xref: /petsc/src/ksp/ksp/impls/symmlq/symmlq.c (revision de3625564d23a58eb9a13fca7a33afdebe168b34)
1 /*$Id: symmlq.c,v 1.16 2001/08/07 03:03:56 balay Exp $*/
2 
3 #include "src/ksp/ksp/kspimpl.h"
4 
5 typedef struct {
6   PetscReal haptol;
7 } KSP_SYMMLQ;
8 
9 #undef __FUNCT__
10 #define __FUNCT__ "KSPSetUp_SYMMLQ"
11 int KSPSetUp_SYMMLQ(KSP ksp)
12 {
13   int ierr;
14 
15   PetscFunctionBegin;
16   if (ksp->pc_side == PC_RIGHT) {
17     SETERRQ(2,"No right preconditioning for KSPSYMMLQ");
18   } else if (ksp->pc_side == PC_SYMMETRIC) {
19     SETERRQ(2,"No symmetric preconditioning for KSPSYMMLQ");
20   }
21   ierr = KSPDefaultGetWork(ksp,9);CHKERRQ(ierr);
22   PetscFunctionReturn(0);
23 }
24 
25 #undef __FUNCT__
26 #define __FUNCT__ "KSPSolve_SYMMLQ"
27 int  KSPSolve_SYMMLQ(KSP ksp)
28 {
29   int          ierr,i;
30   PetscScalar  alpha,malpha,beta,mbeta,ibeta,betaold,beta1,ceta,ceta_oold = 0.0, ceta_old = 0.0,ceta_bar;
31   PetscScalar  c=1.0,cold=1.0,s=0.0,sold=0.0,coold,soold,ms,rho0,rho1,rho2,rho3;
32   PetscScalar  mone = -1.0,zero = 0.0,dp = 0.0;
33   PetscReal    np,s_prod;
34   Vec          X,B,R,Z,U,V,W,UOLD,VOLD,Wbar;
35   Mat          Amat,Pmat;
36   MatStructure pflag;
37   KSP_SYMMLQ   *symmlq = (KSP_SYMMLQ*)ksp->data;
38   PetscTruth   diagonalscale;
39 
40   PetscFunctionBegin;
41   ierr    = PCDiagonalScale(ksp->B,&diagonalscale);CHKERRQ(ierr);
42   if (diagonalscale) SETERRQ1(1,"Krylov method %s does not support diagonal scaling",ksp->type_name);
43 
44   X       = ksp->vec_sol;
45   B       = ksp->vec_rhs;
46   R       = ksp->work[0];
47   Z       = ksp->work[1];
48   U       = ksp->work[2];
49   V       = ksp->work[3];
50   W       = ksp->work[4];
51   UOLD    = ksp->work[5];
52   VOLD    = ksp->work[6];
53   Wbar    = ksp->work[7];
54 
55   ierr = PCGetOperators(ksp->B,&Amat,&Pmat,&pflag);CHKERRQ(ierr);
56 
57   ksp->its = 0;
58 
59   ierr = VecSet(&zero,UOLD);CHKERRQ(ierr);          /* u_old <- zeros;  */
60   ierr = VecCopy(UOLD,VOLD);CHKERRQ(ierr);          /* v_old <- u_old;  */
61   ierr = VecCopy(UOLD,W);CHKERRQ(ierr);             /* w     <- u_old;  */
62   ierr = VecCopy(UOLD,Wbar);CHKERRQ(ierr);          /* w_bar <- u_old;  */
63   if (!ksp->guess_zero) {
64     ierr = KSP_MatMult(ksp,Amat,X,R);CHKERRQ(ierr); /*     r <- b - A*x */
65     ierr = VecAYPX(&mone,B,R);CHKERRQ(ierr);
66   } else {
67     ierr = VecCopy(B,R);CHKERRQ(ierr);              /*     r <- b (x is 0) */
68   }
69 
70   ierr = KSP_PCApply(ksp,ksp->B,R,Z);CHKERRQ(ierr); /* z  <- B*r       */
71   ierr = VecDot(R,Z,&dp);CHKERRQ(ierr);             /* dp = r'*z;      */
72   if (PetscAbsScalar(dp) < symmlq->haptol) {
73     PetscLogInfo(ksp,"KSPSolve_SYMMLQ:Detected happy breakdown %g tolerance %g\n",PetscAbsScalar(dp),symmlq->haptol);
74     dp = 0.0;
75   }
76 
77 #if !defined(PETSC_USE_COMPLEX)
78   if (dp < 0.0) SETERRQ(PETSC_ERR_KSP_BRKDWN,"Indefinite preconditioner");
79 #endif
80   dp = PetscSqrtScalar(dp);
81   beta = dp;                         /*  beta <- sqrt(r'*z)  */
82   beta1 = beta;
83   s_prod = PetscAbsScalar(beta1);
84 
85   ierr = VecCopy(R,V);CHKERRQ(ierr);  /* v <- r; */
86   ierr = VecCopy(Z,U);CHKERRQ(ierr);  /* u <- z; */
87   ibeta = 1.0 / beta;
88   ierr = VecScale(&ibeta,V);CHKERRQ(ierr);     /* v <- ibeta*v; */
89   ierr = VecScale(&ibeta,U);CHKERRQ(ierr);     /* u <- ibeta*u; */
90   ierr = VecCopy(U,Wbar);CHKERRQ(ierr);        /* w_bar <- u;   */
91   ierr = VecNorm(Z,NORM_2,&np);CHKERRQ(ierr);      /*   np <- ||z||        */
92   KSPLogResidualHistory(ksp,np);
93   KSPMonitor(ksp,0,np);            /* call any registered monitor routines */
94   ksp->rnorm = np;
95   ierr = (*ksp->converged)(ksp,0,np,&ksp->reason,ksp->cnvP);CHKERRQ(ierr);  /* test for convergence */
96   if (ksp->reason) PetscFunctionReturn(0);
97 
98   i = 0;
99   do {
100     ksp->its = i+1;
101 
102     /*    Update    */
103     if (ksp->its > 1){
104       ierr = VecCopy(V,VOLD);CHKERRQ(ierr);  /* v_old <- v; */
105       ierr = VecCopy(U,UOLD);CHKERRQ(ierr);  /* u_old <- u; */
106 
107       ibeta = 1.0 / beta;
108       ierr = VecCopy(R,V);CHKERRQ(ierr);
109       ierr = VecScale(&ibeta,V);CHKERRQ(ierr); /* v <- ibeta*r; */
110       ierr = VecCopy(Z,U);CHKERRQ(ierr);
111       ierr = VecScale(&ibeta,U);CHKERRQ(ierr); /* u <- ibeta*z; */
112 
113       ierr = VecCopy(Wbar,W);CHKERRQ(ierr);
114       ierr = VecScale(&c,W);CHKERRQ(ierr);
115       ierr = VecAXPY(&s,U,W);CHKERRQ(ierr);   /* w  <- c*w_bar + s*u;    (w_k) */
116       ms = -s;
117       ierr = VecScale(&ms,Wbar);CHKERRQ(ierr);
118       ierr = VecAXPY(&c,U,Wbar);CHKERRQ(ierr); /* w_bar <- -s*w_bar + c*u; (w_bar_(k+1)) */
119       ierr = VecAXPY(&ceta,W,X);CHKERRQ(ierr); /* x <- x + ceta * w;       (xL_k)  */
120 
121       ceta_oold = ceta_old;
122       ceta_old  = ceta;
123     }
124 
125     /*   Lanczos  */
126     ierr = KSP_MatMult(ksp,Amat,U,R);CHKERRQ(ierr);   /*  r     <- Amat*u; */
127     ierr = VecDot(U,R,&alpha);CHKERRQ(ierr);          /*  alpha <- u'*r;   */
128     ierr = KSP_PCApply(ksp,ksp->B,R,Z);CHKERRQ(ierr); /*      z <- B*r;    */
129 
130     malpha = - alpha;
131     ierr = VecAXPY(&malpha,V,R);CHKERRQ(ierr);     /*  r <- r - alpha* v;  */
132     ierr = VecAXPY(&malpha,U,Z);CHKERRQ(ierr);     /*  z <- z - alpha* u;  */
133     mbeta = - beta;
134     ierr = VecAXPY(&mbeta,VOLD,R);CHKERRQ(ierr);   /*  r <- r - beta * v_old; */
135     ierr = VecAXPY(&mbeta,UOLD,Z);CHKERRQ(ierr);   /*  z <- z - beta * u_old; */
136     betaold = beta;                                /* beta_k                  */
137     ierr = VecDot(R,Z,&dp);CHKERRQ(ierr);          /* dp <- r'*z;             */
138     if (PetscAbsScalar(dp) < symmlq->haptol) {
139       PetscLogInfo(ksp,"KSPSolve_SYMMLQ:Detected happy breakdown %g tolerance %g\n",PetscAbsScalar(dp),symmlq->haptol);
140       dp = 0.0;
141     }
142 
143 #if !defined(PETSC_USE_COMPLEX)
144      if (dp < 0.0) SETERRQ(PETSC_ERR_KSP_BRKDWN,"Indefinite preconditioner");
145 #endif
146      beta = PetscSqrtScalar(dp);                    /*  beta = sqrt(dp); */
147 
148      /*    QR factorization    */
149      coold = cold; cold = c; soold = sold; sold = s;
150      rho0 = cold * alpha - coold * sold * betaold;    /* gamma_bar */
151      rho1 = PetscSqrtScalar(rho0*rho0 + beta*beta);   /* gamma     */
152      rho2 = sold * alpha + coold * cold * betaold;    /* delta     */
153      rho3 = soold * betaold;                          /* epsilon   */
154 
155      /* Givens rotation: [c -s; s c] (different from the Reference!) */
156      c = rho0 / rho1; s = beta / rho1;
157 
158      if (ksp->its==1){
159        ceta = beta1/rho1;
160      } else {
161        ceta = -(rho2*ceta_old + rho3*ceta_oold)/rho1;
162      }
163 
164      s_prod = s_prod*PetscAbsScalar(s);
165      if (c == 0.0){
166        np = s_prod*1.e16;
167      } else {
168        np = s_prod/PetscAbsScalar(c);       /* residual norm for xc_k (CGNORM) */
169      }
170      ksp->rnorm = np;
171      KSPLogResidualHistory(ksp,np);
172      KSPMonitor(ksp,i+1,np);
173      ierr = (*ksp->converged)(ksp,i+1,np,&ksp->reason,ksp->cnvP);CHKERRQ(ierr); /* test for convergence */
174      if (ksp->reason) break;
175      i++;
176   } while (i<ksp->max_it);
177 
178   /* move to the CG point: xc_(k+1) */
179   if (c == 0.0){
180     ceta_bar = ceta*1.e15;
181   } else {
182     ceta_bar = ceta/c;
183   }
184   ierr = VecAXPY(&ceta_bar,Wbar,X);CHKERRQ(ierr); /* x <- x + ceta_bar*w_bar */
185 
186   if (i == ksp->max_it) {
187     ksp->reason = KSP_DIVERGED_ITS;
188   }
189   PetscFunctionReturn(0);
190 }
191 
192 /*MC
193      KSPSYMMLQ -  This code implements the SYMMLQ method.
194                  Reference: Paige & Saunders, 1975.
195 
196    Options Database Keys:
197 .   see KSPSolve()
198 
199    Level: beginner
200 
201 .seealso:  KSPCreate(), KSPSetType(), KSPType (for list of available types), KSP
202 
203 M*/
204 
205 EXTERN_C_BEGIN
206 #undef __FUNCT__
207 #define __FUNCT__ "KSPCreate_SYMMLQ"
208 int KSPCreate_SYMMLQ(KSP ksp)
209 {
210   KSP_SYMMLQ *symmlq;
211   int ierr;
212 
213   PetscFunctionBegin;
214 
215   ksp->pc_side                   = PC_LEFT;
216 
217   ierr           = PetscNew(KSP_SYMMLQ,&symmlq);CHKERRQ(ierr);
218   symmlq->haptol = 1.e-18;
219   ksp->data      = (void*)symmlq;
220 
221   /*
222        Sets the functions that are associated with this data structure
223        (in C++ this is the same as defining virtual functions)
224   */
225   ksp->ops->setup                = KSPSetUp_SYMMLQ;
226   ksp->ops->solve                = KSPSolve_SYMMLQ;
227   ksp->ops->destroy              = KSPDefaultDestroy;
228   ksp->ops->setfromoptions       = 0;
229   ksp->ops->buildsolution        = KSPDefaultBuildSolution;
230   ksp->ops->buildresidual        = KSPDefaultBuildResidual;
231 
232   PetscFunctionReturn(0);
233 }
234 EXTERN_C_END
235 
236 
237 
238 
239 
240