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BelosPCPGSolMgr.hpp
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1 // @HEADER
2 // *****************************************************************************
3 // Belos: Block Linear Solvers Package
4 //
5 // Copyright 2004-2016 NTESS and the Belos contributors.
6 // SPDX-License-Identifier: BSD-3-Clause
7 // *****************************************************************************
8 // @HEADER
9 
10 #ifndef BELOS_PCPG_SOLMGR_HPP
11 #define BELOS_PCPG_SOLMGR_HPP
12 
16 
17 #include "BelosConfigDefs.hpp"
18 #include "BelosTypes.hpp"
19 #include "BelosLinearProblem.hpp"
20 #include "BelosSolverManager.hpp"
21 
22 #include "BelosPCPGIter.hpp"
23 
27 #include "BelosStatusTestCombo.hpp"
29 #include "BelosOutputManager.hpp"
30 #include "Teuchos_LAPACK.hpp"
31 #ifdef BELOS_TEUCHOS_TIME_MONITOR
32 # include "Teuchos_TimeMonitor.hpp"
33 #endif
34 #if defined(HAVE_TEUCHOSCORE_CXX11)
35 # include <type_traits>
36 #endif // defined(HAVE_TEUCHOSCORE_CXX11)
37 
45 namespace Belos {
46 
48 
49 
57  PCPGSolMgrLinearProblemFailure(const std::string& what_arg) : BelosError(what_arg)
58  {}};
59 
65  class PCPGSolMgrOrthoFailure : public BelosError {public:
66  PCPGSolMgrOrthoFailure(const std::string& what_arg) : BelosError(what_arg)
67  {}};
68 
75  class PCPGSolMgrLAPACKFailure : public BelosError {public:
76  PCPGSolMgrLAPACKFailure(const std::string& what_arg) : BelosError(what_arg)
77  {}};
78 
80 
81 
102 
103  // Partial specialization for complex ScalarType.
104  // This contains a trivial implementation.
105  // See discussion in the class documentation above.
106  //
107  // FIXME (mfh 09 Sep 2015) This also is a stub for types other than
108  // float or double.
109  template<class ScalarType, class MV, class OP,
110  const bool supportsScalarType =
113  class PCPGSolMgr :
114  public Details::SolverManagerRequiresRealLapack<ScalarType, MV, OP,
115  Belos::Details::LapackSupportsScalar<ScalarType>::value &&
116  ! Teuchos::ScalarTraits<ScalarType>::isComplex>
117  {
118  static const bool scalarTypeIsSupported =
121  typedef Details::SolverManagerRequiresRealLapack<ScalarType, MV, OP,
122  scalarTypeIsSupported> base_type;
123 
124  public:
126  base_type ()
127  {}
130  base_type ()
131  {}
132  virtual ~PCPGSolMgr () {}
133 
137  }
138  };
139 
140  template<class ScalarType, class MV, class OP>
141  class PCPGSolMgr<ScalarType, MV, OP, true> :
142  public Details::SolverManagerRequiresRealLapack<ScalarType, MV, OP, true> {
143  private:
147  typedef typename Teuchos::ScalarTraits<ScalarType>::magnitudeType MagnitudeType;
149 
150  public:
152 
153 
160  PCPGSolMgr();
161 
199 
201  virtual ~PCPGSolMgr() {};
202 
206  }
208 
210 
211 
215  return *problem_;
216  }
217 
220  Teuchos::RCP<const Teuchos::ParameterList> getValidParameters() const;
221 
225 
232  return Teuchos::tuple(timerSolve_);
233  }
234 
240  MagnitudeType achievedTol() const {
241  return achievedTol_;
242  }
243 
245  int getNumIters() const {
246  return numIters_;
247  }
248 
251  bool isLOADetected() const { return false; }
252 
254 
256 
257 
259  void setProblem( const Teuchos::RCP<LinearProblem<ScalarType,MV,OP> > &problem ) { problem_ = problem; }
260 
262  void setParameters( const Teuchos::RCP<Teuchos::ParameterList> &params );
263 
265 
267 
268 
272  void reset( const ResetType type ) { if ((type & Belos::Problem) && !Teuchos::is_null(problem_)) problem_->setProblem(); }
274 
276 
277 
295  ReturnType solve();
296 
298 
301 
303  std::string description() const;
304 
306 
307  private:
308 
309  // In the A-inner product, perform an RRQR decomposition without using A unless absolutely necessary. Given
310  // the seed space U and C = A U, find U1 and C1 with span(U1)=span(U) such that C1'U1 = I maintaining C=AU.
311  int ARRQR(int numVecs, int numOrthVecs, const Teuchos::SerialDenseMatrix<int,ScalarType>& D);
312 
313  // Linear problem.
315 
316  // Output manager.
318  Teuchos::RCP<std::ostream> outputStream_;
319 
320  // Status test.
325 
326  // Orthogonalization manager.
328 
329  // Current parameter list.
331 
332  // Default solver values.
333  static constexpr int maxIters_default_ = 1000;
334  static constexpr int deflatedBlocks_default_ = 2;
335  static constexpr int savedBlocks_default_ = 16;
336  static constexpr int verbosity_default_ = Belos::Errors;
337  static constexpr int outputStyle_default_ = Belos::General;
338  static constexpr int outputFreq_default_ = -1;
339  static constexpr const char * label_default_ = "Belos";
340  static constexpr const char * orthoType_default_ = "ICGS";
341 
342  //
343  // Current solver values.
344  //
345 
347  MagnitudeType convtol_;
348 
350  MagnitudeType orthoKappa_;
351 
353  MagnitudeType achievedTol_;
354 
356  int numIters_;
357 
359  int maxIters_;
360 
361  int deflatedBlocks_, savedBlocks_, verbosity_, outputStyle_, outputFreq_;
362  std::string orthoType_;
363 
364  // Recycled subspace, its image and the residual
365  Teuchos::RCP<MV> U_, C_, R_;
366 
367  // Actual dimension of current recycling subspace (<= savedBlocks_ )
368  int dimU_;
369 
370  // Timers.
371  std::string label_;
372  Teuchos::RCP<Teuchos::Time> timerSolve_;
373 
374  // Internal state variables.
375  bool isSet_;
376  };
377 
378 
379 // Empty Constructor
380 template<class ScalarType, class MV, class OP>
382  outputStream_(Teuchos::rcpFromRef(std::cout)),
383  convtol_(DefaultSolverParameters::convTol),
384  orthoKappa_(DefaultSolverParameters::orthoKappa),
385  achievedTol_(Teuchos::ScalarTraits<MagnitudeType>::zero()),
386  numIters_(0),
387  maxIters_(maxIters_default_),
388  deflatedBlocks_(deflatedBlocks_default_),
389  savedBlocks_(savedBlocks_default_),
390  verbosity_(verbosity_default_),
391  outputStyle_(outputStyle_default_),
392  outputFreq_(outputFreq_default_),
393  orthoType_(orthoType_default_),
394  dimU_(0),
395  label_(label_default_),
396  isSet_(false)
397 {}
398 
399 
400 // Basic Constructor
401 template<class ScalarType, class MV, class OP>
405  problem_(problem),
406  outputStream_(Teuchos::rcpFromRef(std::cout)),
407 
408  convtol_(DefaultSolverParameters::convTol),
409  orthoKappa_(DefaultSolverParameters::orthoKappa),
410  achievedTol_(Teuchos::ScalarTraits<MagnitudeType>::zero()),
411  numIters_(0),
412  maxIters_(maxIters_default_),
413  deflatedBlocks_(deflatedBlocks_default_),
414  savedBlocks_(savedBlocks_default_),
415  verbosity_(verbosity_default_),
416  outputStyle_(outputStyle_default_),
417  outputFreq_(outputFreq_default_),
418  orthoType_(orthoType_default_),
419  dimU_(0),
420  label_(label_default_),
421  isSet_(false)
422 {
424  problem_.is_null (), std::invalid_argument,
425  "Belos::PCPGSolMgr two-argument constructor: "
426  "'problem' is null. You must supply a non-null Belos::LinearProblem "
427  "instance when calling this constructor.");
428 
429  if (! pl.is_null ()) {
430  // Set the parameters using the list that was passed in.
431  setParameters (pl);
432  }
433 }
434 
435 
436 template<class ScalarType, class MV, class OP>
438 {
439  // Create the internal parameter list if ones doesn't already exist.
440  if (params_ == Teuchos::null) {
441  params_ = Teuchos::rcp( new Teuchos::ParameterList(*getValidParameters()) );
442  }
443  else {
444  params->validateParameters(*getValidParameters());
445  }
446 
447  // Check for maximum number of iterations
448  if (params->isParameter("Maximum Iterations")) {
449  maxIters_ = params->get("Maximum Iterations",maxIters_default_);
450 
451  // Update parameter in our list and in status test.
452  params_->set("Maximum Iterations", maxIters_);
453  if (maxIterTest_!=Teuchos::null)
454  maxIterTest_->setMaxIters( maxIters_ );
455  }
456 
457  // Check for the maximum numbers of saved and deflated blocks.
458  if (params->isParameter("Num Saved Blocks")) {
459  savedBlocks_ = params->get("Num Saved Blocks",savedBlocks_default_);
460  TEUCHOS_TEST_FOR_EXCEPTION(savedBlocks_ <= 0, std::invalid_argument,
461  "Belos::PCPGSolMgr: \"Num Saved Blocks\" must be strictly positive.");
462 
463  // savedBlocks > number of matrix rows and columns, not known in parameters.
464  //TEUCHOS_TEST_FOR_EXCEPTION(savedBlocks_ >= maxIters_, std::invalid_argument,
465  //"Belos::PCPGSolMgr: \"Num Saved Blocks\" must be less than \"Maximum Iterations\".");
466 
467  // Update parameter in our list.
468  params_->set("Num Saved Blocks", savedBlocks_);
469  }
470  if (params->isParameter("Num Deflated Blocks")) {
471  deflatedBlocks_ = params->get("Num Deflated Blocks",deflatedBlocks_default_);
472  TEUCHOS_TEST_FOR_EXCEPTION(deflatedBlocks_ < 0, std::invalid_argument,
473  "Belos::PCPGSolMgr: \"Num Deflated Blocks\" must be positive.");
474 
475  TEUCHOS_TEST_FOR_EXCEPTION(deflatedBlocks_ > savedBlocks_, std::invalid_argument,
476  "Belos::PCPGSolMgr: \"Num Deflated Blocks\" must be <= \"Num Saved Blocks\".");
477 
478  // Update parameter in our list.
479  // The static_cast is for clang link issues with the constexpr before c++17
480  params_->set("Num Deflated Blocks", static_cast<int>(deflatedBlocks_));
481  }
482 
483  // Check to see if the timer label changed.
484  if (params->isParameter("Timer Label")) {
485  std::string tempLabel = params->get("Timer Label", label_default_);
486 
487  // Update parameter in our list and solver timer
488  if (tempLabel != label_) {
489  label_ = tempLabel;
490  params_->set("Timer Label", label_);
491  std::string solveLabel = label_ + ": PCPGSolMgr total solve time";
492 #ifdef BELOS_TEUCHOS_TIME_MONITOR
493  timerSolve_ = Teuchos::TimeMonitor::getNewCounter(solveLabel);
494 #endif
495  if (ortho_ != Teuchos::null) {
496  ortho_->setLabel( label_ );
497  }
498  }
499  }
500 
501  // Check for a change in verbosity level
502  if (params->isParameter("Verbosity")) {
503  if (Teuchos::isParameterType<int>(*params,"Verbosity")) {
504  verbosity_ = params->get("Verbosity", verbosity_default_);
505  } else {
506  verbosity_ = (int)Teuchos::getParameter<Belos::MsgType>(*params,"Verbosity");
507  }
508 
509  // Update parameter in our list.
510  params_->set("Verbosity", verbosity_);
511  if (printer_ != Teuchos::null)
512  printer_->setVerbosity(verbosity_);
513  }
514 
515  // Check for a change in output style
516  if (params->isParameter("Output Style")) {
517  if (Teuchos::isParameterType<int>(*params,"Output Style")) {
518  outputStyle_ = params->get("Output Style", outputStyle_default_);
519  } else {
520  outputStyle_ = (int)Teuchos::getParameter<Belos::OutputType>(*params,"Output Style");
521  }
522 
523  // Reconstruct the convergence test if the explicit residual test is not being used.
524  params_->set("Output Style", outputStyle_);
525  outputTest_ = Teuchos::null;
526  }
527 
528  // output stream
529  if (params->isParameter("Output Stream")) {
530  outputStream_ = Teuchos::getParameter<Teuchos::RCP<std::ostream> >(*params,"Output Stream");
531 
532  // Update parameter in our list.
533  params_->set("Output Stream", outputStream_);
534  if (printer_ != Teuchos::null)
535  printer_->setOStream( outputStream_ );
536  }
537 
538  // frequency level
539  if (verbosity_ & Belos::StatusTestDetails) {
540  if (params->isParameter("Output Frequency")) {
541  outputFreq_ = params->get("Output Frequency", outputFreq_default_);
542  }
543 
544  // Update parameter in out list and output status test.
545  params_->set("Output Frequency", outputFreq_);
546  if (outputTest_ != Teuchos::null)
547  outputTest_->setOutputFrequency( outputFreq_ );
548  }
549 
550  // Create output manager if we need to.
551  if (printer_ == Teuchos::null) {
552  printer_ = Teuchos::rcp( new OutputManager<ScalarType>(verbosity_, outputStream_) );
553  }
554 
555  // Check if the orthogonalization changed.
556  bool changedOrthoType = false;
557  if (params->isParameter("Orthogonalization")) {
558  std::string tempOrthoType = params->get("Orthogonalization",orthoType_default_);
559  if (tempOrthoType != orthoType_) {
560  orthoType_ = tempOrthoType;
561  changedOrthoType = true;
562  }
563  }
564  params_->set("Orthogonalization", orthoType_);
565 
566  // Check which orthogonalization constant to use.
567  if (params->isParameter("Orthogonalization Constant")) {
568  if (params->isType<MagnitudeType> ("Orthogonalization Constant")) {
569  orthoKappa_ = params->get ("Orthogonalization Constant",
570  static_cast<MagnitudeType> (DefaultSolverParameters::orthoKappa));
571  }
572  else {
573  orthoKappa_ = params->get ("Orthogonalization Constant",
575  }
576 
577  // Update parameter in our list.
578  params_->set("Orthogonalization Constant",orthoKappa_);
579  if (orthoType_=="DGKS") {
580  if (orthoKappa_ > 0 && ortho_ != Teuchos::null && !changedOrthoType) {
581  Teuchos::rcp_dynamic_cast<DGKSOrthoManager<ScalarType,MV,OP> >(ortho_)->setDepTol( orthoKappa_ );
582  }
583  }
584  }
585 
586  // Create orthogonalization manager if we need to.
587  if (ortho_ == Teuchos::null || changedOrthoType) {
589  Teuchos::RCP<Teuchos::ParameterList> paramsOrtho; // can be null
590  if (orthoType_=="DGKS" && orthoKappa_ > 0) {
591  paramsOrtho = Teuchos::rcp(new Teuchos::ParameterList());
592  paramsOrtho->set ("depTol", orthoKappa_ );
593  }
594 
595  ortho_ = factory.makeMatOrthoManager (orthoType_, Teuchos::null, printer_, label_, paramsOrtho);
596  }
597 
598  // Convergence
599  typedef Belos::StatusTestCombo<ScalarType,MV,OP> StatusTestCombo_t;
600  typedef Belos::StatusTestGenResNorm<ScalarType,MV,OP> StatusTestResNorm_t;
601 
602  // Check for convergence tolerance
603  if (params->isParameter("Convergence Tolerance")) {
604  if (params->isType<MagnitudeType> ("Convergence Tolerance")) {
605  convtol_ = params->get ("Convergence Tolerance",
606  static_cast<MagnitudeType> (DefaultSolverParameters::convTol));
607  }
608  else {
609  convtol_ = params->get ("Convergence Tolerance", DefaultSolverParameters::convTol);
610  }
611 
612  // Update parameter in our list and residual tests.
613  params_->set("Convergence Tolerance", convtol_);
614  if (convTest_ != Teuchos::null)
615  convTest_->setTolerance( convtol_ );
616  }
617 
618  // Create status tests if we need to.
619 
620  // Basic test checks maximum iterations and native residual.
621  if (maxIterTest_ == Teuchos::null)
622  maxIterTest_ = Teuchos::rcp( new StatusTestMaxIters<ScalarType,MV,OP>( maxIters_ ) );
623 
624  if (convTest_ == Teuchos::null)
625  convTest_ = Teuchos::rcp( new StatusTestResNorm_t( convtol_, 1 ) );
626 
627  sTest_ = Teuchos::rcp( new StatusTestCombo_t( StatusTestCombo_t::OR, maxIterTest_, convTest_ ) );
628 
629  // Create the status test output class.
630  // This class manages and formats the output from the status test.
631  StatusTestOutputFactory<ScalarType,MV,OP> stoFactory( outputStyle_ );
632  outputTest_ = stoFactory.create( printer_, sTest_, outputFreq_, Passed+Failed+Undefined );
633 
634  // Set the solver string for the output test
635  std::string solverDesc = " PCPG ";
636  outputTest_->setSolverDesc( solverDesc );
637 
638  // Create the timer if we need to.
639  if (timerSolve_ == Teuchos::null) {
640  std::string solveLabel = label_ + ": PCPGSolMgr total solve time";
641 #ifdef BELOS_TEUCHOS_TIME_MONITOR
642  timerSolve_ = Teuchos::TimeMonitor::getNewCounter(solveLabel);
643 #endif
644  }
645 
646  // Inform the solver manager that the current parameters were set.
647  isSet_ = true;
648 }
649 
650 
651 template<class ScalarType, class MV, class OP>
654 {
656  if (is_null(validPL)) {
657  Teuchos::RCP<Teuchos::ParameterList> pl = Teuchos::parameterList();
658  // Set all the valid parameters and their default values.
659  pl->set("Convergence Tolerance", static_cast<MagnitudeType>(DefaultSolverParameters::convTol),
660  "The relative residual tolerance that needs to be achieved by the\n"
661  "iterative solver in order for the linear system to be declared converged.");
662  pl->set("Maximum Iterations", static_cast<int>(maxIters_default_),
663  "The maximum number of iterations allowed for each\n"
664  "set of RHS solved.");
665  pl->set("Num Deflated Blocks", static_cast<int>(deflatedBlocks_default_),
666  "The maximum number of vectors in the seed subspace." );
667  pl->set("Num Saved Blocks", static_cast<int>(savedBlocks_default_),
668  "The maximum number of vectors saved from old Krylov subspaces." );
669  pl->set("Verbosity", static_cast<int>(verbosity_default_),
670  "What type(s) of solver information should be outputted\n"
671  "to the output stream.");
672  pl->set("Output Style", static_cast<int>(outputStyle_default_),
673  "What style is used for the solver information outputted\n"
674  "to the output stream.");
675  pl->set("Output Frequency", static_cast<int>(outputFreq_default_),
676  "How often convergence information should be outputted\n"
677  "to the output stream.");
678  pl->set("Output Stream", Teuchos::rcpFromRef(std::cout),
679  "A reference-counted pointer to the output stream where all\n"
680  "solver output is sent.");
681  pl->set("Timer Label", static_cast<const char *>(label_default_),
682  "The string to use as a prefix for the timer labels.");
683  pl->set("Orthogonalization", static_cast<const char *>(orthoType_default_),
684  "The type of orthogonalization to use: DGKS, ICGS, IMGS");
685  pl->set("Orthogonalization Constant",static_cast<MagnitudeType>(DefaultSolverParameters::orthoKappa),
686  "The constant used by DGKS orthogonalization to determine\n"
687  "whether another step of classical Gram-Schmidt is necessary.");
688  validPL = pl;
689  }
690  return validPL;
691 }
692 
693 
694 // solve()
695 template<class ScalarType, class MV, class OP>
697 
698  // Set the current parameters if are not set already.
699  if (!isSet_) { setParameters( params_ ); }
700 
702  ScalarType one = Teuchos::ScalarTraits<ScalarType>::one();
703  ScalarType zero = Teuchos::ScalarTraits<ScalarType>::zero();
704 
706  "Belos::PCPGSolMgr::solve(): Linear problem is not a valid object.");
707 
709  "Belos::PCPGSolMgr::solve(): Linear problem is not ready, setProblem() has not been called.");
710 
711  // Create indices for the linear systems to be solved.
712  int numRHS2Solve = MVT::GetNumberVecs( *(problem_->getRHS()) );
713  std::vector<int> currIdx(1);
714  currIdx[0] = 0;
715 
716  bool debug = false;
717 
718  // Inform the linear problem of the current linear system to solve.
719  problem_->setLSIndex( currIdx ); // block size == 1
720 
721  // Assume convergence is achieved, then let any failed convergence set this to false.
722  bool isConverged = true;
723 
725  // PCPG iteration parameter list
727  plist.set("Saved Blocks", savedBlocks_);
728  plist.set("Block Size", 1);
729  plist.set("Keep Diagonal", true);
730  plist.set("Initialize Diagonal", true);
731 
733  // PCPG solver
734 
736  pcpg_iter = Teuchos::rcp( new PCPGIter<ScalarType,MV,OP>(problem_,printer_,outputTest_,ortho_,plist) );
737  // Number of iterations required to generate initial recycle space (if needed)
738 
739  // Enter solve() iterations
740  {
741 #ifdef BELOS_TEUCHOS_TIME_MONITOR
742  Teuchos::TimeMonitor slvtimer(*timerSolve_);
743 #endif
744  while ( numRHS2Solve > 0 ) { // test for quick return
745 
746  // Reset the status test.
747  outputTest_->reset();
748 
749  // Create the first block in the current Krylov basis (residual).
750  if (R_ == Teuchos::null)
751  R_ = MVT::Clone( *(problem_->getRHS()), 1 );
752 
753  problem_->computeCurrResVec( &*R_ );
754 
755 
756  // Hypothesis: if U_ is not null, then neither is C_ and furthermore U'C= I.
757  // TODO: ensure hypothesis right here ... I have to think about use cases.
758 
759  if( U_ != Teuchos::null ){
760  // Hypothesis: if U_ is not null, then neither is C_ and furthermore U'C= I.
761 
762  // possibly over solved equation ... I want residual norms
763  // relative to the initial residual, not what I am about to compute.
764  Teuchos::RCP<MV> cur_soln_vec = problem_->getCurrLHSVec();
765  std::vector<MagnitudeType> rnorm0(1);
766  MVT::MvNorm( *R_, rnorm0 ); // rnorm0 = norm(R_);
767 
768  // Z := U_'*R_; xo += U_*Z ;R_ -= C_*Z
769  std::cout << "Solver Manager: dimU_ = " << dimU_ << std::endl;
771 
772  Teuchos::RCP<const MV> Uactive, Cactive;
773  std::vector<int> active_columns( dimU_ );
774  for (int i=0; i < dimU_; ++i) active_columns[i] = i;
775  Uactive = MVT::CloneView(*U_, active_columns);
776  Cactive = MVT::CloneView(*C_, active_columns);
777 
778  if( debug ){
779  std::cout << " Solver Manager : check duality of seed basis " << std::endl;
781  MVT::MvTransMv( one, *Uactive, *Cactive, H );
782  H.print( std::cout );
783  }
784 
785  MVT::MvTransMv( one, *Uactive, *R_, Z );
786  Teuchos::RCP<MV> tempU = MVT::Clone( *R_, 1 );
787  MVT::MvTimesMatAddMv( one, *Uactive, Z, zero, *tempU ); // UZ
788  MVT::MvAddMv( one, *tempU, one, *cur_soln_vec, *cur_soln_vec ); // xo += tmp;
789  MVT::MvTimesMatAddMv( one, *Cactive, Z, zero, *tempU ); // CZ
790  MVT::MvAddMv( -one, *tempU, one, *R_, *R_ ); // R_ -= tmp;
791  std::vector<MagnitudeType> rnorm(1);
792  MVT::MvNorm( *R_, rnorm );
793  if( rnorm[0] < rnorm0[0] * .001 ){ //reorthogonalize
794  MVT::MvTransMv( one, *Uactive, *R_, Z );
795  MVT::MvTimesMatAddMv( one, *Uactive, Z, zero, *tempU );
796  MVT::MvAddMv( one, *tempU, one, *cur_soln_vec, *cur_soln_vec ); // xo += UZ;
797  MVT::MvTimesMatAddMv( one, *Cactive, Z, zero, *tempU );
798  MVT::MvAddMv( -one, *tempU, one, *R_, *R_ ); // R_ -= CZ;
799  }
800  Uactive = Teuchos::null;
801  Cactive = Teuchos::null;
802  tempU = Teuchos::null;
803  }
804  else {
805  dimU_ = 0;
806  }
807 
808 
809  // Set the new state and initialize the solver.
810  PCPGIterState<ScalarType,MV> pcpgState; // fails if R == null.
811 
812  pcpgState.R = R_;
813  if( U_ != Teuchos::null ) pcpgState.U = U_;
814  if( C_ != Teuchos::null ) pcpgState.C = C_;
815  if( dimU_ > 0 ) pcpgState.curDim = dimU_;
816  pcpg_iter->initialize(pcpgState);
817 
818  // treat initialize() exceptions here? how to use try-catch-throw? DMD
819 
820  // Get the current number of deflated blocks with the PCPG iteration
821  dimU_ = pcpgState.curDim;
822  if( !dimU_ ) printer_->stream(Debug) << " No recycled subspace available for RHS index " << currIdx[0] << std::endl << std::endl;
823  pcpg_iter->resetNumIters();
824 
825  if( dimU_ > savedBlocks_ )
826  std::cout << "Error: dimU_ = " << dimU_ << " > savedBlocks_ = " << savedBlocks_ << std::endl;
827 
828  while(1) { // dummy loop for break
829 
830  // tell pcpg_iter to iterate
831  try {
832  if( debug ) printf("********** Calling iterate...\n");
833  pcpg_iter->iterate();
834 
836  //
837  // check convergence first
838  //
840  if ( convTest_->getStatus() == Passed ) {
841  // we have convergence
842  break; // break from while(1){pcpg_iter->iterate()}
843  }
845  //
846  // check for maximum iterations
847  //
849  else if ( maxIterTest_->getStatus() == Passed ) {
850  // we don't have convergence
851  isConverged = false;
852  break; // break from while(1){pcpg_iter->iterate()}
853  }
854  else {
855 
857  //
858  // we returned from iterate(), but none of our status tests Passed.
859  // Something is wrong, and it is probably the developers fault.
860  //
862 
863  TEUCHOS_TEST_FOR_EXCEPTION(true,std::logic_error,
864  "Belos::PCPGSolMgr::solve(): Invalid return from PCPGIter::iterate().");
865  } // end if
866  } // end try
867  catch (const StatusTestNaNError& e) {
868  // A NaN was detected in the solver. Set the solution to zero and return unconverged.
869  achievedTol_ = MT::one();
870  Teuchos::RCP<MV> X = problem_->getLHS();
871  MVT::MvInit( *X, SCT::zero() );
872  printer_->stream(Warnings) << "Belos::PCPG::solve(): Warning! NaN has been detected!"
873  << std::endl;
874  return Unconverged;
875  }
876  catch (const std::exception &e) {
877  printer_->stream(Errors) << "Error! Caught exception in PCPGIter::iterate() at iteration "
878  << pcpg_iter->getNumIters() << std::endl
879  << e.what() << std::endl;
880  throw;
881  }
882  } // end of while(1)
883 
884  // Update the linear problem.
885  Teuchos::RCP<MV> update = pcpg_iter->getCurrentUpdate();
886  problem_->updateSolution( update, true );
887 
888  // Inform the linear problem that we are finished with this block linear system.
889  problem_->setCurrLS();
890 
891  // Get the state. How did pcpgState die?
892  PCPGIterState<ScalarType,MV> oldState = pcpg_iter->getState();
893 
894  dimU_ = oldState.curDim;
895  int q = oldState.prevUdim;
896 
897  std::cout << "SolverManager: dimU_ " << dimU_ << " prevUdim= " << q << std::endl;
898 
899  if( q > deflatedBlocks_ )
900  std::cout << "SolverManager: Error deflatedBlocks = " << deflatedBlocks_ << std::endl;
901 
902  int rank;
903  if( dimU_ > q ){ // Orthogonalize [U;C](:,prevUdim:dimU_)
904  //Given the seed space U and C = A U for some symmetric positive definite A,
905  //find U1 and C1 with span(U1)=span(U) such that C1'U1 = I maintaining C=AU
906 
907  //oldState.D->print( std::cout ); D = diag( C'*U )
908 
909  U_ = oldState.U; //MVT::MvPrint( *U_, std::cout );
910  C_ = oldState.C; //MVT::MvPrint( *C_, std::cout );
911  rank = ARRQR(dimU_,q, *oldState.D );
912  if( rank < dimU_ ) {
913  std::cout << " rank decreased in ARRQR, something to do? " << std::endl;
914  }
915  dimU_ = rank;
916 
917  } // Now U_ and C_ = AU are dual bases.
918 
919  if( dimU_ > deflatedBlocks_ ){
920 
921  if( !deflatedBlocks_ ){
922  U_ = Teuchos::null;
923  C_ = Teuchos::null;
924  dimU_ = deflatedBlocks_;
925  break;
926  }
927 
928  bool Harmonic = false; // (Harmonic) Ritz vectors
929 
930  Teuchos::RCP<MV> Uorth;
931 
932  std::vector<int> active_cols( dimU_ );
933  for (int i=0; i < dimU_; ++i) active_cols[i] = i;
934 
935  if( Harmonic ){
936  Uorth = MVT::CloneCopy(*C_, active_cols);
937  }
938  else{
939  Uorth = MVT::CloneCopy(*U_, active_cols);
940  }
941 
942  // Explicitly construct Q and R factors
944  rank = ortho_->normalize(*Uorth, Teuchos::rcp(&R,false));
945  Uorth = Teuchos::null;
946  // TODO: During the previous solve, the matrix that normalizes U(1:q) was computed and discarded.
947  // One might save it, reuse it here, and just normalize columns U(q+1:dimU_) here.
948 
949  // throw an error if U is both A-orthonormal and rank deficient
951  "Belos::PCPGSolMgr::solve(): Failed to compute orthonormal basis for initial recycled subspace.");
952 
953 
954  // R VT' = Ur S,
955  Teuchos::SerialDenseMatrix<int,ScalarType> VT; // Not referenced
956  Teuchos::SerialDenseMatrix<int,ScalarType> Ur; // Not referenced
957  int lwork = 5*dimU_; // minimal, extra computation < 67*dimU_
958  int info = 0; // Hermite
959  int lrwork = 1;
960  if( problem_->isHermitian() ) lrwork = dimU_;
961  std::vector<ScalarType> work(lwork); //
962  std::vector<ScalarType> Svec(dimU_); //
963  std::vector<ScalarType> rwork(lrwork);
964  lapack.GESVD('N', 'O',
965  R.numRows(),R.numCols(),R.values(), R.numRows(),
966  &Svec[0],
967  Ur.values(),1,
968  VT.values(),1, // Output: VT stored in R
969  &work[0], lwork,
970  &rwork[0], &info);
971 
973  "Belos::PCPGSolMgr::solve(): LAPACK _GESVD failed to compute singular values.");
974 
975  if( work[0] != 67. * dimU_ )
976  std::cout << " SVD " << dimU_ << " lwork " << work[0] << std::endl;
977  for( int i=0; i< dimU_; i++)
978  std::cout << i << " " << Svec[i] << std::endl;
979 
981 
982  int startRow = 0, startCol = 0;
983  if( Harmonic )
984  startCol = dimU_ - deflatedBlocks_;
985 
987  wholeV,
988  wholeV.numRows(),
989  deflatedBlocks_,
990  startRow,
991  startCol);
992  std::vector<int> active_columns( dimU_ );
993  std::vector<int> def_cols( deflatedBlocks_ );
994  for (int i=0; i < dimU_; ++i) active_columns[i] = i;
995  for (int i=0; i < deflatedBlocks_; ++i) def_cols[i] = i;
996 
997  Teuchos::RCP<MV> Uactive = MVT::CloneViewNonConst(*U_, def_cols);
998  Teuchos::RCP<MV> Ucopy = MVT::CloneCopy( *U_, active_columns );
999  MVT::MvTimesMatAddMv( one, *Ucopy, V, zero, *Uactive ); // U:= U*V
1000  Ucopy = Teuchos::null;
1001  Uactive = Teuchos::null;
1002  Teuchos::RCP<MV> Cactive = MVT::CloneViewNonConst(*C_, def_cols);
1003  Teuchos::RCP<MV> Ccopy = MVT::CloneCopy( *C_, active_columns );
1004  MVT::MvTimesMatAddMv( one, *Ccopy, V, zero, *Cactive ); // C:= C*V
1005  Ccopy = Teuchos::null;
1006  Cactive = Teuchos::null;
1007  dimU_ = deflatedBlocks_;
1008  }
1009  printer_->stream(Debug) << " Generated recycled subspace using RHS index " << currIdx[0] << " of dimension " << dimU_ << std::endl << std::endl;
1010 
1011  // Inform the linear problem that we are finished with this block linear system.
1012  problem_->setCurrLS();
1013 
1014  // Update indices for the linear systems to be solved.
1015  numRHS2Solve -= 1;
1016  if ( numRHS2Solve > 0 ) {
1017  currIdx[0]++;
1018 
1019  // Set the next indices.
1020  problem_->setLSIndex( currIdx );
1021  }
1022  else {
1023  currIdx.resize( numRHS2Solve );
1024  }
1025  }// while ( numRHS2Solve > 0 )
1026  }
1027 
1028  // print final summary
1029  sTest_->print( printer_->stream(FinalSummary) );
1030 
1031  // print timing information
1032 #ifdef BELOS_TEUCHOS_TIME_MONITOR
1033  // Calling summarize() can be expensive, so don't call unless the
1034  // user wants to print out timing details. summarize() will do all
1035  // the work even if it's passed a "black hole" output stream.
1036  if (verbosity_ & TimingDetails)
1037  Teuchos::TimeMonitor::summarize( printer_->stream(TimingDetails) );
1038 #endif
1039 
1040  // Save the convergence test value ("achieved tolerance") for this solve.
1041  {
1042  using Teuchos::rcp_dynamic_cast;
1043  typedef StatusTestGenResNorm<ScalarType,MV,OP> conv_test_type;
1044  // testValues is nonnull and not persistent.
1045  const std::vector<MagnitudeType>* pTestValues =
1046  rcp_dynamic_cast<conv_test_type>(convTest_)->getTestValue();
1047 
1048  TEUCHOS_TEST_FOR_EXCEPTION(pTestValues == NULL, std::logic_error,
1049  "Belos::PCPGSolMgr::solve(): The convergence test's getTestValue() "
1050  "method returned NULL. Please report this bug to the Belos developers.");
1051 
1052  TEUCHOS_TEST_FOR_EXCEPTION(pTestValues->size() < 1, std::logic_error,
1053  "Belos::PCPGSolMgr::solve(): The convergence test's getTestValue() "
1054  "method returned a vector of length zero. Please report this bug to the "
1055  "Belos developers.");
1056 
1057  // FIXME (mfh 12 Dec 2011) Does pTestValues really contain the
1058  // achieved tolerances for all vectors in the current solve(), or
1059  // just for the vectors from the last deflation?
1060  achievedTol_ = *std::max_element (pTestValues->begin(), pTestValues->end());
1061  }
1062 
1063  // get iteration information for this solve
1064  numIters_ = maxIterTest_->getNumIters();
1065 
1066  if (!isConverged) {
1067  return Unconverged; // return from PCPGSolMgr::solve()
1068  }
1069  return Converged; // return from PCPGSolMgr::solve()
1070 }
1071 
1072 // A-orthogonalize the Seed Space
1073 // Note that Anasazi::GenOrthoManager provides simplified versions of the algorithm,
1074 // that are not rank revealing, and are not designed for PCPG in other ways too.
1075 template<class ScalarType, class MV, class OP>
1077 {
1078  using Teuchos::RCP;
1079  ScalarType one = Teuchos::ScalarTraits<ScalarType>::one();
1080  ScalarType zero = Teuchos::ScalarTraits<ScalarType>::zero();
1081 
1082  // Allocate memory for scalars.
1086  std::vector<int> curind(1);
1087  std::vector<int> ipiv(p - q); // RRQR Pivot indices
1088  std::vector<ScalarType> Pivots(p); // RRQR Pivots
1089  int i, imax, j, l;
1090  ScalarType rteps = 1.5e-8;
1091 
1092  // Scale such that diag( U'C) = I
1093  for( i = q ; i < p ; i++ ){
1094  ipiv[i-q] = i;
1095  curind[0] = i;
1096  RCP<MV> P = MVT::CloneViewNonConst(*U_,curind);
1097  RCP<MV> AP = MVT::CloneViewNonConst(*C_,curind);
1098  anorm(0,0) = one / Teuchos::ScalarTraits<ScalarType>::squareroot( D(i-q,i-q) ) ;
1099  MVT::MvAddMv( anorm(0,0), *P, zero, *AP, *P );
1100  MVT::MvAddMv( zero, *P, anorm(0,0), *AP, *AP );
1101  Pivots[i] = one;
1102  }
1103 
1104  for( i = q ; i < p ; i++ ){
1105  if( q < i && i < p-1 ){ // Find the largest pivot
1106  imax = i;
1107  l = ipiv[imax-q];
1108  for( j = i+1 ; j < p ; j++ ){
1109  const int k = ipiv[j-q];
1110  if( Pivots[k] > Pivots[l] ){
1111  imax = j;
1112  l = k;
1113  }
1114  } // end for
1115  if( imax > i ){
1116  l = ipiv[imax-q]; // swap ipiv( imax ) and ipiv(i+1)
1117  ipiv[imax-q] = ipiv[i-q];
1118  ipiv[i-q] = l;
1119  }
1120  } // largest pivot found
1121  int k = ipiv[i-q];
1122 
1123  if( Pivots[k] > 1.5625e-2 ){
1124  anorm(0,0) = Pivots[k]; // A-norm of u
1125  }
1126  else{ // anorm(0,0) = sqrt( U(:,k)'*C(:,k) );
1127  curind[0] = k;
1128  RCP<const MV> P = MVT::CloneView(*U_,curind);
1129  RCP<const MV> AP = MVT::CloneView(*C_,curind);
1130  MVT::MvTransMv( one, *P, *AP, anorm );
1131  anorm(0,0) = Teuchos::ScalarTraits<ScalarType>::squareroot( anorm(0,0) ) ;
1132  }
1133  if( rteps <= anorm(0,0) && anorm(0,0) < 9.765625e-4){
1134  /*
1135  C(:,k) = A*U(:,k); % Change C
1136  fixC = U(:, ipiv(1:i-1) )'*C(:,k);
1137  U(:,k) = U(:,k) - U(:, ipiv(1:i-1) )*fixC;
1138  C(:,k) = C(:,k) - C(:, ipiv(1:i-1) )*fixC;
1139  anorm = sqrt( U(:,k)'*C(:,k) );
1140  */
1141  std::cout << "ARRQR: Bad case not implemented" << std::endl;
1142  }
1143  if( anorm(0,0) < rteps ){ // rank [U;C] = i-1
1144  std::cout << "ARRQR : deficient case not implemented " << std::endl;
1145  //U = U(:, ipiv(1:i-1) );
1146  //C = C(:, ipiv(1:i-1) );
1147  p = q + i;
1148  // update curDim_ in State
1149  break;
1150  }
1151  curind[0] = k;
1152  RCP<MV> P = MVT::CloneViewNonConst(*U_,curind);
1153  RCP<MV> AP = MVT::CloneViewNonConst(*C_,curind);
1154  MVT::MvAddMv( anorm(0,0), *P, zero, *AP, *P ); // U(:,k) = U(:,k)/anorm;
1155  MVT::MvAddMv( zero, *P, anorm(0,0), *AP, *AP ); // C(:,k) = C(:,k)/anorm;
1156  P = Teuchos::null;
1157  AP = Teuchos::null;
1158  Pivots[k] = one; // delete, for diagonostic purposes
1159  P = MVT::CloneViewNonConst(*U_,curind); // U(:,k)
1160  AP = MVT::CloneViewNonConst(*C_,curind); // C(:,k)
1161  for( j = i+1 ; j < p ; j++ ){
1162  l = ipiv[j-q]; // ahhh
1163  curind[0] = l;
1164  RCP<MV> Q = MVT::CloneViewNonConst(*U_,curind); // segmentation fault, j=i+1=5
1165  MVT::MvTransMv( one, *Q, *AP, alpha); // alpha(0,0) = U(:,l)'*C(:,k);
1166  MVT::MvAddMv( -alpha(0,0), *P, one, *Q, *Q ); // U(:,l) -= U(:,k) * alpha(0,0);
1167  Q = Teuchos::null;
1168  RCP<MV> AQ = MVT::CloneViewNonConst(*C_,curind);
1169  MVT::MvAddMv( -alpha(0,0), *AP, one, *AQ, *AQ ); // C(:,l) -= C(:,l) - C(:,k) * alpha(0,0);
1170  AQ = Teuchos::null;
1171  gamma(0,0) = ( Pivots[l] - alpha(0,0))*( Pivots[l] + alpha(0,0));
1172  if( gamma(0,0) > 0){
1173  Pivots[l] = Teuchos::ScalarTraits<ScalarType>::squareroot( gamma(0,0) );
1174  }
1175  else {
1176  Pivots[l] = zero; //rank deficiency revealed
1177  }
1178  }
1179  }
1180  return p;
1181 }
1182 
1183 // The method returns a string describing the solver manager.
1184 template<class ScalarType, class MV, class OP>
1186 {
1187  std::ostringstream oss;
1188  oss << "Belos::PCPGSolMgr<...,"<<Teuchos::ScalarTraits<ScalarType>::name()<<">";
1189  oss << "{";
1190  oss << "Ortho Type='"<<orthoType_;
1191  oss << "}";
1192  return oss.str();
1193 }
1194 
1195 } // end Belos namespace
1196 
1197 #endif /* BELOS_PCPG_SOLMGR_HPP */
static const double orthoKappa
DGKS orthogonalization constant.
Definition: BelosTypes.hpp:267
ScalarType * values() const
Collection of types and exceptions used within the Belos solvers.
int prevUdim
Number of block columns in matrices C and U before current iteration.
bool isLOADetected() const
Return whether a loss of accuracy was detected by this solver during the most current solve...
Belos&#39;s basic output manager for sending information of select verbosity levels to the appropriate ou...
PCPGSolMgr(const Teuchos::RCP< LinearProblem< ScalarType, MV, OP > > &problem, const Teuchos::RCP< Teuchos::ParameterList > &pl)
Class which manages the output and verbosity of the Belos solvers.
bool is_null(const boost::shared_ptr< T > &p)
Belos concrete class to iterate Preconditioned Conjugate Projected Gradients.
PCPGSolMgrOrthoFailure is thrown when the orthogonalization manager is unable to generate orthonormal...
Teuchos::RCP< MV > R
The current residual.
T & get(const std::string &name, T def_value)
static RCP< Time > getNewCounter(const std::string &name)
bool is_null(const std::shared_ptr< T > &p)
static T squareroot(T x)
Teuchos::RCP< MV > C
C = AU, U spans recycled subspace.
Base class for Belos::SolverManager subclasses which normally can only compile with real ScalarType t...
#define TEUCHOS_TEST_FOR_EXCEPTION(throw_exception_test, Exception, msg)
A factory class for generating StatusTestOutput objects.
virtual std::ostream & print(std::ostream &os) const
int curDim
The current dimension of the reduction.
An implementation of StatusTestResNorm using a family of residual norms.
PCPGSolMgrOrthoFailure(const std::string &what_arg)
const LinearProblem< ScalarType, MV, OP > & getProblem() const
Get current linear problem being solved for in this object.
ParameterList & set(std::string const &name, T &&value, std::string const &docString="", RCP< const ParameterEntryValidator > const &validator=null)
Structure to contain pointers to PCPGIter state variables.
PCPGSolMgrLinearProblemFailure is thrown when the linear problem is not setup (i.e.
static const double convTol
Default convergence tolerance.
Definition: BelosTypes.hpp:261
Belos::StatusTest class for specifying a maximum number of iterations.
static std::string name()
A factory class for generating StatusTestOutput objects.
Traits class which defines basic operations on multivectors.
Belos::StatusTest for logically combining several status tests.
Teuchos::RCP< const Teuchos::SerialDenseMatrix< int, ScalarType > > D
The current Hessenberg matrix.
bool isParameter(const std::string &name) const
Teuchos::RCP< const Teuchos::ParameterList > getCurrentParameters() const
Get a parameter list containing the current parameters for this object.
A Belos::StatusTest class for specifying a maximum number of iterations.
MagnitudeType achievedTol() const
Tolerance achieved by the last solve() invocation.
ResetType
How to reset the solver.
Definition: BelosTypes.hpp:174
TEUCHOS_DEPRECATED RCP< T > rcp(T *p, Dealloc_T dealloc, bool owns_mem)
Pure virtual base class which describes the basic interface for a solver manager. ...
void reset(const ResetType type)
Performs a reset of the solver manager specified by the ResetType. This informs the solver manager th...
static void summarize(Ptr< const Comm< int > > comm, std::ostream &out=std::cout, const bool alwaysWriteLocal=false, const bool writeGlobalStats=true, const bool writeZeroTimers=true, const ECounterSetOp setOp=Intersection, const std::string &filter="", const bool ignoreZeroTimers=false)
A linear system to solve, and its associated information.
void setProblem(const Teuchos::RCP< LinearProblem< ScalarType, MV, OP > > &problem)
Set the linear problem that needs to be solved.
Class which describes the linear problem to be solved by the iterative solver.
PCPGSolMgrLAPACKFailure is thrown when a nonzero value is retuned from an LAPACK call.
virtual Teuchos::RCP< SolverManager< ScalarType, MV, OP > > clone() const
clone for Inverted Injection (DII)
PCPGSolMgrLAPACKFailure(const std::string &what_arg)
int getNumIters() const
Get the iteration count for the most recent call to solve().
Type traits class that says whether Teuchos::LAPACK has a valid implementation for the given ScalarTy...
ReturnType
Whether the Belos solve converged for all linear systems.
Definition: BelosTypes.hpp:123
void validateParameters(ParameterList const &validParamList, int const depth=1000, EValidateUsed const validateUsed=VALIDATE_USED_ENABLED, EValidateDefaults const validateDefaults=VALIDATE_DEFAULTS_ENABLED) const
Teuchos::RCP< MV > U
The recycled subspace.
Teuchos::Array< Teuchos::RCP< Teuchos::Time > > getTimers() const
Return the timers for this object.
OrdinalType numCols() const
Teuchos::RCP< StatusTestOutput< ScalarType, MV, OP > > create(const Teuchos::RCP< OutputManager< ScalarType > > &printer, Teuchos::RCP< StatusTest< ScalarType, MV, OP > > test, int mod, int printStates)
Create the StatusTestOutput object specified by the outputStyle.
void GESVD(const char &JOBU, const char &JOBVT, const OrdinalType &m, const OrdinalType &n, ScalarType *A, const OrdinalType &lda, MagnitudeType *S, ScalarType *U, const OrdinalType &ldu, ScalarType *V, const OrdinalType &ldv, ScalarType *WORK, const OrdinalType &lwork, MagnitudeType *RWORK, OrdinalType *info) const
Belos::StatusTestResNorm for specifying general residual norm stopping criteria.
PCPG iterative linear solver.
bool isType(const std::string &name) const
An implementation of the Belos::MatOrthoManager that performs orthogonalization using (potentially) m...
A class for extending the status testing capabilities of Belos via logical combinations.
Class which defines basic traits for the operator type.
Parent class to all Belos exceptions.
Definition: BelosTypes.hpp:28
Default parameters common to most Belos solvers.
Definition: BelosTypes.hpp:251
Teuchos::RCP< SolverManager< ScalarType, MV, OP > > clone() const override
clone for Inverted Injection (DII)
This class implements the PCPG iteration, where a single-std::vector Krylov subspace is constructed...
Belos header file which uses auto-configuration information to include necessary C++ headers...
PCPGSolMgrLinearProblemFailure(const std::string &what_arg)
OrdinalType numRows() const
bool is_null() const
Teuchos::RCP< Belos::MatOrthoManager< Scalar, MV, OP > > makeMatOrthoManager(const std::string &ortho, const Teuchos::RCP< const OP > &M, const Teuchos::RCP< OutputManager< Scalar > > &, const std::string &label, const Teuchos::RCP< Teuchos::ParameterList > &params)
Return an instance of the specified MatOrthoManager subclass.

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