Dune Core Modules (2.7.0)

solvers.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
4#ifndef DUNE_ISTL_SOLVERS_HH
5#define DUNE_ISTL_SOLVERS_HH
6
7#include <array>
8#include <cmath>
9#include <complex>
10#include <iostream>
11#include <memory>
12#include <type_traits>
13#include <vector>
14
16#include <dune/common/hybridutilities.hh>
17#include <dune/common/math.hh>
20#include <dune/common/std/type_traits.hh>
21#include <dune/common/timer.hh>
22
23#include <dune/istl/allocator.hh>
25#include <dune/istl/eigenvalue/arpackpp.hh>
26#include <dune/istl/istlexception.hh>
28#include <dune/istl/preconditioner.hh>
30#include <dune/istl/solver.hh>
31#include <dune/istl/solverfactory.hh>
32
33namespace Dune {
45 //=====================================================================
46 // Implementation of this interface
47 //=====================================================================
48
57 template<class X>
58 class LoopSolver : public IterativeSolver<X,X> {
59 public:
64
65 // copy base class constructors
67
68 // don't shadow four-argument version of apply defined in the base class
69 using IterativeSolver<X,X>::apply;
70
72 virtual void apply (X& x, X& b, InverseOperatorResult& res)
73 {
74 Iteration iteration(*this, res);
75 _prec->pre(x,b);
76
77 // overwrite b with defect
78 _op->applyscaleadd(-1,x,b);
79
80 // compute norm, \todo parallelization
81 real_type def = _sp->norm(b);
82 if(iteration.step(0, def)){
83 _prec->post(x);
84 return;
85 }
86 // prepare preconditioner
87
88 // allocate correction vector
89 X v(x);
90
91 // iteration loop
92 int i=1;
93 for ( ; i<=_maxit; i++ )
94 {
95 v = 0; // clear correction
96 _prec->apply(v,b); // apply preconditioner
97 x += v; // update solution
98 _op->applyscaleadd(-1,v,b); // update defect
99 def=_sp->norm(b); // comp defect norm
100 if(iteration.step(i, def))
101 break;
102 }
103
104 // postprocess preconditioner
105 _prec->post(x);
106 }
107
108 protected:
109 using IterativeSolver<X,X>::_op;
110 using IterativeSolver<X,X>::_prec;
111 using IterativeSolver<X,X>::_sp;
112 using IterativeSolver<X,X>::_reduction;
113 using IterativeSolver<X,X>::_maxit;
114 using IterativeSolver<X,X>::_verbose;
115 using Iteration = typename IterativeSolver<X,X>::template Iteration<unsigned int>;
116 };
117 DUNE_REGISTER_ITERATIVE_SOLVER("loopsolver", default_iterative_solver_creator<Dune::LoopSolver>());
118
119
120 // all these solvers are taken from the SUMO library
122 template<class X>
123 class GradientSolver : public IterativeSolver<X,X> {
124 public:
128 using typename IterativeSolver<X,X>::real_type;
129
130 // copy base class constructors
132
133 // don't shadow four-argument version of apply defined in the base class
134 using IterativeSolver<X,X>::apply;
135
141 virtual void apply (X& x, X& b, InverseOperatorResult& res)
142 {
143 Iteration iteration(*this, res);
144 _prec->pre(x,b); // prepare preconditioner
145
146 _op->applyscaleadd(-1,x,b); // overwrite b with defec
147
148 real_type def = _sp->norm(b); // compute norm
149 if(iteration.step(0, def)){
150 _prec->post(x);
151 return;
152 }
153
154 X p(x); // create local vectors
155 X q(b);
156
157 int i=1; // loop variables
158 field_type lambda;
159 for ( ; i<=_maxit; i++ )
160 {
161 p = 0; // clear correction
162 _prec->apply(p,b); // apply preconditioner
163 _op->apply(p,q); // q=Ap
164 lambda = _sp->dot(p,b)/_sp->dot(q,p); // minimization
165 x.axpy(lambda,p); // update solution
166 b.axpy(-lambda,q); // update defect
167
168 def =_sp->norm(b); // comp defect norm
169 if(iteration.step(i, def))
170 break;
171 }
172 // postprocess preconditioner
173 _prec->post(x);
174 }
175
176 protected:
177 using IterativeSolver<X,X>::_op;
178 using IterativeSolver<X,X>::_prec;
179 using IterativeSolver<X,X>::_sp;
180 using IterativeSolver<X,X>::_reduction;
181 using IterativeSolver<X,X>::_maxit;
182 using IterativeSolver<X,X>::_verbose;
183 using Iteration = typename IterativeSolver<X,X>::template Iteration<unsigned int>;
184 };
185 DUNE_REGISTER_ITERATIVE_SOLVER("gradientsolver", default_iterative_solver_creator<Dune::GradientSolver>());
186
188 template<class X>
189 class CGSolver : public IterativeSolver<X,X> {
190 public:
194 using typename IterativeSolver<X,X>::real_type;
195
196 // copy base class constructors
198
199 private:
201
202 protected:
203
204 using enableConditionEstimate_t = Dune::Std::bool_constant<(std::is_same<field_type,float>::value || std::is_same<field_type,double>::value)>;
205
206 public:
207
208 // don't shadow four-argument version of apply defined in the base class
209 using IterativeSolver<X,X>::apply;
210
219 scalar_real_type reduction, int maxit, int verbose, bool condition_estimate) : IterativeSolver<X,X>(op, prec, reduction, maxit, verbose),
220 condition_estimate_(condition_estimate)
221 {
222 if (condition_estimate && !(enableConditionEstimate_t{})) {
223 condition_estimate_ = false;
224 std::cerr << "WARNING: Condition estimate was disabled. It is only available for double and float field types!" << std::endl;
225 }
226 }
227
236 scalar_real_type reduction, int maxit, int verbose, bool condition_estimate) : IterativeSolver<X,X>(op, sp, prec, reduction, maxit, verbose),
237 condition_estimate_(condition_estimate)
238 {
239 if (condition_estimate && !(std::is_same<field_type,float>::value || std::is_same<field_type,double>::value)) {
240 condition_estimate_ = false;
241 std::cerr << "WARNING: Condition estimate was disabled. It is only available for double and float field types!" << std::endl;
242 }
243 }
244
252 CGSolver (std::shared_ptr<LinearOperator<X,X>> op, std::shared_ptr<ScalarProduct<X>> sp,
253 std::shared_ptr<Preconditioner<X,X>> prec,
254 scalar_real_type reduction, int maxit, int verbose, bool condition_estimate)
255 : IterativeSolver<X,X>(op, sp, prec, reduction, maxit, verbose),
256 condition_estimate_(condition_estimate)
257 {
258 if (condition_estimate && !(std::is_same<field_type,float>::value || std::is_same<field_type,double>::value)) {
259 condition_estimate_ = false;
260 std::cerr << "WARNING: Condition estimate was disabled. It is only available for double and float field types!" << std::endl;
261 }
262 }
263
275 virtual void apply (X& x, X& b, InverseOperatorResult& res)
276 {
277 Iteration iteration(*this,res);
278 _prec->pre(x,b); // prepare preconditioner
279
280 _op->applyscaleadd(-1,x,b); // overwrite b with defect
281
282 real_type def = _sp->norm(b); // compute norm
283 if(iteration.step(0, def)){
284 _prec->post(x);
285 return;
286 }
287
288 X p(x); // the search direction
289 X q(x); // a temporary vector
290
291 // Remember lambda and beta values for condition estimate
292 std::vector<real_type> lambdas(0);
293 std::vector<real_type> betas(0);
294
295 // some local variables
296 field_type rho,rholast,lambda,alpha,beta;
297
298 // determine initial search direction
299 p = 0; // clear correction
300 _prec->apply(p,b); // apply preconditioner
301 rholast = _sp->dot(p,b); // orthogonalization
302
303 // the loop
304 int i=1;
305 for ( ; i<=_maxit; i++ )
306 {
307 // minimize in given search direction p
308 _op->apply(p,q); // q=Ap
309 alpha = _sp->dot(p,q); // scalar product
310 lambda = rholast/alpha; // minimization
311 Hybrid::ifElse(enableConditionEstimate_t{}, [&](auto id) {
312 if (condition_estimate_)
313 lambdas.push_back(std::real(id(lambda)));
314 });
315 x.axpy(lambda,p); // update solution
316 b.axpy(-lambda,q); // update defect
317
318 // convergence test
319 def=_sp->norm(b); // comp defect norm
320 if(iteration.step(i, def))
321 break;
322
323 // determine new search direction
324 q = 0; // clear correction
325 _prec->apply(q,b); // apply preconditioner
326 rho = _sp->dot(q,b); // orthogonalization
327 beta = rho/rholast; // scaling factor
328 Hybrid::ifElse(enableConditionEstimate_t{}, [&](auto id) {
329 if (condition_estimate_)
330 betas.push_back(std::real(id(beta)));
331 });
332 p *= beta; // scale old search direction
333 p += q; // orthogonalization with correction
334 rholast = rho; // remember rho for recurrence
335 }
336
337 _prec->post(x); // postprocess preconditioner
338
339 if (condition_estimate_) {
340#if HAVE_ARPACKPP
341 Hybrid::ifElse(enableConditionEstimate_t{}, [&](auto id) {
342 using std::sqrt;
343
344 // Build T matrix which has extreme eigenvalues approximating
345 // those of the original system
346 // (see Y. Saad, Iterative methods for sparse linear systems)
347
349
350 for (auto row = T.createbegin(); row != T.createend(); ++row) {
351 if (row.index() > 0)
352 row.insert(row.index()-1);
353 row.insert(row.index());
354 if (row.index() < T.N() - 1)
355 row.insert(row.index()+1);
356 }
357 for (int row = 0; row < i; ++row) {
358 if (row > 0) {
359 T[row][row-1] = sqrt(betas[row-1]) / lambdas[row-1];
360 }
361
362 T[row][row] = 1.0 / id(lambdas[row]);
363 if (row > 0) {
364 T[row][row] += betas[row-1] / lambdas[row-1];
365 }
366
367 if (row < i - 1) {
368 T[row][row+1] = sqrt(betas[row]) / lambdas[row];
369 }
370 }
371
372 // Compute largest and smallest eigenvalue of T matrix and return as estimate
374
375 real_type eps = 0.0;
376 COND_VEC eigv;
377 real_type min_eigv, max_eigv;
378 arpack.computeSymMinMagnitude (eps, eigv, min_eigv);
379 arpack.computeSymMaxMagnitude (eps, eigv, max_eigv);
380
381 res.condition_estimate = id(max_eigv / min_eigv);
382
383 if (this->_verbose > 0) {
384 std::cout << "Min eigv estimate: " << Simd::io(min_eigv) << '\n';
385 std::cout << "Max eigv estimate: " << Simd::io(max_eigv) << '\n';
386 std::cout << "Condition estimate: "
387 << Simd::io(max_eigv / min_eigv) << std::endl;
388 }
389 });
390#else
391 std::cerr << "WARNING: Condition estimate was requested. This requires ARPACK, but ARPACK was not found!" << std::endl;
392#endif
393 }
394 }
395
396 private:
397 bool condition_estimate_ = false;
398
399 // Matrix and vector types used for condition estimate
402
403 protected:
404 using IterativeSolver<X,X>::_op;
405 using IterativeSolver<X,X>::_prec;
406 using IterativeSolver<X,X>::_sp;
407 using IterativeSolver<X,X>::_reduction;
408 using IterativeSolver<X,X>::_maxit;
409 using IterativeSolver<X,X>::_verbose;
410 using Iteration = typename IterativeSolver<X,X>::template Iteration<unsigned int>;
411 };
412 DUNE_REGISTER_ITERATIVE_SOLVER("cgsolver", default_iterative_solver_creator<Dune::CGSolver>());
413
414 // Ronald Kriemanns BiCG-STAB implementation from Sumo
416 template<class X>
417 class BiCGSTABSolver : public IterativeSolver<X,X> {
418 public:
422 using typename IterativeSolver<X,X>::real_type;
423
424 // copy base class constructors
426
427 // don't shadow four-argument version of apply defined in the base class
428 using IterativeSolver<X,X>::apply;
429
437 virtual void apply (X& x, X& b, InverseOperatorResult& res)
438 {
439 using std::abs;
440 const Simd::Scalar<real_type> EPSILON=1e-80;
441 using std::abs;
442 double it;
443 field_type rho, rho_new, alpha, beta, h, omega;
444 real_type norm;
445
446 //
447 // get vectors and matrix
448 //
449 X& r=b;
450 X p(x);
451 X v(x);
452 X t(x);
453 X y(x);
454 X rt(x);
455
456 //
457 // begin iteration
458 //
459
460 // r = r - Ax; rt = r
461 Iteration<double> iteration(*this,res);
462 _prec->pre(x,r); // prepare preconditioner
463
464 _op->applyscaleadd(-1,x,r); // overwrite b with defect
465
466 rt=r;
467
468 norm = _sp->norm(r);
469 if(iteration.step(0, norm)){
470 _prec->post(x);
471 return;
472 }
473 p=0;
474 v=0;
475
476 rho = 1;
477 alpha = 1;
478 omega = 1;
479
480 //
481 // iteration
482 //
483
484 for (it = 0.5; it < _maxit; it+=.5)
485 {
486 //
487 // preprocess, set vecsizes etc.
488 //
489
490 // rho_new = < rt , r >
491 rho_new = _sp->dot(rt,r);
492
493 // look if breakdown occurred
494 if (Simd::allTrue(abs(rho) <= EPSILON))
495 DUNE_THROW(SolverAbort,"breakdown in BiCGSTAB - rho "
496 << Simd::io(rho) << " <= EPSILON " << EPSILON
497 << " after " << it << " iterations");
498 if (Simd::allTrue(abs(omega) <= EPSILON))
499 DUNE_THROW(SolverAbort,"breakdown in BiCGSTAB - omega "
500 << Simd::io(omega) << " <= EPSILON " << EPSILON
501 << " after " << it << " iterations");
502
503
504 if (it<1)
505 p = r;
506 else
507 {
508 beta = ( rho_new / rho ) * ( alpha / omega );
509 p.axpy(-omega,v); // p = r + beta (p - omega*v)
510 p *= beta;
511 p += r;
512 }
513
514 // y = W^-1 * p
515 y = 0;
516 _prec->apply(y,p); // apply preconditioner
517
518 // v = A * y
519 _op->apply(y,v);
520
521 // alpha = rho_new / < rt, v >
522 h = _sp->dot(rt,v);
523
524 if ( Simd::allTrue(abs(h) < EPSILON) )
525 DUNE_THROW(SolverAbort,"abs(h) < EPSILON in BiCGSTAB - abs(h) "
526 << Simd::io(abs(h)) << " < EPSILON " << EPSILON
527 << " after " << it << " iterations");
528
529 alpha = rho_new / h;
530
531 // apply first correction to x
532 // x <- x + alpha y
533 x.axpy(alpha,y);
534
535 // r = r - alpha*v
536 r.axpy(-alpha,v);
537
538 //
539 // test stop criteria
540 //
541
542 norm = _sp->norm(r);
543 if(iteration.step(it, norm)){
544 break;
545 }
546
547 it+=.5;
548
549 // y = W^-1 * r
550 y = 0;
551 _prec->apply(y,r);
552
553 // t = A * y
554 _op->apply(y,t);
555
556 // omega = < t, r > / < t, t >
557 omega = _sp->dot(t,r)/_sp->dot(t,t);
558
559 // apply second correction to x
560 // x <- x + omega y
561 x.axpy(omega,y);
562
563 // r = s - omega*t (remember : r = s)
564 r.axpy(-omega,t);
565
566 rho = rho_new;
567
568 //
569 // test stop criteria
570 //
571
572 norm = _sp->norm(r);
573 if(iteration.step(it, norm)){
574 break;
575 }
576 } // end for
577
578 _prec->post(x); // postprocess preconditioner
579 }
580
581 protected:
582 using IterativeSolver<X,X>::_op;
583 using IterativeSolver<X,X>::_prec;
584 using IterativeSolver<X,X>::_sp;
585 using IterativeSolver<X,X>::_reduction;
586 using IterativeSolver<X,X>::_maxit;
587 using IterativeSolver<X,X>::_verbose;
588 template<class CountType>
589 using Iteration = typename IterativeSolver<X,X>::template Iteration<CountType>;
590 };
591 DUNE_REGISTER_ITERATIVE_SOLVER("bicgstabsolver", default_iterative_solver_creator<Dune::BiCGSTABSolver>());
592
599 template<class X>
600 class MINRESSolver : public IterativeSolver<X,X> {
601 public:
605 using typename IterativeSolver<X,X>::real_type;
606
607 // copy base class constructors
609
610 // don't shadow four-argument version of apply defined in the base class
611 using IterativeSolver<X,X>::apply;
612
618 virtual void apply (X& x, X& b, InverseOperatorResult& res)
619 {
620 using std::sqrt;
621 using std::abs;
622 Iteration iteration(*this, res);
623 // prepare preconditioner
624 _prec->pre(x,b);
625
626 // overwrite rhs with defect
627 _op->applyscaleadd(-1,x,b);
628
629 // compute residual norm
630 real_type def = _sp->norm(b);
631 if(iteration.step(0, def)){
632 _prec->post(x);
633 return;
634 }
635
636 // recurrence coefficients as computed in Lanczos algorithm
637 field_type alpha, beta;
638 // diagonal entries of givens rotation
639 std::array<real_type,2> c{{0.0,0.0}};
640 // off-diagonal entries of givens rotation
641 std::array<field_type,2> s{{0.0,0.0}};
642
643 // recurrence coefficients (column k of tridiag matrix T_k)
644 std::array<field_type,3> T{{0.0,0.0,0.0}};
645
646 // the rhs vector of the min problem
647 std::array<field_type,2> xi{{1.0,0.0}};
648
649 // some temporary vectors
650 X z(b), dummy(b);
651
652 // initialize and clear correction
653 z = 0.0;
654 _prec->apply(z,b);
655
656 // beta is real and positive in exact arithmetic
657 // since it is the norm of the basis vectors (in unpreconditioned case)
658 beta = sqrt(_sp->dot(b,z));
659 field_type beta0 = beta;
660
661 // the search directions
662 std::array<X,3> p{{b,b,b}};
663 p[0] = 0.0;
664 p[1] = 0.0;
665 p[2] = 0.0;
666
667 // orthonormal basis vectors (in unpreconditioned case)
668 std::array<X,3> q{{b,b,b}};
669 q[0] = 0.0;
670 q[1] *= real_type(1.0)/beta;
671 q[2] = 0.0;
672
673 z *= real_type(1.0)/beta;
674
675 // the loop
676 int i = 1;
677 for( ; i<=_maxit; i++) {
678
679 dummy = z;
680 int i1 = i%3,
681 i0 = (i1+2)%3,
682 i2 = (i1+1)%3;
683
684 // symmetrically preconditioned Lanczos algorithm (see Greenbaum p.121)
685 _op->apply(z,q[i2]); // q[i2] = Az
686 q[i2].axpy(-beta,q[i0]);
687 // alpha is real since it is the diagonal entry of the hermitian tridiagonal matrix
688 // from the Lanczos Algorithm
689 // so the order in the scalar product doesn't matter even for the complex case
690 alpha = _sp->dot(z,q[i2]);
691 q[i2].axpy(-alpha,q[i1]);
692
693 z = 0.0;
694 _prec->apply(z,q[i2]);
695
696 // beta is real and positive in exact arithmetic
697 // since it is the norm of the basis vectors (in unpreconditioned case)
698 beta = sqrt(_sp->dot(q[i2],z));
699
700 q[i2] *= real_type(1.0)/beta;
701 z *= real_type(1.0)/beta;
702
703 // QR Factorization of recurrence coefficient matrix
704 // apply previous givens rotations to last column of T
705 T[1] = T[2];
706 if(i>2) {
707 T[0] = s[i%2]*T[1];
708 T[1] = c[i%2]*T[1];
709 }
710 if(i>1) {
711 T[2] = c[(i+1)%2]*alpha - s[(i+1)%2]*T[1];
712 T[1] = c[(i+1)%2]*T[1] + s[(i+1)%2]*alpha;
713 }
714 else
715 T[2] = alpha;
716
717 // update QR factorization
718 generateGivensRotation(T[2],beta,c[i%2],s[i%2]);
719 // to last column of T_k
720 T[2] = c[i%2]*T[2] + s[i%2]*beta;
721 // and to the rhs xi of the min problem
722 xi[i%2] = -s[i%2]*xi[(i+1)%2];
723 xi[(i+1)%2] *= c[i%2];
724
725 // compute correction direction
726 p[i2] = dummy;
727 p[i2].axpy(-T[1],p[i1]);
728 p[i2].axpy(-T[0],p[i0]);
729 p[i2] *= real_type(1.0)/T[2];
730
731 // apply correction/update solution
732 x.axpy(beta0*xi[(i+1)%2],p[i2]);
733
734 // remember beta_old
735 T[2] = beta;
736
737 // check for convergence
738 // the last entry in the rhs of the min-problem is the residual
739 def = abs(beta0*xi[i%2]);
740 if(iteration.step(i, def)){
741 break;
742 }
743 } // end for
744
745 // postprocess preconditioner
746 _prec->post(x);
747 }
748
749 private:
750
751 void generateGivensRotation(field_type &dx, field_type &dy, real_type &cs, field_type &sn)
752 {
753 using std::sqrt;
754 using std::abs;
755 using std::max;
756 using std::min;
757 const real_type eps = 1e-15;
758 real_type norm_dx = abs(dx);
759 real_type norm_dy = abs(dy);
760 real_type norm_max = max(norm_dx, norm_dy);
761 real_type norm_min = min(norm_dx, norm_dy);
762 real_type temp = norm_min/norm_max;
763 // we rewrite the code in a vectorizable fashion
764 cs = Simd::cond(norm_dy < eps,
765 real_type(1.0),
766 Simd::cond(norm_dx < eps,
767 real_type(0.0),
768 Simd::cond(norm_dy > norm_dx,
769 real_type(1.0)/sqrt(real_type(1.0) + temp*temp)*temp,
770 real_type(1.0)/sqrt(real_type(1.0) + temp*temp)
771 )));
772 sn = Simd::cond(norm_dy < eps,
773 field_type(0.0),
774 Simd::cond(norm_dx < eps,
775 field_type(1.0),
776 Simd::cond(norm_dy > norm_dx,
777 // dy and dx are real in exact arithmetic
778 // thus dx*dy is real so we can explicitly enforce it
779 field_type(1.0)/sqrt(real_type(1.0) + temp*temp)*dx*dy/norm_dx/norm_dy,
780 // dy and dx is real in exact arithmetic
781 // so we don't have to conjugate both of them
782 field_type(1.0)/sqrt(real_type(1.0) + temp*temp)*dy/dx
783 )));
784 }
785
786 protected:
787 using IterativeSolver<X,X>::_op;
788 using IterativeSolver<X,X>::_prec;
789 using IterativeSolver<X,X>::_sp;
790 using IterativeSolver<X,X>::_reduction;
791 using IterativeSolver<X,X>::_maxit;
792 using IterativeSolver<X,X>::_verbose;
793 using Iteration = typename IterativeSolver<X,X>::template Iteration<unsigned int>;
794 };
795 DUNE_REGISTER_ITERATIVE_SOLVER("minressolver", default_iterative_solver_creator<Dune::MINRESSolver>());
796
810 template<class X, class Y=X, class F = Y>
812 {
813 public:
817 using typename IterativeSolver<X,Y>::real_type;
818
819 protected:
821
823 using fAlloc = ReboundAllocatorType<X,field_type>;
825 using rAlloc = ReboundAllocatorType<X,real_type>;
826
827 public:
828
835 RestartedGMResSolver (LinearOperator<X,Y>& op, Preconditioner<X,Y>& prec, scalar_real_type reduction, int restart, int maxit, int verbose) :
836 IterativeSolver<X,Y>::IterativeSolver(op,prec,reduction,maxit,verbose),
837 _restart(restart)
838 {}
839
846 RestartedGMResSolver (LinearOperator<X,Y>& op, ScalarProduct<X>& sp, Preconditioner<X,Y>& prec, scalar_real_type reduction, int restart, int maxit, int verbose) :
847 IterativeSolver<X,Y>::IterativeSolver(op,sp,prec,reduction,maxit,verbose),
848 _restart(restart)
849 {}
850
863 RestartedGMResSolver (std::shared_ptr<LinearOperator<X,Y> > op, std::shared_ptr<Preconditioner<X,X> > prec, const ParameterTree& configuration) :
864 IterativeSolver<X,Y>::IterativeSolver(op,prec,configuration),
865 _restart(configuration.get<int>("restart"))
866 {}
867
868 RestartedGMResSolver (std::shared_ptr<LinearOperator<X,Y> > op, std::shared_ptr<ScalarProduct<X> > sp, std::shared_ptr<Preconditioner<X,X> > prec, const ParameterTree& configuration) :
869 IterativeSolver<X,Y>::IterativeSolver(op,sp,prec,configuration),
870 _restart(configuration.get<int>("restart"))
871 {}
872
880 std::shared_ptr<ScalarProduct<X>> sp,
881 std::shared_ptr<Preconditioner<X,Y>> prec,
882 scalar_real_type reduction, int restart, int maxit, int verbose) :
883 IterativeSolver<X,Y>::IterativeSolver(op,sp,prec,reduction,maxit,verbose),
884 _restart(restart)
885 {}
886
895 virtual void apply (X& x, Y& b, InverseOperatorResult& res)
896 {
897 apply(x,b,Simd::max(_reduction),res);
898 }
899
908 virtual void apply (X& x, Y& b, double reduction, InverseOperatorResult& res)
909 {
910 using std::abs;
911 const Simd::Scalar<real_type> EPSILON = 1e-80;
912 const int m = _restart;
913 real_type norm = 0.0;
914 int j = 1;
915 std::vector<field_type,fAlloc> s(m+1), sn(m);
916 std::vector<real_type,rAlloc> cs(m);
917 // need copy of rhs if GMRes has to be restarted
918 Y b2(b);
919 // helper vector
920 Y w(b);
921 std::vector< std::vector<field_type,fAlloc> > H(m+1,s);
922 std::vector<F> v(m+1,b);
923
924 Iteration iteration(*this,res);
925
926 // clear solver statistics and set res.converged to false
927 _prec->pre(x,b);
928
929 // calculate defect and overwrite rhs with it
930 _op->applyscaleadd(-1.0,x,b); // b -= Ax
931 // calculate preconditioned defect
932 v[0] = 0.0; _prec->apply(v[0],b); // r = W^-1 b
933 norm = _sp->norm(v[0]);
934 if(iteration.step(0, norm)){
935 _prec->post(x);
936 return;
937 }
938
939 while(j <= _maxit && res.converged != true) {
940
941 int i = 0;
942 v[0] *= real_type(1.0)/norm;
943 s[0] = norm;
944 for(i=1; i<m+1; i++)
945 s[i] = 0.0;
946
947 for(i=0; i < m && j <= _maxit && res.converged != true; i++, j++) {
948 w = 0.0;
949 // use v[i+1] as temporary vector
950 v[i+1] = 0.0;
951 // do Arnoldi algorithm
952 _op->apply(v[i],v[i+1]);
953 _prec->apply(w,v[i+1]);
954 for(int k=0; k<i+1; k++) {
955 // notice that _sp->dot(v[k],w) = v[k]\adjoint w
956 // so one has to pay attention to the order
957 // in the scalar product for the complex case
958 // doing the modified Gram-Schmidt algorithm
959 H[k][i] = _sp->dot(v[k],w);
960 // w -= H[k][i] * v[k]
961 w.axpy(-H[k][i],v[k]);
962 }
963 H[i+1][i] = _sp->norm(w);
964 if(Simd::allTrue(abs(H[i+1][i]) < EPSILON))
966 "breakdown in GMRes - |w| == 0.0 after " << j << " iterations");
967
968 // normalize new vector
969 v[i+1] = w; v[i+1] *= real_type(1.0)/H[i+1][i];
970
971 // update QR factorization
972 for(int k=0; k<i; k++)
973 applyPlaneRotation(H[k][i],H[k+1][i],cs[k],sn[k]);
974
975 // compute new givens rotation
976 generatePlaneRotation(H[i][i],H[i+1][i],cs[i],sn[i]);
977 // finish updating QR factorization
978 applyPlaneRotation(H[i][i],H[i+1][i],cs[i],sn[i]);
979 applyPlaneRotation(s[i],s[i+1],cs[i],sn[i]);
980
981 // norm of the defect is the last component the vector s
982 norm = abs(s[i+1]);
983
984 iteration.step(j, norm);
985
986 } // end for
987
988 // calculate update vector
989 w = 0.0;
990 update(w,i,H,s,v);
991 // and current iterate
992 x += w;
993
994 // restart GMRes if convergence was not achieved,
995 // i.e. linear defect has not reached desired reduction
996 // and if j < _maxit (do not restart on last iteration)
997 if( res.converged != true && j < _maxit ) {
998
999 if(_verbose > 0)
1000 std::cout << "=== GMRes::restart" << std::endl;
1001 // get saved rhs
1002 b = b2;
1003 // calculate new defect
1004 _op->applyscaleadd(-1.0,x,b); // b -= Ax;
1005 // calculate preconditioned defect
1006 v[0] = 0.0;
1007 _prec->apply(v[0],b);
1008 norm = _sp->norm(v[0]);
1009 }
1010
1011 } //end while
1012
1013 // postprocess preconditioner
1014 _prec->post(x);
1015 }
1016
1017 protected :
1018
1019 void update(X& w, int i,
1020 const std::vector<std::vector<field_type,fAlloc> >& H,
1021 const std::vector<field_type,fAlloc>& s,
1022 const std::vector<X>& v) {
1023 // solution vector of the upper triangular system
1024 std::vector<field_type,fAlloc> y(s);
1025
1026 // backsolve
1027 for(int a=i-1; a>=0; a--) {
1028 field_type rhs(s[a]);
1029 for(int b=a+1; b<i; b++)
1030 rhs -= H[a][b]*y[b];
1031 y[a] = rhs/H[a][a];
1032
1033 // compute update on the fly
1034 // w += y[a]*v[a]
1035 w.axpy(y[a],v[a]);
1036 }
1037 }
1038
1039 template<typename T>
1040 typename std::enable_if<std::is_same<field_type,real_type>::value,T>::type conjugate(const T& t) {
1041 return t;
1042 }
1043
1044 template<typename T>
1045 typename std::enable_if<!std::is_same<field_type,real_type>::value,T>::type conjugate(const T& t) {
1046 using std::conj;
1047 return conj(t);
1048 }
1049
1050 void
1051 generatePlaneRotation(field_type &dx, field_type &dy, real_type &cs, field_type &sn)
1052 {
1053 using std::sqrt;
1054 using std::abs;
1055 using std::max;
1056 using std::min;
1057 const real_type eps = 1e-15;
1058 real_type norm_dx = abs(dx);
1059 real_type norm_dy = abs(dy);
1060 real_type norm_max = max(norm_dx, norm_dy);
1061 real_type norm_min = min(norm_dx, norm_dy);
1062 real_type temp = norm_min/norm_max;
1063 // we rewrite the code in a vectorizable fashion
1064 cs = Simd::cond(norm_dy < eps,
1065 real_type(1.0),
1066 Simd::cond(norm_dx < eps,
1067 real_type(0.0),
1068 Simd::cond(norm_dy > norm_dx,
1069 real_type(1.0)/sqrt(real_type(1.0) + temp*temp)*temp,
1070 real_type(1.0)/sqrt(real_type(1.0) + temp*temp)
1071 )));
1072 sn = Simd::cond(norm_dy < eps,
1073 field_type(0.0),
1074 Simd::cond(norm_dx < eps,
1075 field_type(1.0),
1076 Simd::cond(norm_dy > norm_dx,
1077 field_type(1.0)/sqrt(real_type(1.0) + temp*temp)*dx*conjugate(dy)/norm_dx/norm_dy,
1078 field_type(1.0)/sqrt(real_type(1.0) + temp*temp)*conjugate(dy/dx)
1079 )));
1080 }
1081
1082
1083 void
1084 applyPlaneRotation(field_type &dx, field_type &dy, real_type &cs, field_type &sn)
1085 {
1086 field_type temp = cs * dx + sn * dy;
1087 dy = -conjugate(sn) * dx + cs * dy;
1088 dx = temp;
1089 }
1090
1091 using IterativeSolver<X,Y>::_op;
1092 using IterativeSolver<X,Y>::_prec;
1093 using IterativeSolver<X,Y>::_sp;
1094 using IterativeSolver<X,Y>::_reduction;
1095 using IterativeSolver<X,Y>::_maxit;
1096 using IterativeSolver<X,Y>::_verbose;
1097 using Iteration = typename IterativeSolver<X,X>::template Iteration<unsigned int>;
1098 int _restart;
1099 };
1100 DUNE_REGISTER_ITERATIVE_SOLVER("restartedgmressolver", default_iterative_solver_creator<Dune::RestartedGMResSolver>());
1101
1115 template<class X, class Y=X, class F = Y>
1117 {
1118 public:
1123
1124 private:
1126
1128 using fAlloc = typename RestartedGMResSolver<X,Y>::fAlloc;
1130 using rAlloc = typename RestartedGMResSolver<X,Y>::rAlloc;
1131
1132 public:
1133 // copy base class constructors
1135
1136 // don't shadow four-argument version of apply defined in the base class
1137 using RestartedGMResSolver<X,Y>::apply;
1138
1147 void apply (X& x, Y& b, double reduction, InverseOperatorResult& res) override
1148 {
1149 using std::abs;
1150 const Simd::Scalar<real_type> EPSILON = 1e-80;
1151 const int m = _restart;
1152 real_type norm = 0.0;
1153 int i, j = 1, k;
1154 std::vector<field_type,fAlloc> s(m+1), sn(m);
1155 std::vector<real_type,rAlloc> cs(m);
1156 // helper vector
1157 Y tmp(b);
1158 std::vector< std::vector<field_type,fAlloc> > H(m+1,s);
1159 std::vector<F> v(m+1,b);
1160 std::vector<X> w(m+1,b);
1161
1162 Iteration iteration(*this,res);
1163 // setup preconditioner if it does something in pre
1164
1165 // calculate residual and overwrite a copy of the rhs with it
1166 _prec->pre(x, b);
1167 v[0] = b;
1168 _op->applyscaleadd(-1.0, x, v[0]); // b -= Ax
1169
1170 norm = _sp->norm(v[0]); // the residual norm
1171 if(iteration.step(0, norm)){
1172 _prec->post(x);
1173 return;
1174 }
1175
1176 // start iterations
1177 res.converged = false;;
1178 while(j <= _maxit && res.converged != true)
1179 {
1180 v[0] *= (1.0 / norm);
1181 s[0] = norm;
1182 for(i=1; i<m+1; ++i)
1183 s[i] = 0.0;
1184
1185 // inner loop
1186 for(i=0; i < m && j <= _maxit && res.converged != true; i++, j++)
1187 {
1188 w[i] = 0.0;
1189 // compute wi = M^-1*vi (also called zi)
1190 _prec->apply(w[i], v[i]);
1191 // compute vi = A*wi
1192 // use v[i+1] as temporary vector for w
1193 _op->apply(w[i], v[i+1]);
1194 // do Arnoldi algorithm
1195 for(int k=0; k<i+1; k++)
1196 {
1197 // notice that _sp->dot(v[k],v[i+1]) = v[k]\adjoint v[i+1]
1198 // so one has to pay attention to the order
1199 // in the scalar product for the complex case
1200 // doing the modified Gram-Schmidt algorithm
1201 H[k][i] = _sp->dot(v[k],v[i+1]);
1202 // w -= H[k][i] * v[k]
1203 v[i+1].axpy(-H[k][i], v[k]);
1204 }
1205 H[i+1][i] = _sp->norm(v[i+1]);
1206 if(Simd::allTrue(abs(H[i+1][i]) < EPSILON))
1207 DUNE_THROW(SolverAbort, "breakdown in fGMRes - |w| (-> "
1208 << w[i] << ") == 0.0 after "
1209 << j << " iterations");
1210
1211 // v[i+1] = w*1/H[i+1][i]
1212 v[i+1] *= real_type(1.0)/H[i+1][i];
1213
1214 // update QR factorization
1215 for(k=0; k<i; k++)
1216 this->applyPlaneRotation(H[k][i],H[k+1][i],cs[k],sn[k]);
1217
1218 // compute new givens rotation
1219 this->generatePlaneRotation(H[i][i],H[i+1][i],cs[i],sn[i]);
1220
1221 // finish updating QR factorization
1222 this->applyPlaneRotation(H[i][i],H[i+1][i],cs[i],sn[i]);
1223 this->applyPlaneRotation(s[i],s[i+1],cs[i],sn[i]);
1224
1225 // norm of the residual is the last component of vector s
1226 using std::abs;
1227 norm = abs(s[i+1]);
1228 iteration.step(j, norm);
1229 } // end inner for loop
1230
1231 // calculate update vector
1232 tmp = 0.0;
1233 this->update(tmp, i, H, s, w);
1234 // and update current iterate
1235 x += tmp;
1236
1237 // restart fGMRes if convergence was not achieved,
1238 // i.e. linear residual has not reached desired reduction
1239 // and if still j < _maxit (do not restart on last iteration)
1240 if( res.converged != true && j < _maxit)
1241 {
1242 if (_verbose > 0)
1243 std::cout << "=== fGMRes::restart" << std::endl;
1244 // get rhs
1245 v[0] = b;
1246 // calculate new defect
1247 _op->applyscaleadd(-1.0, x,v[0]); // b -= Ax;
1248 // calculate preconditioned defect
1249 norm = _sp->norm(v[0]); // update the residual norm
1250 }
1251
1252 } // end outer while loop
1253
1254 // post-process preconditioner
1255 _prec->post(x);
1256 }
1257
1258private:
1259 using RestartedGMResSolver<X,Y>::_op;
1260 using RestartedGMResSolver<X,Y>::_prec;
1261 using RestartedGMResSolver<X,Y>::_sp;
1262 using RestartedGMResSolver<X,Y>::_reduction;
1263 using RestartedGMResSolver<X,Y>::_maxit;
1264 using RestartedGMResSolver<X,Y>::_verbose;
1265 using RestartedGMResSolver<X,Y>::_restart;
1266 using Iteration = typename IterativeSolver<X,X>::template Iteration<unsigned int>;
1267 };
1268 DUNE_REGISTER_ITERATIVE_SOLVER("restartedflexiblegmressolver", default_iterative_solver_creator<Dune::RestartedFlexibleGMResSolver>());
1269
1283 template<class X>
1285 {
1286 public:
1287 using typename IterativeSolver<X,X>::domain_type;
1288 using typename IterativeSolver<X,X>::range_type;
1289 using typename IterativeSolver<X,X>::field_type;
1290 using typename IterativeSolver<X,X>::real_type;
1291
1292 private:
1294
1296 using fAlloc = ReboundAllocatorType<X,field_type>;
1297
1298 public:
1299
1300 // don't shadow four-argument version of apply defined in the base class
1301 using IterativeSolver<X,X>::apply;
1302
1309 GeneralizedPCGSolver (LinearOperator<X,X>& op, Preconditioner<X,X>& prec, scalar_real_type reduction, int maxit, int verbose, int restart = 10) :
1310 IterativeSolver<X,X>::IterativeSolver(op,prec,reduction,maxit,verbose),
1311 _restart(restart)
1312 {}
1313
1321 GeneralizedPCGSolver (LinearOperator<X,X>& op, ScalarProduct<X>& sp, Preconditioner<X,X>& prec, scalar_real_type reduction, int maxit, int verbose, int restart = 10) :
1322 IterativeSolver<X,X>::IterativeSolver(op,sp,prec,reduction,maxit,verbose),
1323 _restart(restart)
1324 {}
1325
1326
1339 GeneralizedPCGSolver (std::shared_ptr<LinearOperator<X,X> > op, std::shared_ptr<Preconditioner<X,X> > prec, const ParameterTree& configuration) :
1340 IterativeSolver<X,X>::IterativeSolver(op,prec,configuration),
1341 _restart(configuration.get<int>("restart"))
1342 {}
1343
1344 GeneralizedPCGSolver (std::shared_ptr<LinearOperator<X,X> > op, std::shared_ptr<ScalarProduct<X> > sp, std::shared_ptr<Preconditioner<X,X> > prec, const ParameterTree& configuration) :
1345 IterativeSolver<X,X>::IterativeSolver(op,sp,prec,configuration),
1346 _restart(configuration.get<int>("restart"))
1347 {}
1356 std::shared_ptr<ScalarProduct<X>> sp,
1357 std::shared_ptr<Preconditioner<X,X>> prec,
1358 scalar_real_type reduction, int maxit, int verbose,
1359 int restart = 10) :
1360 IterativeSolver<X,X>::IterativeSolver(op,sp,prec,reduction,maxit,verbose),
1361 _restart(restart)
1362 {}
1363
1369 virtual void apply (X& x, X& b, InverseOperatorResult& res)
1370 {
1371 Iteration iteration(*this, res);
1372 _prec->pre(x,b); // prepare preconditioner
1373 _op->applyscaleadd(-1,x,b); // overwrite b with defect
1374
1375 std::vector<std::shared_ptr<X> > p(_restart);
1376 std::vector<field_type,fAlloc> pp(_restart);
1377 X q(x); // a temporary vector
1378 X prec_res(x); // a temporary vector for preconditioner output
1379
1380 p[0].reset(new X(x));
1381
1382 real_type def = _sp->norm(b); // compute norm
1383 if(iteration.step(0, def)){
1384 _prec->post(x);
1385 return;
1386 }
1387 // some local variables
1388 field_type rho, lambda;
1389
1390 int i=0;
1391 int ii=0;
1392 // determine initial search direction
1393 *(p[0]) = 0; // clear correction
1394 _prec->apply(*(p[0]),b); // apply preconditioner
1395 rho = _sp->dot(*(p[0]),b); // orthogonalization
1396 _op->apply(*(p[0]),q); // q=Ap
1397 pp[0] = _sp->dot(*(p[0]),q); // scalar product
1398 lambda = rho/pp[0]; // minimization
1399 x.axpy(lambda,*(p[0])); // update solution
1400 b.axpy(-lambda,q); // update defect
1401
1402 // convergence test
1403 def=_sp->norm(b); // comp defect norm
1404 ++i;
1405 if(iteration.step(i, def)){
1406 _prec->post(x);
1407 return;
1408 }
1409
1410 while(i<_maxit) {
1411 // the loop
1412 int end=std::min(_restart, _maxit-i+1);
1413 for (ii=1; ii<end; ++ii )
1414 {
1415 //std::cout<<" ii="<<ii<<" i="<<i<<std::endl;
1416 // compute next conjugate direction
1417 prec_res = 0; // clear correction
1418 _prec->apply(prec_res,b); // apply preconditioner
1419
1420 p[ii].reset(new X(prec_res));
1421 _op->apply(prec_res, q);
1422
1423 for(int j=0; j<ii; ++j) {
1424 rho =_sp->dot(q,*(p[j]))/pp[j];
1425 p[ii]->axpy(-rho, *(p[j]));
1426 }
1427
1428 // minimize in given search direction
1429 _op->apply(*(p[ii]),q); // q=Ap
1430 pp[ii] = _sp->dot(*(p[ii]),q); // scalar product
1431 rho = _sp->dot(*(p[ii]),b); // orthogonalization
1432 lambda = rho/pp[ii]; // minimization
1433 x.axpy(lambda,*(p[ii])); // update solution
1434 b.axpy(-lambda,q); // update defect
1435
1436 // convergence test
1437 def = _sp->norm(b); // comp defect norm
1438
1439 ++i;
1440 iteration.step(i, def);
1441 }
1442 if(res.converged)
1443 break;
1444 if(end==_restart) {
1445 *(p[0])=*(p[_restart-1]);
1446 pp[0]=pp[_restart-1];
1447 }
1448 }
1449
1450 // postprocess preconditioner
1451 _prec->post(x);
1452
1453 }
1454
1455 private:
1456 using IterativeSolver<X,X>::_op;
1457 using IterativeSolver<X,X>::_prec;
1458 using IterativeSolver<X,X>::_sp;
1459 using IterativeSolver<X,X>::_reduction;
1460 using IterativeSolver<X,X>::_maxit;
1461 using IterativeSolver<X,X>::_verbose;
1462 using Iteration = typename IterativeSolver<X,X>::template Iteration<unsigned int>;
1463 int _restart;
1464 };
1465 DUNE_REGISTER_ITERATIVE_SOLVER("generalizedpcgsolver", default_iterative_solver_creator<Dune::GeneralizedPCGSolver>());
1466
1478 template<class X>
1480 public:
1481 using typename IterativeSolver<X,X>::domain_type;
1482 using typename IterativeSolver<X,X>::range_type;
1483 using typename IterativeSolver<X,X>::field_type;
1484 using typename IterativeSolver<X,X>::real_type;
1485
1486 private:
1488
1489 public:
1490 // don't shadow four-argument version of apply defined in the base class
1491 using IterativeSolver<X,X>::apply;
1498 scalar_real_type reduction, int maxit, int verbose, int mmax = 10) : IterativeSolver<X,X>(op, prec, reduction, maxit, verbose), _mmax(mmax)
1499 {
1500 }
1501
1508 scalar_real_type reduction, int maxit, int verbose, int mmax = 10) : IterativeSolver<X,X>(op, sp, prec, reduction, maxit, verbose), _mmax(mmax)
1509 {
1510 }
1511
1518 std::shared_ptr<ScalarProduct<X>> sp,
1519 std::shared_ptr<Preconditioner<X,X>> prec,
1520 scalar_real_type reduction, int maxit, int verbose,
1521 int mmax = 10)
1522 : IterativeSolver<X,X>(op, sp, prec, reduction, maxit, verbose), _mmax(mmax)
1523 {}
1524
1538 std::shared_ptr<ScalarProduct<X>> sp,
1539 std::shared_ptr<Preconditioner<X,X>> prec,
1540 const ParameterTree& config)
1541 : IterativeSolver<X,X>(op, sp, prec, config), _mmax(config.get("mmax", 10))
1542 {}
1543
1556 virtual void apply (X& x, X& b, InverseOperatorResult& res)
1557 {
1558 using rAlloc = ReboundAllocatorType<X,field_type>;
1559 res.clear();
1560 Iteration iteration(*this,res);
1561 _prec->pre(x,b); // prepare preconditioner
1562 _op->applyscaleadd(-1,x,b); // overwrite b with defect
1563
1564 //arrays for interim values:
1565 std::vector<X> d(_mmax+1, x); // array for directions
1566 std::vector<X> Ad(_mmax+1, x); // array for Ad[i]
1567 std::vector<field_type,rAlloc> ddotAd(_mmax+1,0); // array for <d[i],Ad[i]>
1568 X w(x);
1569
1570 real_type def = _sp->norm(b); // compute norm
1571 if(iteration.step(0, def)){
1572 _prec->post(x);
1573 return;
1574 }
1575
1576 // some local variables
1577 field_type alpha;
1578
1579 // the loop
1580 int i=1;
1581 int i_bounded=0;
1582 while(i<=_maxit && !res.converged) {
1583 for (; i_bounded <= _mmax && i<= _maxit; i_bounded++) {
1584 d[i_bounded] = 0; // reset search direction
1585 _prec->apply(d[i_bounded], b); // apply preconditioner
1586 w = d[i_bounded]; // copy of current d[i]
1587 // orthogonalization with previous directions
1588 orthogonalizations(i_bounded,Ad,w,ddotAd,d);
1589
1590 //saving interim values for future calculating
1591 _op->apply(d[i_bounded], Ad[i_bounded]); // save Ad[i]
1592 ddotAd[i_bounded]=_sp->dot(d[i_bounded],Ad[i_bounded]); // save <d[i],Ad[i]>
1593 alpha = _sp->dot(d[i_bounded], b)/ddotAd[i_bounded]; // <d[i],b>/<d[i],Ad[i]>
1594
1595 //update solution and defect
1596 x.axpy(alpha, d[i_bounded]);
1597 b.axpy(-alpha, Ad[i_bounded]);
1598
1599 // convergence test
1600 def = _sp->norm(b); // comp defect norm
1601
1602 iteration.step(i, def);
1603 i++;
1604 }
1605 //restart: exchange first and last stored values
1606 cycle(Ad,d,ddotAd,i_bounded);
1607 }
1608
1609 //correct i which is wrong if convergence was not achieved.
1610 i=std::min(_maxit,i);
1611
1612 _prec->post(x); // postprocess preconditioner
1613 }
1614
1615 private:
1616 //This function is called every iteration to orthogonalize against the last search directions
1617 virtual void orthogonalizations(const int& i_bounded,const std::vector<X>& Ad, const X& w, const std::vector<field_type,ReboundAllocatorType<X,field_type>>& ddotAd,std::vector<X>& d) {
1618 // The RestartedFCGSolver uses only values with lower array index;
1619 for (int k = 0; k < i_bounded; k++) {
1620 d[i_bounded].axpy(-_sp->dot(Ad[k], w) / ddotAd[k], d[k]); // d[i] -= <<Ad[k],w>/<d[k],Ad[k]>>d[k]
1621 }
1622 }
1623
1624 // This function is called every mmax iterations to handle limited array sizes.
1625 virtual void cycle(std::vector<X>& Ad,std::vector<X>& d,std::vector<field_type,ReboundAllocatorType<X,field_type> >& ddotAd,int& i_bounded) {
1626 // Reset loop index and exchange the first and last arrays
1627 i_bounded = 1;
1628 std::swap(Ad[0], Ad[_mmax]);
1629 std::swap(d[0], d[_mmax]);
1630 std::swap(ddotAd[0], ddotAd[_mmax]);
1631 }
1632
1633 protected:
1634 int _mmax;
1635 using IterativeSolver<X,X>::_op;
1636 using IterativeSolver<X,X>::_prec;
1637 using IterativeSolver<X,X>::_sp;
1638 using IterativeSolver<X,X>::_reduction;
1639 using IterativeSolver<X,X>::_maxit;
1640 using IterativeSolver<X,X>::_verbose;
1641 using Iteration = typename IterativeSolver<X,X>::template Iteration<unsigned int>;
1642 };
1643 DUNE_REGISTER_ITERATIVE_SOLVER("restartedfcgsolver", default_iterative_solver_creator<Dune::RestartedFCGSolver>());
1644
1651 template<class X>
1653 public:
1655 using typename RestartedFCGSolver<X>::range_type;
1656 using typename RestartedFCGSolver<X>::field_type;
1657 using typename RestartedFCGSolver<X>::real_type;
1658
1659 // copy base class constructors
1661
1662 // don't shadow four-argument version of apply defined in the base class
1664
1665 // just a minor part of the RestartedFCGSolver apply method will be modified
1666 virtual void apply (X& x, X& b, InverseOperatorResult& res) override {
1667 // reset limiter of orthogonalization loop
1668 _k_limit = 0;
1669 this->RestartedFCGSolver<X>::apply(x,b,res);
1670 };
1671
1672 private:
1673 // This function is called every iteration to orthogonalize against the last search directions.
1674 virtual void orthogonalizations(const int& i_bounded,const std::vector<X>& Ad, const X& w, const std::vector<field_type,ReboundAllocatorType<X,field_type>>& ddotAd,std::vector<X>& d) override {
1675 // This FCGSolver uses values with higher array indexes too, if existent.
1676 for (int k = 0; k < _k_limit; k++) {
1677 if(i_bounded!=k)
1678 d[i_bounded].axpy(-_sp->dot(Ad[k], w) / ddotAd[k], d[k]); // d[i] -= <<Ad[k],w>/<d[k],Ad[k]>>d[k]
1679 }
1680 // The loop limit increase, if array is not completely filled.
1681 if(_k_limit<=i_bounded)
1682 _k_limit++;
1683
1684 };
1685
1686 // This function is called every mmax iterations to handle limited array sizes.
1687 virtual void cycle(std::vector<X>& Ad,std::vector<X>& d,std::vector<field_type,ReboundAllocatorType<X,field_type> >& ddotAd,int& i_bounded) override {
1688 // Only the loop index i_bounded return to 0, if it reached mmax.
1689 i_bounded = 0;
1690 // Now all arrays are filled and the loop in void orthogonalizations can use the whole arrays.
1691 _k_limit = Ad.size();
1692 };
1693
1694 int _k_limit = 0;
1695
1696 protected:
1697 using RestartedFCGSolver<X>::_mmax;
1698 using RestartedFCGSolver<X>::_op;
1699 using RestartedFCGSolver<X>::_prec;
1700 using RestartedFCGSolver<X>::_sp;
1701 using RestartedFCGSolver<X>::_reduction;
1702 using RestartedFCGSolver<X>::_maxit;
1703 using RestartedFCGSolver<X>::_verbose;
1704 };
1705 DUNE_REGISTER_ITERATIVE_SOLVER("completefcgsolver", default_iterative_solver_creator<Dune::CompleteFCGSolver>());
1707} // end namespace
1708
1709#endif
Implementation of the BCRSMatrix class.
Wrapper to use a range of ARPACK++ eigenvalue solvers.
Definition: arpackpp.hh:242
void computeSymMaxMagnitude(const Real &epsilon, BlockVector &x, Real &lambda) const
Assume the matrix to be square, symmetric and perform IRLM to compute an approximation lambda of its ...
Definition: arpackpp.hh:286
void computeSymMinMagnitude(const Real &epsilon, BlockVector &x, Real &lambda) const
Assume the matrix to be square, symmetric and perform IRLM to compute an approximation lambda of its ...
Definition: arpackpp.hh:388
A sparse block matrix with compressed row storage.
Definition: bcrsmatrix.hh:425
@ row_wise
Build in a row-wise manner.
Definition: bcrsmatrix.hh:479
CreateIterator createend()
get create iterator pointing to one after the last block
Definition: bcrsmatrix.hh:1061
CreateIterator createbegin()
get initial create iterator
Definition: bcrsmatrix.hh:1055
size_type N() const
number of rows (counted in blocks)
Definition: bcrsmatrix.hh:1930
Bi-conjugate Gradient Stabilized (BiCG-STAB)
Definition: solvers.hh:417
virtual void apply(X &x, X &b, InverseOperatorResult &res)
Apply inverse operator.
Definition: solvers.hh:437
A vector of blocks with memory management.
Definition: bvector.hh:403
conjugate gradient method
Definition: solvers.hh:189
CGSolver(LinearOperator< X, X > &op, Preconditioner< X, X > &prec, scalar_real_type reduction, int maxit, int verbose, bool condition_estimate)
Constructor to initialize a CG solver.
Definition: solvers.hh:218
CGSolver(LinearOperator< X, X > &op, ScalarProduct< X > &sp, Preconditioner< X, X > &prec, scalar_real_type reduction, int maxit, int verbose, bool condition_estimate)
Constructor to initialize a CG solver.
Definition: solvers.hh:235
virtual void apply(X &x, X &b, InverseOperatorResult &res)
Apply inverse operator.
Definition: solvers.hh:275
CGSolver(std::shared_ptr< LinearOperator< X, X > > op, std::shared_ptr< ScalarProduct< X > > sp, std::shared_ptr< Preconditioner< X, X > > prec, scalar_real_type reduction, int maxit, int verbose, bool condition_estimate)
Constructor to initialize a CG solver.
Definition: solvers.hh:252
Complete flexible conjugate gradient method.
Definition: solvers.hh:1652
virtual void apply(X &x, X &b, InverseOperatorResult &res) override
Apply inverse operator.
Definition: solvers.hh:1666
Generalized preconditioned conjugate gradient solver.
Definition: solvers.hh:1285
GeneralizedPCGSolver(std::shared_ptr< LinearOperator< X, X > > op, std::shared_ptr< Preconditioner< X, X > > prec, const ParameterTree &configuration)
Constructor.
Definition: solvers.hh:1339
GeneralizedPCGSolver(std::shared_ptr< LinearOperator< X, X > > op, std::shared_ptr< ScalarProduct< X > > sp, std::shared_ptr< Preconditioner< X, X > > prec, scalar_real_type reduction, int maxit, int verbose, int restart=10)
Set up nonlinear preconditioned conjugate gradient solver.
Definition: solvers.hh:1355
GeneralizedPCGSolver(LinearOperator< X, X > &op, Preconditioner< X, X > &prec, scalar_real_type reduction, int maxit, int verbose, int restart=10)
Set up nonlinear preconditioned conjugate gradient solver.
Definition: solvers.hh:1309
virtual void apply(X &x, X &b, InverseOperatorResult &res)
Apply inverse operator.
Definition: solvers.hh:1369
GeneralizedPCGSolver(LinearOperator< X, X > &op, ScalarProduct< X > &sp, Preconditioner< X, X > &prec, scalar_real_type reduction, int maxit, int verbose, int restart=10)
Set up nonlinear preconditioned conjugate gradient solver.
Definition: solvers.hh:1321
gradient method
Definition: solvers.hh:123
virtual void apply(X &x, X &b, InverseOperatorResult &res)
Apply inverse operator.
Definition: solvers.hh:141
Simd::Scalar< real_type > scalar_real_type
scalar type underlying the field_type
Definition: solver.hh:112
Y range_type
Type of the range of the operator to be inverted.
Definition: solver.hh:103
X domain_type
Type of the domain of the operator to be inverted.
Definition: solver.hh:100
X::field_type field_type
The field type of the operator.
Definition: solver.hh:106
FieldTraits< field_type >::real_type real_type
The real type of the field type (is the same if using real numbers, but differs for std::complex)
Definition: solver.hh:109
Base class for all implementations of iterative solvers.
Definition: solver.hh:201
IterativeSolver(LinearOperator< X, X > &op, Preconditioner< X, X > &prec, scalar_real_type reduction, int maxit, int verbose)
General constructor to initialize an iterative solver.
Definition: solver.hh:228
Preconditioned loop solver.
Definition: solvers.hh:58
virtual void apply(X &x, X &b, InverseOperatorResult &res)
Apply inverse operator,.
Definition: solvers.hh:72
Minimal Residual Method (MINRES)
Definition: solvers.hh:600
virtual void apply(X &x, X &b, InverseOperatorResult &res)
Apply inverse operator.
Definition: solvers.hh:618
Hierarchical structure of string parameters.
Definition: parametertree.hh:35
Accelerated flexible conjugate gradient method.
Definition: solvers.hh:1479
RestartedFCGSolver(LinearOperator< X, X > &op, ScalarProduct< X > &sp, Preconditioner< X, X > &prec, scalar_real_type reduction, int maxit, int verbose, int mmax=10)
Constructor to initialize a RestartedFCG solver.
Definition: solvers.hh:1507
RestartedFCGSolver(std::shared_ptr< LinearOperator< X, X > > op, std::shared_ptr< ScalarProduct< X > > sp, std::shared_ptr< Preconditioner< X, X > > prec, scalar_real_type reduction, int maxit, int verbose, int mmax=10)
Constructor to initialize a RestartedFCG solver.
Definition: solvers.hh:1517
RestartedFCGSolver(std::shared_ptr< LinearOperator< X, X > > op, std::shared_ptr< ScalarProduct< X > > sp, std::shared_ptr< Preconditioner< X, X > > prec, const ParameterTree &config)
Constructor.
Definition: solvers.hh:1537
RestartedFCGSolver(LinearOperator< X, X > &op, Preconditioner< X, X > &prec, scalar_real_type reduction, int maxit, int verbose, int mmax=10)
Constructor to initialize a RestartedFCG solver.
Definition: solvers.hh:1497
virtual void apply(X &x, X &b, InverseOperatorResult &res)
Apply inverse operator.
Definition: solvers.hh:1556
implements the Flexible Generalized Minimal Residual (FGMRes) method (right preconditioned)
Definition: solvers.hh:1117
void apply(X &x, Y &b, double reduction, InverseOperatorResult &res) override
Apply inverse operator.
Definition: solvers.hh:1147
implements the Generalized Minimal Residual (GMRes) method
Definition: solvers.hh:812
RestartedGMResSolver(LinearOperator< X, Y > &op, Preconditioner< X, Y > &prec, scalar_real_type reduction, int restart, int maxit, int verbose)
Set up RestartedGMResSolver solver.
Definition: solvers.hh:835
RestartedGMResSolver(LinearOperator< X, Y > &op, ScalarProduct< X > &sp, Preconditioner< X, Y > &prec, scalar_real_type reduction, int restart, int maxit, int verbose)
Set up RestartedGMResSolver solver.
Definition: solvers.hh:846
RestartedGMResSolver(std::shared_ptr< LinearOperator< X, Y > > op, std::shared_ptr< ScalarProduct< X > > sp, std::shared_ptr< Preconditioner< X, Y > > prec, scalar_real_type reduction, int restart, int maxit, int verbose)
Set up RestartedGMResSolver solver.
Definition: solvers.hh:879
RestartedGMResSolver(std::shared_ptr< LinearOperator< X, Y > > op, std::shared_ptr< Preconditioner< X, X > > prec, const ParameterTree &configuration)
Constructor.
Definition: solvers.hh:863
ReboundAllocatorType< X, field_type > fAlloc
field_type Allocator retrieved from domain type
Definition: solvers.hh:823
ReboundAllocatorType< X, real_type > rAlloc
real_type Allocator retrieved from domain type
Definition: solvers.hh:825
virtual void apply(X &x, Y &b, double reduction, InverseOperatorResult &res)
Apply inverse operator.
Definition: solvers.hh:908
virtual void apply(X &x, Y &b, InverseOperatorResult &res)
Apply inverse operator.
Definition: solvers.hh:895
Base class for scalar product and norm computation.
Definition: scalarproducts.hh:48
Thrown when a solver aborts due to some problem.
Definition: istlexception.hh:43
A few common exception classes.
IO interface of the SIMD abstraction.
std::integral_constant< bool, value > bool_constant
A template alias for std::integral_constant<bool, value>
Definition: type_traits.hh:118
#define DUNE_THROW(E, m)
Definition: exceptions.hh:216
decltype(auto) ifElse(const Condition &condition, IfFunc &&ifFunc, ElseFunc &&elseFunc)
A conditional expression.
Definition: hybridutilities.hh:355
auto min(ADLTag< 0 >, const V &v1, const V &v2)
implements binary Simd::min()
Definition: defaults.hh:87
auto max(ADLTag< 0 >, const V &v1, const V &v2)
implements binary Simd::max()
Definition: defaults.hh:79
V cond(M &&mask, const V &ifTrue, const V &ifFalse)
Like the ?: operator.
Definition: interface.hh:384
auto io(const V &v)
construct a stream inserter
Definition: io.hh:104
bool allTrue(const Mask &mask)
Whether all entries are true
Definition: interface.hh:437
auto max(const V &v1, const V &v2)
The binary maximum value over two simd objects.
Definition: interface.hh:407
typename Overloads::ScalarType< std::decay_t< V > >::type Scalar
Element type of some SIMD type.
Definition: interface.hh:233
Some useful basic math stuff.
Dune namespace.
Definition: alignedallocator.hh:14
Define general, extensible interface for operators. The available implementation wraps a matrix.
Define base class for scalar product and norm.
Include file for users of the SIMD abstraction layer.
Define general, extensible interface for inverse operators.
Statistics about the application of an inverse operator.
Definition: solver.hh:46
double condition_estimate
Estimate of condition number.
Definition: solver.hh:77
void clear()
Resets all data.
Definition: solver.hh:54
bool converged
True if convergence criterion has been met.
Definition: solver.hh:71
A simple timing class.
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