Actual source code: pipecgrr.c

petsc-3.7.5 2017-01-01
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  2: #include <petsc/private/kspimpl.h>

  4: /*
  5:      KSPSetUp_PIPECGRR - Sets up the workspace needed by the PIPECGRR method.

  7:       This is called once, usually automatically by KSPSolve() or KSPSetUp()
  8:      but can be called directly by KSPSetUp()
  9: */
 12: PetscErrorCode KSPSetUp_PIPECGRR(KSP ksp)
 13: {

 17:   /* get work vectors needed by PIPECGRR */
 18:   KSPSetWorkVecs(ksp,9);
 19:   return(0);
 20: }

 22: /*
 23:  KSPSolve_PIPECGRR - This routine actually applies the pipelined conjugate gradient method with automated residual replacement

 25:  Input Parameter:
 26:  .     ksp - the Krylov space object that was set to use conjugate gradient, by, for
 27:              example, KSPCreate(MPI_Comm,KSP *ksp); KSPSetType(ksp,KSPCG);
 28: */
 31: PetscErrorCode  KSPSolve_PIPECGRR(KSP ksp)
 32: {
 34:   PetscInt       i,replace,totreplaces;
 35:   PetscScalar    alpha = 0.0,beta = 0.0,gamma = 0.0,gammaold = 0.0,delta = 0.0;
 36:   PetscReal      dp    = 0.0,rnormprev = 0.0,rnormcurr = 0.0,tol = PETSC_SQRT_MACHINE_EPSILON,eps = PETSC_MACHINE_EPSILON,ds = 0.0,dz = 0.0,errr = 0.0,errrprev = 0.0,errs = 0.0,errw = 0.0,errz = 0.0,errncr = 0.0,errncs = 0.0,errncw = 0.0,errncz = 0.0;
 37:   Vec            X,B,Z,P,W,Q,U,M,N,R,S;
 38:   Mat            Amat,Pmat;
 39:   PetscBool      diagonalscale;

 42:   PCGetDiagonalScale(ksp->pc,&diagonalscale);
 43:   if (diagonalscale) SETERRQ1(PetscObjectComm((PetscObject)ksp),PETSC_ERR_SUP,"Krylov method %s does not support diagonal scaling",((PetscObject)ksp)->type_name);

 45:   X = ksp->vec_sol;
 46:   B = ksp->vec_rhs;
 47:   M = ksp->work[0];
 48:   Z = ksp->work[1];
 49:   P = ksp->work[2];
 50:   N = ksp->work[3];
 51:   W = ksp->work[4];
 52:   Q = ksp->work[5];
 53:   U = ksp->work[6];
 54:   R = ksp->work[7];
 55:   S = ksp->work[8];

 57:   PCGetOperators(ksp->pc,&Amat,&Pmat);

 59:   ksp->its = 0;
 60:   if (!ksp->guess_zero) {
 61:     KSP_MatMult(ksp,Amat,X,R);            /*     r <- b - Ax     */
 62:     VecAYPX(R,-1.0,B);
 63:   } else {
 64:     VecCopy(B,R);                         /*     r <- b (x is 0) */
 65:   }

 67:   KSP_PCApply(ksp,R,U);                   /*     u <- Br   */

 69:   switch (ksp->normtype) {
 70:   case KSP_NORM_PRECONDITIONED:
 71:     VecNormBegin(U,NORM_2,&dp);                /*     dp <- u'*u = e'*A'*B'*B*A'*e'     */
 72:     PetscCommSplitReductionBegin(PetscObjectComm((PetscObject)U));
 73:     KSP_MatMult(ksp,Amat,U,W);              /*     w <- Au   */
 74:     VecNormEnd(U,NORM_2,&dp);
 75:     break;
 76:   case KSP_NORM_UNPRECONDITIONED:
 77:     VecNormBegin(R,NORM_2,&dp);                /*     dp <- r'*r = e'*A'*A*e            */
 78:     PetscCommSplitReductionBegin(PetscObjectComm((PetscObject)R));
 79:     KSP_MatMult(ksp,Amat,U,W);              /*     w <- Au   */
 80:     VecNormEnd(R,NORM_2,&dp);
 81:     break;
 82:   case KSP_NORM_NATURAL:
 83:     VecDotBegin(R,U,&gamma);                  /*     gamma <- u'*r       */
 84:     PetscCommSplitReductionBegin(PetscObjectComm((PetscObject)R));
 85:     KSP_MatMult(ksp,Amat,U,W);              /*     w <- Au   */
 86:     VecDotEnd(R,U,&gamma);
 87:     KSPCheckDot(ksp,gamma);
 88:     dp = PetscSqrtReal(PetscAbsScalar(gamma));                  /*     dp <- r'*u = r'*B*r = e'*A'*B*A*e */
 89:     break;
 90:   case KSP_NORM_NONE:
 91:     KSP_MatMult(ksp,Amat,U,W);
 92:     dp   = 0.0;
 93:     break;
 94:   default: SETERRQ1(PetscObjectComm((PetscObject)ksp),PETSC_ERR_SUP,"%s",KSPNormTypes[ksp->normtype]);
 95:   }
 96:   KSPLogResidualHistory(ksp,dp);
 97:   KSPMonitor(ksp,0,dp);
 98:   ksp->rnorm = dp;
 99:   (*ksp->converged)(ksp,0,dp,&ksp->reason,ksp->cnvP); /* test for convergence */
100:   if (ksp->reason) return(0);

102:   i = 0;
103:   replace = 0;
104:   totreplaces = 0;
105:   do {
106:     rnormprev = dp;

108:     if (i > 0 && ksp->normtype == KSP_NORM_UNPRECONDITIONED) {
109:       VecNormBegin(R,NORM_2,&dp);
110:     } else if (i > 0 && ksp->normtype == KSP_NORM_PRECONDITIONED) {
111:       VecNormBegin(U,NORM_2,&dp);
112:     }
113:     if (!(i == 0 && ksp->normtype == KSP_NORM_NATURAL)) {
114:       VecDotBegin(R,U,&gamma);
115:     }
116:     VecDotBegin(W,U,&delta);
117: 
118:     if (i > 0) {
119:     VecNormBegin(S,NORM_2,&ds);
120:     VecNormBegin(Z,NORM_2,&dz);
121:     }

123:     PetscCommSplitReductionBegin(PetscObjectComm((PetscObject)R));
124:     KSP_PCApply(ksp,W,M);           /*   m <- Bw       */
125:     KSP_MatMult(ksp,Amat,M,N);      /*   n <- Am       */

127:     if (i > 0 && ksp->normtype == KSP_NORM_UNPRECONDITIONED) {
128:       VecNormEnd(R,NORM_2,&dp);
129:     } else if (i > 0 && ksp->normtype == KSP_NORM_PRECONDITIONED) {
130:       VecNormEnd(U,NORM_2,&dp);
131:     }
132:     if (!(i == 0 && ksp->normtype == KSP_NORM_NATURAL)) {
133:       VecDotEnd(R,U,&gamma);
134:     }
135:     VecDotEnd(W,U,&delta);
136: 
137:     if (i > 0) {
138:     VecNormEnd(S,NORM_2,&ds);
139:     VecNormEnd(Z,NORM_2,&dz);
140:     }

142:     if (i > 0) {
143:       if (ksp->normtype == KSP_NORM_NATURAL) dp = PetscSqrtReal(PetscAbsScalar(gamma));
144:       else if (ksp->normtype == KSP_NORM_NONE) dp = 0.0;

146:       ksp->rnorm = dp;
147:       KSPLogResidualHistory(ksp,dp);
148:       KSPMonitor(ksp,i,dp);
149:       (*ksp->converged)(ksp,i,dp,&ksp->reason,ksp->cnvP);
150:       if (ksp->reason) break;
151:     }
152:     rnormcurr = dp;

154:     if (i == 0) {
155:       alpha = gamma / delta;
156:       VecCopy(N,Z);        /*     z <- n          */
157:       VecCopy(M,Q);        /*     q <- m          */
158:       VecCopy(U,P);        /*     p <- u          */
159:       VecCopy(W,S);        /*     s <- w          */
160:     } else {
161:       beta  = gamma / gammaold;
162:       alpha = gamma / (delta - beta / alpha * gamma);
163:       VecAYPX(Z,beta,N);   /*     z <- n + beta * z   */
164:       VecAYPX(Q,beta,M);   /*     q <- m + beta * q   */
165:       VecAYPX(P,beta,U);   /*     p <- u + beta * p   */
166:       VecAYPX(S,beta,W);   /*     s <- w + beta * s   */
167:     }
168:     VecAXPY(X, alpha,P); /*     x <- x + alpha * p   */
169:     VecAXPY(U,-alpha,Q); /*     u <- u - alpha * q   */
170:     VecAXPY(W,-alpha,Z); /*     w <- w - alpha * z   */
171:     VecAXPY(R,-alpha,S); /*     r <- r - alpha * s   */
172:     gammaold = gamma;

174:     if (i > 0) {
175:       errncr = 2.0 * PetscAbsScalar(alpha) * ds * eps;
176:       errncs = 2.0 * PetscAbsScalar(beta)  * ds * eps;
177:       errncw = 2.0 * PetscAbsScalar(alpha) * dz * eps;
178:       errncz = 2.0 * PetscAbsScalar(beta)  * dz * eps;
179: 
180:       if (i == 1) {
181:         errr = errncr;
182:         errs = errncs;
183:         errw = errncw;
184:         errz = errncz;
185:       } else if (replace == 1) {
186:         errrprev = errr;
187:         errr = errncr;
188:         errs = errncs;
189:         errw = errncw;
190:         errz = errncz;
191:         replace = 0;
192:       } else {
193:         errrprev = errr;
194:         errr = errr + PetscAbsScalar(alpha) * errs                                 + errncr;
195:         errs = PetscAbsScalar(beta) * errs + errw + PetscAbsScalar(alpha) * errz   + errncs + errncw;
196:         errw = errw + PetscAbsScalar(alpha) * errz                                 + errncw;
197:         errz = PetscAbsScalar(beta) * errz                                         + errncz;
198:       }

200:       if (i > 1 && errrprev <= (tol * rnormprev) && errr > (tol * rnormcurr)) {
201:         KSP_MatMult(ksp,Amat,X,R);        /*     r <- Ax - b   */
202:         VecAYPX(R,-1.0,B);
203:         KSP_PCApply(ksp,R,U);             /*     u <- Br       */
204:         KSP_MatMult(ksp,Amat,U,W);        /*     w <- Au       */
205: 
206:         KSP_MatMult(ksp,Amat,P,S);        /*     s <- Ap       */
207:         KSP_PCApply(ksp,S,Q);             /*     q <- Bs       */
208:         KSP_MatMult(ksp,Amat,Q,Z);        /*     z <- Aq       */

210:         replace = 1;
211:         totreplaces++;
212:       }
213:     }

215:     i++;
216:     ksp->its = i;

218:   } while (i<ksp->max_it);
219:   if (i >= ksp->max_it) ksp->reason = KSP_DIVERGED_ITS;
220:   return(0);
221: }


224: /*MC
225:    KSPPIPECGRR - Pipelined conjugate gradient method with automated residual replacements.

227:    This method has only a single non-blocking reduction per iteration, compared to 2 blocking for standard CG.  The
228:    non-blocking reduction is overlapped by the matrix-vector product and preconditioner application.

230:    KSPPIPECGRR improves the robustness of KSPPIPECG by adding an automated residual replacement strategy. 
231:    True residual and auxiliary variables are computed explicitly in a number of dynamically determined 
232:    iterations to reset accumulated rounding errors.

234:    See also KSPPIPECG, which is identical to KSPPIPECGRR without residual replacements.
235:    See also KSPPIPECR, where the reduction is only overlapped with the matrix-vector product.

237:    Level: intermediate

239:    Notes:
240:    MPI configuration may be necessary for reductions to make asynchronous progress, which is important for 
241:    performance of pipelined methods. See the FAQ on the PETSc website for details.

243:    Contributed by:
244:    Siegfried Cools, Universiteit Antwerpen, 
245:    EXA2CT European Project on EXascale Algorithms and Advanced Computational Techniques

247:    Reference:
248:    S. Cools, E.F. Yetkin, E. Agullo, L. Giraud, W. Vanroose, "Analysis of rounding error accumulation in the 
249:    conjugate gradients method to improve the maximal attainable accuracy of pipelined CG". 
250:    Submitted to SIAM J. Sci. Comp., February 2016.

252: .seealso: KSPCreate(), KSPSetType(), KSPPIPECR, KSPGROPPCG, KSPPIPECG, KSPPGMRES, KSPCG, KSPCGUseSingleReduction()
253: M*/
256: PETSC_EXTERN PetscErrorCode KSPCreate_PIPECGRR(KSP ksp)
257: {

261:   KSPSetSupportedNorm(ksp,KSP_NORM_UNPRECONDITIONED,PC_LEFT,2);
262:   KSPSetSupportedNorm(ksp,KSP_NORM_PRECONDITIONED,PC_LEFT,2);
263:   KSPSetSupportedNorm(ksp,KSP_NORM_NATURAL,PC_LEFT,2);

265:   ksp->ops->setup          = KSPSetUp_PIPECGRR;
266:   ksp->ops->solve          = KSPSolve_PIPECGRR;
267:   ksp->ops->destroy        = KSPDestroyDefault;
268:   ksp->ops->view           = 0;
269:   ksp->ops->setfromoptions = 0;
270:   ksp->ops->buildsolution  = KSPBuildSolutionDefault;
271:   ksp->ops->buildresidual  = KSPBuildResidualDefault;
272:   return(0);
273: }