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/*----------------------------------------------------------------------
SerialReax - Reax Force Field Simulator
Copyright (2010) Purdue University
Hasan Metin Aktulga, haktulga@cs.purdue.edu
Joseph Fogarty, jcfogart@mail.usf.edu
Sagar Pandit, pandit@usf.edu
Ananth Y Grama, ayg@cs.purdue.edu
This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License as
published by the Free Software Foundation; either version 2 of
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
See the GNU General Public License for more details:
<http://www.gnu.org/licenses/>.
----------------------------------------------------------------------*/
#include "GMRES.h"
#include "allocate.h"
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#include "tool_box.h"
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typedef enum
{
LOWER = 0,
UPPER = 1,
} TRIANGULARITY;
/* sparse matrix-vector product Ax=b
* where:
* A: lower triangular matrix
* x: vector
* b: vector (result) */
static void Sparse_MatVec( const sparse_matrix * const A,
const real * const x, real * const b )
#ifdef _OPENMP
static real *b_local;
unsigned int tid;
#endif
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#pragma omp parallel \
default(none) shared(n, b_local) private(si, ei, H, i, j, k, tid)
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#ifdef _OPENMP
tid = omp_get_thread_num();
#pragma omp master
{
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/* keep b_local for program duration to avoid allocate/free
* overhead per Sparse_MatVec call*/
if ( b_local == NULL )
if ( (b_local = (real*) malloc( omp_get_num_threads() * n * sizeof(real))) == NULL )
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exit( INSUFFICIENT_MEMORY );
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Vector_MakeZero( (real * const)b_local, omp_get_num_threads() * n );
}
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#pragma omp barrier
#endif
#pragma omp for schedule(guided)
for ( i = 0; i < n; ++i )
{
si = A->start[i];
ei = A->start[i + 1] - 1;
for ( k = si; k < ei; ++k )
{
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j = A->j[k];
H = A->val[k];
#ifdef _OPENMP
b_local[tid * n + j] += H * x[i];
b_local[tid * n + i] += H * x[j];
#else
b[j] += H * x[i];
b[i] += H * x[j];
#endif
}
// the diagonal entry is the last one in
#ifdef _OPENMP
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b_local[tid * n + i] += A->val[k] * x[i];
#else
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b[i] += A->val[k] * x[i];
#endif
}
#ifdef _OPENMP
#pragma omp for schedule(guided)
for ( i = 0; i < n; ++i )
for ( j = 0; j < omp_get_num_threads(); ++j )
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{
b[i] += b_local[j * n + i];
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}
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}
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static void diag_pre_app( const real * const Hdia_inv, const real * const y,
real * const x, const int N )
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unsigned int i;
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#pragma omp parallel for schedule(guided) \
default(none) private(i)
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for ( i = 0; i < N; ++i )
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x[i] = y[i] * Hdia_inv[i];
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/* Solve triangular system LU*x = y using level scheduling
*
* LU: lower/upper triangular, stored in CSR
* y: constants in linear system (RHS)
* x: solution
* tri: triangularity of LU (lower/upper)
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* Assumptions:
* LU has non-zero diagonals
* Each row of LU has at least one non-zero (i.e., no rows with all zeros) */
static void tri_solve( const sparse_matrix * const LU, const real * const y,
real * const x, const TRIANGULARITY tri )
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if ( tri == LOWER )
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for ( i = 0; i < LU->n; ++i )
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x[i] = y[i];
si = LU->start[i];
ei = LU->start[i + 1];
for ( pj = si; pj < ei - 1; ++pj )
{
j = LU->j[pj];
val = LU->val[pj];
x[i] -= val * x[j];
}
x[i] /= LU->val[pj];
}
}
else
{
for ( i = LU->n - 1; i >= 0; --i )
{
x[i] = y[i];
si = LU->start[i];
ei = LU->start[i + 1];
for ( pj = si + 1; pj < ei; ++pj )
{
j = LU->j[pj];
val = LU->val[pj];
x[i] -= val * x[j];
}
x[i] /= LU->val[si];
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/* Solve triangular system LU*x = y using level scheduling
*
* LU: lower/upper triangular, stored in CSR
* y: constants in linear system (RHS)
* x: solution
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* tri: triangularity of LU (lower/upper)
* find_levels: perform level search if positive, otherwise reuse existing levels
* Assumptions:
* LU has non-zero diagonals
* Each row of LU has at least one non-zero (i.e., no rows with all zeros) */
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static void tri_solve_level_sched( const sparse_matrix * const LU, const real * const y,
real * const x, const TRIANGULARITY tri, int find_levels )
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int i, j, pj, local_row, local_level, levels;
static int levels_L = 1, levels_U = 1;
static unsigned int *row_levels_L = NULL, *level_rows_L = NULL, *level_rows_cnt_L = NULL;
static unsigned int *row_levels_U = NULL, *level_rows_U = NULL, *level_rows_cnt_U = NULL;
unsigned int *row_levels, *level_rows, *level_rows_cnt;
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if ( tri == LOWER )
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row_levels = row_levels_L;
level_rows = level_rows_L;
level_rows_cnt = level_rows_cnt_L;
levels = levels_L;
}
else
{
row_levels = row_levels_U;
level_rows = level_rows_U;
level_rows_cnt = level_rows_cnt_U;
levels = levels_U;
}
if ( row_levels == NULL || level_rows == NULL || level_rows_cnt == NULL )
{
if ( (row_levels = (unsigned int*) malloc((size_t)LU->n * sizeof(unsigned int))) == NULL
|| (level_rows = (unsigned int*) malloc(MAX_ROWS_PER_LEVEL * (size_t)LU->n * sizeof(unsigned int))) == NULL
|| (level_rows_cnt = (unsigned int*) malloc((size_t)LU->n * sizeof(unsigned int))) == NULL )
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{
fprintf( stderr, "Not enough space for triangular solve via level scheduling. Terminating...\n" );
exit( INSUFFICIENT_MEMORY );
}
}
/* find levels (row dependencies in substitutions) */
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if ( find_levels )
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memset( row_levels, 0, LU->n * sizeof( unsigned int) );
memset( level_rows_cnt, 0, LU->n * sizeof( unsigned int) );
if ( tri == LOWER )
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for ( i = 0; i < LU->n; ++i )
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local_level = 0;
for ( pj = LU->start[i]; pj < LU->start[i + 1] - 1; ++pj )
{
local_level = MAX( local_level, row_levels[LU->j[pj]] + 1 );
}
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levels = MAX( levels, local_level + 1 );
row_levels[i] = local_level;
level_rows[local_level * MAX_ROWS_PER_LEVEL + level_rows_cnt[local_level]] = i;
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++level_rows_cnt[local_level];
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if ( level_rows_cnt[local_level] >= MAX_ROWS_PER_LEVEL )
{
fprintf( stderr, "Not enough space for triangular solve via level scheduling" );
fprintf( stderr, " (MAX_ROWS_PER_LEVEL). Terminating...\n" );
exit( INSUFFICIENT_MEMORY );
}
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else
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for ( i = LU->n - 1; i >= 0; --i )
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local_level = 0;
for ( pj = LU->start[i] + 1; pj < LU->start[i + 1]; ++pj )
{
local_level = MAX( local_level, row_levels[LU->j[pj]] + 1 );
}
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levels = MAX( levels, local_level + 1 );
row_levels[i] = local_level;
level_rows[local_level * MAX_ROWS_PER_LEVEL + level_rows_cnt[local_level]] = i;
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++level_rows_cnt[local_level];
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if ( level_rows_cnt[local_level] >= MAX_ROWS_PER_LEVEL )
{
fprintf( stderr, "Not enough space for triangular solve via level scheduling" );
fprintf( stderr, " (MAX_ROWS_PER_LEVEL). Terminating...\n" );
exit( INSUFFICIENT_MEMORY );
}
}
}
}
/* perform substitutions by level */
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#pragma omp parallel default(none) private(i, j, pj, local_row) shared(levels, level_rows_cnt, level_rows)
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if ( tri == LOWER )
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for ( i = 0; i < levels; ++i )
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#pragma omp for schedule(static)
for ( j = 0; j < level_rows_cnt[i]; ++j )
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local_row = level_rows[i * MAX_ROWS_PER_LEVEL + j];
x[local_row] = y[local_row];
for ( pj = LU->start[local_row]; pj < LU->start[local_row + 1] - 1; ++pj )
{
x[local_row] -= LU->val[pj] * x[LU->j[pj]];
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}
x[local_row] /= LU->val[pj];
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else
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for ( i = 0; i < levels; ++i )
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#pragma omp for schedule(static)
for ( j = 0; j < level_rows_cnt[i]; ++j )
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local_row = level_rows[i * MAX_ROWS_PER_LEVEL + j];
x[local_row] = y[local_row];
for ( pj = LU->start[local_row] + 1; pj < LU->start[local_row + 1]; ++pj )
{
x[local_row] -= LU->val[pj] * x[LU->j[pj]];
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}
x[local_row] /= LU->val[LU->start[local_row]];
}
}
}
}
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/* save level info for re-use if performing repeated triangular solves via preconditioning */
if ( tri == LOWER )
{
row_levels_L = row_levels;
level_rows_L = level_rows;
level_rows_cnt_L = level_rows_cnt;
levels_L = levels;
}
else
{
row_levels_U = row_levels;
level_rows_U = level_rows;
level_rows_cnt_U = level_rows_cnt;
levels_U = levels;
}
/* Jacobi iteration using truncated Neumann series: x_{k+1} = Gx_k + D^{-1}b
* where:
* G = I - D^{-1}R
* R = triangular matrix
* D = diagonal matrix, diagonals from R
*
* Note: used during the backsolves when applying preconditioners with
* triangular factors in iterative linear solvers
*
* Note: Newmann series arises from series expansion of the inverse of
* the coefficient matrix in the triangular system */
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static void jacobi_iter( const sparse_matrix * const R, const real * const Dinv,
const real * const b, real * const x, const TRIANGULARITY tri,
const unsigned int maxiter )
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unsigned int i, k, si = 0, ei = 0, iter = 0;
#ifdef _OPENMP
static real *b_local;
unsigned int tid;
#endif
static real *Dinv_b, *rp, *rp2, *rp3;
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#pragma omp parallel \
default(none) shared(b_local, Dinv_b, rp, rp2, rp3, iter, stderr) private(si, ei, i, k, tid)
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#ifdef _OPENMP
tid = omp_get_thread_num();
#endif
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#pragma omp master
{
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/* keep b_local for program duration to avoid allocate/free
* overhead per Sparse_MatVec call*/
if ( Dinv_b == NULL )
{
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if ( (Dinv_b = (real*) malloc(sizeof(real) * R->n)) == NULL )
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{
fprintf( stderr, "not enough memory for Jacobi iteration matrices. terminating.\n" );
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exit( INSUFFICIENT_MEMORY );
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}
}
if ( rp == NULL )
{
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if ( (rp = (real*) malloc(sizeof(real) * R->n)) == NULL )
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{
fprintf( stderr, "not enough memory for Jacobi iteration matrices. terminating.\n" );
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exit( INSUFFICIENT_MEMORY );
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}
}
if ( rp2 == NULL )
{
if ( (rp2 = (real*) malloc(sizeof(real) * R->n)) == NULL )
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{
fprintf( stderr, "not enough memory for Jacobi iteration matrices. terminating.\n" );
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exit( INSUFFICIENT_MEMORY );
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}
}
#ifdef _OPENMP
if ( b_local == NULL )
{
if ( (b_local = (real*) malloc( omp_get_num_threads() * R->n * sizeof(real))) == NULL )
{
fprintf( stderr, "not enough memory for Jacobi iteration matrices. terminating.\n" );
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exit( INSUFFICIENT_MEMORY );
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}
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#endif
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Vector_MakeZero( rp, R->n );
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#pragma omp barrier
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/* precompute and cache, as invariant in loop below */
#pragma omp for schedule(guided)
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for ( i = 0; i < R->n; ++i )
{
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Dinv_b[i] = Dinv[i] * b[i];
}
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#pragma omp barrier
do
{
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// x_{k+1} = G*x_{k} + Dinv*b;
#pragma omp master
{
Vector_MakeZero( rp2, R->n );
#ifdef _OPENMP
Vector_MakeZero( b_local, omp_get_num_threads() * R->n );
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#endif
}
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#pragma omp barrier
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#pragma omp for schedule(guided)
for ( i = 0; i < R->n; ++i )
{
if (tri == LOWER)
{
si = R->start[i];
ei = R->start[i + 1] - 1;
}
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else
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{
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si = R->start[i] + 1;
ei = R->start[i + 1];
}
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for ( k = si; k < ei; ++k )
{
#ifdef _OPENMP
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b_local[tid * R->n + i] += R->val[k] * rp[R->j[k]];
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#else
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rp2[i] += R->val[k] * rp[R->j[k]];
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#endif
}
#ifdef _OPENMP
b_local[tid * R->n + i] *= -Dinv[i];
#else
rp2[i] *= -Dinv[i];
#endif
}
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#pragma omp barrier
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#pragma omp for schedule(guided)
for ( i = 0; i < R->n; ++i )
{
#ifdef _OPENMP
for ( k = 0; k < omp_get_num_threads(); ++k )
{
rp2[i] += b_local[k * R->n + i];
}
#endif
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}
#pragma omp master
{
rp3 = rp;
rp = rp2;
rp2 = rp3;
++iter;
}
#pragma omp barrier
}
while ( iter < maxiter );
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Vector_Copy( x, rp, R->n );
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/* Solve triangular system LU*x = y using level scheduling
*
* workspace: data struct containing matrices, lower/upper triangular, stored in CSR
* control: data struct containing parameters
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* y: constants in linear system (RHS)
* x: solution
* fresh_pre: parameter indicating if this is a newly computed (fresh) preconditioner
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* Assumptions:
* Matrices have non-zero diagonals
* Each row of a matrix has at least one non-zero (i.e., no rows with all zeros) */
void apply_preconditioner( const static_storage * const workspace, const control_params * const control,
const real * const y, real * const x, const int fresh_pre )
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int i, si;
static real *Dinv_L = NULL, *Dinv_U = NULL;
switch ( control->pre_app_type )
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{
case NONE_PA:
break;
case TRI_SOLVE_PA:
switch ( control->pre_comp_type )
{
case DIAG_PC:
diag_pre_app( workspace->Hdia_inv, y, x, workspace->H->n );
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break;
case ICHOLT_PC:
case ILU_PAR_PC:
case ILUT_PAR_PC:
tri_solve( workspace->L, y, x, LOWER );
tri_solve( workspace->U, y, x, UPPER );
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break;
default:
fprintf( stderr, "Unrecognized preconditioner application method. Terminating...\n" );
exit( INVALID_INPUT );
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break;
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}
break;
case TRI_SOLVE_LEVEL_SCHED_PA:
switch ( control->pre_comp_type )
{
case DIAG_PC:
diag_pre_app( workspace->Hdia_inv, y, x, workspace->H->n );
break;
case ICHOLT_PC:
case ILU_PAR_PC:
case ILUT_PAR_PC:
tri_solve_level_sched( workspace->L, y, x, LOWER, fresh_pre );
tri_solve_level_sched( workspace->U, y, x, UPPER, fresh_pre );
break;
default:
fprintf( stderr, "Unrecognized preconditioner application method. Terminating...\n" );
exit( INVALID_INPUT );
break;
}
break;
case JACOBI_ITER_PA:
switch ( control->pre_comp_type )
{
case DIAG_PC:
fprintf( stderr, "Unsupported preconditioner computation/application method combination. Terminating...\n" );
exit( INVALID_INPUT );
break;
case ICHOLT_PC:
case ILU_PAR_PC:
case ILUT_PAR_PC:
if ( Dinv_L == NULL )
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{
if ( (Dinv_L = (real*) malloc(sizeof(real) * workspace->L->n)) == NULL )
{
fprintf( stderr, "not enough memory for Jacobi iteration matrices. terminating.\n" );
exit( INSUFFICIENT_MEMORY );
}
}
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/* construct D^{-1}_L */
if ( fresh_pre )
{
for ( i = 0; i < workspace->L->n; ++i )
{
si = workspace->L->start[i + 1] - 1;
Dinv_L[i] = 1. / workspace->L->val[si];
}
}
jacobi_iter( workspace->L, Dinv_L, y, x, LOWER, control->pre_app_jacobi_iters );
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if ( Dinv_U == NULL )
{
if ( (Dinv_U = (real*) malloc(sizeof(real) * workspace->U->n)) == NULL )
{
fprintf( stderr, "not enough memory for Jacobi iteration matrices. terminating.\n" );
exit( INSUFFICIENT_MEMORY );
}
}
/* construct D^{-1}_U */
if ( fresh_pre )
{
for ( i = 0; i < workspace->U->n; ++i )
{
si = workspace->U->start[i];
Dinv_U[i] = 1. / workspace->U->val[si];
}
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}
jacobi_iter( workspace->U, Dinv_U, y, x, UPPER, control->pre_app_jacobi_iters );
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break;
default:
fprintf( stderr, "Unrecognized preconditioner application method. Terminating...\n" );
exit( INVALID_INPUT );
break;
}
break;
default:
fprintf( stderr, "Unrecognized preconditioner application method. Terminating...\n" );
exit( INVALID_INPUT );
break;
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}
return;
}
/* generalized minimual residual iterative solver for sparse linear systems */
int GMRES( const static_storage * const workspace, const control_params * const control,
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simulation_data * const data, const sparse_matrix * const H,
const real * const b, real tol, real * const x,
const FILE * const fout, const int fresh_pre )
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{
int i, j, k, itr, N, si;
real cc, tmp1, tmp2, temp, bnorm, time_start;
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time_start = Get_Time( );
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data->timing.solver_vector_ops += Get_Timing_Info( time_start );
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if ( control->pre_comp_type == DIAG_PC )
{
/* apply preconditioner to RHS */
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time_start = Get_Time( );
apply_preconditioner( workspace, control, b, workspace->b_prc, fresh_pre );
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data->timing.pre_app += Get_Timing_Info( time_start );
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}
/* GMRES outer-loop */
for ( itr = 0; itr < MAX_ITR; ++itr )
{
/* calculate r0 */
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time_start = Get_Time( );
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data->timing.solver_spmv += Get_Timing_Info( time_start );
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if ( control->pre_comp_type == DIAG_PC )
{
time_start = Get_Time( );
apply_preconditioner( workspace, control, workspace->b_prm, workspace->b_prm, fresh_pre );
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data->timing.pre_app += Get_Timing_Info( time_start );
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}
if ( control->pre_comp_type == DIAG_PC )
{
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time_start = Get_Time( );
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Vector_Sum( workspace->v[0], 1., workspace->b_prc, -1., workspace->b_prm, N );
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data->timing.solver_vector_ops += Get_Timing_Info( time_start );
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}
else
{
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time_start = Get_Time( );
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Vector_Sum( workspace->v[0], 1., b, -1., workspace->b_prm, N );
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data->timing.solver_vector_ops += Get_Timing_Info( time_start );
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}
if ( control->pre_comp_type != DIAG_PC )
{
time_start = Get_Time( );
apply_preconditioner( workspace, control, workspace->v[0], workspace->v[0],
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itr == 0 ? fresh_pre : 0 );
data->timing.pre_app += Get_Timing_Info( time_start );
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}
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time_start = Get_Time( );
workspace->g[0] = Norm( workspace->v[0], N );
Vector_Scale( workspace->v[0], 1. / workspace->g[0], workspace->v[0], N );
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data->timing.solver_vector_ops += Get_Timing_Info( time_start );
//fprintf( stderr, "res: %.15e\n", workspace->g[0] );
/* GMRES inner-loop */
for ( j = 0; j < RESTART && fabs(workspace->g[j]) / bnorm > tol; j++ )
{
/* matvec */
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time_start = Get_Time( );
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data->timing.solver_spmv += Get_Timing_Info( time_start );
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time_start = Get_Time( );
apply_preconditioner( workspace, control, workspace->v[j + 1], workspace->v[j + 1], 0 );
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data->timing.pre_app += Get_Timing_Info( time_start );
if ( control->pre_comp_type == DIAG_PC )
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{
/* apply modified Gram-Schmidt to orthogonalize the new residual */
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time_start = Get_Time( );
for ( i = 0; i <= j; i++ )
{
workspace->h[i][j] = Dot( workspace->v[i], workspace->v[j + 1], N );
Vector_Add( workspace->v[j + 1], -workspace->h[i][j], workspace->v[i], N );
}
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data->timing.solver_vector_ops += Get_Timing_Info( time_start );
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}
//TODO: investigate correctness of not explicitly orthogonalizing first few vectors
/* apply modified Gram-Schmidt to orthogonalize the new residual */
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time_start = Get_Time( );
for ( i = 0; i < j - 1; i++ )
workspace->h[i][j] = 0;
for ( i = MAX(j - 1, 0); i <= j; i++ )
{
workspace->h[i][j] = Dot( workspace->v[i], workspace->v[j + 1], N );
Vector_Add( workspace->v[j + 1], -workspace->h[i][j], workspace->v[i], N );
}
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data->timing.solver_vector_ops += Get_Timing_Info( time_start );
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time_start = Get_Time( );
workspace->h[j + 1][j] = Norm( workspace->v[j + 1], N );
Vector_Scale( workspace->v[j + 1],
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1. / workspace->h[j + 1][j], workspace->v[j + 1], N );
data->timing.solver_vector_ops += Get_Timing_Info( time_start );
#if defined(DEBUG)
fprintf( stderr, "%d-%d: orthogonalization completed.\n", itr, j );
#endif
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time_start = Get_Time( );
if ( control->pre_comp_type == DIAG_PC )
{
/* Givens rotations on the upper-Hessenberg matrix to make it U */
for ( i = 0; i <= j; i++ )
{
if ( i == j )
{
cc = SQRT( SQR(workspace->h[j][j]) + SQR(workspace->h[j + 1][j]) );
workspace->hc[j] = workspace->h[j][j] / cc;
workspace->hs[j] = workspace->h[j + 1][j] / cc;
}
tmp1 = workspace->hc[i] * workspace->h[i][j] +
workspace->hs[i] * workspace->h[i + 1][j];
tmp2 = -workspace->hs[i] * workspace->h[i][j] +
workspace->hc[i] * workspace->h[i + 1][j];
workspace->h[i][j] = tmp1;
workspace->h[i + 1][j] = tmp2;
}
}
else
{
//TODO: investigate correctness of not explicitly orthogonalizing first few vectors
/* Givens rotations on the upper-Hessenberg matrix to make it U */
for ( i = MAX(j - 1, 0); i <= j; i++ )
{
if ( i == j )
{
cc = SQRT( SQR(workspace->h[j][j]) + SQR(workspace->h[j + 1][j]) );
workspace->hc[j] = workspace->h[j][j] / cc;
workspace->hs[j] = workspace->h[j + 1][j] / cc;
}
tmp1 = workspace->hc[i] * workspace->h[i][j] +
workspace->hs[i] * workspace->h[i + 1][j];
tmp2 = -workspace->hs[i] * workspace->h[i][j] +
workspace->hc[i] * workspace->h[i + 1][j];
workspace->h[i][j] = tmp1;
workspace->h[i + 1][j] = tmp2;
}
/* apply Givens rotations to the rhs as well */
tmp1 = workspace->hc[j] * workspace->g[j];
tmp2 = -workspace->hs[j] * workspace->g[j];
workspace->g[j] = tmp1;
workspace->g[j + 1] = tmp2;
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data->timing.solver_orthog += Get_Timing_Info( time_start );
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//fprintf( stderr, "h: " );
//for( i = 0; i <= j+1; ++i )
//fprintf( stderr, "%.6f ", workspace->h[i][j] );
//fprintf( stderr, "\n" );
//fprintf( stderr, "res: %.15e\n", workspace->g[j+1] );
}
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/* TODO: solve using Jacobi iteration? */
/* solve Hy = g: H is now upper-triangular, do back-substitution */
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time_start = Get_Time( );
for ( i = j - 1; i >= 0; i-- )
{
temp = workspace->g[i];
for ( k = j - 1; k > i; k-- )
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{
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}
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data->timing.solver_tri_solve += Get_Timing_Info( time_start );
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time_start = Get_Time( );
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Vector_MakeZero( workspace->p, N );
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{
Vector_Add( workspace->p, workspace->y[i], workspace->v[i], N );
}
Vector_Add( x, 1., workspace->p, N );
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data->timing.solver_vector_ops += Get_Timing_Info( time_start );
/* stopping condition */
if ( fabs(workspace->g[j]) / bnorm <= tol )
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{
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}
// Sparse_MatVec( H, x, workspace->b_prm );
// for( i = 0; i < N; ++i )
// workspace->b_prm[i] *= workspace->Hdia_inv[i];
// fprintf( fout, "\n%10s%15s%15s\n", "b_prc", "b_prm", "x" );
// for( i = 0; i < N; ++i )
// fprintf( fout, "%10.5f%15.12f%15.12f\n",
// workspace->b_prc[i], workspace->b_prm[i], x[i] );*/
// fprintf(fout,"GMRES outer:%d, inner:%d iters - residual norm: %25.20f\n",
// itr, j, fabs( workspace->g[j] ) / bnorm );
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// data->timing.solver_iters += itr * RESTART + j;
if ( itr >= MAX_ITR )
{
fprintf( stderr, "GMRES convergence failed\n" );
// return -1;
return itr * (RESTART + 1) + j + 1;
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int GMRES_HouseHolder( const static_storage * const workspace, const control_params * const control,
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simulation_data * const data, const sparse_matrix * const H,
const real * const b, real tol, real * const x,
const FILE * const fout, const int fresh_pre )
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int i, j, k, itr, N;
real cc, tmp1, tmp2, temp, bnorm;
real v[10000], z[RESTART + 2][10000], w[RESTART + 2];
real u[RESTART + 2][10000];
N = H->n;
bnorm = Norm( b, N );
/* apply the diagonal pre-conditioner to rhs */
for ( i = 0; i < N; ++i )
workspace->b_prc[i] = b[i] * workspace->Hdia_inv[i];
// memset( x, 0, sizeof(real) * N );
/* GMRES outer-loop */
for ( itr = 0; itr < MAX_ITR; ++itr )
{
/* compute z = r0 */
Sparse_MatVec( H, x, workspace->b_prm );
for ( i = 0; i < N; ++i )
workspace->b_prm[i] *= workspace->Hdia_inv[i]; /* pre-conditioner */
Vector_Sum( z[0], 1., workspace->b_prc, -1., workspace->b_prm, N );
Vector_MakeZero( w, RESTART + 1 );
w[0] = Norm( z[0], N );
Vector_Copy( u[0], z[0], N );
u[0][0] += ( u[0][0] < 0.0 ? -1 : 1 ) * w[0];
Vector_Scale( u[0], 1 / Norm( u[0], N ), u[0], N );
w[0] *= ( u[0][0] < 0.0 ? 1 : -1 );
// fprintf( stderr, "\n\n%12.6f\n", w[0] );
/* GMRES inner-loop */
for ( j = 0; j < RESTART && fabs( w[j] ) / bnorm > tol; j++ )
{
/* compute v_j */
Vector_Scale( z[j], -2 * u[j][j], u[j], N );
z[j][j] += 1.; /* due to e_j */
for ( i = j - 1; i >= 0; --i )
Vector_Add( z[j] + i, -2 * Dot( u[i] + i, z[j] + i, N - i ), u[i] + i, N - i );
/* matvec */
Sparse_MatVec( H, z[j], v );
for ( k = 0; k < N; ++k )
v[k] *= workspace->Hdia_inv[k]; /* pre-conditioner */
for ( i = 0; i <= j; ++i )
Vector_Add( v + i, -2 * Dot( u[i] + i, v + i, N - i ), u[i] + i, N - i );
if ( !Vector_isZero( v + (j + 1), N - (j + 1) ) )
{
/* compute the HouseHolder unit vector u_j+1 */
for ( i = 0; i <= j; ++i )
u[j + 1][i] = 0;
Vector_Copy( u[j + 1] + (j + 1), v + (j + 1), N - (j + 1) );
u[j + 1][j + 1] += ( v[j + 1] < 0.0 ? -1 : 1 ) * Norm( v + (j + 1), N - (j + 1) );
Vector_Scale( u[j + 1], 1 / Norm( u[j + 1], N ), u[j + 1], N );
/* overwrite v with P_m+1 * v */
v[j + 1] -= 2 * Dot( u[j + 1] + (j + 1), v + (j + 1), N - (j + 1) ) * u[j + 1][j + 1];
Vector_MakeZero( v + (j + 2), N - (j + 2) );
// Vector_Add( v, -2 * Dot( u[j+1], v, N ), u[j+1], N );
}
/* prev Givens rots on the upper-Hessenberg matrix to make it U */
for ( i = 0; i < j; i++ )
{
tmp1 = workspace->hc[i] * v[i] + workspace->hs[i] * v[i + 1];
tmp2 = -workspace->hs[i] * v[i] + workspace->hc[i] * v[i + 1];
v[i] = tmp1;
v[i + 1] = tmp2;
}
/* apply the new Givens rotation to H and right-hand side */
if ( fabs(v[j + 1]) >= ALMOST_ZERO )
{
cc = SQRT( SQR( v[j] ) + SQR( v[j + 1] ) );
workspace->hc[j] = v[j] / cc;
workspace->hs[j] = v[j + 1] / cc;
tmp1 = workspace->hc[j] * v[j] + workspace->hs[j] * v[j + 1];
tmp2 = -workspace->hs[j] * v[j] + workspace->hc[j] * v[j + 1];
v[j] = tmp1;
v[j + 1] = tmp2;
/* Givens rotations to rhs */
tmp1 = workspace->hc[j] * w[j];
tmp2 = -workspace->hs[j] * w[j];
w[j] = tmp1;
w[j + 1] = tmp2;
}
/* extend R */
for ( i = 0; i <= j; ++i )
workspace->h[i][j] = v[i];
// fprintf( stderr, "h:" );
// for( i = 0; i <= j+1 ; ++i )
// fprintf( stderr, "%.6f ", h[i][j] );
// fprintf( stderr, "\n" );
// fprintf( stderr, "%12.6f\n", w[j+1] );
}
/* solve Hy = w.
H is now upper-triangular, do back-substitution */
for ( i = j - 1; i >= 0; i-- )
{
temp = w[i];
for ( k = j - 1; k > i; k-- )
temp -= workspace->h[i][k] * workspace->y[k];
workspace->y[i] = temp / workspace->h[i][i];
}
// fprintf( stderr, "y: " );
// for( i = 0; i < RESTART+1; ++i )
// fprintf( stderr, "%8.3f ", workspace->y[i] );
/* update x = x_0 + Vy */
// memset( z, 0, sizeof(real) * N );
// for( i = j-1; i >= 0; i-- )
// {
// Vector_Copy( v, z, N );
// v[i] += workspace->y[i];
//
// Vector_Sum( z, 1., v, -2 * Dot( u[i], v, N ), u[i], N );
// }
//
// fprintf( stderr, "\nz: " );