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// ORIG-DATE: 02/2009
// -*- Mode : c++ -*-
//
// SUMMARY :
// USAGE : LGPL
// ORG : LJLL Universite Pierre et Marie Curie, Paris, FRANCE
// AUTHOR : Jacques Morice
// E-MAIL : jacques.morice@ann.jussieu.fr
//
//ff-c++-LIBRARY-dep: mpi
//ff-c++-cpp-dep:
/*
This file is part of Freefem++
Freefem++ is free software; you can redistribute it and/or modify
it under the terms of the GNU Lesser General Public License as published by
the Free Software Foundation; either version 2.1 of the License, or
(at your option) any later version.
Freefem++ is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU Lesser General Public License for more details.
You should have received a copy of the GNU Lesser General Public License
along with Freefem++; if not, write to the Free Software
Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
Thank to the ARN () FF2A3 grant
ref:ANR-07-CIS7-002-01
*/
#include "mpi.h"
#include <iostream>
using namespace std;
#include "ff++.hpp"
#include "CGNL.hpp"
//#include "gmres.hpp"
template<class R,class DJ,class P>
int NLCG(const DJ & dJ,const P & C,KN_<R> &x,const int nbitermax, double &eps,long kprint,MPI_Comm * )
{
// -------------
typedef KN<R> Rn;
int n=x.N();
R ro=1;
Rn g(n),h(n),Ah(n), & Cg(Ah); // on utilise Ah pour stocke Cg
g=dJ*x;// dJ(x,g);
Cg = C*g; // gradient preconditionne
h =-Cg;
R g2 = (Cg,g);
if (g2 < 1e-30)
{ if(kprint>1)
cout << "GCNL g^2 =" << g2 << " < 1.e-30 Nothing to do " << endl;
return 2; }
if (kprint>5 )
cout << " 0 GCNL g^2 =" << g2 << endl;
R reps2 =eps >0 ? eps*eps*g2 : -eps; // epsilon relatif
eps = reps2;
for (int iter=0;iter<=nbitermax;iter++)
{
ro = argmin(ro,dJ,x,h,g,Ah);
Cg = C*g;
R g2p=g2;
g2 = (Cg,g);
if ( kprint < nbitermax )
cout << "CGNL:" <<iter << ", ro = " << ro << " ||g||^2 = " << g2 << endl;
if (g2 < reps2) {
if (kprint< nbitermax )
cout << "CGNL converge: " << iter <<", ro = " << ro << " ||g||^2 = " << g2 << endl;
return 1;// ok
}
R gamma = g2/g2p;
h *= gamma;
h -= Cg; // h = -Cg * gamma* h
}
if(verbosity)
cout << " Non convergence of the NL cojugate gradient " <<endl;
return 0;
}
template<class T> struct MPI_TYPE {};
template<> struct MPI_TYPE<long> {static MPI_Datatype TYPE(){return MPI_LONG;}};
template<> struct MPI_TYPE<int> {static MPI_Datatype TYPE(){return MPI_INT;}};
template<> struct MPI_TYPE<double> {static MPI_Datatype TYPE(){return MPI_DOUBLE;}};
template<> struct MPI_TYPE<char> {static MPI_Datatype TYPE(){return MPI_BYTE;}};
template<class R>
R ReduceSum1(R s,MPI_Comm * comm)
{
R r=0;
// nt MPI_Allreduce( void *sendbuf, void *recbuf, int count,
// MPI_Datatype datatype, MPI_Op op, MPI_Comm comm )
MPI_Allreduce( &s, &r, 1 ,MPI_TYPE<R>::TYPE(), MPI_SUM, *comm );
return r;
}
template<class R,class M,class P>
int ConjuguedGradient2(const M & A,const P & C,KN_<R> &x,const KN_<R> &b,const int nbitermax, double &eps,long kprint,MPI_Comm * commworld)
{
// ConjuguedGradient2 affine A*x = 0 est toujours appele avec les condition aux limites
// -------------
typedef KN<R> Rn;
int n=x.N();
// if (verbosity>99) kprint=1;
R ro=1;
Rn g(n),h(n),Ah(n), & Cg(Ah); // on utilise Ah pour stocke Cg
g = A*x;
g -= b;
Cg = C*g; // gradient preconditionne
h =-Cg;
R g2 = ReduceSum1((Cg,g),commworld);
if (g2 < 1e-30)
{ if(kprint<=nbitermax)
cout << "GC g^2 =" << g2 << " < 1.e-30 Nothing to do " << endl;
return 2; }
if (kprint<5 )
cout << " 0 GC g^2 =" << g2 << endl;
R reps2 =eps >0 ? eps*eps*g2 : -eps; // epsilon relatif
eps = reps2;
for (int iter=0;iter<=nbitermax;iter++)
{
R rop = ro;
x += rop*h; // x+ rop*h , g=Ax (x old)
// ((Ah = A*x - b) - g);
// Ah -= b; // Ax + rop*Ah = rop*Ah + g =
// Ah -= g; // Ah*rop
Ah = A*x;
Ah -= b; // Ax + rop*Ah = rop*Ah + g =
Ah -= g; // Ah*rop
R hAh =ReduceSum1((h,Ah),commworld);
R gh = ReduceSum1((g,h),commworld);
if (std::norm(hAh)<1e-100) ExecError("CG2: Matrix is not defined (/0), sorry ");
ro = -gh*rop/hAh ; // ro optimal (produit scalaire usuel)
x += (ro-rop) *h;
g += (ro/rop) *Ah; // plus besoin de Ah, on utilise avec Cg optimisation
Cg = C*g;
R g2p=g2;
g2 = ReduceSum1((Cg,g),commworld);
if ( ( (iter%kprint) == kprint-1) )
cout << "CG:" <<iter << " ro = " << ro << " ||g||^2 = " << g2 << endl;
if (g2 < reps2) {
if (kprint <= nbitermax)
cout << "CG converges " << iter << " ro = " << ro << " ||g||^2 = " << g2 << endl;
return 1;// ok
}
R gamma = g2/g2p;
h *= gamma;
h -= Cg; // h = -Cg * gamma* h
}
// if (itermax <= nbitermax )
cout << "CG doesn't converge: " << nbitermax << " ||g||^2 = " << g2 << " reps2= " << reps2 << endl;
return 0;
}
template < class Operator, class Vector, class Preconditioner,
class Matrix, class Real >
int
GMRES_MPI(const Operator &A, Vector &x, const Vector &b,
const Preconditioner &M, Matrix &H, int &m, int &max_iter,
Real &tol,MPI_Comm * commworld,long verbosity)
{
Real resid;
int i, j = 1, k;
Vector s(m+1), cs(m+1), sn(m+1), w,r,Ax;
r=M*b;
Real normb = sqrt(ReduceSum1((r,r),commworld));
Ax=A * x;
Ax=b-Ax;
r = M*(Ax);
Real beta = sqrt(ReduceSum1((r,r),commworld));
if ( abs(normb) < 1.e-30)
normb = 1;
if ((resid = beta / normb) <= tol) {
tol = resid;
max_iter = 0;
return 0;
}
Vector *v = new Vector[m+1];
while (j <= max_iter) {
v[0] = r / beta;
s = 0.0;
s(0) = beta;
for (i = 0; i < m && j <= max_iter; i++, j++) {
w = M*(Ax=A * v[i]);
for (k = 0; k <= i; k++) {
H(k, i) = ReduceSum1((w, v[k]),commworld);
w -= H(k, i) * v[k];
}
H(i+1, i) = sqrt(ReduceSum1((w,w),commworld));
v[i+1] = w / H(i+1, i) ;
for (k = 0; k < i; k++)
ApplyPlaneRotation(H(k,i), H(k+1,i), cs(k), sn(k));
GeneratePlaneRotation(H(i,i), H(i+1,i), cs(i), sn(i));
ApplyPlaneRotation(H(i,i), H(i+1,i), cs(i), sn(i));
ApplyPlaneRotation(s(i), s(i+1), cs(i), sn(i));
if(verbosity>5 || (verbosity>2 && j%100==0) )
cout << "GMRES: " << j << " " << abs(s(i+1)) << " " << normb << " "
<< abs(s(i+1)) / normb << " < " << tol << endl;
if ((resid = abs(s(i+1)) / normb) < tol) {
if(verbosity)
cout << "GMRES converges: " << j << " " << abs(s(i+1)) << " " << normb << " "
<< abs(s(i+1)) / normb << " < " << tol << endl;
Update(x, i, H, s, v);
tol = resid;
max_iter = j;
delete [] v;
return 0;
}
}
if(!(j <= max_iter)) break;
Update(x, i-1 , H, s, v);
Ax = A*x;
Ax = b-Ax;
r = M*(Ax);
beta = sqrt(ReduceSum1((r,r),commworld));
if(verbosity>4)
cout << "GMRES: restart" << j << " " << beta << " " << normb << " "
<< beta / normb << " < " << tol << endl;
if ((resid = beta / normb) < tol) {
tol = resid;
max_iter = j;
delete [] v;
return 0;
}
}
if(verbosity)
cout << "WARNING: GMRES do not converges: " << j <<"/" << max_iter << ", resid = " << resid
<< ", tol= " << tol << ", normb "<< normb << endl;
tol = resid;
delete [] v;
return 1;
}
template<class R>
class MPILinearCG : public OneOperator
{
public:
typedef KN<R> Kn;
typedef KN_<R> Kn_;
const int cas,CG;
class MatF_O: RNM_VirtualMatrix<R> { public:
Stack stack;
mutable Kn x;
C_F0 c_x;
Kn *b;
Expression mat1,mat;
typedef typename RNM_VirtualMatrix<R>::plusAx plusAx;
MatF_O(int n,Stack stk,const OneOperator * op,Kn *bb=0)
: RNM_VirtualMatrix<R>(n),stack(stk),
x(n),c_x(CPValue(x)),b(bb),
mat1(op->code(basicAC_F0_wa(c_x))),
mat( CastTo<Kn_>(C_F0(mat1,(aType)*op))) {
//ffassert(atype<Kn_ >() ==(aType) *op);
// WhereStackOfPtr2Free(stack)=new StackOfPtr2Free(stack);// FH mars 2005
}
~MatF_O() {
// cout << " del MatF_O mat " << endl;
if(mat1 != mat)
delete mat;
delete mat1;
// cout << " del MatF_Ocx ..." << endl;
Expression zzz = c_x;
// cout << " zzz "<< zzz << endl;
delete zzz;
// WhereStackOfPtr2Free(stack)->clean(); // FH mars 2005
}
void addMatMul(const KN_<R> & xx, KN_<R> & Ax) const
//void addMatMul(const Kn_ & xx, Kn_ & Ax) const
{
ffassert(xx.N()==Ax.N());
x =xx;
Ax += GetAny<Kn_>((*mat)(stack));
if(b && &Ax!=b) Ax += *b; // Ax -b => add b (not in cas of init. b c.a.d &Ax == b
WhereStackOfPtr2Free(stack)->clean();
}
plusAx operator*(const Kn & x) const {return plusAx(this,x);}
bool ChecknbLine(int n) const { return true;}
bool ChecknbColumn(int m) const { return true;}
};
class E_LCG: public E_F0mps { public:
const int cas;// <0 => Nolinear
const int CG;
static const int n_name_param=7;
static basicAC_F0::name_and_type name_param[] ;
Expression nargs[n_name_param];
const OneOperator *A, *C;
Expression X,B;
E_LCG(const basicAC_F0 & args,int cc,int gc) :cas(cc),CG(gc)
{
args.SetNameParam(n_name_param,name_param,nargs);
{ const Polymorphic * op= dynamic_cast<const Polymorphic *>(args[0].LeftValue());
ffassert(op);
A = op->Find("(",ArrayOfaType(atype<Kn* >(),false)); }
if (nargs[2])
{ const Polymorphic * op= dynamic_cast<const Polymorphic *>(nargs[2]);
ffassert(op);
C = op->Find("(",ArrayOfaType(atype<Kn* >(),false)); }
else C =0;
X = to<Kn*>(args[1]);
if (args.size()>2)
B = to<Kn*>(args[2]);
else
B=0;
}
virtual AnyType operator()(Stack stack) const {
int ret=-1;
// WhereStackOfPtr2Free(stack)=new StackOfPtr2Free(stack);// FH mars 2005
try {
Kn &x = *GetAny<Kn *>((*X)(stack));
int n=x.N();
double eps = 1.0e-6;
int nbitermax= 100;
long verb = verbosity;
pcommworld vcommworld=0;
long dKrylov=50;
if (nargs[0]) eps= GetAny<double>((*nargs[0])(stack));
if (nargs[1]) nbitermax = GetAny<long>((*nargs[1])(stack));
if (nargs[3]) eps= *GetAny<double*>((*nargs[3])(stack));
if (nargs[4]) vcommworld = GetAny<pcommworld>((*nargs[4])(stack));
if (nargs[5]) dKrylov= GetAny<long>((*nargs[5])(stack));
if (nargs[6]) verb=Abs(GetAny<long>((*nargs[6])(stack)));
long gcverb=51L-Min(Abs(verb),50L);
if(verb==0) gcverb = 1000000000;// no print
MPI_Comm mpiCommWorld = MPI_COMM_WORLD;
MPI_Comm * commworld= vcommworld ? (MPI_Comm *) vcommworld: & mpiCommWorld ;
KN<R> bzero(B?1:n); // const array zero
bzero=R();
KN<R> *bb=&bzero;
if (B) {
Kn &b = *GetAny<Kn *>((*B)(stack));
R p = (b,b);
if (p)
{
// ExecError("Sorry MPILinearCG work only with nul right hand side, so put the right hand in the function");
}
bb = &b;
}
KN<R> * bbgmres =0;
if ( !B && !CG) bbgmres=bb; // none zero if gmres without B
MatF_O AA(n,stack,A,bbgmres);
if(bbgmres ){
AA.addMatMul(*bbgmres,*bbgmres); // *bbgmres= AA* *bbgmres; // Ok Ax == b -> not translation of b .
*bbgmres = - *bbgmres;
if(verbosity>1) cout << " ** GMRES set b = -A(0); : max=" << bbgmres->max() << " " << bbgmres->min()<<endl;
}
if(CG)
{
if (cas<0) {
if (C)
{ MatF_O CC(n,stack,C);
ret = NLCG(AA,CC,x,nbitermax,eps, gcverb ,commworld );}
else
ret = NLCG(AA,MatriceIdentite<R>(n),x,nbitermax,eps, gcverb ,commworld);
}
else
if (C)
{ MatF_O CC(n,stack,C);
ret = ConjuguedGradient2(AA,CC,x,*bb,nbitermax,eps, gcverb ,commworld);}
else
ret = ConjuguedGradient2(AA,MatriceIdentite<R>(n),x,*bb,nbitermax,eps, gcverb ,commworld);
}
else {// GMRES
KNM<R> H(dKrylov+1,dKrylov+1);
int k=dKrylov;//,nn=n;
if (cas<0) {
ErrorExec("NL GMRES: to do! sorry ",1);
/* if (C)
{ MatF_O CC(n,stack,C);
ret = NLGMRES(AA,CC,x,nbitermax,eps, 51L-Min(Abs(verbosity),50L) );}
else
ret = NLGMRES(AA,MatriceIdentite<R>(n),x,nbitermax,eps, 51L-Min(Abs(verbosity),50L));
ConjuguedGradient */
}
else
{
if (C)
{ MatF_O CC(n,stack,C);
ret=GMRES_MPI(AA,(KN<R> &)x, *bb,CC,H,k,nbitermax,eps,commworld,verb);}
else
ret=GMRES_MPI(AA,(KN<R> &)x, *bb,MatriceIdentite<R>(n),H,k,nbitermax,eps,commworld,verb);
}
}
if( nargs[3]) *GetAny<double*>((*nargs[3])(stack)) = -(eps);
}
catch(...)
{
// WhereStackOfPtr2Free(stack)->clean(); // FH mars 2005
throw;
}
// WhereStackOfPtr2Free(stack)->clean(); // FH mars 2005
return SetAny<long>(ret);
}
operator aType () const { return atype<long>();}
};
E_F0 * code(const basicAC_F0 & args) const {
return new E_LCG(args,cas,CG);}
MPILinearCG() : OneOperator(atype<long>(),
atype<Polymorphic*>(),
atype<KN<R> *>(),atype<KN<R> *>()),cas(2),CG(1){}
MPILinearCG(int cc,int CGG) : OneOperator(atype<long>(),
atype<Polymorphic*>(),
atype<KN<R> *>(),atype<KN<R> *>()),cas(cc),CG(CGG){}
MPILinearCG(int cc,int CGG,int ) : OneOperator(atype<long>(),
atype<Polymorphic*>(),
atype<KN<R> *>()),cas(cc),CG(CGG){}
MPILinearCG(int cc) : OneOperator(atype<long>(),
atype<Polymorphic*>(),
atype<KN<R> *>()),cas(cc),CG(1){}
};
template<class R>
basicAC_F0::name_and_type MPILinearCG<R>::E_LCG::name_param[]= {
{ "eps", &typeid(double) },
{ "nbiter",&typeid(long) },
{ "precon",&typeid(Polymorphic*)},
{ "veps" , &typeid(double*) },
{ "comm", &typeid(pcommworld)} ,
{ "dimKrylov", &typeid(long) },
{ "verbosity", &typeid(long) }
};
/* --FH: class Init { public:
Init();
};
LOADINIT(Init);
*/
static void Load_Init()
{
Global.Add("MPILinearCG","(",new MPILinearCG<R>()); // old form with rhs (must be zer
Global.Add("MPIAffineCG","(",new MPILinearCG<R>(1)); // without right handsize
Global.Add("MPILinearGMRES","(",new MPILinearCG<R>(0,0)); // with right handsize
Global.Add("MPIAffineGMRES","(",new MPILinearCG<R>(0,0,0)); // with right handsize
Global.Add("MPINLCG","(",new MPILinearCG<R>(-1)); // without right handsize
}
LOADFUNC(Load_Init)
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