xref: /petsc/src/ksp/ksp/impls/symmlq/symmlq.c (revision be5d1d56a128fdbca06f8d9818f1d611ccde2ba2)
1 /*$Id: symmlq.c,v 1.16 2001/08/07 03:03:56 balay Exp $*/
2 /*
3     This code implements the SYMMLQ method.
4     Reference: Paige & Saunders, 1975.
5 
6     Contributed by: Hong Zhang
7 */
8 #include "src/ksp/ksp/kspimpl.h"
9 
10 typedef struct {
11   PetscReal haptol;
12 } KSP_SYMMLQ;
13 
14 #undef __FUNCT__
15 #define __FUNCT__ "KSPSetUp_SYMMLQ"
16 int KSPSetUp_SYMMLQ(KSP ksp)
17 {
18   int ierr;
19 
20   PetscFunctionBegin;
21   if (ksp->pc_side == PC_RIGHT) {
22     SETERRQ(2,"No right preconditioning for KSPSYMMLQ");
23   } else if (ksp->pc_side == PC_SYMMETRIC) {
24     SETERRQ(2,"No symmetric preconditioning for KSPSYMMLQ");
25   }
26   ierr = KSPDefaultGetWork(ksp,9);CHKERRQ(ierr);
27   PetscFunctionReturn(0);
28 }
29 
30 #undef __FUNCT__
31 #define __FUNCT__ "KSPSolve_SYMMLQ"
32 int  KSPSolve_SYMMLQ(KSP ksp)
33 {
34   int          ierr,i;
35   PetscScalar  alpha,malpha,beta,mbeta,ibeta,betaold,beta1,ceta,ceta_oold = 0.0, ceta_old = 0.0,ceta_bar;
36   PetscScalar  c=1.0,cold=1.0,s=0.0,sold=0.0,coold,soold,ms,rho0,rho1,rho2,rho3;
37   PetscScalar  mone = -1.0,zero = 0.0,dp = 0.0;
38   PetscReal    np,s_prod;
39   Vec          X,B,R,Z,U,V,W,UOLD,VOLD,Wbar;
40   Mat          Amat,Pmat;
41   MatStructure pflag;
42   KSP_SYMMLQ   *symmlq = (KSP_SYMMLQ*)ksp->data;
43   PetscTruth   diagonalscale;
44 
45   PetscFunctionBegin;
46   ierr    = PCDiagonalScale(ksp->B,&diagonalscale);CHKERRQ(ierr);
47   if (diagonalscale) SETERRQ1(1,"Krylov method %s does not support diagonal scaling",ksp->type_name);
48 
49   X       = ksp->vec_sol;
50   B       = ksp->vec_rhs;
51   R       = ksp->work[0];
52   Z       = ksp->work[1];
53   U       = ksp->work[2];
54   V       = ksp->work[3];
55   W       = ksp->work[4];
56   UOLD    = ksp->work[5];
57   VOLD    = ksp->work[6];
58   Wbar    = ksp->work[7];
59 
60   ierr = PCGetOperators(ksp->B,&Amat,&Pmat,&pflag);CHKERRQ(ierr);
61 
62   ksp->its = 0;
63 
64   ierr = VecSet(&zero,UOLD);CHKERRQ(ierr);          /* u_old <- zeros;  */
65   ierr = VecCopy(UOLD,VOLD);CHKERRQ(ierr);          /* v_old <- u_old;  */
66   ierr = VecCopy(UOLD,W);CHKERRQ(ierr);             /* w     <- u_old;  */
67   ierr = VecCopy(UOLD,Wbar);CHKERRQ(ierr);          /* w_bar <- u_old;  */
68   if (!ksp->guess_zero) {
69     ierr = KSP_MatMult(ksp,Amat,X,R);CHKERRQ(ierr); /*     r <- b - A*x */
70     ierr = VecAYPX(&mone,B,R);CHKERRQ(ierr);
71   } else {
72     ierr = VecCopy(B,R);CHKERRQ(ierr);              /*     r <- b (x is 0) */
73   }
74 
75   ierr = KSP_PCApply(ksp,ksp->B,R,Z);CHKERRQ(ierr); /* z  <- B*r       */
76   ierr = VecDot(R,Z,&dp);CHKERRQ(ierr);             /* dp = r'*z;      */
77   if (PetscAbsScalar(dp) < symmlq->haptol) {
78     PetscLogInfo(ksp,"KSPSolve_SYMMLQ:Detected happy breakdown %g tolerance %g\n",PetscAbsScalar(dp),symmlq->haptol);
79     dp = 0.0;
80   }
81 
82 #if !defined(PETSC_USE_COMPLEX)
83   if (dp < 0.0) SETERRQ(PETSC_ERR_KSP_BRKDWN,"Indefinite preconditioner");
84 #endif
85   dp = PetscSqrtScalar(dp);
86   beta = dp;                         /*  beta <- sqrt(r'*z)  */
87   beta1 = beta;
88   s_prod = PetscAbsScalar(beta1);
89 
90   ierr = VecCopy(R,V);CHKERRQ(ierr);  /* v <- r; */
91   ierr = VecCopy(Z,U);CHKERRQ(ierr);  /* u <- z; */
92   ibeta = 1.0 / beta;
93   ierr = VecScale(&ibeta,V);CHKERRQ(ierr);     /* v <- ibeta*v; */
94   ierr = VecScale(&ibeta,U);CHKERRQ(ierr);     /* u <- ibeta*u; */
95   ierr = VecCopy(U,Wbar);CHKERRQ(ierr);        /* w_bar <- u;   */
96   ierr = VecNorm(Z,NORM_2,&np);CHKERRQ(ierr);      /*   np <- ||z||        */
97   KSPLogResidualHistory(ksp,np);
98   KSPMonitor(ksp,0,np);            /* call any registered monitor routines */
99   ksp->rnorm = np;
100   ierr = (*ksp->converged)(ksp,0,np,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);  /* test for convergence */
101   if (ksp->reason) PetscFunctionReturn(0);
102 
103   i = 0;
104   do {
105     ksp->its = i+1;
106 
107     /*    Update    */
108     if (ksp->its > 1){
109       ierr = VecCopy(V,VOLD);CHKERRQ(ierr);  /* v_old <- v; */
110       ierr = VecCopy(U,UOLD);CHKERRQ(ierr);  /* u_old <- u; */
111 
112       ibeta = 1.0 / beta;
113       ierr = VecCopy(R,V);CHKERRQ(ierr);
114       ierr = VecScale(&ibeta,V);CHKERRQ(ierr); /* v <- ibeta*r; */
115       ierr = VecCopy(Z,U);CHKERRQ(ierr);
116       ierr = VecScale(&ibeta,U);CHKERRQ(ierr); /* u <- ibeta*z; */
117 
118       ierr = VecCopy(Wbar,W);CHKERRQ(ierr);
119       ierr = VecScale(&c,W);CHKERRQ(ierr);
120       ierr = VecAXPY(&s,U,W);CHKERRQ(ierr);   /* w  <- c*w_bar + s*u;    (w_k) */
121       ms = -s;
122       ierr = VecScale(&ms,Wbar);CHKERRQ(ierr);
123       ierr = VecAXPY(&c,U,Wbar);CHKERRQ(ierr); /* w_bar <- -s*w_bar + c*u; (w_bar_(k+1)) */
124       ierr = VecAXPY(&ceta,W,X);CHKERRQ(ierr); /* x <- x + ceta * w;       (xL_k)  */
125 
126       ceta_oold = ceta_old;
127       ceta_old  = ceta;
128     }
129 
130     /*   Lanczos  */
131     ierr = KSP_MatMult(ksp,Amat,U,R);CHKERRQ(ierr);   /*  r     <- Amat*u; */
132     ierr = VecDot(U,R,&alpha);CHKERRQ(ierr);          /*  alpha <- u'*r;   */
133     ierr = KSP_PCApply(ksp,ksp->B,R,Z);CHKERRQ(ierr); /*      z <- B*r;    */
134 
135     malpha = - alpha;
136     ierr = VecAXPY(&malpha,V,R);CHKERRQ(ierr);     /*  r <- r - alpha* v;  */
137     ierr = VecAXPY(&malpha,U,Z);CHKERRQ(ierr);     /*  z <- z - alpha* u;  */
138     mbeta = - beta;
139     ierr = VecAXPY(&mbeta,VOLD,R);CHKERRQ(ierr);   /*  r <- r - beta * v_old; */
140     ierr = VecAXPY(&mbeta,UOLD,Z);CHKERRQ(ierr);   /*  z <- z - beta * u_old; */
141     betaold = beta;                                /* beta_k                  */
142     ierr = VecDot(R,Z,&dp);CHKERRQ(ierr);          /* dp <- r'*z;             */
143     if (PetscAbsScalar(dp) < symmlq->haptol) {
144       PetscLogInfo(ksp,"KSPSolve_SYMMLQ:Detected happy breakdown %g tolerance %g\n",PetscAbsScalar(dp),symmlq->haptol);
145       dp = 0.0;
146     }
147 
148 #if !defined(PETSC_USE_COMPLEX)
149      if (dp < 0.0) SETERRQ(PETSC_ERR_KSP_BRKDWN,"Indefinite preconditioner");
150 #endif
151      beta = PetscSqrtScalar(dp);                    /*  beta = sqrt(dp); */
152 
153      /*    QR factorization    */
154      coold = cold; cold = c; soold = sold; sold = s;
155      rho0 = cold * alpha - coold * sold * betaold;    /* gamma_bar */
156      rho1 = PetscSqrtScalar(rho0*rho0 + beta*beta);   /* gamma     */
157      rho2 = sold * alpha + coold * cold * betaold;    /* delta     */
158      rho3 = soold * betaold;                          /* epsilon   */
159 
160      /* Givens rotation: [c -s; s c] (different from the Reference!) */
161      c = rho0 / rho1; s = beta / rho1;
162 
163      if (ksp->its==1){
164        ceta = beta1/rho1;
165      } else {
166        ceta = -(rho2*ceta_old + rho3*ceta_oold)/rho1;
167      }
168 
169      s_prod = s_prod*PetscAbsScalar(s);
170      if (c == 0.0){
171        np = s_prod*1.e16;
172      } else {
173        np = s_prod/PetscAbsScalar(c);       /* residual norm for xc_k (CGNORM) */
174      }
175      ksp->rnorm = np;
176      KSPLogResidualHistory(ksp,np);
177      KSPMonitor(ksp,i+1,np);
178      ierr = (*ksp->converged)(ksp,i+1,np,&ksp->reason,ksp->cnvP);CHKERRQ(ierr); /* test for convergence */
179      if (ksp->reason) break;
180      i++;
181   } while (i<ksp->max_it);
182 
183   /* move to the CG point: xc_(k+1) */
184   if (c == 0.0){
185     ceta_bar = ceta*1.e15;
186   } else {
187     ceta_bar = ceta/c;
188   }
189   ierr = VecAXPY(&ceta_bar,Wbar,X);CHKERRQ(ierr); /* x <- x + ceta_bar*w_bar */
190 
191   if (i == ksp->max_it) {
192     ksp->reason = KSP_DIVERGED_ITS;
193   }
194   PetscFunctionReturn(0);
195 }
196 
197 EXTERN_C_BEGIN
198 #undef __FUNCT__
199 #define __FUNCT__ "KSPCreate_SYMMLQ"
200 int KSPCreate_SYMMLQ(KSP ksp)
201 {
202   KSP_SYMMLQ *symmlq;
203   int ierr;
204 
205   PetscFunctionBegin;
206 
207   ksp->pc_side                   = PC_LEFT;
208 
209   ierr           = PetscNew(KSP_SYMMLQ,&symmlq);CHKERRQ(ierr);
210   symmlq->haptol = 1.e-18;
211   ksp->data      = (void*)symmlq;
212 
213   /*
214        Sets the functions that are associated with this data structure
215        (in C++ this is the same as defining virtual functions)
216   */
217   ksp->ops->setup                = KSPSetUp_SYMMLQ;
218   ksp->ops->solve                = KSPSolve_SYMMLQ;
219   ksp->ops->destroy              = KSPDefaultDestroy;
220   ksp->ops->setfromoptions       = 0;
221   ksp->ops->buildsolution        = KSPDefaultBuildSolution;
222   ksp->ops->buildresidual        = KSPDefaultBuildResidual;
223 
224   PetscFunctionReturn(0);
225 }
226 EXTERN_C_END
227 
228 
229 
230 
231 
232