solvers.hh

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// -*- tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 2 -*-
// vi: set et ts=4 sw=2 sts=2:
 
#ifndef DUNE_ISTL_SOLVERS_HH
#define DUNE_ISTL_SOLVERS_HH
 
#include <cmath>
#include <complex>
#include <iostream>
#include <iomanip>
#include <memory>
#include <string>
#include <vector>
 
#include "istlexception.hh"
#include "operators.hh"
#include "scalarproducts.hh"
#include "solver.hh"
#include "preconditioner.hh"
#include <dune/common/array.hh>
#include <dune/common/deprecated.hh>
#include <dune/common/timer.hh>
#include <dune/common/ftraits.hh>
#include <dune/common/typetraits.hh>
 
namespace Dune {
   //=====================================================================
  // Implementation of this interface
  //=====================================================================
 
  template<class X>
  class LoopSolver : public InverseOperator<X,X> {
  public:
    typedef X domain_type;
    typedef X range_type;
    typedef typename X::field_type field_type;
    typedef typename FieldTraits<field_type>::real_type real_type;
 
    template<class L, class P>
    LoopSolver (L& op, P& prec,
                real_type reduction, int maxit, int verbose) :
      ssp(), _op(op), _prec(prec), _sp(ssp), _reduction(reduction), _maxit(maxit), _verbose(verbose)
    {
      static_assert(static_cast<int>(L::category) == static_cast<int>(P::category),
                    "L and P have to have the same category!");
      static_assert(static_cast<int>(L::category) == static_cast<int>(SolverCategory::sequential),
                    "L has to be sequential!");
    }
 
    template<class L, class S, class P>
    LoopSolver (L& op, S& sp, P& prec,
                real_type reduction, int maxit, int verbose) :
      _op(op), _prec(prec), _sp(sp), _reduction(reduction), _maxit(maxit), _verbose(verbose)
    {
      static_assert(static_cast<int>(L::category) == static_cast<int>(P::category),
                    "L and P must have the same category!");
      static_assert(static_cast<int>(L::category) == static_cast<int>(S::category),
                    "L and S must have the same category!");
    }
 
 
    virtual void apply (X& x, X& b, InverseOperatorResult& res)
    {
      // clear solver statistics
      res.clear();
 
      // start a timer
      Timer watch;
 
      // prepare preconditioner
      _prec.pre(x,b);
 
      // overwrite b with defect
      _op.applyscaleadd(-1,x,b);
 
      // compute norm, \todo parallelization
      real_type def0 = _sp.norm(b);
 
      // printing
      if (_verbose>0)
      {
        std::cout << "=== LoopSolver" << std::endl;
        if (_verbose>1)
        {
          this->printHeader(std::cout);
          this->printOutput(std::cout,0,def0);
        }
      }
 
      // allocate correction vector
      X v(x);
 
      // iteration loop
      int i=1; real_type def=def0;
      for ( ; i<=_maxit; i++ )
      {
        v = 0;                      // clear correction
        _prec.apply(v,b);           // apply preconditioner
        x += v;                     // update solution
        _op.applyscaleadd(-1,v,b);  // update defect
        real_type defnew=_sp.norm(b);  // comp defect norm
        if (_verbose>1)             // print
          this->printOutput(std::cout,i,defnew,def);
        //std::cout << i << " " << defnew << " " << defnew/def << std::endl;
        def = defnew;               // update norm
        if (def<def0*_reduction || def<1E-30)    // convergence check
        {
          res.converged  = true;
          break;
        }
      }
 
      //correct i which is wrong if convergence was not achieved.
      i=std::min(_maxit,i);
 
      // print
      if (_verbose==1)
        this->printOutput(std::cout,i,def);
 
      // postprocess preconditioner
      _prec.post(x);
 
      // fill statistics
      res.iterations = i;
      res.reduction = def/def0;
      res.conv_rate  = pow(res.reduction,1.0/i);
      res.elapsed = watch.elapsed();
 
      // final print
      if (_verbose>0)
      {
        std::cout << "=== rate=" << res.conv_rate
                  << ", T=" << res.elapsed
                  << ", TIT=" << res.elapsed/i
                  << ", IT=" << i << std::endl;
      }
    }
 
    virtual void apply (X& x, X& b, double reduction, InverseOperatorResult& res)
    {
      real_type saved_reduction = _reduction;
      _reduction = reduction;
      (*this).apply(x,b,res);
      _reduction = saved_reduction;
    }
 
  private:
    SeqScalarProduct<X> ssp;
    LinearOperator<X,X>& _op;
    Preconditioner<X,X>& _prec;
    ScalarProduct<X>& _sp;
    real_type _reduction;
    int _maxit;
    int _verbose;
  };
 
 
  // all these solvers are taken from the SUMO library
  template<class X>
  class GradientSolver : public InverseOperator<X,X> {
  public:
    typedef X domain_type;
    typedef X range_type;
    typedef typename X::field_type field_type;
    typedef typename FieldTraits<field_type>::real_type real_type;
 
 
    template<class L, class P>
    GradientSolver (L& op, P& prec,
                    real_type reduction, int maxit, int verbose) :
      ssp(), _op(op), _prec(prec), _sp(ssp), _reduction(reduction), _maxit(maxit), _verbose(verbose)
    {
      static_assert(static_cast<int>(L::category) == static_cast<int>(P::category),
                    "L and P have to have the same category!");
      static_assert(static_cast<int>(L::category) == static_cast<int>(SolverCategory::sequential),
                    "L has to be sequential!");
    }
    template<class L, class S, class P>
    GradientSolver (L& op, S& sp, P& prec,
                    real_type reduction, int maxit, int verbose) :
      _op(op), _prec(prec), _sp(sp), _reduction(reduction), _maxit(maxit), _verbose(verbose)
    {
      static_assert(static_cast<int>(L::category) == static_cast<int>(P::category),
                    "L and P have to have the same category!");
      static_assert(static_cast<int>(L::category) == static_cast<int>(S::category),
                    "L and S have to have the same category!");
    }
 
    virtual void apply (X& x, X& b, InverseOperatorResult& res)
    {
      res.clear();                  // clear solver statistics
      Timer watch;                // start a timer
      _prec.pre(x,b);             // prepare preconditioner
      _op.applyscaleadd(-1,x,b);  // overwrite b with defect
 
      X p(x);                     // create local vectors
      X q(b);
 
      real_type def0 = _sp.norm(b); // compute norm
 
      if (_verbose>0)             // printing
      {
        std::cout << "=== GradientSolver" << std::endl;
        if (_verbose>1)
        {
          this->printHeader(std::cout);
          this->printOutput(std::cout,0,def0);
        }
      }
 
      int i=1; real_type def=def0;   // loop variables
      field_type lambda;
      for ( ; i<=_maxit; i++ )
      {
        p = 0;                      // clear correction
        _prec.apply(p,b);           // apply preconditioner
        _op.apply(p,q);             // q=Ap
        lambda = _sp.dot(p,b)/_sp.dot(q,p); // minimization
        x.axpy(lambda,p);           // update solution
        b.axpy(-lambda,q);          // update defect
 
        real_type defnew=_sp.norm(b); // comp defect norm
        if (_verbose>1)             // print
          this->printOutput(std::cout,i,defnew,def);
 
        def = defnew;               // update norm
        if (def<def0*_reduction || def<1E-30)    // convergence check
        {
          res.converged  = true;
          break;
        }
      }
 
      //correct i which is wrong if convergence was not achieved.
      i=std::min(_maxit,i);
 
      if (_verbose==1)                // printing for non verbose
        this->printOutput(std::cout,i,def);
 
      _prec.post(x);                  // postprocess preconditioner
      res.iterations = i;               // fill statistics
      res.reduction = static_cast<double>(def/def0);
      res.conv_rate  = static_cast<double>(pow(res.reduction,1.0/i));
      res.elapsed = watch.elapsed();
      if (_verbose>0)                 // final print
        std::cout << "=== rate=" << res.conv_rate
                  << ", T=" << res.elapsed
                  << ", TIT=" << res.elapsed/i
                  << ", IT=" << i << std::endl;
    }
 
    virtual void apply (X& x, X& b, double reduction, InverseOperatorResult& res)
    {
      real_type saved_reduction = _reduction;
      _reduction = reduction;
      (*this).apply(x,b,res);
      _reduction = saved_reduction;
    }
 
  private:
    SeqScalarProduct<X> ssp;
    LinearOperator<X,X>& _op;
    Preconditioner<X,X>& _prec;
    ScalarProduct<X>& _sp;
    real_type _reduction;
    int _maxit;
    int _verbose;
  };
 
 
 
  template<class X>
  class CGSolver : public InverseOperator<X,X> {
  public:
    typedef X domain_type;
    typedef X range_type;
    typedef typename X::field_type field_type;
    typedef typename FieldTraits<field_type>::real_type real_type;
 
    template<class L, class P>
    CGSolver (L& op, P& prec, real_type reduction, int maxit, int verbose) :
      ssp(), _op(op), _prec(prec), _sp(ssp), _reduction(reduction), _maxit(maxit), _verbose(verbose)
    {
      static_assert(static_cast<int>(L::category) == static_cast<int>(P::category),
                    "L and P must have the same category!");
      static_assert(static_cast<int>(L::category) == static_cast<int>(SolverCategory::sequential),
                    "L must be sequential!");
    }
    template<class L, class S, class P>
    CGSolver (L& op, S& sp, P& prec, real_type reduction, int maxit, int verbose) :
      _op(op), _prec(prec), _sp(sp), _reduction(reduction), _maxit(maxit), _verbose(verbose)
    {
      static_assert(static_cast<int>(L::category) == static_cast<int>(P::category),
                    "L and P must have the same category!");
      static_assert(static_cast<int>(L::category) == static_cast<int>(S::category),
                    "L and S must have the same category!");
    }
 
    virtual void apply (X& x, X& b, InverseOperatorResult& res)
    {
      res.clear();                  // clear solver statistics
      Timer watch;                // start a timer
      _prec.pre(x,b);             // prepare preconditioner
      _op.applyscaleadd(-1,x,b);  // overwrite b with defect
 
      X p(x);              // the search direction
      X q(x);              // a temporary vector
 
      real_type def0 = _sp.norm(b); // compute norm
      if (def0<1E-30)    // convergence check
      {
        res.converged  = true;
        res.iterations = 0;               // fill statistics
        res.reduction = 0;
        res.conv_rate  = 0;
        res.elapsed=0;
        if (_verbose>0)                 // final print
          std::cout << "=== rate=" << res.conv_rate
                    << ", T=" << res.elapsed << ", TIT=" << res.elapsed
                    << ", IT=0" << std::endl;
        return;
      }
 
      if (_verbose>0)             // printing
      {
        std::cout << "=== CGSolver" << std::endl;
        if (_verbose>1) {
          this->printHeader(std::cout);
          this->printOutput(std::cout,real_type(0),def0);
        }
      }
 
      // some local variables
      real_type def=def0;   // loop variables
      field_type rho,rholast,lambda,alpha,beta;
 
      // determine initial search direction
      p = 0;                          // clear correction
      _prec.apply(p,b);               // apply preconditioner
      rholast = _sp.dot(p,b);         // orthogonalization
 
      // the loop
      int i=1;
      for ( ; i<=_maxit; i++ )
      {
        // minimize in given search direction p
        _op.apply(p,q);             // q=Ap
        alpha = _sp.dot(p,q);       // scalar product
        lambda = rholast/alpha;     // minimization
        x.axpy(lambda,p);           // update solution
        b.axpy(-lambda,q);          // update defect
 
        // convergence test
        real_type defnew=_sp.norm(b); // comp defect norm
 
        if (_verbose>1)             // print
          this->printOutput(std::cout,real_type(i),defnew,def);
 
        def = defnew;               // update norm
        if (def<def0*_reduction || def<1E-30)    // convergence check
        {
          res.converged  = true;
          break;
        }
 
        // determine new search direction
        q = 0;                      // clear correction
        _prec.apply(q,b);           // apply preconditioner
        rho = _sp.dot(q,b);         // orthogonalization
        beta = rho/rholast;         // scaling factor
        p *= beta;                  // scale old search direction
        p += q;                     // orthogonalization with correction
        rholast = rho;              // remember rho for recurrence
      }
 
      //correct i which is wrong if convergence was not achieved.
      i=std::min(_maxit,i);
 
      if (_verbose==1)                // printing for non verbose
        this->printOutput(std::cout,real_type(i),def);
 
      _prec.post(x);                  // postprocess preconditioner
      res.iterations = i;               // fill statistics
      res.reduction = static_cast<double>(def/def0);
      res.conv_rate  = static_cast<double>(pow(res.reduction,1.0/i));
      res.elapsed = watch.elapsed();
 
      if (_verbose>0)                 // final print
      {
        std::cout << "=== rate=" << res.conv_rate
                  << ", T=" << res.elapsed
                  << ", TIT=" << res.elapsed/i
                  << ", IT=" << i << std::endl;
      }
    }
 
    virtual void apply (X& x, X& b, double reduction,
                        InverseOperatorResult& res)
    {
      real_type saved_reduction = _reduction;
      _reduction = reduction;
      (*this).apply(x,b,res);
      _reduction = saved_reduction;
    }
 
  private:
    SeqScalarProduct<X> ssp;
    LinearOperator<X,X>& _op;
    Preconditioner<X,X>& _prec;
    ScalarProduct<X>& _sp;
    real_type _reduction;
    int _maxit;
    int _verbose;
  };
 
 
  // Ronald Kriemanns BiCG-STAB implementation from Sumo
  template<class X>
  class BiCGSTABSolver : public InverseOperator<X,X> {
  public:
    typedef X domain_type;
    typedef X range_type;
    typedef typename X::field_type field_type;
    typedef typename FieldTraits<field_type>::real_type real_type;
 
    template<class L, class P>
    BiCGSTABSolver (L& op, P& prec,
                    real_type reduction, int maxit, int verbose) :
      ssp(), _op(op), _prec(prec), _sp(ssp), _reduction(reduction), _maxit(maxit), _verbose(verbose)
    {
      static_assert(static_cast<int>(L::category) == static_cast<int>(P::category),
                    "L and P must be of the same category!");
      static_assert(static_cast<int>(L::category) == static_cast<int>(SolverCategory::sequential),
                    "L must be sequential!");
    }
    template<class L, class S, class P>
    BiCGSTABSolver (L& op, S& sp, P& prec,
                    real_type reduction, int maxit, int verbose) :
      _op(op), _prec(prec), _sp(sp), _reduction(reduction), _maxit(maxit), _verbose(verbose)
    {
      static_assert(static_cast<int>(L::category) == static_cast<int>(P::category),
                    "L and P must have the same category!");
      static_assert(static_cast<int>(L::category) == static_cast<int>(S::category),
                    "L and S must have the same category!");
    }
 
    virtual void apply (X& x, X& b, InverseOperatorResult& res)
    {
      using std::abs;
      const real_type EPSILON=1e-80;
      double it;
      field_type rho, rho_new, alpha, beta, h, omega;
      real_type norm, norm_old, norm_0;
 
      //
      // get vectors and matrix
      //
      X& r=b;
      X p(x);
      X v(x);
      X t(x);
      X y(x);
      X rt(x);
 
      //
      // begin iteration
      //
 
      // r = r - Ax; rt = r
      res.clear();                // clear solver statistics
      Timer watch;                // start a timer
      _prec.pre(x,r);             // prepare preconditioner
      _op.applyscaleadd(-1,x,r);  // overwrite b with defect
 
      rt=r;
 
      norm = norm_old = norm_0 = _sp.norm(r);
 
      p=0;
      v=0;
 
      rho   = 1;
      alpha = 1;
      omega = 1;
 
      if (_verbose>0)             // printing
      {
        std::cout << "=== BiCGSTABSolver" << std::endl;
        if (_verbose>1)
        {
          this->printHeader(std::cout);
          this->printOutput(std::cout,0,norm_0);
          //std::cout << " Iter       Defect         Rate" << std::endl;
          //std::cout << "    0" << std::setw(14) << norm_0 << std::endl;
        }
      }
 
      if ( norm < (_reduction * norm_0)  || norm<1E-30)
      {
        res.converged = 1;
        _prec.post(x);                  // postprocess preconditioner
        res.iterations = 0;             // fill statistics
        res.reduction = 0;
        res.conv_rate  = 0;
        res.elapsed = watch.elapsed();
        return;
      }
 
      //
      // iteration
      //
 
      for (it = 0.5; it < _maxit; it+=.5)
      {
        //
        // preprocess, set vecsizes etc.
        //
 
        // rho_new = < rt , r >
        rho_new = _sp.dot(rt,r);
 
        // look if breakdown occured
        if (abs(rho) <= EPSILON)
          DUNE_THROW(ISTLError,"breakdown in BiCGSTAB - rho "
                     << rho << " <= EPSILON " << EPSILON
                     << " after " << it << " iterations");
        if (abs(omega) <= EPSILON)
          DUNE_THROW(ISTLError,"breakdown in BiCGSTAB - omega "
                     << omega << " <= EPSILON " << EPSILON
                     << " after " << it << " iterations");
 
 
        if (it<1)
          p = r;
        else
        {
          beta = ( rho_new / rho ) * ( alpha / omega );
          p.axpy(-omega,v); // p = r + beta (p - omega*v)
          p *= beta;
          p += r;
        }
 
        // y = W^-1 * p
        y = 0;
        _prec.apply(y,p);           // apply preconditioner
 
        // v = A * y
        _op.apply(y,v);
 
        // alpha = rho_new / < rt, v >
        h = _sp.dot(rt,v);
 
        if (abs(h) < EPSILON)
          DUNE_THROW(ISTLError,"abs(h) < EPSILON in BiCGSTAB - abs(h) "
                     << abs(h) << " < EPSILON " << EPSILON
                     << " after " << it << " iterations");
 
        alpha = rho_new / h;
 
        // apply first correction to x
        // x <- x + alpha y
        x.axpy(alpha,y);
 
        // r = r - alpha*v
        r.axpy(-alpha,v);
 
        //
        // test stop criteria
        //
 
        norm = _sp.norm(r);
 
        if (_verbose>1) // print
        {
          this->printOutput(std::cout,it,norm,norm_old);
        }
 
        if ( norm < (_reduction * norm_0) )
        {
          res.converged = 1;
          break;
        }
        it+=.5;
 
        norm_old = norm;
 
        // y = W^-1 * r
        y = 0;
        _prec.apply(y,r);
 
        // t = A * y
        _op.apply(y,t);
 
        // omega = < t, r > / < t, t >
        omega = _sp.dot(t,r)/_sp.dot(t,t);
 
        // apply second correction to x
        // x <- x + omega y
        x.axpy(omega,y);
 
        // r = s - omega*t (remember : r = s)
        r.axpy(-omega,t);
 
        rho = rho_new;
 
        //
        // test stop criteria
        //
 
        norm = _sp.norm(r);
 
        if (_verbose > 1)             // print
        {
          this->printOutput(std::cout,it,norm,norm_old);
        }
 
        if ( norm < (_reduction * norm_0)  || norm<1E-30)
        {
          res.converged = 1;
          break;
        }
 
        norm_old = norm;
      } // end for
 
      //correct i which is wrong if convergence was not achieved.
      it=std::min(static_cast<double>(_maxit),it);
 
      if (_verbose==1)                // printing for non verbose
        this->printOutput(std::cout,it,norm);
 
      _prec.post(x);                  // postprocess preconditioner
      res.iterations = static_cast<int>(std::ceil(it));              // fill statistics
      res.reduction = static_cast<double>(norm/norm_0);
      res.conv_rate  = static_cast<double>(pow(res.reduction,1.0/it));
      res.elapsed = watch.elapsed();
      if (_verbose>0)                 // final print
        std::cout << "=== rate=" << res.conv_rate
                  << ", T=" << res.elapsed
                  << ", TIT=" << res.elapsed/it
                  << ", IT=" << it << std::endl;
    }
 
    virtual void apply (X& x, X& b, double reduction, InverseOperatorResult& res)
    {
      real_type saved_reduction = _reduction;
      _reduction = reduction;
      (*this).apply(x,b,res);
      _reduction = saved_reduction;
    }
 
  private:
    SeqScalarProduct<X> ssp;
    LinearOperator<X,X>& _op;
    Preconditioner<X,X>& _prec;
    ScalarProduct<X>& _sp;
    real_type _reduction;
    int _maxit;
    int _verbose;
  };
 
  template<class X>
  class MINRESSolver : public InverseOperator<X,X> {
  public:
    typedef X domain_type;
    typedef X range_type;
    typedef typename X::field_type field_type;
    typedef typename FieldTraits<field_type>::real_type real_type;
 
    template<class L, class P>
    MINRESSolver (L& op, P& prec, real_type reduction, int maxit, int verbose) :
      ssp(), _op(op), _prec(prec), _sp(ssp), _reduction(reduction), _maxit(maxit), _verbose(verbose)
    {
      static_assert(static_cast<int>(L::category) == static_cast<int>(P::category),
                    "L and P must have the same category!");
      static_assert(static_cast<int>(L::category) == static_cast<int>(SolverCategory::sequential),
                    "L must be sequential!");
    }
    template<class L, class S, class P>
    MINRESSolver (L& op, S& sp, P& prec, real_type reduction, int maxit, int verbose) :
      _op(op), _prec(prec), _sp(sp), _reduction(reduction), _maxit(maxit), _verbose(verbose)
    {
      static_assert(static_cast<int>(L::category) == static_cast<int>(P::category),
                    "L and P must have the same category!");
      static_assert(static_cast<int>(L::category) == static_cast<int>(S::category),
                    "L and S must have the same category!");
    }
 
    virtual void apply (X& x, X& b, InverseOperatorResult& res)
    {
      using std::sqrt;
      using std::abs;
      // clear solver statistics
      res.clear();
      // start a timer
      Dune::Timer watch;
      watch.reset();
      // prepare preconditioner
      _prec.pre(x,b);
      // overwrite rhs with defect
      _op.applyscaleadd(-1,x,b);
 
      // compute residual norm
      real_type def0 = _sp.norm(b);
 
      // printing
      if(_verbose > 0) {
        std::cout << "=== MINRESSolver" << std::endl;
        if(_verbose > 1) {
          this->printHeader(std::cout);
          this->printOutput(std::cout,0,def0);
        }
      }
 
      // check for convergence
      if(def0 < 1e-30 ) {
        res.converged = true;
        res.iterations = 0;
        res.reduction = 0;
        res.conv_rate = 0;
        res.elapsed = 0.0;
        // final print
        if(_verbose > 0)
          std::cout << "=== rate=" << res.conv_rate
                    << ", T=" << res.elapsed
                    << ", TIT=" << res.elapsed
                    << ", IT=" << res.iterations
                    << std::endl;
        return;
      }
 
      // the defect norm
      real_type def = def0;
      // recurrence coefficients as computed in Lanczos algorithm
      field_type alpha, beta;
      // diagonal entries of givens rotation
      Dune::array<real_type,2> c{{0.0,0.0}};
      // off-diagonal entries of givens rotation
      Dune::array<field_type,2> s{{0.0,0.0}};
 
      // recurrence coefficients (column k of tridiag matrix T_k)
      Dune::array<field_type,3> T{{0.0,0.0,0.0}};
 
      // the rhs vector of the min problem
      Dune::array<field_type,2> xi{{1.0,0.0}};
 
      // some temporary vectors
      X z(b), dummy(b);
 
      // initialize and clear correction
      z = 0.0;
      _prec.apply(z,b);
 
      // beta is real and positive in exact arithmetic
      // since it is the norm of the basis vectors (in unpreconditioned case)
      beta = sqrt(_sp.dot(b,z));
      field_type beta0 = beta;
 
      // the search directions
      Dune::array<X,3> p{{b,b,b}};
      p[0] = 0.0;
      p[1] = 0.0;
      p[2] = 0.0;
 
      // orthonormal basis vectors (in unpreconditioned case)
      Dune::array<X,3> q{{b,b,b}};
      q[0] = 0.0;
      q[1] *= 1.0/beta;
      q[2] = 0.0;
 
      z *= 1.0/beta;
 
      // the loop
      int i = 1;
      for( ; i<=_maxit; i++) {
 
        dummy = z;
        int i1 = i%3,
          i0 = (i1+2)%3,
          i2 = (i1+1)%3;
 
        // symmetrically preconditioned Lanczos algorithm (see Greenbaum p.121)
        _op.apply(z,q[i2]); // q[i2] = Az
        q[i2].axpy(-beta,q[i0]);
        // alpha is real since it is the diagonal entry of the hermitian tridiagonal matrix
        // from the Lanczos Algorithm
        // so the order in the scalar product doesn't matter even for the complex case
        alpha = _sp.dot(z,q[i2]);
        q[i2].axpy(-alpha,q[i1]);
 
        z = 0.0;
        _prec.apply(z,q[i2]);
 
        // beta is real and positive in exact arithmetic
        // since it is the norm of the basis vectors (in unpreconditioned case)
        beta = sqrt(_sp.dot(q[i2],z));
 
        q[i2] *= 1.0/beta;
        z *= 1.0/beta;
 
        // QR Factorization of recurrence coefficient matrix
        // apply previous givens rotations to last column of T
        T[1] = T[2];
        if(i>2) {
          T[0] = s[i%2]*T[1];
          T[1] = c[i%2]*T[1];
        }
        if(i>1) {
          T[2] = c[(i+1)%2]*alpha - s[(i+1)%2]*T[1];
          T[1] = c[(i+1)%2]*T[1] + s[(i+1)%2]*alpha;
        }
        else
          T[2] = alpha;
 
        // update QR factorization
        generateGivensRotation(T[2],beta,c[i%2],s[i%2]);
        // to last column of T_k
        T[2] = c[i%2]*T[2] + s[i%2]*beta;
        // and to the rhs xi of the min problem
        xi[i%2] = -s[i%2]*xi[(i+1)%2];
        xi[(i+1)%2] *= c[i%2];
 
        // compute correction direction
        p[i2] = dummy;
        p[i2].axpy(-T[1],p[i1]);
        p[i2].axpy(-T[0],p[i0]);
        p[i2] *= 1.0/T[2];
 
        // apply correction/update solution
        x.axpy(beta0*xi[(i+1)%2],p[i2]);
 
        // remember beta_old
        T[2] = beta;
 
        // check for convergence
        // the last entry in the rhs of the min-problem is the residual
        real_type defnew = abs(beta0*xi[i%2]);
 
          if(_verbose > 1)
            this->printOutput(std::cout,i,defnew,def);
 
          def = defnew;
          if(def < def0*_reduction || def < 1e-30 || i == _maxit ) {
            res.converged = true;
            break;
          }
        } // end for
 
        if(_verbose == 1)
          this->printOutput(std::cout,i,def);
 
        // postprocess preconditioner
        _prec.post(x);
        // fill statistics
        res.iterations = i;
        res.reduction = static_cast<double>(def/def0);
        res.conv_rate = static_cast<double>(pow(res.reduction,1.0/i));
        res.elapsed = watch.elapsed();
 
        // final print
        if(_verbose > 0) {
          std::cout << "=== rate=" << res.conv_rate
                    << ", T=" << res.elapsed
                    << ", TIT=" << res.elapsed/i
                    << ", IT=" << i << std::endl;
        }
    }
 
    virtual void apply (X& x, X& b, double reduction, InverseOperatorResult& res)
    {
      real_type saved_reduction = _reduction;
      _reduction = reduction;
      (*this).apply(x,b,res);
      _reduction = saved_reduction;
    }
 
  private:
 
    void generateGivensRotation(field_type &dx, field_type &dy, real_type &cs, field_type &sn)
    {
      using std::sqrt;
      using std::abs;
      real_type norm_dx = abs(dx);
      real_type norm_dy = abs(dy);
      if(norm_dy < 1e-15) {
        cs = 1.0;
        sn = 0.0;
      } else if(norm_dx < 1e-15) {
        cs = 0.0;
        sn = 1.0;
      } else if(norm_dy > norm_dx) {
        real_type temp = norm_dx/norm_dy;
        cs = 1.0/sqrt(1.0 + temp*temp);
        sn = cs;
        cs *= temp;
        sn *= dx/norm_dx;
        // dy is real in exact arithmetic
        // so we don't need to conjugate here
        sn *= dy/norm_dy;
      } else {
        real_type temp = norm_dy/norm_dx;
        cs = 1.0/sqrt(1.0 + temp*temp);
        sn = cs;
        sn *= dy/dx;
        // dy and dx is real in exact arithmetic
        // so we don't have to conjugate both of them
      }
    }
 
    SeqScalarProduct<X> ssp;
    LinearOperator<X,X>& _op;
    Preconditioner<X,X>& _prec;
    ScalarProduct<X>& _sp;
    real_type _reduction;
    int _maxit;
    int _verbose;
  };
 
  template<class X, class Y=X, class F = Y>
  class RestartedGMResSolver : public InverseOperator<X,Y>
  {
  public:
    typedef X domain_type;
    typedef Y range_type;
    typedef typename X::field_type field_type;
    typedef typename FieldTraits<field_type>::real_type real_type;
    typedef F basis_type;
 
    template<class L, class P>
    DUNE_DEPRECATED_MSG("recalc_defect is a unused parameter! Use RestartedGMResSolver(L& op, P& prec, real_type reduction, int restart, int maxit, int verbose) instead")
    RestartedGMResSolver (L& op, P& prec, real_type reduction, int restart, int maxit, int verbose, bool recalc_defect)
      : _A(op)
      , _W(prec)
      , ssp()
      , _sp(ssp)
      , _restart(restart)
      , _reduction(reduction)
      , _maxit(maxit)
      , _verbose(verbose)
    {
      static_assert(static_cast<int>(P::category) == static_cast<int>(L::category),
                    "P and L must be the same category!");
      static_assert(static_cast<int>(L::category) == static_cast<int>(SolverCategory::sequential),
                    "L must be sequential!");
    }
 
 
    template<class L, class P>
    RestartedGMResSolver (L& op, P& prec, real_type reduction, int restart, int maxit, int verbose) :
      _A(op), _W(prec),
      ssp(), _sp(ssp), _restart(restart),
      _reduction(reduction), _maxit(maxit), _verbose(verbose)
    {
      static_assert(static_cast<int>(P::category) == static_cast<int>(L::category),
                    "P and L must be the same category!");
      static_assert(static_cast<int>(L::category) == static_cast<int>(SolverCategory::sequential),
                    "L must be sequential!");
    }
 
    template<class L, class S, class P>
    DUNE_DEPRECATED_MSG("recalc_defect is a unused parameter! Use RestartedGMResSolver(L& op, S& sp, P& prec, real_type reduction, int restart, int maxit, int verbose) instead")
    RestartedGMResSolver(L& op, S& sp, P& prec, real_type reduction, int restart, int maxit, int verbose, bool recalc_defect)
      : _A(op)
      , _W(prec)
      , _sp(sp)
      , _restart(restart)
      , _reduction(reduction)
      , _maxit(maxit)
      , _verbose(verbose)
    {
      static_assert(static_cast<int>(P::category) == static_cast<int>(L::category),
                    " P and L must have the same category!");
      static_assert(static_cast<int>(P::category) == static_cast<int>(S::category),
                    "P and S must have the same category!");
    }
 
    template<class L, class S, class P>
    RestartedGMResSolver (L& op, S& sp, P& prec, real_type reduction, int restart, int maxit, int verbose) :
      _A(op), _W(prec),
      _sp(sp), _restart(restart),
      _reduction(reduction), _maxit(maxit), _verbose(verbose)
    {
      static_assert(static_cast<int>(P::category) == static_cast<int>(L::category),
                    "P and L must have the same category!");
      static_assert(static_cast<int>(P::category) == static_cast<int>(S::category),
                    "P and S must have the same category!");
    }
 
    virtual void apply (X& x, Y& b, InverseOperatorResult& res)
    {
      apply(x,b,_reduction,res);
    }
 
    virtual void apply (X& x, Y& b, double reduction, InverseOperatorResult& res)
    {
      using std::abs;
      const real_type EPSILON = 1e-80;
      const int m = _restart;
      real_type norm, norm_old = 0.0, norm_0;
      int j = 1;
      std::vector<field_type> s(m+1), sn(m);
      std::vector<real_type> cs(m);
      // need copy of rhs if GMRes has to be restarted
      Y b2(b);
      // helper vector
      Y w(b);
      std::vector< std::vector<field_type> > H(m+1,s);
      std::vector<F> v(m+1,b);
 
      // start timer
      Dune::Timer watch;
      watch.reset();
 
      // clear solver statistics and set res.converged to false
      res.clear();
      _W.pre(x,b);
 
      // calculate defect and overwrite rhs with it
      _A.applyscaleadd(-1.0,x,b); // b -= Ax
      // calculate preconditioned defect
      v[0] = 0.0; _W.apply(v[0],b); // r = W^-1 b
      norm_0 = _sp.norm(v[0]);
      norm = norm_0;
      norm_old = norm;
 
      // print header
      if(_verbose > 0)
        {
          std::cout << "=== RestartedGMResSolver" << std::endl;
          if(_verbose > 1) {
            this->printHeader(std::cout);
            this->printOutput(std::cout,0,norm_0);
          }
        }
 
      if(norm_0 < EPSILON) {
        _W.post(x);
        res.converged = true;
        if(_verbose > 0) // final print
          print_result(res);
      }
 
      while(j <= _maxit && res.converged != true) {
 
        int i = 0;
        v[0] *= 1.0/norm;
        s[0] = norm;
        for(i=1; i<m+1; i++)
          s[i] = 0.0;
 
        for(i=0; i < m && j <= _maxit && res.converged != true; i++, j++) {
          w = 0.0;
          // use v[i+1] as temporary vector
          v[i+1] = 0.0;
          // do Arnoldi algorithm
          _A.apply(v[i],v[i+1]);
          _W.apply(w,v[i+1]);
          for(int k=0; k<i+1; k++) {
            // notice that _sp.dot(v[k],w) = v[k]\adjoint w
            // so one has to pay attention to the order
            // in the scalar product for the complex case
            // doing the modified Gram-Schmidt algorithm
            H[k][i] = _sp.dot(v[k],w);
            // w -= H[k][i] * v[k]
            w.axpy(-H[k][i],v[k]);
          }
          H[i+1][i] = _sp.norm(w);
          if(abs(H[i+1][i]) < EPSILON)
            DUNE_THROW(ISTLError,
                       "breakdown in GMRes - |w| == 0.0 after " << j << " iterations");
 
          // normalize new vector
          v[i+1] = w; v[i+1] *= 1.0/H[i+1][i];
 
          // update QR factorization
          for(int k=0; k<i; k++)
            applyPlaneRotation(H[k][i],H[k+1][i],cs[k],sn[k]);
 
          // compute new givens rotation
          generatePlaneRotation(H[i][i],H[i+1][i],cs[i],sn[i]);
          // finish updating QR factorization
          applyPlaneRotation(H[i][i],H[i+1][i],cs[i],sn[i]);
          applyPlaneRotation(s[i],s[i+1],cs[i],sn[i]);
 
          // norm of the defect is the last component the vector s
          norm = abs(s[i+1]);
 
          // print current iteration statistics
          if(_verbose > 1) {
            this->printOutput(std::cout,j,norm,norm_old);
          }
 
          norm_old = norm;
 
          // check convergence
          if(norm < reduction * norm_0)
            res.converged = true;
 
        } // end for
 
        // calculate update vector
        w = 0.0;
        update(w,i,H,s,v);
        // and current iterate
        x += w;
 
        // restart GMRes if convergence was not achieved,
        // i.e. linear defect has not reached desired reduction
        // and if j < _maxit
        if( res.converged != true && j <= _maxit ) {
 
          if(_verbose > 0)
            std::cout << "=== GMRes::restart" << std::endl;
          // get saved rhs
          b = b2;
          // calculate new defect
          _A.applyscaleadd(-1.0,x,b); // b -= Ax;
          // calculate preconditioned defect
          v[0] = 0.0;
          _W.apply(v[0],b);
          norm = _sp.norm(v[0]);
          norm_old = norm;
        }
 
      } //end while
 
      // postprocess preconditioner
      _W.post(x);
 
      // save solver statistics
      res.iterations = j-1; // it has to be j-1!!!
      res.reduction = static_cast<double>(norm/norm_0);
      res.conv_rate = static_cast<double>(pow(res.reduction,1.0/(j-1)));
      res.elapsed = watch.elapsed();
 
      if(_verbose>0)
        print_result(res);
 
    }
 
  private :
 
    void print_result(const InverseOperatorResult& res) const {
      int k = res.iterations>0 ? res.iterations : 1;
      std::cout << "=== rate=" << res.conv_rate
                << ", T=" << res.elapsed
                << ", TIT=" << res.elapsed/k
                << ", IT=" << res.iterations
                << std::endl;
    }
 
    void update(X& w, int i,
                const std::vector<std::vector<field_type> >& H,
                const std::vector<field_type>& s,
                const std::vector<X>& v) {
      // solution vector of the upper triangular system
      std::vector<field_type> y(s);
 
      // backsolve
      for(int a=i-1; a>=0; a--) {
        field_type rhs(s[a]);
        for(int b=a+1; b<i; b++)
          rhs -= H[a][b]*y[b];
        y[a] = rhs/H[a][a];
 
        // compute update on the fly
        // w += y[a]*v[a]
        w.axpy(y[a],v[a]);
      }
    }
 
    template<typename T>
    typename enable_if<is_same<field_type,real_type>::value,T>::type conjugate(const T& t) {
      return t;
    }
 
    template<typename T>
    typename enable_if<!is_same<field_type,real_type>::value,T>::type conjugate(const T& t) {
      return conj(t);
    }
 
    void
    generatePlaneRotation(field_type &dx, field_type &dy, real_type &cs, field_type &sn)
    {
      using std::sqrt;
      using std::abs;
      real_type norm_dx = abs(dx);
      real_type norm_dy = abs(dy);
      if(norm_dy < 1e-15) {
        cs = 1.0;
        sn = 0.0;
      } else if(norm_dx < 1e-15) {
        cs = 0.0;
        sn = 1.0;
      } else if(norm_dy > norm_dx) {
        real_type temp = norm_dx/norm_dy;
        cs = 1.0/sqrt(1.0 + temp*temp);
        sn = cs;
        cs *= temp;
        sn *= dx/norm_dx;
        sn *= conjugate(dy)/norm_dy;
      } else {
        real_type temp = norm_dy/norm_dx;
        cs = 1.0/sqrt(1.0 + temp*temp);
        sn = cs;
        sn *= conjugate(dy/dx);
      }
    }
 
 
    void
    applyPlaneRotation(field_type &dx, field_type &dy, real_type &cs, field_type &sn)
    {
      field_type temp  =  cs * dx + sn * dy;
      dy = -conjugate(sn) * dx + cs * dy;
      dx = temp;
    }
 
    LinearOperator<X,Y>& _A;
    Preconditioner<X,Y>& _W;
    SeqScalarProduct<X> ssp;
    ScalarProduct<X>& _sp;
    int _restart;
    real_type _reduction;
    int _maxit;
    int _verbose;
  };
 
 
  template<class X>
  class GeneralizedPCGSolver : public InverseOperator<X,X>
  {
  public:
    typedef X domain_type;
    typedef X range_type;
    typedef typename X::field_type field_type;
    typedef typename FieldTraits<field_type>::real_type real_type;
 
    template<class L, class P>
    GeneralizedPCGSolver (L& op, P& prec, real_type reduction, int maxit, int verbose,
                          int restart=10) :
      ssp(), _op(op), _prec(prec), _sp(ssp), _reduction(reduction), _maxit(maxit),
      _verbose(verbose), _restart(std::min(maxit,restart))
    {
      static_assert(static_cast<int>(L::category) == static_cast<int>(P::category),
                    "L and P have to have the same category!");
      static_assert(static_cast<int>(L::category) ==
                    static_cast<int>(SolverCategory::sequential),
                    "L has to be sequential!");
    }
    template<class L, class P, class S>
    GeneralizedPCGSolver (L& op, S& sp, P& prec,
                          real_type reduction, int maxit, int verbose, int restart=10) :
      _op(op), _prec(prec), _sp(sp), _reduction(reduction), _maxit(maxit), _verbose(verbose),
      _restart(std::min(maxit,restart))
    {
      static_assert(static_cast<int>(L::category) == static_cast<int>(P::category),
                    "L and P must have the same category!");
      static_assert(static_cast<int>(L::category) == static_cast<int>(S::category),
                    "L and S must have the same category!");
    }
    virtual void apply (X& x, X& b, InverseOperatorResult& res)
    {
      res.clear();                      // clear solver statistics
      Timer watch;                    // start a timer
      _prec.pre(x,b);                 // prepare preconditioner
      _op.applyscaleadd(-1,x,b);      // overwrite b with defect
 
      std::vector<std::shared_ptr<X> > p(_restart);
      std::vector<typename X::field_type> pp(_restart);
      X q(x);                  // a temporary vector
      X prec_res(x);           // a temporary vector for preconditioner output
 
      p[0].reset(new X(x));
 
      real_type def0 = _sp.norm(b);    // compute norm
      if (def0<1E-30)        // convergence check
      {
        res.converged  = true;
        res.iterations = 0;                     // fill statistics
        res.reduction = 0;
        res.conv_rate  = 0;
        res.elapsed=0;
        if (_verbose>0)                       // final print
          std::cout << "=== rate=" << res.conv_rate
                    << ", T=" << res.elapsed << ", TIT=" << res.elapsed
                    << ", IT=0" << std::endl;
        return;
      }
 
      if (_verbose>0)                 // printing
      {
        std::cout << "=== GeneralizedPCGSolver" << std::endl;
        if (_verbose>1) {
          this->printHeader(std::cout);
          this->printOutput(std::cout,0,def0);
        }
      }
      // some local variables
      real_type def=def0;       // loop variables
      field_type rho, lambda;
 
      int i=0;
      int ii=0;
      // determine initial search direction
      *(p[0]) = 0;                              // clear correction
      _prec.apply(*(p[0]),b);                   // apply preconditioner
      rho = _sp.dot(*(p[0]),b);             // orthogonalization
      _op.apply(*(p[0]),q);                 // q=Ap
      pp[0] = _sp.dot(*(p[0]),q);           // scalar product
      lambda = rho/pp[0];         // minimization
      x.axpy(lambda,*(p[0]));               // update solution
      b.axpy(-lambda,q);              // update defect
 
      // convergence test
      real_type defnew=_sp.norm(b);    // comp defect norm
      if (_verbose>1)                 // print
        this->printOutput(std::cout,++i,defnew,def);
      def = defnew;                   // update norm
      if (def<def0*_reduction || def<1E-30)        // convergence check
      {
        res.converged  = true;
        if (_verbose>0)                       // final print
        {
          std::cout << "=== rate=" << res.conv_rate
                    << ", T=" << res.elapsed
                    << ", TIT=" << res.elapsed
                    << ", IT=" << 1 << std::endl;
        }
        return;
      }
 
      while(i<_maxit) {
        // the loop
        int end=std::min(_restart, _maxit-i+1);
        for (ii=1; ii<end; ++ii )
        {
          //std::cout<<" ii="<<ii<<" i="<<i<<std::endl;
          // compute next conjugate direction
          prec_res = 0;                                  // clear correction
          _prec.apply(prec_res,b);                       // apply preconditioner
 
          p[ii].reset(new X(prec_res));
          _op.apply(prec_res, q);
 
          for(int j=0; j<ii; ++j) {
            rho =_sp.dot(q,*(p[j]))/pp[j];
            p[ii]->axpy(-rho, *(p[j]));
          }
 
          // minimize in given search direction
          _op.apply(*(p[ii]),q);                     // q=Ap
          pp[ii] = _sp.dot(*(p[ii]),q);               // scalar product
          rho = _sp.dot(*(p[ii]),b);                 // orthogonalization
          lambda = rho/pp[ii];             // minimization
          x.axpy(lambda,*(p[ii]));                   // update solution
          b.axpy(-lambda,q);                  // update defect
 
          // convergence test
          real_type defNew=_sp.norm(b);        // comp defect norm
 
          if (_verbose>1)                     // print
            this->printOutput(std::cout,++i,defNew,def);
 
          def = defNew;                       // update norm
          if (def<def0*_reduction || def<1E-30)            // convergence check
          {
            res.converged  = true;
            break;
          }
        }
        if(res.converged)
          break;
        if(end==_restart) {
          *(p[0])=*(p[_restart-1]);
          pp[0]=pp[_restart-1];
        }
      }
 
      // postprocess preconditioner
      _prec.post(x);
 
      // fill statistics
      res.iterations = i;
      res.reduction = def/def0;
      res.conv_rate  = pow(res.reduction,1.0/i);
      res.elapsed = watch.elapsed();
 
      if (_verbose>0)                     // final print
      {
        std::cout << "=== rate=" << res.conv_rate
                  << ", T=" << res.elapsed
                  << ", TIT=" << res.elapsed/i
                  << ", IT=" << i+1 << std::endl;
      }
    }
 
    virtual void apply (X& x, X& b, double reduction,
                        InverseOperatorResult& res)
    {
      real_type saved_reduction = _reduction;
      _reduction = reduction;
      (*this).apply(x,b,res);
      _reduction = saved_reduction;
    }
  private:
    SeqScalarProduct<X> ssp;
    LinearOperator<X,X>& _op;
    Preconditioner<X,X>& _prec;
    ScalarProduct<X>& _sp;
    real_type _reduction;
    int _maxit;
    int _verbose;
    int _restart;
  };
 
} // end namespace
 
#endif