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/*
* Copyright 2008-2009 NVIDIA Corporation
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
#include <cusp/array1d.h>
#include <cusp/blas.h>
#include <cusp/multiply.h>
#include <cusp/monitor.h>
#include <thrust/copy.h>
#include <thrust/fill.h>
#include <thrust/functional.h>
#include <thrust/transform.h>
#include <thrust/transform_reduce.h>
#include <thrust/inner_product.h>
#include <thrust/iterator/transform_iterator.h>
/*
* The point of these routines is to solve systems of the type
*
* (A+\sigma Id)x = b
*
* for a number of different \sigma, iteratively, for sparse A, without
* additional matrix-vector multiplication.
*
* The idea comes from the following paper:
* Krylov space solvers for shifted linear systems
* B. Jegerlehner
* http://arxiv.org/abs/hep-lat/9612014
*
* This implementation was contributed by Greg van Anders.
*
*/
namespace cusp
{
namespace krylov
{
// structs in this namespace do things that are somewhat blas-like, but
// are not usual blas operations (e.g. they aren't all linear in all arguments)
//
// except for KERNEL_VCOPY all of these structs perform operations that
// are specific to CG-M
namespace detail_m
{
// computes new \zeta, \beta
template <typename ScalarType>
struct KERNEL_ZB
{
ScalarType beta_m1;
ScalarType beta_0;
ScalarType alpha_0;
KERNEL_ZB(ScalarType _beta_m1, ScalarType _beta_0, ScalarType _alpha_0)
: beta_m1(_beta_m1), beta_0(_beta_0), alpha_0(_alpha_0)
{}
template <typename Tuple>
__host__ __device__
void operator()(Tuple t)
{
typedef typename norm_type<ScalarType>::type NormType;
// compute \zeta_1^\sigma
ScalarType z1, b0, z0=thrust::get<2>(t), zm1 = thrust::get<3>(t),
sigma = thrust::get<4>(t);
z1 = z0*zm1*beta_m1/(beta_0*alpha_0*(zm1-z0)
+beta_m1*zm1*(ScalarType(1)-beta_0*sigma));
b0 = beta_0*z1/z0;
if ( abs(z1) < NormType(1e-30) )
z1 = ScalarType(1e-18);
thrust::get<0>(t) = z1;
thrust::get<1>(t) = b0;
}
};
// computes new alpha
template <typename ScalarType>
struct KERNEL_A
{
ScalarType beta_0;
ScalarType alpha_0;
// note: only the ratio alpha_0/beta_0 enters in the computation, it might
// be better just to pass this ratio
KERNEL_A(ScalarType _beta_0, ScalarType _alpha_0)
: beta_0(_beta_0), alpha_0(_alpha_0)
{}
template <typename Tuple>
__host__ __device__
void operator()(Tuple t)
{
// compute \alpha_0^\sigma
thrust::get<0>(t)=alpha_0/beta_0*thrust::get<2>(t)*thrust::get<3>(t)/
thrust::get<1>(t);
}
};
// computes new x
template <typename ScalarType>
struct KERNEL_XP
{
int N;
const ScalarType *alpha_0_s;
const ScalarType *beta_0_s;
const ScalarType *z_1_s;
const ScalarType *r_0;
KERNEL_XP(int _N, const ScalarType *_alpha_0_s, const ScalarType *_beta_0_s,
const ScalarType *_z_1_s, const ScalarType *_r_0) :
N(_N), alpha_0_s(_alpha_0_s),
beta_0_s(_beta_0_s), z_1_s(_z_1_s), r_0(_r_0) {}
template <typename Tuple>
__host__ __device__
void operator()(Tuple t)
{
// return the transformed result
ScalarType x = thrust::get<0>(t);
ScalarType p_0 = thrust::get<1>(t);
int index = thrust::get<2>(t);
int N_s = index / N;
int N_i = index % N;
x = x-beta_0_s[N_s]*p_0;
p_0 = z_1_s[N_s]*r_0[N_i]+alpha_0_s[N_s]*p_0;
thrust::get<0>(t) = x;
thrust::get<1>(t) = p_0;
}
};
// like blas::copy, but copies the same array many times into a larger array
template <typename ScalarType>
struct KERNEL_VCOPY : thrust::unary_function<int, ScalarType>
{
int N_t;
const ScalarType *source;
KERNEL_VCOPY(int _N_t, const ScalarType *_source) :
N_t(_N_t), source(_source)
{}
__host__ __device__
ScalarType operator()(int index)
{
unsigned int N = index % N_t;
return source[N];
}
};
struct KERNEL_DCOPY
{
KERNEL_DCOPY() {}
template <typename Tuple>
__host__ __device__
void operator()(Tuple t)
{
thrust::get<2>(t)=thrust::get<1>(t);
thrust::get<1>(t)=thrust::get<0>(t);
}
};
template <typename T>
struct XPAY : public thrust::binary_function<T,T,T>
{
T alpha;
XPAY(T _alpha) : alpha(_alpha) {}
__host__ __device__
T operator()(T x, T y)
{
return x + alpha * y;
}
};
} // end namespace detail_m
// Methods in this namespace are all routines that involve using
// thrust::for_each to perform some transformations on arrays of data.
//
// Except for vectorize_copy, these are specific to CG-M.
//
// Each has a version that takes Array inputs, and another that takes iterators
// as input. The CG-M routine only explicitly refers version with Arrays as
// arguments. The Array version calls the iterator version which uses
// a struct from cusp::krylov::detail_m.
namespace trans_m
{
// compute \zeta_1^\sigma, \beta_0^\sigma using iterators
// uses detail_m::KERNEL_ZB
template <typename InputIterator1, typename InputIterator2,
typename InputIterator3,
typename OutputIterator1, typename OutputIterator2,
typename ScalarType>
void compute_zb_m(InputIterator1 z_0_s_b, InputIterator1 z_0_s_e,
InputIterator2 z_m1_s_b, InputIterator3 sig_b,
OutputIterator1 z_1_s_b, OutputIterator2 b_0_s_b,
ScalarType beta_m1, ScalarType beta_0, ScalarType alpha_0)
{
size_t N = z_0_s_e - z_0_s_b;
thrust::for_each(
thrust::make_zip_iterator(thrust::make_tuple(z_1_s_b,b_0_s_b,z_0_s_b,z_m1_s_b,sig_b)),
thrust::make_zip_iterator(thrust::make_tuple(z_1_s_b,b_0_s_b,z_0_s_b,z_m1_s_b,sig_b))+N,
cusp::krylov::detail_m::KERNEL_ZB<ScalarType>(beta_m1,beta_0,alpha_0)
);
}
// compute \zeta_1^\sigma, \beta_0^\sigma using arrays
template <typename Array1, typename Array2, typename Array3,
typename Array4, typename Array5, typename ScalarType>
void compute_zb_m(const Array1& z_0_s, const Array2& z_m1_s,
const Array3& sig, Array4& z_1_s, Array5& b_0_s,
ScalarType beta_m1, ScalarType beta_0, ScalarType alpha_0)
{
// sanity checks
cusp::blas::detail::assert_same_dimensions(z_0_s,z_m1_s,z_1_s);
cusp::blas::detail::assert_same_dimensions(z_1_s,b_0_s,sig);
// compute
cusp::krylov::trans_m::compute_zb_m(z_0_s.begin(),z_0_s.end(),
z_m1_s.begin(),sig.begin(),z_1_s.begin(),b_0_s.begin(),
beta_m1,beta_0,alpha_0);
}
// compute \alpha_0^\sigma, and swap \zeta_i^\sigma using iterators
// uses detail_m::KERNEL_A
template <typename InputIterator1, typename InputIterator2,
typename InputIterator3, typename OutputIterator,
typename ScalarType>
void compute_a_m(InputIterator1 z_0_s_b, InputIterator1 z_0_s_e,
InputIterator2 z_1_s_b, InputIterator3 beta_0_s_b,
OutputIterator alpha_0_s_b,
ScalarType beta_0, ScalarType alpha_0)
{
size_t N = z_0_s_e - z_0_s_b;
thrust::for_each(
thrust::make_zip_iterator(thrust::make_tuple(alpha_0_s_b,z_0_s_b,z_1_s_b,beta_0_s_b)),
thrust::make_zip_iterator(thrust::make_tuple(alpha_0_s_b,z_0_s_b,z_1_s_b,beta_0_s_b))+N,
cusp::krylov::detail_m::KERNEL_A<ScalarType>(beta_0,alpha_0));
}
// compute \alpha_0^\sigma, and swap \zeta_i^\sigma using arrays
template <typename Array1, typename Array2, typename Array3,
typename Array4, typename ScalarType>
void compute_a_m(const Array1& z_0_s, const Array2& z_1_s,
const Array3& beta_0_s, Array4& alpha_0_s,
ScalarType beta_0, ScalarType alpha_0)
{
// sanity checks
cusp::blas::detail::assert_same_dimensions(z_0_s,z_1_s);
cusp::blas::detail::assert_same_dimensions(z_0_s,alpha_0_s,beta_0_s);
// compute
cusp::krylov::trans_m::compute_a_m(z_0_s.begin(), z_0_s.end(),
z_1_s.begin(), beta_0_s.begin(), alpha_0_s.begin(),
beta_0, alpha_0);
}
// compute x^\sigma, p^\sigma
// this is currently done by calling two different kernels... this is likely
// not optimal
// uses detail_m::KERNEL_XP
template <typename Array1, typename Array2, typename Array3,
typename Array4, typename Array5, typename Array6>
void compute_xp_m(const Array1& alpha_0_s, const Array2& z_1_s,
const Array3& beta_0_s, const Array4& r_0,
Array5& x_0_s, Array6& p_0_s)
{
// sanity check
cusp::blas::detail::assert_same_dimensions(alpha_0_s,z_1_s,beta_0_s);
cusp::blas::detail::assert_same_dimensions(x_0_s,p_0_s);
size_t N = r_0.end()-r_0.begin();
size_t N_s = alpha_0_s.end()-alpha_0_s.begin();
size_t N_t = x_0_s.end()-x_0_s.begin();
assert (N_t == N*N_s);
// counting iterators to pass to thrust::transform
thrust::counting_iterator<int> counter(0);
// get raw pointers for passing to kernels
typedef typename Array1::value_type ScalarType;
const ScalarType *raw_ptr_alpha_0_s = thrust::raw_pointer_cast(alpha_0_s.data());
const ScalarType *raw_ptr_z_1_s = thrust::raw_pointer_cast(z_1_s.data());
const ScalarType *raw_ptr_beta_0_s = thrust::raw_pointer_cast(beta_0_s.data());
const ScalarType *raw_ptr_r_0 = thrust::raw_pointer_cast(r_0.data());
// compute new x,p
thrust::for_each(
thrust::make_zip_iterator(thrust::make_tuple(x_0_s.begin(),p_0_s.begin(),counter)),
thrust::make_zip_iterator(thrust::make_tuple(x_0_s.begin(),p_0_s.begin(),counter))+N_t,
cusp::krylov::detail_m::KERNEL_XP<ScalarType>(N,raw_ptr_alpha_0_s,raw_ptr_beta_0_s,raw_ptr_z_1_s,raw_ptr_r_0));
}
template <typename Array1, typename Array2, typename Array3>
void doublecopy(const Array1& s, Array2& sd, Array3& d)
{
// sanity check
cusp::blas::detail::assert_same_dimensions(s,sd,d);
size_t N = s.end()-s.begin();
// recycle
thrust::for_each(
thrust::make_zip_iterator(thrust::make_tuple(s.begin(),sd.begin(),d.begin())),
thrust::make_zip_iterator(thrust::make_tuple(s.begin(),sd.begin(),d.begin()))+N,
cusp::krylov::detail_m::KERNEL_DCOPY());
}
// multiple copy of array to another array
// this is just a vectorization of blas::copy
// uses detail_m::KERNEL_VCOPY
template <typename Array1, typename Array2>
void vectorize_copy(const Array1& source, Array2& dest)
{
// sanity check
size_t N = source.end()-source.begin();
size_t N_t = dest.end()-dest.begin();
assert ( N_t%N == 0 );
// counting iterators to pass to thrust::transform
thrust::counting_iterator<int> counter(0);
// pointer to data
typedef typename Array1::value_type ScalarType;
const ScalarType *raw_ptr_source = thrust::raw_pointer_cast(source.data());
// compute
thrust::transform(counter,counter+N_t,dest.begin(),
cusp::krylov::detail_m::KERNEL_VCOPY<ScalarType>(N,raw_ptr_source));
}
template <typename ForwardIterator1,
typename ForwardIterator2,
typename ScalarType>
void xpay(ForwardIterator1 first1,
ForwardIterator1 last1,
ForwardIterator2 first2,
ScalarType alpha)
{
thrust::transform(first1, last1, first2, first2, detail_m::XPAY<ScalarType>(alpha));
}
template <typename Array1,
typename Array2,
typename ScalarType>
void xpay(const Array1& x,
Array2& y,
ScalarType alpha)
{
cusp::blas::detail::assert_same_dimensions(x, y);
cusp::krylov::trans_m::xpay(x.begin(), x.end(), y.begin(), alpha);
}
} // end namespace trans_m
// CG-M routine that uses the default monitor to determine completion
template <class LinearOperator,
class VectorType1,
class VectorType2,
class VectorType3>
void cg_m(LinearOperator& A,
VectorType1& x,
VectorType2& b,
VectorType3& sigma)
{
typedef typename LinearOperator::value_type ValueType;
cusp::default_monitor<ValueType> monitor(b);
return cg_m(A, x, b, sigma, monitor);
}
// CG-M routine that takes a user specified monitor
template <class LinearOperator,
class VectorType1,
class VectorType2,
class VectorType3,
class Monitor>
void cg_m(LinearOperator& A,
VectorType1& x,
VectorType2& b,
VectorType3& sigma,
Monitor& monitor)
{
//
// This bit is initialization of the solver.
//
// shorthand for typenames
typedef typename LinearOperator::value_type ValueType;
typedef typename LinearOperator::memory_space MemorySpace;
// sanity checking
const size_t N = A.num_rows;
const size_t N_t = x.end()-x.begin();
const size_t test = b.end()-b.begin();
const size_t N_s = sigma.end()-sigma.begin();
assert(A.num_rows == A.num_cols);
assert(N_t == N*N_s);
assert(N == test);
//clock_t start = clock();
// p has data used in computing the soln.
cusp::array1d<ValueType,MemorySpace> p_0_s(N_t);
// stores residuals
cusp::array1d<ValueType,MemorySpace> r_0(N);
// used in iterates
cusp::array1d<ValueType,MemorySpace> p_0(N);
// stores parameters used in the iteration
cusp::array1d<ValueType,MemorySpace> z_m1_s(N_s,ValueType(1));
cusp::array1d<ValueType,MemorySpace> z_0_s(N_s,ValueType(1));
cusp::array1d<ValueType,MemorySpace> z_1_s(N_s);
cusp::array1d<ValueType,MemorySpace> alpha_0_s(N_s,ValueType(0));
cusp::array1d<ValueType,MemorySpace> beta_0_s(N_s);
// stores parameters used in the iteration for the undeformed system
ValueType beta_m1, beta_0(ValueType(1));
ValueType alpha_0(ValueType(0));
//ValueType alpha_0_inv;
// stores the value of the matrix-vector product we have to compute
cusp::array1d<ValueType,MemorySpace> Ap(N);
// stores the value of the inner product (p,Ap)
ValueType pAp;
// store the values of (r_i,r_i) and (r_{i+1},r_{i+1})
ValueType rsq_0, rsq_1;
// set up the initial conditions for the iteration
cusp::blas::copy(b,r_0);
rsq_1=cusp::blas::dotc(r_0,r_0);
// set up the intitial guess
// cusp::blas::fill(x.begin(),x.end(),ValueType(0));
cusp::blas::fill(x,ValueType(0));
// set up initial value of p_0 and p_0^\sigma
cusp::krylov::trans_m::vectorize_copy(b,p_0_s);
cusp::blas::copy(b,p_0);
//
// Initialization is done. Solve iteratively
//
while (!monitor.finished(r_0))
{
// recycle iterates
rsq_0 = rsq_1;
beta_m1 = beta_0;
// compute the matrix-vector product Ap
cusp::multiply(A,p_0,Ap);
// compute the inner product (p,Ap)
pAp=cusp::blas::dotc(p_0,Ap);
// compute \beta_0
beta_0 = -rsq_0/pAp;
// compute the new residual
cusp::blas::axpy(Ap,r_0,beta_0);
// compute \zeta_1^\sigma, \beta_0^\sigma
cusp::krylov::trans_m::compute_zb_m(z_0_s, z_m1_s, sigma, z_1_s, beta_0_s,
beta_m1, beta_0, alpha_0);
// compute \alpha_0
rsq_1 = cusp::blas::dotc(r_0,r_0);
alpha_0 = rsq_1/rsq_0;
cusp::krylov::trans_m::xpay(r_0,p_0,alpha_0);
// calculate \alpha_0^\sigma
cusp::krylov::trans_m::compute_a_m(z_0_s, z_1_s, beta_0_s,
alpha_0_s, beta_0, alpha_0);
// compute x_0^\sigma, p_0^\sigma
cusp::krylov::trans_m::compute_xp_m(alpha_0_s, z_1_s, beta_0_s, r_0,
x, p_0_s);
// recycle \zeta_i^\sigma
cusp::krylov::trans_m::doublecopy(z_1_s,z_0_s,z_m1_s);
++monitor;
}// finished iteration
} // end cg_m
} // end namespace krylov
} // end namespace cusp
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