Dune Core Modules (2.8.0)

spqr.hh
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1// -*- tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 2 -*-
2// vi: set et ts=4 sw=2 sts=2:
3#ifndef DUNE_ISTL_SPQR_HH
4#define DUNE_ISTL_SPQR_HH
5
6#if HAVE_SUITESPARSE_SPQR || defined DOXYGEN
7
8#include <complex>
9#include <type_traits>
10
11#include <SuiteSparseQR.hpp>
12
14
15#include <dune/istl/bccsmatrixinitializer.hh>
16#include <dune/istl/solvers.hh>
18#include <dune/istl/solverfactory.hh>
19
20namespace Dune {
32 // forward declarations
33 template<class M, class T, class TM, class TD, class TA>
34 class SeqOverlappingSchwarz;
35
36 template<class T, bool tag>
37 struct SeqOverlappingSchwarzAssemblerHelper;
38
44 template<class Matrix>
45 class SPQR
46 {};
47
61 template<typename T, typename A, int n, int m>
62 class SPQR<BCRSMatrix<FieldMatrix<T,n,m>,A > >
63 : public InverseOperator<BlockVector<FieldVector<T,m>, typename std::allocator_traits<A>::template rebind_alloc<FieldVector<T,m> > >,
64 BlockVector<FieldVector<T,n>, typename std::allocator_traits<A>::template rebind_alloc<FieldVector<T,n> > > >
65 {
66 public:
71 typedef ISTL::Impl::BCCSMatrix<T,int> SPQRMatrix;
73 typedef ISTL::Impl::BCCSMatrixInitializer<BCRSMatrix<FieldMatrix<T,n,m>,A>, int> MatrixInitializer;
75 typedef Dune::BlockVector<FieldVector<T,m>, typename std::allocator_traits<A>::template rebind_alloc<FieldVector<T,m> > > domain_type;
77 typedef Dune::BlockVector<FieldVector<T,n>, typename std::allocator_traits<A>::template rebind_alloc<FieldVector<T,n> > > range_type;
78
81 {
82 return SolverCategory::Category::sequential;
83 }
84
93 SPQR(const Matrix& matrix, int verbose=0) : matrixIsLoaded_(false), verbose_(verbose)
94 {
95 //check whether T is a supported type
96 static_assert((std::is_same<T,double>::value) || (std::is_same<T,std::complex<double> >::value),
97 "Unsupported Type in SPQR (only double and std::complex<double> supported)");
98 cc_ = new cholmod_common();
99 cholmod_l_start(cc_);
100 setMatrix(matrix);
101 }
102
111 SPQR(const Matrix& matrix, int verbose, bool) : matrixIsLoaded_(false), verbose_(verbose)
112 {
113 //check whether T is a supported type
114 static_assert((std::is_same<T,double>::value) || (std::is_same<T,std::complex<double> >::value),
115 "Unsupported Type in SPQR (only double and std::complex<double> supported)");
116 cc_ = new cholmod_common();
117 cholmod_l_start(cc_);
118 setMatrix(matrix);
119 }
120
130 SPQR(const Matrix& matrix, const ParameterTree& config)
131 : SPQR(matrix, config.get<int>("verbose", 0))
132 {}
133
135 SPQR() : matrixIsLoaded_(false), verbose_(0)
136 {
137 //check whether T is a supported type
138 static_assert((std::is_same<T,double>::value) || (std::is_same<T,std::complex<double> >::value),
139 "Unsupported Type in SPQR (only double and std::complex<double> supported)");
140 cc_ = new cholmod_common();
141 cholmod_l_start(cc_);
142 }
143
145 virtual ~SPQR()
146 {
147 if ((spqrMatrix_.N() + spqrMatrix_.M() > 0) || matrixIsLoaded_)
148 free();
149 cholmod_l_finish(cc_);
150 }
151
154 {
155 const std::size_t dimMat(spqrMatrix_.N());
156 // fill B
157 for(std::size_t k = 0; k != dimMat; ++k)
158 (static_cast<T*>(B_->x))[k] = b[k];
159 cholmod_dense* BTemp = B_;
160 B_ = SuiteSparseQR_qmult<T>(0, spqrfactorization_, B_, cc_);
161 cholmod_dense* X = SuiteSparseQR_solve<T>(1, spqrfactorization_, B_, cc_);
162 cholmod_l_free_dense(&BTemp, cc_);
163 // fill x
164 for(std::size_t k = 0; k != dimMat; ++k)
165 x [k] = (static_cast<T*>(X->x))[k];
166 cholmod_l_free_dense(&X, cc_);
167 // this is a direct solver
168 res.iterations = 1;
169 res.converged = true;
170 if(verbose_ > 0)
171 {
172 std::cout<<std::endl<<"Solving with SuiteSparseQR"<<std::endl;
173 std::cout<<"Flops Taken: "<<cc_->SPQR_flopcount<<std::endl;
174 std::cout<<"Analysis Time: "<<cc_->SPQR_analyze_time<<" s"<<std::endl;
175 std::cout<<"Factorize Time: "<<cc_->SPQR_factorize_time<<" s"<<std::endl;
176 std::cout<<"Backsolve Time: "<<cc_->SPQR_solve_time<<" s"<<std::endl;
177 std::cout<<"Peak Memory Usage: "<<cc_->memory_usage<<" bytes"<<std::endl;
178 std::cout<<"Rank Estimate: "<<cc_->SPQR_istat[4]<<std::endl<<std::endl;
179 }
180 }
181
183 virtual void apply (domain_type& x, range_type& b, [[maybe_unused]] double reduction, InverseOperatorResult& res)
184 {
185 apply(x, b, res);
186 }
187
188 void setOption([[maybe_unused]] unsigned int option, [[maybe_unused]] double value)
189 {}
190
192 void setMatrix(const Matrix& matrix)
193 {
194 if ((spqrMatrix_.N() + spqrMatrix_.M() > 0) || matrixIsLoaded_)
195 free();
196
197 if (spqrMatrix_.N() + spqrMatrix_.M() + spqrMatrix_.nonzeroes() != 0)
198 spqrMatrix_.free();
199 spqrMatrix_.setSize(MatrixDimension<Matrix>::rowdim(matrix),
200 MatrixDimension<Matrix>::coldim(matrix));
201 ISTL::Impl::BCCSMatrixInitializer<Matrix, int> initializer(spqrMatrix_);
202
203 copyToBCCSMatrix(initializer, matrix);
204
205 decompose();
206 }
207
208 template<class S>
209 void setSubMatrix(const Matrix& matrix, const S& rowIndexSet)
210 {
211 if ((spqrMatrix_.N() + spqrMatrix_.M() > 0) || matrixIsLoaded_)
212 free();
213
214 if (spqrMatrix_.N() + spqrMatrix_.M() + spqrMatrix_.nonzeroes() != 0)
215 spqrMatrix_.free();
216
217 spqrMatrix_.setSize(rowIndexSet.size()*MatrixDimension<Matrix>::rowdim(matrix) / matrix.N(),
218 rowIndexSet.size()*MatrixDimension<Matrix>::coldim(matrix) / matrix.M());
219 ISTL::Impl::BCCSMatrixInitializer<Matrix, int> initializer(spqrMatrix_);
220
221 copyToBCCSMatrix(initializer, ISTL::Impl::MatrixRowSubset<Matrix,std::set<std::size_t> >(matrix,rowIndexSet));
222
223 decompose();
224 }
225
230 inline void setVerbosity(int v)
231 {
232 verbose_=v;
233 }
234
239 inline SuiteSparseQR_factorization<T>* getFactorization()
240 {
241 return spqrfactorization_;
242 }
243
249 {
250 return spqrMatrix_;
251 }
252
257 void free()
258 {
259 cholmod_l_free_sparse(&A_, cc_);
260 cholmod_l_free_dense(&B_, cc_);
261 SuiteSparseQR_free<T>(&spqrfactorization_, cc_);
262 spqrMatrix_.free();
263 matrixIsLoaded_ = false;
264 }
265
267 inline const char* name()
268 {
269 return "SPQR";
270 }
271
272 private:
273 template<class M,class X, class TM, class TD, class T1>
274 friend class SeqOverlappingSchwarz;
275
276 friend struct SeqOverlappingSchwarzAssemblerHelper<SPQR<Matrix>,true>;
277
279 void decompose()
280 {
281 const std::size_t dimMat(spqrMatrix_.N());
282 const std::size_t nnz(spqrMatrix_.getColStart()[dimMat]);
283 // initialise the matrix A (sorted, packed, unsymmetric, real entries)
284 A_ = cholmod_l_allocate_sparse(dimMat, dimMat, nnz, 1, 1, 0, 1, cc_);
285 // copy all the entries of Ap, Ai, Ax
286 for(std::size_t k = 0; k != (dimMat+1); ++k)
287 (static_cast<long int *>(A_->p))[k] = spqrMatrix_.getColStart()[k];
288 for(std::size_t k = 0; k != nnz; ++k)
289 {
290 (static_cast<long int*>(A_->i))[k] = spqrMatrix_.getRowIndex()[k];
291 (static_cast<T*>(A_->x))[k] = spqrMatrix_.getValues()[k];
292 }
293 // initialise the vector B
294 B_ = cholmod_l_allocate_dense(dimMat, 1, dimMat, A_->xtype, cc_);
295 // compute factorization of A
296 spqrfactorization_=SuiteSparseQR_factorize<T>(SPQR_ORDERING_DEFAULT,SPQR_DEFAULT_TOL,A_,cc_);
297 }
298
299 SPQRMatrix spqrMatrix_;
300 bool matrixIsLoaded_;
301 int verbose_;
302 cholmod_common* cc_;
303 cholmod_sparse* A_;
304 cholmod_dense* B_;
305 SuiteSparseQR_factorization<T>* spqrfactorization_;
306 };
307
308 template<typename T, typename A>
309 struct IsDirectSolver<SPQR<BCRSMatrix<T,A> > >
310 {
311 enum {value = true};
312 };
313
314 template<typename T, typename A>
315 struct StoresColumnCompressed<SPQR<BCRSMatrix<T,A> > >
316 {
317 enum {value = true};
318 };
319
320 struct SPQRCreator {
321 template<class> struct isValidBlock : std::false_type{};
322
323 template<typename TL, typename M>
324 std::shared_ptr<Dune::InverseOperator<typename Dune::TypeListElement<1, TL>::type,
325 typename Dune::TypeListElement<2, TL>::type>>
326 operator() (TL /*tl*/, const M& mat, const Dune::ParameterTree& config,
327 std::enable_if_t<
328 isValidBlock<typename Dune::TypeListElement<1, TL>::type::block_type>::value,int> = 0) const
329 {
330 int verbose = config.get("verbose", 0);
331 return std::make_shared<Dune::SPQR<M>>(mat,verbose);
332 }
333
334 // second version with SFINAE to validate the template parameters of SPQR
335 template<typename TL, typename M>
336 std::shared_ptr<Dune::InverseOperator<typename Dune::TypeListElement<1, TL>::type,
337 typename Dune::TypeListElement<2, TL>::type>>
338 operator() (TL /*tl*/, const M& /*mat*/, const Dune::ParameterTree& /*config*/,
339 std::enable_if_t<!isValidBlock<typename Dune::TypeListElement<1, TL>::type::block_type>::value,int> = 0) const
340 {
341 DUNE_THROW(UnsupportedType,
342 "Unsupported Type in SPQR (only double and std::complex<double> supported)");
343 }
344 };
345 template<> struct SPQRCreator::isValidBlock<FieldVector<double,1>> : std::true_type{};
346 // std::complex is temporary disabled, because it fails if libc++ is used
347 //template<> struct SPQRCreator::isValidMatrixBlock<FieldMatrix<std::complex<double>,1,1>> : std::true_type{};
348 DUNE_REGISTER_DIRECT_SOLVER("spqr", Dune::SPQRCreator());
349
350} // end namespace Dune
351
352
353#endif //HAVE_SUITESPARSE_SPQR
354#endif //DUNE_ISTL_SPQR_HH
A sparse block matrix with compressed row storage.
Definition: bcrsmatrix.hh:464
A vector of blocks with memory management.
Definition: bvector.hh:393
A dense n x m matrix.
Definition: fmatrix.hh:69
Abstract base class for all solvers.
Definition: solver.hh:97
A generic dynamic dense matrix.
Definition: matrix.hh:559
size_type M() const
Return the number of columns.
Definition: matrix.hh:698
size_type N() const
Return the number of rows.
Definition: matrix.hh:693
Hierarchical structure of string parameters.
Definition: parametertree.hh:35
std::string get(const std::string &key, const std::string &defaultValue) const
get value as string
Definition: parametertree.cc:183
Use the SPQR package to directly solve linear systems – empty default class.
Definition: spqr.hh:46
Sequential overlapping Schwarz preconditioner.
Definition: overlappingschwarz.hh:753
A few common exception classes.
#define DUNE_THROW(E, m)
Definition: exceptions.hh:216
virtual ~SPQR()
Destructor.
Definition: spqr.hh:145
SPQR(const Matrix &matrix, int verbose, bool)
Constructor for compatibility with SuperLU standard constructor.
Definition: spqr.hh:111
virtual SolverCategory::Category category() const
Category of the solver (see SolverCategory::Category)
Definition: spqr.hh:80
SPQRMatrix & getInternalMatrix()
Return the column coppressed matrix.
Definition: spqr.hh:248
void setMatrix(const Matrix &matrix)
Initialize data from given matrix.
Definition: spqr.hh:192
ISTL::Impl::BCCSMatrixInitializer< BCRSMatrix< FieldMatrix< T, n, m >, A >, int > MatrixInitializer
Type of an associated initializer class.
Definition: spqr.hh:73
SPQR()
Default constructor.
Definition: spqr.hh:135
const char * name()
Get method name.
Definition: spqr.hh:267
SuiteSparseQR_factorization< T > * getFactorization()
Return the matrix factorization.
Definition: spqr.hh:239
void setVerbosity(int v)
Sets the verbosity level for the solver.
Definition: spqr.hh:230
ISTL::Impl::BCCSMatrix< T, int > SPQRMatrix
The corresponding SuperLU Matrix type.
Definition: spqr.hh:71
virtual void apply(domain_type &x, range_type &b, double reduction, InverseOperatorResult &res)
apply inverse operator, with given convergence criteria.
Definition: spqr.hh:183
void free()
Free allocated space.
Definition: spqr.hh:257
SPQR(const Matrix &matrix, const ParameterTree &config)
Constructs the SPQR solver.
Definition: spqr.hh:130
Dune::BlockVector< FieldVector< T, n >, typename std::allocator_traits< A >::template rebind_alloc< FieldVector< T, n > > > range_type
The type of the range of the solver.
Definition: spqr.hh:77
Dune::BlockVector< FieldVector< T, m >, typename std::allocator_traits< A >::template rebind_alloc< FieldVector< T, m > > > domain_type
The type of the domain of the solver.
Definition: spqr.hh:75
virtual void apply(domain_type &x, range_type &b, InverseOperatorResult &res)
Apply inverse operator,.
Definition: spqr.hh:153
SPQR(const Matrix &matrix, int verbose=0)
Construct a solver object from a BCRSMatrix.
Definition: spqr.hh:93
Dune namespace.
Definition: alignedallocator.hh:11
Implementations of the inverse operator interface.
Templates characterizing the type of a solver.
Statistics about the application of an inverse operator.
Definition: solver.hh:46
int iterations
Number of iterations.
Definition: solver.hh:65
bool converged
True if convergence criterion has been met.
Definition: solver.hh:71
Category
Definition: solvercategory.hh:21
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