */
755   ierr = KSPCreateVecs(ksp,nalloc,&pipefgmres->user_work[nwork],0,NULL);CHKERRQ(ierr);
756   ierr = PetscLogObjectParents(ksp,nalloc,pipefgmres->user_work[nwork]);CHKERRQ(ierr);
757   for (k=0; k < nalloc; k++) {
758     pipefgmres->vecs[it+VEC_OFFSET+k] = pipefgmres->user_work[nwork][k];
759   }
760   /* specify size of chunk allocated */
761   pipefgmres->mwork_alloc[nwork] = nalloc;
762 
763   /* preconditioned vectors (note we don't use VEC_OFFSET) */
764   ierr = KSPCreateVecs(ksp,nalloc,&pipefgmres->prevecs_user_work[nwork],0,NULL);CHKERRQ(ierr);
765   ierr = PetscLogObjectParents(ksp,nalloc,pipefgmres->prevecs_user_work[nwork]);CHKERRQ(ierr);
766   for (k=0; k < nalloc; k++) {
767     pipefgmres->prevecs[it+k] = pipefgmres->prevecs_user_work[nwork][k];
768   }
769 
770   ierr = KSPCreateVecs(ksp,nalloc,&pipefgmres->zvecs_user_work[nwork],0,NULL);CHKERRQ(ierr);
771   ierr = PetscLogObjectParents(ksp,nalloc,pipefgmres->zvecs_user_work[nwork]);CHKERRQ(ierr);
772   for (k=0; k < nalloc; k++) {
773     pipefgmres->zvecs[it+k] = pipefgmres->zvecs_user_work[nwork][k];
774   }
775 
776   /* increment the number of work vector chunks */
777   pipefgmres->nwork_alloc++;
778   PetscFunctionReturn(0);
779 }
780 /*@
781   KSPPIPEFGMRESSetShift - Set the shift parameter for the flexible, pipelined GMRES solver.
782 
783   A heuristic is to set this to be comparable to the largest eigenvalue of the preconditioned operator. This can be acheived with PETSc itself by using a few iterations of a Krylov method. See KSPComputeEigenvalues (and note the caveats there).
784 
785 Logically Collective on KSP
786 
787 Input Parameters:
788 +  ksp - the Krylov space context
789 -  shift - the shift
790 
791 Level: intermediate
792 
793 Options Database:
794 . -ksp_pipefgmres_shift <shift>
795 
796 .seealso: KSPComputeEigenvalues()
797 @*/
798 PetscErrorCode KSPPIPEFGMRESSetShift(KSP ksp,PetscScalar shift)
799 {
800   KSP_PIPEFGMRES *pipefgmres = (KSP_PIPEFGMRES*)ksp->data;
801 
802   PetscFunctionBegin;
803   PetscValidHeaderSpecific(ksp,KSP_CLASSID,1);
804   PetscValidLogicalCollectiveScalar(ksp,shift,2);
805   pipefgmres->shift = shift;
806   PetscFunctionReturn(0);
807 }
808