Dune Core Modules (2.4.1)

umfpack.hh
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1// -*- tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 2 -*-
2// vi: set et ts=4 sw=2 sts=2:
3#ifndef DUNE_ISTL_UMFPACK_HH
4#define DUNE_ISTL_UMFPACK_HH
5
6// some trickery to make the preprocessor define setup
7// of the backported UMFPACK test work with old code
8#if ENABLE_UMFPACK && not defined(ENABLE_SUITESPARSE)
9#define ENABLE_SUITESPARSE ENABLE_UMFPACK
10#endif
11
12#if HAVE_UMFPACK || defined DOXYGEN
13
14#include<complex>
15#include<type_traits>
16
17#include<umfpack.h>
18
26
27#include"colcompmatrix.hh"
28
29
30namespace Dune {
42 // FORWARD DECLARATIONS
43 template<class M, class T, class TM, class TD, class TA>
44 class SeqOverlappingSchwarz;
45
46 template<class T, bool tag>
47 struct SeqOverlappingSchwarzAssemblerHelper;
48
54 template<class Matrix>
55 class UMFPack
56 {};
57
58 // wrapper class for C-Function Calls in the backend. Choose the right function namespace
59 // depending on the template parameter used.
60 template<typename T>
61 struct UMFPackMethodChooser
62 {};
63
64 template<>
65 struct UMFPackMethodChooser<double>
66 {
67 template<typename... A>
68 static void defaults(A... args)
69 {
70 umfpack_di_defaults(args...);
71 }
72 template<typename... A>
73 static void free_numeric(A... args)
74 {
75 umfpack_di_free_numeric(args...);
76 }
77 template<typename... A>
78 static void free_symbolic(A... args)
79 {
80 umfpack_di_free_symbolic(args...);
81 }
82 template<typename... A>
83 static int load_numeric(A... args)
84 {
85 return umfpack_di_load_numeric(args...);
86 }
87 template<typename... A>
88 static void numeric(A... args)
89 {
90 umfpack_di_numeric(args...);
91 }
92 template<typename... A>
93 static void report_info(A... args)
94 {
95 umfpack_di_report_info(args...);
96 }
97 template<typename... A>
98 static void report_status(A... args)
99 {
100 umfpack_di_report_status(args...);
101 }
102 template<typename... A>
103 static int save_numeric(A... args)
104 {
105 return umfpack_di_save_numeric(args...);
106 }
107 template<typename... A>
108 static void solve(A... args)
109 {
110 umfpack_di_solve(args...);
111 }
112 template<typename... A>
113 static void symbolic(A... args)
114 {
115 umfpack_di_symbolic(args...);
116 }
117 };
118
119 template<>
120 struct UMFPackMethodChooser<std::complex<double> >
121 {
122 template<typename... A>
123 static void defaults(A... args)
124 {
125 umfpack_zi_defaults(args...);
126 }
127 template<typename... A>
128 static void free_numeric(A... args)
129 {
130 umfpack_zi_free_numeric(args...);
131 }
132 template<typename... A>
133 static void free_symbolic(A... args)
134 {
135 umfpack_zi_free_symbolic(args...);
136 }
137 template<typename... A>
138 static int load_numeric(A... args)
139 {
140 return umfpack_zi_load_numeric(args...);
141 }
142 template<typename... A>
143 static void numeric(const int* cs, const int* ri, const double* val, A... args)
144 {
145 umfpack_zi_numeric(cs,ri,val,NULL,args...);
146 }
147 template<typename... A>
148 static void report_info(A... args)
149 {
150 umfpack_zi_report_info(args...);
151 }
152 template<typename... A>
153 static void report_status(A... args)
154 {
155 umfpack_zi_report_status(args...);
156 }
157 template<typename... A>
158 static int save_numeric(A... args)
159 {
160 return umfpack_zi_save_numeric(args...);
161 }
162 template<typename... A>
163 static void solve(int m, const int* cs, const int* ri, std::complex<double>* val, double* x, const double* b,A... args)
164 {
165 const double* cval = reinterpret_cast<const double*>(val);
166 umfpack_zi_solve(m,cs,ri,cval,NULL,x,NULL,b,NULL,args...);
167 }
168 template<typename... A>
169 static void symbolic(int m, int n, const int* cs, const int* ri, const double* val, A... args)
170 {
171 umfpack_zi_symbolic(m,n,cs,ri,val,NULL,args...);
172 }
173 };
174
188 template<typename T, typename A, int n, int m>
189 class UMFPack<BCRSMatrix<FieldMatrix<T,n,m>,A > >
190 : public InverseOperator<
191 BlockVector<FieldVector<T,m>,
192 typename A::template rebind<FieldVector<T,m> >::other>,
193 BlockVector<FieldVector<T,n>,
194 typename A::template rebind<FieldVector<T,n> >::other> >
195 {
196 public:
205 typedef Dune::BlockVector<
207 typename A::template rebind<FieldVector<T,m> >::other> domain_type;
209 typedef Dune::BlockVector<
211 typename A::template rebind<FieldVector<T,n> >::other> range_type;
212
221 UMFPack(const Matrix& matrix, int verbose=0) : matrixIsLoaded_(false)
222 {
223 //check whether T is a supported type
224 static_assert((std::is_same<T,double>::value) || (std::is_same<T,std::complex<double> >::value),
225 "Unsupported Type in UMFPack (only double and std::complex<double> supported)");
226 Caller::defaults(UMF_Control);
227 setVerbosity(verbose);
228 setMatrix(matrix);
229 }
230
239 UMFPack(const Matrix& matrix, int verbose, bool) : matrixIsLoaded_(false)
240 {
241 //check whether T is a supported type
242 static_assert((std::is_same<T,double>::value) || (std::is_same<T,std::complex<double> >::value),
243 "Unsupported Type in UMFPack (only double and std::complex<double> supported)");
244 Caller::defaults(UMF_Control);
245 setVerbosity(verbose);
246 setMatrix(matrix);
247 }
248
251 UMFPack() : matrixIsLoaded_(false), verbosity_(0)
252 {
253 //check whether T is a supported type
254 static_assert((std::is_same<T,double>::value) || (std::is_same<T,std::complex<double> >::value),
255 "Unsupported Type in UMFPack (only double and std::complex<double> supported)");
256 Caller::defaults(UMF_Control);
257 }
258
269 UMFPack(const Matrix& mat_, const char* file, int verbose=0)
270 {
271 //check whether T is a supported type
272 static_assert((std::is_same<T,double>::value) || (std::is_same<T,std::complex<double> >::value),
273 "Unsupported Type in UMFPack (only double and std::complex<double> supported)");
274 Caller::defaults(UMF_Control);
275 setVerbosity(verbose);
276 int errcode = Caller::load_numeric(&UMF_Numeric, const_cast<char*>(file));
277 if ((errcode == UMFPACK_ERROR_out_of_memory) || (errcode == UMFPACK_ERROR_file_IO))
278 {
279 matrixIsLoaded_ = false;
280 setMatrix(mat_);
281 saveDecomposition(file);
282 }
283 else
284 {
285 matrixIsLoaded_ = true;
286 std::cout << "UMFPack decomposition successfully loaded from " << file << std::endl;
287 }
288 }
289
296 UMFPack(const char* file, int verbose=0)
297 {
298 //check whether T is a supported type
299 static_assert((std::is_same<T,double>::value) || (std::is_same<T,std::complex<double> >::value),
300 "Unsupported Type in UMFPack (only double and std::complex<double> supported)");
301 Caller::defaults(UMF_Control);
302 int errcode = Caller::load_numeric(&UMF_Numeric, const_cast<char*>(file));
303 if (errcode == UMFPACK_ERROR_out_of_memory)
304 DUNE_THROW(Dune::Exception, "ran out of memory while loading UMFPack decomposition");
305 if (errcode == UMFPACK_ERROR_file_IO)
306 DUNE_THROW(Dune::Exception, "IO error while loading UMFPack decomposition");
307 matrixIsLoaded_ = true;
308 std::cout << "UMFPack decomposition successfully loaded from " << file << std::endl;
309 setVerbosity(verbose);
310 }
311
312 virtual ~UMFPack()
313 {
314 if ((umfpackMatrix_.N() + umfpackMatrix_.M() > 0) || (matrixIsLoaded_))
315 free();
316 }
317
322 {
323 if (umfpackMatrix_.N() != b.dim())
324 DUNE_THROW(Dune::ISTLError, "Size of right-hand-side vector b does not match the number of matrix rows!");
325 if (umfpackMatrix_.M() != x.dim())
326 DUNE_THROW(Dune::ISTLError, "Size of solution vector x does not match the number of matrix columns!");
327
328 double UMF_Apply_Info[UMFPACK_INFO];
329 Caller::solve(UMFPACK_A,
330 umfpackMatrix_.getColStart(),
331 umfpackMatrix_.getRowIndex(),
332 umfpackMatrix_.getValues(),
333 reinterpret_cast<double*>(&x[0]),
334 reinterpret_cast<double*>(&b[0]),
335 UMF_Numeric,
336 UMF_Control,
337 UMF_Apply_Info);
338
339 //this is a direct solver
340 res.iterations = 1;
341 res.converged = true;
342 res.elapsed = UMF_Apply_Info[UMFPACK_SOLVE_WALLTIME];
343
344 printOnApply(UMF_Apply_Info);
345 }
346
350 virtual void apply (domain_type& x, range_type& b, double reduction, InverseOperatorResult& res)
351 {
352 DUNE_UNUSED_PARAMETER(reduction);
353 apply(x,b,res);
354 }
355
361 void apply(T* x, T* b)
362 {
363 double UMF_Apply_Info[UMFPACK_INFO];
364 Caller::solve(UMFPACK_A,
365 umfpackMatrix_.getColStart(),
366 umfpackMatrix_.getRowIndex(),
367 umfpackMatrix_.getValues(),
368 x,
369 b,
370 UMF_Numeric,
371 UMF_Control,
372 UMF_Apply_Info);
373 printOnApply(UMF_Apply_Info);
374 }
375
387 void setOption(unsigned int option, double value)
388 {
389 if (option >= UMFPACK_CONTROL)
390 DUNE_THROW(RangeError, "Requested non-existing UMFPack option");
391
392 UMF_Control[option] = value;
393 }
394
398 void saveDecomposition(const char* file)
399 {
400 int errcode = Caller::save_numeric(UMF_Numeric, const_cast<char*>(file));
401 if (errcode != UMFPACK_OK)
402 DUNE_THROW(Dune::Exception,"IO ERROR while trying to save UMFPack decomposition");
403 }
404
406 void setMatrix(const Matrix& matrix)
407 {
408 if ((umfpackMatrix_.N() + umfpackMatrix_.M() > 0) || (matrixIsLoaded_))
409 free();
410 umfpackMatrix_ = matrix;
411 decompose();
412 }
413
414 template<class S>
415 void setSubMatrix(const Matrix& _mat, const S& rowIndexSet)
416 {
417 if ((umfpackMatrix_.N() + umfpackMatrix_.M() > 0) || (matrixIsLoaded_))
418 free();
419 umfpackMatrix_.setMatrix(_mat,rowIndexSet);
420 decompose();
421 }
422
430 void setVerbosity(int v)
431 {
432 verbosity_ = v;
433 // set the verbosity level in UMFPack
434 if (verbosity_ == 0)
435 UMF_Control[UMFPACK_PRL] = 1;
436 if (verbosity_ == 1)
437 UMF_Control[UMFPACK_PRL] = 2;
438 if (verbosity_ == 2)
439 UMF_Control[UMFPACK_PRL] = 4;
440 }
441
446 void free()
447 {
448 if (!matrixIsLoaded_)
449 {
450 Caller::free_symbolic(&UMF_Symbolic);
451 umfpackMatrix_.free();
452 }
453 Caller::free_numeric(&UMF_Numeric);
454 matrixIsLoaded_ = false;
455 }
456
457 const char* name() { return "UMFPACK"; }
458
459 private:
460 typedef typename Dune::UMFPackMethodChooser<T> Caller;
461
462 template<class M,class X, class TM, class TD, class T1>
463 friend class SeqOverlappingSchwarz;
464 friend struct SeqOverlappingSchwarzAssemblerHelper<UMFPack<Matrix>,true>;
465
467 void decompose()
468 {
469 double UMF_Decomposition_Info[UMFPACK_INFO];
470 Caller::symbolic(static_cast<int>(umfpackMatrix_.N()),
471 static_cast<int>(umfpackMatrix_.N()),
472 umfpackMatrix_.getColStart(),
473 umfpackMatrix_.getRowIndex(),
474 reinterpret_cast<double*>(umfpackMatrix_.getValues()),
475 &UMF_Symbolic,
476 UMF_Control,
477 UMF_Decomposition_Info);
478 Caller::numeric(umfpackMatrix_.getColStart(),
479 umfpackMatrix_.getRowIndex(),
480 reinterpret_cast<double*>(umfpackMatrix_.getValues()),
481 UMF_Symbolic,
482 &UMF_Numeric,
483 UMF_Control,
484 UMF_Decomposition_Info);
485 Caller::report_status(UMF_Control,UMF_Decomposition_Info[UMFPACK_STATUS]);
486 if (verbosity_ == 1)
487 {
488 std::cout << "[UMFPack Decomposition]" << std::endl;
489 std::cout << "Wallclock Time taken: " << UMF_Decomposition_Info[UMFPACK_NUMERIC_WALLTIME] << " (CPU Time: " << UMF_Decomposition_Info[UMFPACK_NUMERIC_TIME] << ")" << std::endl;
490 std::cout << "Flops taken: " << UMF_Decomposition_Info[UMFPACK_FLOPS] << std::endl;
491 std::cout << "Peak Memory Usage: " << UMF_Decomposition_Info[UMFPACK_PEAK_MEMORY]*UMF_Decomposition_Info[UMFPACK_SIZE_OF_UNIT] << " bytes" << std::endl;
492 std::cout << "Condition number estimate: " << 1./UMF_Decomposition_Info[UMFPACK_RCOND] << std::endl;
493 std::cout << "Numbers of non-zeroes in decomposition: L: " << UMF_Decomposition_Info[UMFPACK_LNZ] << " U: " << UMF_Decomposition_Info[UMFPACK_UNZ] << std::endl;
494 }
495 if (verbosity_ == 2)
496 {
497 Caller::report_info(UMF_Control,UMF_Decomposition_Info);
498 }
499 }
500
501 void printOnApply(double* UMF_Info)
502 {
503 Caller::report_status(UMF_Control,UMF_Info[UMFPACK_STATUS]);
504 if (verbosity_ > 0)
505 {
506 std::cout << "[UMFPack Solve]" << std::endl;
507 std::cout << "Wallclock Time: " << UMF_Info[UMFPACK_SOLVE_WALLTIME] << " (CPU Time: " << UMF_Info[UMFPACK_SOLVE_TIME] << ")" << std::endl;
508 std::cout << "Flops Taken: " << UMF_Info[UMFPACK_SOLVE_FLOPS] << std::endl;
509 std::cout << "Iterative Refinement steps taken: " << UMF_Info[UMFPACK_IR_TAKEN] << std::endl;
510 std::cout << "Error Estimate: " << UMF_Info[UMFPACK_OMEGA1] << " resp. " << UMF_Info[UMFPACK_OMEGA2] << std::endl;
511 }
512 }
513
514 UMFPackMatrix& getInternalMatrix() { return umfpackMatrix_; }
515
516 UMFPackMatrix umfpackMatrix_;
517 bool matrixIsLoaded_;
518 int verbosity_;
519 void *UMF_Symbolic;
520 void *UMF_Numeric;
521 double UMF_Control[UMFPACK_CONTROL];
522 };
523
524 template<typename T, typename A, int n, int m>
525 struct IsDirectSolver<UMFPack<BCRSMatrix<FieldMatrix<T,n,m>,A> > >
526 {
527 enum { value=true};
528 };
529
530 template<typename T, typename A, int n, int m>
531 struct StoresColumnCompressed<UMFPack<BCRSMatrix<FieldMatrix<T,n,m>,A> > >
532 {
533 enum { value = true };
534 };
535}
536
537#endif //HAVE_UMFPACK
538
539#endif //DUNE_ISTL_UMFPACK_HH
Implementation of the BCRSMatrix class.
A sparse block matrix with compressed row storage.
Definition: bcrsmatrix.hh:413
A vector of blocks with memory management.
Definition: bvector.hh:253
Base class for Dune-Exceptions.
Definition: exceptions.hh:91
A dense n x m matrix.
Definition: fmatrix.hh:67
vector space out of a tensor product of fields.
Definition: fvector.hh:94
derive error class from the base class in common
Definition: istlexception.hh:16
Abstract base class for all solvers.
Definition: solver.hh:79
A generic dynamic dense matrix.
Definition: matrix.hh:25
Default exception class for range errors.
Definition: exceptions.hh:279
Use the UMFPack package to directly solve linear systems – empty default class.
Definition: umfpack.hh:56
size_type dim() const
dimension of the vector space
Definition: bvector.hh:223
A few common exception classes.
Implements a matrix constructed from a given type representing a field and compile-time given number ...
Implements a vector constructed from a given type representing a field and a compile-time given size.
#define DUNE_THROW(E, m)
Definition: exceptions.hh:243
UMFPack(const Matrix &matrix, int verbose, bool)
Constructor for compatibility with SuperLU standard constructor.
Definition: umfpack.hh:239
void setVerbosity(int v)
sets the verbosity level for the UMFPack solver
Definition: umfpack.hh:430
UMFPack(const Matrix &mat_, const char *file, int verbose=0)
Try loading a decomposition from file and do a decomposition if unsuccessful.
Definition: umfpack.hh:269
Dune::BlockVector< FieldVector< T, m >, typename A::template rebind< FieldVector< T, m > >::other > domain_type
The type of the domain of the solver.
Definition: umfpack.hh:207
void setMatrix(const Matrix &matrix)
Initialize data from given matrix.
Definition: umfpack.hh:406
virtual void apply(domain_type &x, range_type &b, InverseOperatorResult &res)
Apply inverse operator,.
Definition: umfpack.hh:321
void free()
free allocated space.
Definition: umfpack.hh:446
ColCompMatrixInitializer< BCRSMatrix< FieldMatrix< T, n, m >, A > > MatrixInitializer
Type of an associated initializer class.
Definition: umfpack.hh:203
UMFPack(const Matrix &matrix, int verbose=0)
Construct a solver object from a BCRSMatrix.
Definition: umfpack.hh:221
void setOption(unsigned int option, double value)
Set UMFPack-specific options.
Definition: umfpack.hh:387
Dune::ColCompMatrix< Matrix > UMFPackMatrix
The corresponding SuperLU Matrix type.
Definition: umfpack.hh:201
Dune::BlockVector< FieldVector< T, n >, typename A::template rebind< FieldVector< T, n > >::other > range_type
The type of the range of the solver.
Definition: umfpack.hh:211
void apply(T *x, T *b)
additional apply method with c-arrays in analogy to superlu
Definition: umfpack.hh:361
UMFPack()
default constructor
Definition: umfpack.hh:251
UMFPack(const char *file, int verbose=0)
try loading a decomposition from file
Definition: umfpack.hh:296
virtual void apply(domain_type &x, range_type &b, double reduction, InverseOperatorResult &res)
apply inverse operator, with given convergence criteria.
Definition: umfpack.hh:350
void saveDecomposition(const char *file)
saves a decomposition to a file
Definition: umfpack.hh:398
Dune namespace.
Definition: alignment.hh:10
STL namespace.
Implementations of the inverse operator interface.
Templates characterizing the type of a solver.
Inititializer for the ColCompMatrix as needed by OverlappingSchwarz.
Definition: colcompmatrix.hh:154
Statistics about the application of an inverse operator.
Definition: solver.hh:32
double elapsed
Elapsed time in seconds.
Definition: solver.hh:62
int iterations
Number of iterations.
Definition: solver.hh:50
bool converged
True if convergence criterion has been met.
Definition: solver.hh:56
Definition of the DUNE_UNUSED macro for the case that config.h is not available.
#define DUNE_UNUSED_PARAMETER(parm)
A macro to mark intentional unused function parameters with.
Definition: unused.hh:18
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