BelosPseudoBlockCGIter.hpp

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// @HEADER
// *****************************************************************************
//                 Belos: Block Linear Solvers Package
//
// Copyright 2004-2016 NTESS and the Belos contributors.
// SPDX-License-Identifier: BSD-3-Clause
// *****************************************************************************
// @HEADER
 
#ifndef BELOS_PSEUDO_BLOCK_CG_ITER_HPP
#define BELOS_PSEUDO_BLOCK_CG_ITER_HPP
 
#include "BelosConfigDefs.hpp"
#include "BelosTypes.hpp"
#include "BelosCGIteration.hpp"
 
#include "BelosLinearProblem.hpp"
#include "BelosMatOrthoManager.hpp"
#include "BelosOutputManager.hpp"
#include "BelosStatusTest.hpp"
#include "BelosOperatorTraits.hpp"
#include "BelosMultiVecTraits.hpp"
 
#include "Teuchos_Assert.hpp"
#include "Teuchos_SerialDenseMatrix.hpp"
#include "Teuchos_SerialDenseVector.hpp"
#include "Teuchos_ScalarTraits.hpp"
#include "Teuchos_ParameterList.hpp"
#include "Teuchos_TimeMonitor.hpp"
 
namespace Belos {
 
 
 
  template <class ScalarType, class MV>
  class PseudoBlockCGIterationState : public CGIterationStateBase<ScalarType, MV> {
 
  public:
    PseudoBlockCGIterationState() = default;
 
    PseudoBlockCGIterationState(Teuchos::RCP<const MV> tmp) {
      initialize(tmp);
    }
 
    virtual ~PseudoBlockCGIterationState() = default;
 
    void initialize(Teuchos::RCP<const MV> tmp, int _numVectors) {
      using MVT = MultiVecTraits<ScalarType, MV>;
      this->R = MVT::Clone( *tmp, _numVectors );
      this->Z = MVT::Clone( *tmp, _numVectors );
      this->P = MVT::Clone( *tmp, _numVectors );
      this->AP = MVT::Clone(*tmp, _numVectors );
 
      CGIterationStateBase<ScalarType, MV>::initialize(tmp, _numVectors);
    }
 
    bool matches(Teuchos::RCP<const MV> tmp, int _numVectors=1) const {
      return CGIterationStateBase<ScalarType, MV>::matches(tmp, _numVectors);
    }
};
 
  template<class ScalarType, class MV, class OP>
  class PseudoBlockCGIter : virtual public CGIteration<ScalarType,MV,OP> {
 
  public:
 
    //
    // Convenience typedefs
    //
    using MVT = MultiVecTraits<ScalarType, MV>;
    using OPT = OperatorTraits<ScalarType, MV, OP>;
    using SCT = Teuchos::ScalarTraits<ScalarType>;
    using MagnitudeType = typename SCT::magnitudeType;
 
 
 
    PseudoBlockCGIter( const Teuchos::RCP<LinearProblem<ScalarType,MV,OP> > &problem,
                          const Teuchos::RCP<OutputManager<ScalarType> > &printer,
                          const Teuchos::RCP<StatusTest<ScalarType,MV,OP> > &tester,
                          Teuchos::ParameterList &params );
 
    virtual ~PseudoBlockCGIter() = default;
 
 
 
 
    void iterate();
 
    void initializeCG(Teuchos::RCP<CGIterationStateBase<ScalarType,MV> > newstate, Teuchos::RCP<MV> R_0);
 
    void initialize()
    {
      initializeCG(Teuchos::null, Teuchos::null);
    }
 
    Teuchos::RCP<CGIterationStateBase<ScalarType,MV> > getState() const {
      auto state = Teuchos::rcp(new PseudoBlockCGIterationState<ScalarType,MV>());
      state->R = R_;
      state->P = P_;
      state->AP = AP_;
      state->Z = Z_;
      return state;
    }
 
    void setState(Teuchos::RCP<CGIterationStateBase<ScalarType,MV> > state) {
      auto s = Teuchos::rcp_dynamic_cast<PseudoBlockCGIterationState<ScalarType,MV> >(state, true);
      R_ = s->R;
      Z_ = s->Z;
      P_ = s->P;
      AP_ = s->AP;
    }
 
 
 
 
 
    int getNumIters() const { return iter_; }
 
    void resetNumIters( int iter = 0 ) { iter_ = iter; }
 
    Teuchos::RCP<const MV> getNativeResiduals( std::vector<MagnitudeType> * /* norms */ ) const { return R_; }
 
 
    Teuchos::RCP<MV> getCurrentUpdate() const { return Teuchos::null; }
 
 
 
 
    const LinearProblem<ScalarType,MV,OP>& getProblem() const { return *lp_; }
 
    int getBlockSize() const { return 1; }
 
    void setBlockSize(int blockSize) {
      TEUCHOS_TEST_FOR_EXCEPTION(blockSize!=1,std::invalid_argument,
                         "Belos::PseudoBlockCGIter::setBlockSize(): Cannot use a block size that is not one.");
    }
 
    bool isInitialized() { return initialized_; }
 
 
    void setDoCondEst(bool val) {
     if (numEntriesForCondEst_ != 0) doCondEst_=val;
    }
 
    Teuchos::ArrayView<MagnitudeType> getDiag() {
      // NOTE (mfh 30 Jul 2015) See note on getOffDiag() below.
      // getDiag() didn't actually throw for me in that case, but why
      // not be cautious?
      using size_type = typename Teuchos::ArrayView<MagnitudeType>::size_type;
      if (static_cast<size_type> (iter_) >= diag_.size ()) {
        return diag_ ();
      } else {
        return diag_ (0, iter_);
      }
    }
 
    Teuchos::ArrayView<MagnitudeType> getOffDiag() {
      // NOTE (mfh 30 Jul 2015) The implementation as I found it
      // returned "offdiag(0,iter_)".  This breaks (Teuchos throws in
      // debug mode) when the maximum number of iterations has been
      // reached, because iter_ == offdiag_.size() in that case.  The
      // new logic fixes this.
      using size_type = typename Teuchos::ArrayView<MagnitudeType>::size_type;
      if (static_cast<size_type> (iter_) >= offdiag_.size ()) {
        return offdiag_ ();
      } else {
        return offdiag_ (0, iter_);
      }
    }
 
  private:
 
    //
    // Classes inputed through constructor that define the linear problem to be solved.
    //
    const Teuchos::RCP<LinearProblem<ScalarType,MV,OP> >    lp_;
    const Teuchos::RCP<OutputManager<ScalarType> >          om_;
    const Teuchos::RCP<StatusTest<ScalarType,MV,OP> >       stest_;
 
    //
    // Algorithmic parameters
    //
    // numRHS_ is the current number of linear systems being solved.
    int numRHS_;
 
    //
    // Current solver state
    //
    // initialized_ specifies that the basis vectors have been initialized and the iterate() routine
    // is capable of running; _initialize is controlled  by the initialize() member method
    // For the implications of the state of initialized_, please see documentation for initialize()
    bool initialized_;
 
    // Current number of iterations performed.
    int iter_;
 
    // Assert that the matrix is positive definite
    bool assertPositiveDefiniteness_;
 
    // Tridiagonal system for condition estimation (if needed)
    Teuchos::ArrayRCP<MagnitudeType> diag_, offdiag_;
    ScalarType pAp_old_, beta_old_, rHz_old2_;  // Put scalars here so that estimate is correct for multiple RHS, when deflation occurs.
    int numEntriesForCondEst_;
    bool doCondEst_;
 
    //
    // State Storage
    //
    // Residual
    Teuchos::RCP<MV> R_;
    //
    // Preconditioned residual
    Teuchos::RCP<MV> Z_;
    //
    // Direction vector
    Teuchos::RCP<MV> P_;
    //
    // Operator applied to direction vector
    Teuchos::RCP<MV> AP_;
 
  };
 
  // Constructor.
  template<class ScalarType, class MV, class OP>
  PseudoBlockCGIter<ScalarType,MV,OP>::PseudoBlockCGIter(const Teuchos::RCP<LinearProblem<ScalarType,MV,OP> > &problem,
                                                               const Teuchos::RCP<OutputManager<ScalarType> > &printer,
                                                               const Teuchos::RCP<StatusTest<ScalarType,MV,OP> > &tester,
                                                               Teuchos::ParameterList &params ):
    lp_(problem),
    om_(printer),
    stest_(tester),
    numRHS_(0),
    initialized_(false),
    iter_(0),
    assertPositiveDefiniteness_( params.get("Assert Positive Definiteness", true) ),
    numEntriesForCondEst_(params.get("Max Size For Condest",0) ),
    doCondEst_(false)
  {
  }
 
 
  // Initialize this iteration object
  template <class ScalarType, class MV, class OP>
  void PseudoBlockCGIter<ScalarType, MV, OP>::initializeCG(Teuchos::RCP<CGIterationStateBase<ScalarType, MV> > newstate, Teuchos::RCP<MV> R_0) {
 
    // Check if there is any mltivector to clone from.
    Teuchos::RCP<const MV> lhsMV = lp_->getCurrLHSVec();
    Teuchos::RCP<const MV> rhsMV = lp_->getCurrRHSVec();
    TEUCHOS_TEST_FOR_EXCEPTION((lhsMV==Teuchos::null && rhsMV==Teuchos::null),std::invalid_argument,
                       "Belos::PseudoBlockCGIter::initialize(): Cannot initialize state storage!");
 
    // Get the multivector that is not null.
    Teuchos::RCP<const MV> tmp = ( (rhsMV!=Teuchos::null)? rhsMV: lhsMV );
 
    // Get the number of right-hand sides we're solving for now.
    int numRHS = MVT::GetNumberVecs(*tmp);
    numRHS_ = numRHS;
 
    // Initialize the state storage if it isn't already.
    TEUCHOS_ASSERT(!newstate.is_null());
    if (!Teuchos::rcp_dynamic_cast<PseudoBlockCGIterationState<ScalarType,MV> >(newstate, true)->matches(tmp, numRHS_))
      newstate->initialize(tmp, numRHS_);
    setState(newstate);
 
    // Tracking information for condition number estimation
    if(numEntriesForCondEst_ > 0) {
      diag_.resize(numEntriesForCondEst_);
      offdiag_.resize(numEntriesForCondEst_-1);
    }
 
    std::string errstr("Belos::BlockPseudoCGIter::initialize(): Specified multivectors must have a consistent length and width.");
 
    {
 
      TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*R_0) != MVT::GetGlobalLength(*R_),
                          std::invalid_argument, errstr );
      TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetNumberVecs(*R_0) != numRHS_,
                          std::invalid_argument, errstr );
 
      // Copy basis vectors from newstate into V
      if (R_0 != R_) {
        // copy over the initial residual (unpreconditioned).
        MVT::Assign( *R_0, *R_ );
      }
 
      // Compute initial direction vectors
      // Initially, they are set to the preconditioned residuals
      //
      if ( lp_->getLeftPrec() != Teuchos::null ) {
        lp_->applyLeftPrec( *R_, *Z_ );
        if ( lp_->getRightPrec() != Teuchos::null ) {
          Teuchos::RCP<MV> tmp1 = MVT::Clone( *Z_, numRHS_ );
          lp_->applyRightPrec( *Z_, *tmp1 );
          Z_ = tmp1;
        }
      }
      else if ( lp_->getRightPrec() != Teuchos::null ) {
        lp_->applyRightPrec( *R_, *Z_ );
      }
      else {
        MVT::Assign( *R_, *Z_ );
      }
      MVT::Assign( *Z_, *P_ );
    }
 
    // The solver is initialized
    initialized_ = true;
  }
 
 
  // Iterate until the status test informs us we should stop.
  template <class ScalarType, class MV, class OP>
  void PseudoBlockCGIter<ScalarType,MV,OP>::iterate()
  {
    //
    // Allocate/initialize data structures
    //
    if (!initialized_) {
      initialize();
    }
 
    // Allocate memory for scalars.
    int i=0;
    std::vector<int> index(1);
    std::vector<ScalarType> rHz( numRHS_ );
    std::vector<ScalarType> rHz_old( numRHS_ );
    std::vector<ScalarType> pAp( numRHS_ );
    std::vector<ScalarType> beta( numRHS_ );
    Teuchos::SerialDenseMatrix<int, ScalarType> alpha( numRHS_,numRHS_ );
 
    // Create convenience variables for zero and one.
    const ScalarType one = Teuchos::ScalarTraits<ScalarType>::one();
    const MagnitudeType zero = Teuchos::ScalarTraits<MagnitudeType>::zero();
 
    // Get the current solution std::vector.
    Teuchos::RCP<MV> cur_soln_vec = lp_->getCurrLHSVec();
 
    // Compute first <r,z> a.k.a. rHz
    MVT::MvDot( *R_, *Z_, rHz );
 
    if ( assertPositiveDefiniteness_ )
        for (i=0; i<numRHS_; ++i)
            TEUCHOS_TEST_FOR_EXCEPTION( SCT::real(rHz[i]) < zero,
                                CGPositiveDefiniteFailure,
                                "Belos::PseudoBlockCGIter::iterate(): negative value for r^H*M*r encountered!" );
 
    // Iterate until the status test tells us to stop.
    //
    while (stest_->checkStatus(this) != Passed) {
 
      // Increment the iteration
      iter_++;
 
      // Multiply the current direction std::vector by A and store in AP_
      lp_->applyOp( *P_, *AP_ );
 
      // Compute alpha := <R_,Z_> / <P_,AP_>
      MVT::MvDot( *P_, *AP_, pAp );
 
      for (i=0; i<numRHS_; ++i) {
        if ( assertPositiveDefiniteness_ )
            // Check that pAp[i] is a positive number!
            TEUCHOS_TEST_FOR_EXCEPTION( SCT::real(pAp[i]) <= zero,
                                CGPositiveDefiniteFailure,
                                "Belos::PseudoBlockCGIter::iterate(): non-positive value for p^H*A*p encountered!" );
 
        alpha(i,i) = rHz[i] / pAp[i];
      }
 
      //
      // Update the solution std::vector x := x + alpha * P_
      //
      MVT::MvTimesMatAddMv( one, *P_, alpha, one, *cur_soln_vec );
      lp_->updateSolution();// what does this do?
      //
      // Save the denominator of beta before residual is updated [ old <R_, Z_> ]
      //
      for (i=0; i<numRHS_; ++i) {
        rHz_old[i] = rHz[i];
      }
      //
      // Compute the new residual R_ := R_ - alpha * AP_
      //
      MVT::MvTimesMatAddMv( -one, *AP_, alpha, one, *R_ );
      //
      // Compute beta := [ new <R_, Z_> ] / [ old <R_, Z_> ],
      // and the new direction std::vector p.
      //
      if ( lp_->getLeftPrec() != Teuchos::null ) {
        lp_->applyLeftPrec( *R_, *Z_ );
        if ( lp_->getRightPrec() != Teuchos::null ) {
          Teuchos::RCP<MV> tmp = MVT::Clone( *Z_, numRHS_ );
          lp_->applyRightPrec( *Z_, *tmp );
          Z_ = tmp;
        }
      }
      else if ( lp_->getRightPrec() != Teuchos::null ) {
        lp_->applyRightPrec( *R_, *Z_ );
      }
      else {
        Z_ = R_;
      }
      //
      MVT::MvDot( *R_, *Z_, rHz );
      if ( assertPositiveDefiniteness_ )
          for (i=0; i<numRHS_; ++i)
              TEUCHOS_TEST_FOR_EXCEPTION( SCT::real(rHz[i]) < zero,
                                  CGPositiveDefiniteFailure,
                                  "Belos::PseudoBlockCGIter::iterate(): negative value for r^H*M*r encountered!" );
      //
      // Update the search directions.
      for (i=0; i<numRHS_; ++i) {
        beta[i] = rHz[i] / rHz_old[i];
        index[0] = i;
        Teuchos::RCP<const MV> Z_i = MVT::CloneView( *Z_, index );
        Teuchos::RCP<MV> P_i = MVT::CloneViewNonConst( *P_, index );
        MVT::MvAddMv( one, *Z_i, beta[i], *P_i, *P_i );
      }
 
      // Condition estimate (if needed)
      if (doCondEst_ && (iter_ - 1) < diag_.size()) {
        if (iter_ > 1) {
          diag_[iter_-1]    = Teuchos::ScalarTraits<ScalarType>::real((beta_old_ * beta_old_ * pAp_old_ + pAp[0]) / rHz_old[0]);
          offdiag_[iter_-2] = -Teuchos::ScalarTraits<ScalarType>::real(beta_old_ * pAp_old_ / (sqrt( rHz_old[0] * rHz_old2_)));
        }
        else {
          diag_[iter_-1]    = Teuchos::ScalarTraits<ScalarType>::real(pAp[0] / rHz_old[0]);
        }
        rHz_old2_ = rHz_old[0];
        beta_old_ = beta[0];
        pAp_old_ = pAp[0];
      }
 
 
      //
    } // end while (sTest_->checkStatus(this) != Passed)
  }
 
} // end Belos namespace
 
#endif /* BELOS_PSEUDO_BLOCK_CG_ITER_HPP */