BelosCGSingleRedIter.hpp

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#ifndef BELOS_CG_SINGLE_RED_ITER_HPP
#define BELOS_CG_SINGLE_RED_ITER_HPP
 
#include "BelosConfigDefs.hpp"
#include "BelosTypes.hpp"
#include "BelosCGIteration.hpp"
 
#include "BelosLinearProblem.hpp"
#include "BelosOutputManager.hpp"
#include "BelosStatusTest.hpp"
#include "BelosOperatorTraits.hpp"
#include "BelosMultiVecTraits.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 OP>
class CGSingleRedIter : virtual public CGIteration<ScalarType,MV,OP> {
 
  public:
    
  //
  // Convenience typedefs
  //
  typedef MultiVecTraits<ScalarType,MV> MVT;
  typedef OperatorTraits<ScalarType,MV,OP> OPT;
  typedef Teuchos::ScalarTraits<ScalarType> SCT;
  typedef typename SCT::magnitudeType MagnitudeType;
 
 
 
  CGSingleRedIter( 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 ~CGSingleRedIter() {};
 
 
 
  
  void iterate();
 
  void initializeCG(CGIterationState<ScalarType,MV>& newstate);
 
  void initialize()
  {
    CGIterationState<ScalarType,MV> empty;
    initializeCG(empty);
  }
  
  CGIterationState<ScalarType,MV> getState() const {
    CGIterationState<ScalarType,MV> state;
    state.R = R_;
    state.P = P_;
    state.AP = AP_;
    state.Z = Z_;
    return state;
  }
 
 
  
 
 
  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::CGSingleRedIter::setBlockSize(): Cannot use a block size that is not one.");
  }
 
  bool isInitialized() { return initialized_; }
 
  void setDoCondEst(bool val){/*ignored*/}
 
  Teuchos::ArrayView<MagnitudeType> getDiag() { 
    Teuchos::ArrayView<MagnitudeType> temp;
    return temp;
  }
 
  Teuchos::ArrayView<MagnitudeType> getOffDiag() {
    Teuchos::ArrayView<MagnitudeType> temp;
    return temp;
  }
 
 
  private:
 
  //
  // Internal methods
  //
  void setStateSize();
  
  //
  // 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_;
 
  //  
  // 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_;
 
  // stateStorageInitialized_ specifies that the state storage has been initialized.
  // This initialization may be postponed if the linear problem was generated without 
  // the right-hand side or solution vectors.
  bool stateStorageInitialized_;
 
  // Current number of iterations performed.
  int iter_;
  
  // 
  // State Storage
  // 
  // Residual
  Teuchos::RCP<MV> R_;
  //
  // Preconditioned residual
  Teuchos::RCP<MV> Z_;
  //
  // Operator applied to preconditioned residual
  Teuchos::RCP<MV> AZ_;
  //
  // This is the additional storage needed for single-reduction CG (Chronopoulos/Gear)
  // R_ views the first vector and AZ_ views the second vector
  Teuchos::RCP<MV> S_;
  //
  // Direction vector
  Teuchos::RCP<MV> P_;
  //
  // Operator applied to direction vector (S)
  Teuchos::RCP<MV> AP_;
 
};
 
  // Constructor.
  template<class ScalarType, class MV, class OP>
  CGSingleRedIter<ScalarType,MV,OP>::CGSingleRedIter(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),
    initialized_(false),
    stateStorageInitialized_(false),
    iter_(0)
  {
  }
 
  // Setup the state storage.
  template <class ScalarType, class MV, class OP>
  void CGSingleRedIter<ScalarType,MV,OP>::setStateSize ()
  {
    if (!stateStorageInitialized_) {
 
      // Check if there is any multivector to clone from.
      Teuchos::RCP<const MV> lhsMV = lp_->getLHS();
      Teuchos::RCP<const MV> rhsMV = lp_->getRHS();
      if (lhsMV == Teuchos::null && rhsMV == Teuchos::null) {
  stateStorageInitialized_ = false;
  return;
      }
      else {
  
  // Initialize the state storage
  // If the subspace has not be initialized before, generate it using the LHS or RHS from lp_.
  if (R_ == Teuchos::null) {
    // Get the multivector that is not null.
    Teuchos::RCP<const MV> tmp = ( (rhsMV!=Teuchos::null)? rhsMV: lhsMV );
    TEUCHOS_TEST_FOR_EXCEPTION(tmp == Teuchos::null,std::invalid_argument,
           "Belos::CGSingleRedIter::setStateSize(): linear problem does not specify multivectors to clone from.");
    S_ = MVT::Clone( *tmp, 2 );
    Z_ = MVT::Clone( *tmp, 1 );
    P_ = MVT::Clone( *tmp, 1 );
    AP_ = MVT::Clone( *tmp, 1 );
 
          // R_ will view the first column of S_, AZ_ will view the second.
          std::vector<int> index(1,0);
    R_ = MVT::CloneViewNonConst( *S_, index );
          index[0] = 1;
          AZ_ = MVT::CloneViewNonConst( *S_, index );
  }
  
  // State storage has now been initialized.
  stateStorageInitialized_ = true;
      }
    }
  }
 
 
  // Initialize this iteration object
  template <class ScalarType, class MV, class OP>
  void CGSingleRedIter<ScalarType,MV,OP>::initializeCG(CGIterationState<ScalarType,MV>& newstate)
  {
    // Initialize the state storage if it isn't already.
    if (!stateStorageInitialized_) 
      setStateSize();
 
    TEUCHOS_TEST_FOR_EXCEPTION(!stateStorageInitialized_,std::invalid_argument,
           "Belos::CGSingleRedIter::initialize(): Cannot initialize state storage!");
    
    // NOTE:  In CGSingleRedIter R_, the initial residual, is required!!!  
    //
    std::string errstr("Belos::CGSingleRedIter::initialize(): Specified multivectors must have a consistent length and width.");
 
    if (newstate.R != Teuchos::null) {
 
      TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength(*newstate.R) != MVT::GetGlobalLength(*R_),
                          std::invalid_argument, errstr );
      TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetNumberVecs(*newstate.R) != 1,
                          std::invalid_argument, errstr );
 
      // Copy basis vectors from newstate into V
      if (newstate.R != R_) {
        // copy over the initial residual (unpreconditioned).
  MVT::Assign( *newstate.R, *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> tmp = MVT::Clone( *Z_, 1 );
          lp_->applyRightPrec( *Z_, *tmp );
          Z_ = tmp;
        }
      }
      else if ( lp_->getRightPrec() != Teuchos::null ) {
        lp_->applyRightPrec( *R_, *Z_ );
      } 
      else {
        Z_ = R_;
      }
      MVT::Assign( *Z_, *P_ );
 
      // Multiply the current preconditioned residual vector by A and store in AZ_
      lp_->applyOp( *Z_, *AZ_ );
 
      // Logically, AP_ = AZ_
      MVT::Assign( *AZ_, *AP_ );
    }
    else {
 
      TEUCHOS_TEST_FOR_EXCEPTION(newstate.R == Teuchos::null,std::invalid_argument,
                         "Belos::CGSingleRedIter::initialize(): CGIterationState does not have initial residual.");
    }
 
    // The solver is initialized
    initialized_ = true;
  }
 
 
  // Iterate until the status test informs us we should stop.
  template <class ScalarType, class MV, class OP>
  void CGSingleRedIter<ScalarType,MV,OP>::iterate()
  {
    //
    // Allocate/initialize data structures
    //
    if (initialized_ == false) {
      initialize();
    }
 
    // Allocate memory for scalars.
    Teuchos::SerialDenseMatrix<int,ScalarType> sHz( 2, 1 );
    ScalarType rHz, rHz_old, alpha, beta, delta;
 
    // 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 vector.
    Teuchos::RCP<MV> cur_soln_vec = lp_->getCurrLHSVec();
 
    // Check that the current solution vector only has one column. 
    TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetNumberVecs(*cur_soln_vec) != 1, CGIterateFailure,
                        "Belos::CGSingleRedIter::iterate(): current linear system has more than one vector!" );
 
    // Compute first <s,z> a.k.a. <r,z> and <Az,z> combined
    MVT::MvTransMv( one, *S_, *Z_, sHz );
    rHz = sHz(0,0);
    delta = sHz(1,0);
    alpha = rHz / delta;   
 
    // Check that alpha is a positive number!
    TEUCHOS_TEST_FOR_EXCEPTION( SCT::real(alpha) <= zero, CGIterateFailure,
      "Belos::CGSingleRedIter::iterate(): non-positive value for p^H*A*p encountered!" );
 
    // Iterate until the status test tells us to stop.
    //
    while (1) {
      
      // Update the solution vector x := x + alpha * P_
      //
      MVT::MvAddMv( one, *cur_soln_vec, alpha, *P_, *cur_soln_vec );
      lp_->updateSolution();
      //
      // Compute the new residual R_ := R_ - alpha * AP_
      //
      MVT::MvAddMv( one, *R_, -alpha, *AP_, *R_ );
      //
      // Check the status test, now that the solution and residual have been updated
      //
      if (stest_->checkStatus(this) == Passed) {
        break; 
      }
      // Increment the iteration
      iter_++;
      //
      // Apply preconditioner to new residual to update Z_
      //
      if ( lp_->getLeftPrec() != Teuchos::null ) {
        lp_->applyLeftPrec( *R_, *Z_ );
        if ( lp_->getRightPrec() != Teuchos::null ) {
          Teuchos::RCP<MV> tmp = MVT::Clone( *Z_, 1 );
          lp_->applyRightPrec( *Z_, *tmp );
          Z_ = tmp;
        }
      }
      else if ( lp_->getRightPrec() != Teuchos::null ) {
        lp_->applyRightPrec( *R_, *Z_ );
      } 
      else {
        Z_ = R_;
      }
      //
      // Multiply the current preconditioned residual vector by A and store in AZ_
      lp_->applyOp( *Z_, *AZ_ );
      //
      // Compute <S_,Z_> a.k.a. <R_,Z_> and <AZ_,Z_> combined
      MVT::MvTransMv( one, *S_, *Z_, sHz );
      //
      // Update scalars.
      rHz_old = rHz;
      rHz = sHz(0,0);
      delta = sHz(1,0);
      //
      beta = rHz / rHz_old;
      alpha = rHz / (delta - (beta*rHz / alpha));
      //
      // Check that alpha is a positive number!
      TEUCHOS_TEST_FOR_EXCEPTION( SCT::real(alpha) <= zero, CGIterateFailure,
        "Belos::CGSingleRedIter::iterate(): non-positive value for p^H*A*p encountered!" );
      //
      // Update the direction vector P_ := Z_ + beta * P_
      //
      MVT::MvAddMv( one, *Z_, beta, *P_, *P_ );
      // 
      // Update AP_ through recurrence relation AP_ := AZ_ + beta * AP_
      // NOTE: This increases the number of vector updates by 1, in exchange for
      //       reducing the collectives from 2 to 1.
      //
      MVT::MvAddMv( one, *AZ_, beta, *AP_, *AP_ );
      // 
    } // end while (sTest_->checkStatus(this) != Passed)
  }
 
} // end Belos namespace
 
#endif /* BELOS_CG_SINGLE_RED_ITER_HPP */