42 #ifndef BELOS_PCPG_SOLMGR_HPP
43 #define BELOS_PCPG_SOLMGR_HPP
66 #ifdef BELOS_TEUCHOS_TIME_MONITOR
69 #if defined(HAVE_TEUCHOSCORE_CXX11)
70 # include <type_traits>
71 #endif // defined(HAVE_TEUCHOSCORE_CXX11)
151 template<
class ScalarType,
class MV,
class OP,
152 const bool supportsScalarType =
157 Belos::Details::LapackSupportsScalar<ScalarType>::value &&
158 ! Teuchos::ScalarTraits<ScalarType>::isComplex>
182 template<
class ScalarType,
class MV,
class OP>
274 return Teuchos::tuple(timerSolve_);
345 std::string description()
const;
375 static constexpr
int maxIters_default_ = 1000;
376 static constexpr
int deflatedBlocks_default_ = 2;
377 static constexpr
int savedBlocks_default_ = 16;
380 static constexpr
int outputFreq_default_ = -1;
381 static constexpr
const char * label_default_ =
"Belos";
382 static constexpr
const char * orthoType_default_ =
"DGKS";
383 static constexpr std::ostream * outputStream_default_ = &std::cout;
404 int deflatedBlocks_, savedBlocks_,
verbosity_, outputStyle_, outputFreq_;
423 template<
class ScalarType,
class MV,
class OP>
425 outputStream_(Teuchos::
rcp(outputStream_default_,false)),
430 maxIters_(maxIters_default_),
431 deflatedBlocks_(deflatedBlocks_default_),
432 savedBlocks_(savedBlocks_default_),
433 verbosity_(verbosity_default_),
434 outputStyle_(outputStyle_default_),
435 outputFreq_(outputFreq_default_),
436 orthoType_(orthoType_default_),
438 label_(label_default_),
444 template<
class ScalarType,
class MV,
class OP>
449 outputStream_(Teuchos::
rcp(outputStream_default_,false)),
455 maxIters_(maxIters_default_),
456 deflatedBlocks_(deflatedBlocks_default_),
457 savedBlocks_(savedBlocks_default_),
458 verbosity_(verbosity_default_),
459 outputStyle_(outputStyle_default_),
460 outputFreq_(outputFreq_default_),
461 orthoType_(orthoType_default_),
463 label_(label_default_),
467 problem_.is_null (), std::invalid_argument,
468 "Belos::PCPGSolMgr two-argument constructor: "
469 "'problem' is null. You must supply a non-null Belos::LinearProblem "
470 "instance when calling this constructor.");
479 template<
class ScalarType,
class MV,
class OP>
483 if (params_ == Teuchos::null) {
492 maxIters_ = params->
get(
"Maximum Iterations",maxIters_default_);
495 params_->set(
"Maximum Iterations", maxIters_);
496 if (maxIterTest_!=Teuchos::null)
497 maxIterTest_->setMaxIters( maxIters_ );
502 savedBlocks_ = params->
get(
"Num Saved Blocks",savedBlocks_default_);
504 "Belos::PCPGSolMgr: \"Num Saved Blocks\" must be strictly positive.");
511 params_->set(
"Num Saved Blocks", savedBlocks_);
514 deflatedBlocks_ = params->
get(
"Num Deflated Blocks",deflatedBlocks_default_);
516 "Belos::PCPGSolMgr: \"Num Deflated Blocks\" must be positive.");
519 "Belos::PCPGSolMgr: \"Num Deflated Blocks\" must be <= \"Num Saved Blocks\".");
523 params_->set(
"Num Deflated Blocks", static_cast<int>(deflatedBlocks_));
528 std::string tempLabel = params->
get(
"Timer Label", label_default_);
531 if (tempLabel != label_) {
533 params_->set(
"Timer Label", label_);
534 std::string solveLabel = label_ +
": PCPGSolMgr total solve time";
535 #ifdef BELOS_TEUCHOS_TIME_MONITOR
538 if (ortho_ != Teuchos::null) {
539 ortho_->setLabel( label_ );
546 std::string tempOrthoType = params->
get(
"Orthogonalization",orthoType_default_);
548 std::invalid_argument,
549 "Belos::PCPGSolMgr: \"Orthogonalization\" must be either \"DGKS\", \"ICGS\", or \"IMGS\".");
550 if (tempOrthoType != orthoType_) {
551 orthoType_ = tempOrthoType;
552 params_->set(
"Orthogonalization", orthoType_);
554 if (orthoType_==
"DGKS") {
555 if (orthoKappa_ <= 0) {
563 else if (orthoType_==
"ICGS") {
566 else if (orthoType_==
"IMGS") {
573 if (params->
isParameter(
"Orthogonalization Constant")) {
575 orthoKappa_ = params->
get (
"Orthogonalization Constant",
579 orthoKappa_ = params->
get (
"Orthogonalization Constant",
584 params_->set(
"Orthogonalization Constant",orthoKappa_);
585 if (orthoType_==
"DGKS") {
586 if (orthoKappa_ > 0 && ortho_ != Teuchos::null) {
594 if (Teuchos::isParameterType<int>(*params,
"Verbosity")) {
595 verbosity_ = params->
get(
"Verbosity", verbosity_default_);
597 verbosity_ = (int)Teuchos::getParameter<Belos::MsgType>(*params,
"Verbosity");
601 params_->set(
"Verbosity", verbosity_);
602 if (printer_ != Teuchos::null)
603 printer_->setVerbosity(verbosity_);
608 if (Teuchos::isParameterType<int>(*params,
"Output Style")) {
609 outputStyle_ = params->
get(
"Output Style", outputStyle_default_);
611 outputStyle_ = (int)Teuchos::getParameter<Belos::OutputType>(*params,
"Output Style");
615 params_->set(
"Output Style", outputStyle_);
616 outputTest_ = Teuchos::null;
621 outputStream_ = Teuchos::getParameter<Teuchos::RCP<std::ostream> >(*params,
"Output Stream");
624 params_->set(
"Output Stream", outputStream_);
625 if (printer_ != Teuchos::null)
626 printer_->setOStream( outputStream_ );
632 outputFreq_ = params->
get(
"Output Frequency", outputFreq_default_);
636 params_->set(
"Output Frequency", outputFreq_);
637 if (outputTest_ != Teuchos::null)
638 outputTest_->setOutputFrequency( outputFreq_ );
642 if (printer_ == Teuchos::null) {
651 if (params->
isParameter(
"Convergence Tolerance")) {
653 convtol_ = params->
get (
"Convergence Tolerance",
661 params_->set(
"Convergence Tolerance", convtol_);
662 if (convTest_ != Teuchos::null)
663 convTest_->setTolerance( convtol_ );
669 if (maxIterTest_ == Teuchos::null)
672 if (convTest_ == Teuchos::null)
673 convTest_ =
Teuchos::rcp(
new StatusTestResNorm_t( convtol_, 1 ) );
675 sTest_ =
Teuchos::rcp(
new StatusTestCombo_t( StatusTestCombo_t::OR, maxIterTest_, convTest_ ) );
683 std::string solverDesc =
" PCPG ";
684 outputTest_->setSolverDesc( solverDesc );
688 if (ortho_ == Teuchos::null) {
689 params_->set(
"Orthogonalization", orthoType_);
690 if (orthoType_==
"DGKS") {
691 if (orthoKappa_ <= 0) {
699 else if (orthoType_==
"ICGS") {
702 else if (orthoType_==
"IMGS") {
707 "Belos::PCPGSolMgr(): Invalid orthogonalization type.");
712 if (timerSolve_ == Teuchos::null) {
713 std::string solveLabel = label_ +
": PCPGSolMgr total solve time";
714 #ifdef BELOS_TEUCHOS_TIME_MONITOR
724 template<
class ScalarType,
class MV,
class OP>
733 "The relative residual tolerance that needs to be achieved by the\n"
734 "iterative solver in order for the linear system to be declared converged.");
735 pl->
set(
"Maximum Iterations", static_cast<int>(maxIters_default_),
736 "The maximum number of iterations allowed for each\n"
737 "set of RHS solved.");
738 pl->
set(
"Num Deflated Blocks", static_cast<int>(deflatedBlocks_default_),
739 "The maximum number of vectors in the seed subspace." );
740 pl->
set(
"Num Saved Blocks", static_cast<int>(savedBlocks_default_),
741 "The maximum number of vectors saved from old Krylov subspaces." );
742 pl->
set(
"Verbosity", static_cast<int>(verbosity_default_),
743 "What type(s) of solver information should be outputted\n"
744 "to the output stream.");
745 pl->
set(
"Output Style", static_cast<int>(outputStyle_default_),
746 "What style is used for the solver information outputted\n"
747 "to the output stream.");
748 pl->
set(
"Output Frequency", static_cast<int>(outputFreq_default_),
749 "How often convergence information should be outputted\n"
750 "to the output stream.");
752 "A reference-counted pointer to the output stream where all\n"
753 "solver output is sent.");
754 pl->
set(
"Timer Label", static_cast<const char *>(label_default_),
755 "The string to use as a prefix for the timer labels.");
756 pl->
set(
"Orthogonalization", static_cast<const char *>(orthoType_default_),
757 "The type of orthogonalization to use: DGKS, ICGS, IMGS");
759 "The constant used by DGKS orthogonalization to determine\n"
760 "whether another step of classical Gram-Schmidt is necessary.");
768 template<
class ScalarType,
class MV,
class OP>
772 if (!isSet_) { setParameters( params_ ); }
780 "Belos::PCPGSolMgr::solve(): Linear problem is not a valid object.");
783 "Belos::PCPGSolMgr::solve(): Linear problem is not ready, setProblem() has not been called.");
786 int numRHS2Solve = MVT::GetNumberVecs( *(problem_->getRHS()) );
787 std::vector<int> currIdx(1);
793 problem_->setLSIndex( currIdx );
796 bool isConverged =
true;
801 plist.
set(
"Saved Blocks", savedBlocks_);
802 plist.
set(
"Block Size", 1);
803 plist.
set(
"Keep Diagonal",
true);
804 plist.
set(
"Initialize Diagonal",
true);
815 #ifdef BELOS_TEUCHOS_TIME_MONITOR
818 while ( numRHS2Solve > 0 ) {
821 outputTest_->reset();
824 if (R_ == Teuchos::null)
825 R_ = MVT::Clone( *(problem_->getRHS()), 1 );
827 problem_->computeCurrResVec( &*R_ );
833 if( U_ != Teuchos::null ){
839 std::vector<MagnitudeType> rnorm0(1);
840 MVT::MvNorm( *R_, rnorm0 );
843 std::cout <<
"Solver Manager: dimU_ = " << dimU_ << std::endl;
847 std::vector<int> active_columns( dimU_ );
848 for (
int i=0; i < dimU_; ++i) active_columns[i] = i;
849 Uactive = MVT::CloneView(*U_, active_columns);
850 Cactive = MVT::CloneView(*C_, active_columns);
853 std::cout <<
" Solver Manager : check duality of seed basis " << std::endl;
855 MVT::MvTransMv( one, *Uactive, *Cactive, H );
856 H.
print( std::cout );
859 MVT::MvTransMv( one, *Uactive, *R_, Z );
861 MVT::MvTimesMatAddMv( one, *Uactive, Z, zero, *tempU );
862 MVT::MvAddMv( one, *tempU, one, *cur_soln_vec, *cur_soln_vec );
863 MVT::MvTimesMatAddMv( one, *Cactive, Z, zero, *tempU );
864 MVT::MvAddMv( -one, *tempU, one, *R_, *R_ );
865 std::vector<MagnitudeType> rnorm(1);
866 MVT::MvNorm( *R_, rnorm );
867 if( rnorm[0] < rnorm0[0] * .001 ){
868 MVT::MvTransMv( one, *Uactive, *R_, Z );
869 MVT::MvTimesMatAddMv( one, *Uactive, Z, zero, *tempU );
870 MVT::MvAddMv( one, *tempU, one, *cur_soln_vec, *cur_soln_vec );
871 MVT::MvTimesMatAddMv( one, *Cactive, Z, zero, *tempU );
872 MVT::MvAddMv( -one, *tempU, one, *R_, *R_ );
874 Uactive = Teuchos::null;
875 Cactive = Teuchos::null;
876 tempU = Teuchos::null;
887 if( U_ != Teuchos::null ) pcpgState.
U = U_;
888 if( C_ != Teuchos::null ) pcpgState.
C = C_;
889 if( dimU_ > 0 ) pcpgState.
curDim = dimU_;
890 pcpg_iter->initialize(pcpgState);
896 if( !dimU_ ) printer_->stream(
Debug) <<
" No recycled subspace available for RHS index " << currIdx[0] << std::endl << std::endl;
897 pcpg_iter->resetNumIters();
899 if( dimU_ > savedBlocks_ )
900 std::cout <<
"Error: dimU_ = " << dimU_ <<
" > savedBlocks_ = " << savedBlocks_ << std::endl;
906 if( debug ) printf(
"********** Calling iterate...\n");
907 pcpg_iter->iterate();
914 if ( convTest_->getStatus() ==
Passed ) {
923 else if ( maxIterTest_->getStatus() ==
Passed ) {
938 "Belos::PCPGSolMgr::solve(): Invalid return from PCPGIter::iterate().");
944 sTest_->checkStatus( &*pcpg_iter );
945 if (convTest_->getStatus() !=
Passed)
949 catch (
const std::exception &e) {
950 printer_->stream(
Errors) <<
"Error! Caught exception in PCPGIter::iterate() at iteration "
951 << pcpg_iter->getNumIters() << std::endl
952 << e.what() << std::endl;
959 problem_->updateSolution( update,
true );
962 problem_->setCurrLS();
970 std::cout <<
"SolverManager: dimU_ " << dimU_ <<
" prevUdim= " << q << std::endl;
972 if( q > deflatedBlocks_ )
973 std::cout <<
"SolverManager: Error deflatedBlocks = " << deflatedBlocks_ << std::endl;
984 rank = ARRQR(dimU_,q, *oldState.
D );
986 std::cout <<
" rank decreased in ARRQR, something to do? " << std::endl;
992 if( dimU_ > deflatedBlocks_ ){
994 if( !deflatedBlocks_ ){
997 dimU_ = deflatedBlocks_;
1001 bool Harmonic =
false;
1005 std::vector<int> active_cols( dimU_ );
1006 for (
int i=0; i < dimU_; ++i) active_cols[i] = i;
1009 Uorth = MVT::CloneCopy(*C_, active_cols);
1012 Uorth = MVT::CloneCopy(*U_, active_cols);
1017 rank = ortho_->normalize(*Uorth,
Teuchos::rcp(&R,
false));
1018 Uorth = Teuchos::null;
1024 "Belos::PCPGSolMgr::solve(): Failed to compute orthonormal basis for initial recycled subspace.");
1030 int lwork = 5*dimU_;
1033 if( problem_->isHermitian() ) lrwork = dimU_;
1034 std::vector<ScalarType> work(lwork);
1035 std::vector<ScalarType> Svec(dimU_);
1036 std::vector<ScalarType> rwork(lrwork);
1037 lapack.
GESVD(
'N',
'O',
1046 "Belos::PCPGSolMgr::solve(): LAPACK _GESVD failed to compute singular values.");
1048 if( work[0] != 67. * dimU_ )
1049 std::cout <<
" SVD " << dimU_ <<
" lwork " << work[0] << std::endl;
1050 for(
int i=0; i< dimU_; i++)
1051 std::cout << i <<
" " << Svec[i] << std::endl;
1055 int startRow = 0, startCol = 0;
1057 startCol = dimU_ - deflatedBlocks_;
1065 std::vector<int> active_columns( dimU_ );
1066 std::vector<int> def_cols( deflatedBlocks_ );
1067 for (
int i=0; i < dimU_; ++i) active_columns[i] = i;
1068 for (
int i=0; i < deflatedBlocks_; ++i) def_cols[i] = i;
1072 MVT::MvTimesMatAddMv( one, *Ucopy, V, zero, *Uactive );
1073 Ucopy = Teuchos::null;
1074 Uactive = Teuchos::null;
1077 MVT::MvTimesMatAddMv( one, *Ccopy, V, zero, *Cactive );
1078 Ccopy = Teuchos::null;
1079 Cactive = Teuchos::null;
1080 dimU_ = deflatedBlocks_;
1082 printer_->stream(
Debug) <<
" Generated recycled subspace using RHS index " << currIdx[0] <<
" of dimension " << dimU_ << std::endl << std::endl;
1085 problem_->setCurrLS();
1089 if ( numRHS2Solve > 0 ) {
1093 problem_->setLSIndex( currIdx );
1096 currIdx.resize( numRHS2Solve );
1105 #ifdef BELOS_TEUCHOS_TIME_MONITOR
1115 using Teuchos::rcp_dynamic_cast;
1118 const std::vector<MagnitudeType>* pTestValues =
1119 rcp_dynamic_cast<conv_test_type>(convTest_)->
getTestValue();
1122 "Belos::PCPGSolMgr::solve(): The convergence test's getTestValue() "
1123 "method returned NULL. Please report this bug to the Belos developers.");
1126 "Belos::PCPGSolMgr::solve(): The convergence test's getTestValue() "
1127 "method returned a vector of length zero. Please report this bug to the "
1128 "Belos developers.");
1133 achievedTol_ = *std::max_element (pTestValues->begin(), pTestValues->end());
1137 numIters_ = maxIterTest_->getNumIters();
1148 template<
class ScalarType,
class MV,
class OP>
1159 std::vector<int> curind(1);
1160 std::vector<int> ipiv(p - q);
1161 std::vector<ScalarType> Pivots(p);
1163 ScalarType rteps = 1.5e-8;
1166 for( i = q ; i < p ; i++ ){
1169 RCP<MV> P = MVT::CloneViewNonConst(*U_,curind);
1170 RCP<MV> AP = MVT::CloneViewNonConst(*C_,curind);
1172 MVT::MvAddMv( anorm(0,0), *P, zero, *AP, *P );
1173 MVT::MvAddMv( zero, *P, anorm(0,0), *AP, *AP );
1177 for( i = q ; i < p ; i++ ){
1178 if( q < i && i < p-1 ){
1181 for( j = i+1 ; j < p ; j++ ){
1182 const int k = ipiv[j-q];
1183 if( Pivots[k] > Pivots[l] ){
1190 ipiv[imax-q] = ipiv[i-q];
1196 if( Pivots[k] > 1.5625e-2 ){
1197 anorm(0,0) = Pivots[k];
1201 RCP<const MV> P = MVT::CloneView(*U_,curind);
1202 RCP<const MV> AP = MVT::CloneView(*C_,curind);
1203 MVT::MvTransMv( one, *P, *AP, anorm );
1206 if( rteps <= anorm(0,0) && anorm(0,0) < 9.765625e-4){
1214 std::cout <<
"ARRQR: Bad case not implemented" << std::endl;
1216 if( anorm(0,0) < rteps ){
1217 std::cout <<
"ARRQR : deficient case not implemented " << std::endl;
1225 RCP<MV> P = MVT::CloneViewNonConst(*U_,curind);
1226 RCP<MV> AP = MVT::CloneViewNonConst(*C_,curind);
1227 MVT::MvAddMv( anorm(0,0), *P, zero, *AP, *P );
1228 MVT::MvAddMv( zero, *P, anorm(0,0), *AP, *AP );
1232 P = MVT::CloneViewNonConst(*U_,curind);
1233 AP = MVT::CloneViewNonConst(*C_,curind);
1234 for( j = i+1 ; j < p ; j++ ){
1237 RCP<MV> Q = MVT::CloneViewNonConst(*U_,curind);
1238 MVT::MvTransMv( one, *Q, *AP, alpha);
1239 MVT::MvAddMv( -alpha(0,0), *P, one, *Q, *Q );
1241 RCP<MV> AQ = MVT::CloneViewNonConst(*C_,curind);
1242 MVT::MvAddMv( -alpha(0,0), *AP, one, *AQ, *AQ );
1244 gamma(0,0) = ( Pivots[l] - alpha(0,0))*( Pivots[l] + alpha(0,0));
1245 if( gamma(0,0) > 0){
1257 template<
class ScalarType,
class MV,
class OP>
1260 std::ostringstream oss;
1263 oss <<
"Ortho Type='"<<orthoType_;