📄 az_gmresr.c
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/*==================================================================== * ------------------------ * | CVS File Information | * ------------------------ * * $RCSfile: az_gmresr.c,v $ * * $Author: tuminaro $ * * $Date: 2000/06/02 16:46:55 $ * * $Revision: 1.17 $ * * $Name: $ *====================================================================*/#ifndef lintstatic char rcsid[] = "$Id: az_gmresr.c,v 1.17 2000/06/02 16:46:55 tuminaro Exp $";#endif/******************************************************************************* * Copyright 1995, Sandia Corporation. The United States Government retains a * * nonexclusive license in this software as prescribed in AL 88-1 and AL 91-7. * * Export of this program may require a license from the United States * * Government. * ******************************************************************************/#include <stdlib.h>#include <stdio.h>#include <math.h>#include <float.h>#include "az_aztec.h"void AZ_pgmresr(double b[], double x[],double weight[], int options[], double params[], int proc_config[], double status[], AZ_MATRIX *Amat, AZ_PRECOND *precond, struct AZ_CONVERGE_STRUCT *convergence_info)/******************************************************************************* This routine uses Saad's restarted Genralized Minimum Residual method to solve the nonsymmetric matrix problem Ax = b. IMPORTANT NOTE: While the 2-norm of the gmres residual is available, the actual residual is not normally computed as part of the gmres algorithm. Thus, if the user uses a convergence condition (see AZ_gmres_global_scalars()) that is based on the 2-norm of the residual there is no need to compute the residual (i.e. r_avail = AZ_FALSE). However, if another norm of r is requested, AZ_gmres_global_scalars() sets r_avail = AZ_TRUE and the algorithm computes the residual. Author: John N. Shadid, SNL, 1421 ======= Return code: void ============ Parameter list: =============== Amat: Structure used for DMSR and DVBR sparse matrix storage (see file Aztec User's Guide). b: Right hand side of linear system. x: On input, contains the initial guess. On output contains the solution to the linear system. weight: Vector of weights for convergence norm #4. options: Determines specific solution method and other parameters. params: Drop tolerance and convergence tolerance info. data_org: Array containing information on the distribution of the matrix to this processor as well as communication parameters (see file Aztec User's Guide). proc_config: Machine configuration. proc_config[AZ_node] is the node number. proc_config[AZ_N_procs] is the number of processors. status: On output, indicates termination status: 0: terminated normally. -1: maximum number of iterations taken without achieving convergence. -2: Breakdown. The algorithm can not proceed due to numerical difficulties (usually a divide by zero). -3: Internal residual differs from the computed residual due to a significant loss of precision. Amat: Structure used to represent the matrix (see file az_aztec.h and Aztec User's Guide).*******************************************************************************/{ /* local variables */ register int k; int i, N, NN, converged, one = 1, iter, r_avail = AZ_FALSE; int print_freq, proc, kspace; double **UU, **CC, *dots, *tmp, *res; double dble_tmp, r_2norm = 1.0, epsilon; double rec_residual, scaled_r_norm, true_scaled_r=0.0; double actual_residual = -1.0, minus_alpha, alpha; double *dummy = (double *) 0; double *tempv, *UUblock, *CCblock; int kk, mm, ii; char label[64],suffix[32], prefix[64]; int *data_org, str_leng, first_time = AZ_TRUE; double doubleone = 1.0, minusone = -1.0, init_time = 0.0;char *T = "T";char *T2 = "N"; /**************************** execution begins ******************************/ sprintf(suffix," in gmresr%d",options[AZ_recursion_level]); /* set string that will be used */ /* for manage_memory label */ /* set prefix for printing */ str_leng = 0; for (i = 0; i < 16; i++) prefix[str_leng++] = ' '; for (i = 0 ; i < options[AZ_recursion_level]; i++ ) { prefix[str_leng++] = ' '; prefix[str_leng++] = ' '; prefix[str_leng++] = ' '; prefix[str_leng++] = ' '; prefix[str_leng++] = ' '; } prefix[str_leng] = '\0'; data_org = Amat->data_org; /* pull needed values out of parameter arrays */ N = data_org[AZ_N_internal] + data_org[AZ_N_border]; epsilon = params[AZ_tol]; proc = proc_config[AZ_node]; print_freq = options[AZ_print_freq]; kspace = options[AZ_kspace]; /* allocate memory for required vectors */ NN = kspace + 1; /* +1: make sure everybody allocates something */ sprintf(label,"dots%s",suffix); dots = AZ_manage_memory(2*NN*sizeof(double), AZ_ALLOC, AZ_SYS,label,&i); tmp = &(dots[NN]); sprintf(label,"CC%s",suffix); CC = (double **) AZ_manage_memory(2*NN*sizeof(double *), AZ_ALLOC,AZ_SYS,label,&i); UU = &(CC[NN]); NN = N + data_org[AZ_N_external]; if (NN == 0) NN++; /* make sure everybody allocates something */ NN = NN + (NN%2); /* make sure things are aligned for intel */ sprintf(label,"UUblock%s",suffix); UUblock = AZ_manage_memory(2*NN*kspace*sizeof(double), AZ_ALLOC, AZ_SYS,label, &i); for (k = 0; k < kspace; k++) UU[k] = &(UUblock[k*NN]); CCblock = &(UUblock[kspace*NN]); for (k = 0; k < kspace; k++) CC[k] = &(CCblock[k*NN]); sprintf(label,"res%s",suffix); res = AZ_manage_memory(NN*sizeof(double),AZ_ALLOC,AZ_SYS,label,&i); sprintf(label,"tempv%s",suffix); tempv = AZ_manage_memory((N+data_org[AZ_N_external]+1)*sizeof(double), AZ_ALLOC, AZ_SYS,label,&kk); AZ_compute_residual(b, x, res, proc_config, Amat); /* * Compute a few global scalars: * 1) ||r|| corresponding to options[AZ_conv] * 2) scaled ||r|| corresponding to options[AZ_conv] */ AZ_compute_global_scalars(Amat, x, b, res, weight, &rec_residual, &scaled_r_norm, options, data_org, proc_config, &r_avail, NULL, NULL, NULL, convergence_info); converged = scaled_r_norm < epsilon; if ( (options[AZ_output] != AZ_none) && (options[AZ_output] != AZ_last) && (options[AZ_output] != AZ_warnings) && (proc == 0) ) (void) fprintf(stdout, "%siter: 0 residual = %e\n", prefix,scaled_r_norm); iter = 0; while (!converged && iter < options[AZ_max_iter]) { i = 0; while (i < kspace && !converged && iter < options[AZ_max_iter]) { iter++; /* v_i+1 = A M^-1 v_i */ dcopy_(&N, res , &one, UU[i], &one); if (iter == 1) init_time = AZ_second(); precond->prec_function(UU[i],options,proc_config,params,Amat,precond); if (iter == 1) status[AZ_first_precond] = AZ_second() - init_time; Amat->matvec(UU[i], CC[i], Amat, proc_config); /* Gram-Schmidt orthogonalization */ if (!options[AZ_orthog]) { /* classical (stabilized) */ for (ii = 0 ; ii < 2 ; ii++ ) { dble_tmp = 0.0; mm = i; if (N == 0) for (k = 0 ; k < i ; k++) dots[k] = 0.0; dgemv_(T, &N, &mm, &doubleone, CCblock, &NN, CC[i], &one, &dble_tmp, dots, &one, 1 /* strlen(T) */); AZ_gdot_vec(i, dots, tmp, proc_config); dgemv_(T2, &N, &mm, &minusone, CCblock, &NN, dots, &one, &doubleone, CC[i], &one, 1 /* strlen(T2) */); dgemv_(T2, &N, &mm, &minusone, UUblock, &NN, dots, &one, &doubleone, UU[i], &one, 1 /* strlen(T2) */); } } else { /* modified */ for (k = 0; k < i; k++) { alpha = AZ_gdot(N, CC[k], CC[i], proc_config); minus_alpha = -alpha; daxpy_(&N, &minus_alpha, CC[k], &one, CC[i], &one); daxpy_(&N, &minus_alpha, UU[k], &one, UU[i], &one); } } /* normalize vector */ dble_tmp = sqrt(AZ_gdot(N, CC[i], CC[i], proc_config)); if (dble_tmp > DBL_EPSILON*r_2norm) dble_tmp = 1.0 / dble_tmp; else dble_tmp = 0.0; dscal_(&N, &dble_tmp, CC[i], &one); dscal_(&N, &dble_tmp, UU[i], &one); dble_tmp = AZ_gdot(N, CC[i], res, proc_config); daxpy_(&N, &dble_tmp, UU[i], &one, x, &one); dble_tmp = -dble_tmp; daxpy_(&N, &dble_tmp, CC[i], &one, res, &one); /* determine residual norm & test convergence */ r_2norm = sqrt(AZ_gdot(N, res, res, proc_config)); rec_residual = r_2norm; /* * Compute a few global scalars: * 1) ||r|| corresponding to options[AZ_conv] * 2) scaled ||r|| corresponding to options[AZ_conv] * NOTE: if r_avail = AZ_TRUE or AZ_FIRST is passed in, we perform * step 1), otherwise ||r|| is taken as rec_residual. */ AZ_compute_global_scalars(Amat, x, b, res, weight, &rec_residual, &scaled_r_norm, options, data_org, proc_config, &r_avail, dummy, dummy, dummy, convergence_info); converged = scaled_r_norm < epsilon; if ( (iter%print_freq == 0) && proc == 0) (void) fprintf(stdout, "%siter: %4d residual = %e\n", prefix,iter, scaled_r_norm); i++; /* subspace dim. counter dim(K) = i - 1 */ if (options[AZ_check_update_size] & converged) converged = AZ_compare_update_vs_soln(N, -1.,dble_tmp, UU[i-1], x, params[AZ_update_reduction], options[AZ_output], proc_config, &first_time); if (converged) { /* compute true residual using 'v[kspace]' as a temporary vector */ AZ_scale_true_residual(x, b, res, weight, &actual_residual, &true_scaled_r, options, data_org, proc_config, Amat, convergence_info); converged = true_scaled_r < params[AZ_tol]; if (!converged && (AZ_get_new_eps(&epsilon, scaled_r_norm, true_scaled_r, proc_config) == AZ_QUIT)) { /* * Computed residual has converged, actual residual has not * converged, AZ_get_new_eps() has decided that it is time to quit. */ AZ_terminate_status_print(AZ_loss, iter, status, rec_residual, params, true_scaled_r, actual_residual, options, proc_config); return; } } } } if ( (iter%print_freq != 0) && (proc == 0) && (options[AZ_output] != AZ_none) && (options[AZ_output] != AZ_warnings)) (void) fprintf(stdout, "%siter: %4d residual = %e\n", prefix,iter, scaled_r_norm); /* check if we exceeded maximum number of iterations */ if (converged) { i = AZ_normal; scaled_r_norm = true_scaled_r; } else i = AZ_maxits; AZ_terminate_status_print(i, iter, status, rec_residual, params, scaled_r_norm, actual_residual, options, proc_config);} /* AZ_pgmres */
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