File: ainv.inl

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/*
 *  Copyright 2008-2010 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.
 */

/*! \file ainv.inl
 *  \brief Inline file for ainv.h
 */

#include <cusp/blas.h>
#include <cusp/detail/format_utils.h>
#include <cusp/transpose.h>
#include <cusp/multiply.h>
#include <cusp/csr_matrix.h>

#include <map>
#include <vector>

namespace cusp
{
namespace precond
{
namespace detail
{

template<typename T>
bool less_than_abs(const T &a, const T &b)
{
  T abs_a = a < 0 ? -a : a;
  T abs_b = b < 0 ? -b : b;
  return abs_a < abs_b;
}

template<typename IndexType, typename ValueType>
class ainv_matrix_row
{
public:

  struct map_entry {
    ValueType value;
    int heapidx;

    map_entry(const ValueType &v, int i) : value(v), heapidx(i) { }
    map_entry() { }
  };

  struct heap_entry {
    ValueType value;
    typename std::map<IndexType, typename ainv_matrix_row::map_entry>::iterator mapiter;

    heap_entry(const ValueType &v, const typename std::map<IndexType, typename ainv_matrix_row::map_entry>::iterator &i) : value(v), mapiter(i) { }
    heap_entry() { }
  };

  typedef typename std::map<IndexType, typename ainv_matrix_row::map_entry>::const_iterator const_iterator;

private:

  typename std::map<IndexType, typename ainv_matrix_row::map_entry> row_map; // row entries sorted by index
  typename std::vector<typename ainv_matrix_row::heap_entry> row_heap; // row entries sorted by min-abs-val (in a heap)

  void heap_swap(int i, int j)
  {
    // swap the entries
    typename ainv_matrix_row::heap_entry val = this->row_heap[i];
    this->row_heap[i] = this->row_heap[j];
    this->row_heap[j] = val;

    // update the backpointers
    this->row_heap[i].mapiter->second.heapidx = i;
    this->row_heap[j].mapiter->second.heapidx = j;
  }

  void downheap(int i) {
    int child0 = (i+1)*2-1;
    int child1 = (i+1)*2;

    while ((size_t) child0 < this->row_heap.size() || (size_t) child1 < this->row_heap.size()) {
      int min_child = child0; // this will be the child with the lowest value that is in-bounds.
      if ((size_t) child1 < this->row_heap.size() && less_than_abs(this->row_heap[child1].value, this->row_heap[child0].value))
        min_child = child1;
      // if either child is lower, swap with whichever is smaller, otherwise we're done
      if (less_than_abs(this->row_heap[child0].value, this->row_heap[i].value) || ((size_t) child1 < this->row_heap.size() && less_than_abs(this->row_heap[child1].value, this->row_heap[i].value))) 
        this->heap_swap(i, min_child);
      else
        break;

      i = min_child;
      child0 = (i+1)*2-1;
      child1 = (i+1)*2;
    }
  }

  void upheap(int i) {
    int parent = (i-1)/2;
    while (i != 0) {
      if (less_than_abs(this->row_heap[i].value, this->row_heap[parent].value))
          this->heap_swap(i, parent);
      else
        break;

      i = parent;
      parent = (i-1)/2;
    }
  }


  void heap_insert(typename ainv_matrix_row::heap_entry val)
  {
    this->row_heap.push_back(val);
    val.mapiter->second.heapidx = (int) this->row_heap.size()-1;
    upheap(this->row_heap.size()-1);
  }

  void heap_pop()
  {
    if (this->row_heap.empty()) 
      return;

    heap_swap(0, this->row_heap.size()-1);
    //no need to erase the backpointer, since the tree will be updated elsewhere

    this->row_heap.pop_back();
    
    downheap(0);
  }

  void heap_update(int i, ValueType val)
  {
    ValueType old_val = this->row_heap[i].value;
    this->row_heap[i].value = val;

    if (less_than_abs(val, old_val)) 
      upheap(i);
    else
      downheap(i);
  }


public:

  typename ainv_matrix_row::const_iterator begin() const { return this->row_map.begin(); }
  typename ainv_matrix_row::const_iterator end()   const { return this->row_map.end(); }
  size_t size() const { return this->row_map.size(); }

  bool has_entry_at_index(IndexType i) {
    return this->row_map.count(i) != 0;
  }

  void mult_by_scalar(ValueType scalar) {
    // since we already have a table of pointers into the map, this is O(n) via pointer chasing
    for (int i=0; (size_t) i < this->row_heap.size(); i++) {
      this->row_heap[i].value *= scalar;
      this->row_heap[i].mapiter->second.value *= scalar;
    }
  }

  void insert(IndexType i, ValueType t) {
    ainv_matrix_row::map_entry me(t, -1);
    ainv_matrix_row::heap_entry he;

    // map::insert returns a pair (iterator, bool), so we can grab the iterator from that
    he.mapiter = this->row_map.insert(std::make_pair(i, me)).first;
    he.value = t;

    this->heap_insert(he);
  }

  ValueType min_abs_value() const {
    return this->row_heap.empty() ? (ValueType)0 : this->row_heap.begin()->value;
  }

  // these are here for the unit test only
  bool validate_heap() const {
    for (int i=0; (size_t) i < this->size(); i++) {
      int child0 = (i+1)*2-1;
      int child1 = (i+1)*2;
      if ((size_t) child0 < this->size() && !less_than_abs(this->row_heap[i].value, this->row_heap[child0].value))
        return false;
      if ((size_t) child1 < this->size() && !less_than_abs(this->row_heap[i].value, this->row_heap[child1].value))
        return false;

    }
    return true;
  }

  // these are here for the unit test only
  bool validate_backpointers() const {
    for (typename ainv_matrix_row::const_iterator iter = this->row_map.begin(); iter != this->row_map.end(); ++iter) {
      if (this->row_heap[iter->second.heapidx].mapiter != iter ||
          this->row_heap[iter->second.heapidx].value != iter->second.value)
        return false;
    }
    return true;
  }

  void add_to_value(IndexType i, ValueType addend) {
    // update val in map, which is free
    typename std::map<IndexType, typename ainv_matrix_row::map_entry>::iterator map_iter = this->row_map.find(i);
    map_iter->second.value += addend;

    // update val in heap, which requires re-sorting
    this->heap_update(map_iter->second.heapidx, map_iter->second.value);
  }

  void remove_min() {
    if (this->row_heap.empty())
      return;

    typename std::map<IndexType, typename ainv_matrix_row::map_entry>::iterator iter_to_remove = this->row_heap.begin()->mapiter;
    this->heap_pop();
    this->row_map.erase(iter_to_remove);
  }

  void replace_min_if_greater(IndexType i, ValueType t) {
    if (!less_than_abs(t, this->min_abs_value())) {
      remove_min();
      insert(i, t);
    }
  }
}; // end struct ainv_matrix_row

template<typename IndexType, typename ValueType>
void vector_scalar(std::map<IndexType, ValueType> &vec, ValueType scalar)
{
    for (typename std::map<IndexType, ValueType>::iterator vec_iter = vec.begin(); vec_iter != vec.end(); ++vec_iter) {
      vec_iter->second *= scalar;
    }
}


template<typename IndexType, typename ValueType>
void matrix_vector_product(const csr_matrix<IndexType, ValueType, host_memory> &A, const detail::ainv_matrix_row<IndexType, ValueType> &x, std::map<IndexType, ValueType> &b)
{
    b.clear();

    for (typename detail::ainv_matrix_row<IndexType, ValueType>::const_iterator x_iter = x.begin(); x_iter != x.end(); ++x_iter) {
        ValueType x_i  = x_iter->second.value;
        IndexType row = x_iter->first;

        IndexType row_start = A.row_offsets[row];
        IndexType row_end = A.row_offsets[row+1];

        for (IndexType row_j = row_start; row_j < row_end; row_j++) {
            IndexType col = A.column_indices[row_j];
            ValueType Aij = A.values[row_j];

            ValueType product = Aij * x_i;

            // add to b if it's not already in b
            typename std::map<IndexType, ValueType>::iterator b_iter = b.find(col);
            if (b_iter == b.end())
                b[col] = product;
            else 
                b_iter->second += product;
        }
    }

}


template<typename IndexType, typename ValueType>
ValueType dot_product(const detail::ainv_matrix_row<IndexType, ValueType> &a, const std::map<IndexType, ValueType> &b) 
{
    typename detail::ainv_matrix_row<IndexType, ValueType>::const_iterator a_iter = a.begin();
    typename std::map<IndexType, ValueType>::const_iterator b_iter = b.begin();

    ValueType sum = 0;
    while (a_iter != a.end() && b_iter != b.end()) {
        IndexType a_ind = a_iter->first;
        IndexType b_ind = b_iter->first;
        if (a_ind == b_ind) {
            sum += a_iter->second.value * b_iter->second;
            ++a_iter;
            ++b_iter;
        }
        else if (a_ind < b_ind) 
            ++a_iter;
        else 
            ++b_iter;
    }

    return sum;
}


template<typename IndexType, typename ValueType>
void vector_add_inplace_drop(detail::ainv_matrix_row<IndexType, ValueType> &result, ValueType mult, const detail::ainv_matrix_row<IndexType, ValueType> &operand, ValueType tolerance, int nonzeros_this_row)
{
    // write into result:
    // result += mult * operand
    // but dropping any terms from (mult * operand) if they are less than tolerance

    for (typename detail::ainv_matrix_row<IndexType, ValueType>::const_iterator op_iter = operand.begin(); op_iter != operand.end(); ++op_iter) {
        IndexType i = op_iter->first;
        ValueType term = mult * op_iter->second.value;
        ValueType abs_term = term < 0 ? -term : term;

        if (abs_term < tolerance)
            continue;

        // We use a combination of 2 dropping strategies: a standard drop tolerance, as well as a bound on the 
        // number of non-zeros per row.  if we've already reached that maximum size
        // and this would add a new entry to result, we add it only if it is larger than one of the current entries 
        // in which case we remove that element in its place.  
        // This idea has been applied to IC factorization, but not to AINV as far as I'm aware.
        // See: Lin, C. and More, J. J. 1999. Incomplete Cholesky Factorizations with Limited Memory. 
        //      SIAM J. Sci. Comput. 21, 1 (Aug. 1999), 24-45. 

        // can improve this by storing min idx & min_abs_val for each matrix row, and keeping up to date.
        // as new entry is considered, skip if below min_val.  Otherwise, remove entry corresponding to min_val, insert new entry, and search for the new min.
        // best case, this cuts from O(n) to O(1).  Worst case stays as before.
        // even better: could i just use a heap?  i need both the map for fast inserts & deletes, and a heap to maintain lowest entry
        // this makes it O(log n) worst case, i think...
        // idea: instead of using a map for the matrix rows, wrap it in a struct that also maintains a heap of entries by abs_value
        if (result.has_entry_at_index(i))
            result.add_to_value(i, term);
        else {
          if (nonzeros_this_row < 0 || result.size() < (size_t) nonzeros_this_row) {
            // there is an empty slot left, so just insert
            result.insert(i, term);
          }
          else {
            // check if this is larger than one of the existing values.  If so, replace the smallest value.
            result.replace_min_if_greater(i, term);
          }
        }
    }
}

template<typename IndexTypeA, typename ValueTypeA, typename IndexTypeB, typename ValueTypeB, typename MemorySpaceB>
void convert_to_device_csr(const std::vector<detail::ainv_matrix_row<IndexTypeA, ValueTypeA> > &src, cusp::hyb_matrix<IndexTypeB, ValueTypeB, MemorySpaceB> &dst)
{
  // convert wt to csr
    IndexTypeA nnz = 0;
    IndexTypeA n = src.size();

    int i;
    for (i=0; i < n; i++)
      nnz += src[i].size();

    cusp::csr_matrix<IndexTypeA, ValueTypeA, host_memory> host_src(n, n, nnz);

    IndexTypeA pos = 0;
    host_src.row_offsets[0] = 0;

    for (i=0; i < n; i++) {
      typename detail::ainv_matrix_row<IndexTypeA, ValueTypeA>::const_iterator src_iter = src[i].begin();
      while (src_iter != src[i].end()) {
        host_src.column_indices[pos] = src_iter->first;
        host_src.values        [pos] = src_iter->second.value;

        ++src_iter;
        ++pos;
      }
      host_src.row_offsets[i+1] = pos;
    }

    // copy to device & transpose
    dst = host_src;
}



} // end namespace detail


// constructor
template <typename ValueType, typename MemorySpace>
    template<typename MatrixTypeA>
    nonsym_bridson_ainv<ValueType,MemorySpace>
    ::nonsym_bridson_ainv(const MatrixTypeA & A, ValueType drop_tolerance, int nonzero_per_row, bool lin_dropping, int lin_param)
        : linear_operator<ValueType,MemorySpace>(A.num_rows, A.num_cols, A.num_rows)
    {
        typename MatrixTypeA::index_type n = A.num_rows;
        MatrixTypeA At;
        cusp::transpose(A, At);

        // copy A, At to host
        typename cusp::csr_matrix<typename MatrixTypeA::index_type, typename MatrixTypeA::value_type, host_memory> host_A = A;
        typename cusp::csr_matrix<typename MatrixTypeA::index_type, typename MatrixTypeA::value_type, host_memory> host_At = At;
        cusp::array1d<ValueType, host_memory> host_diagonals(n);
        
        // perform factorization
        typename std::vector<detail::ainv_matrix_row<typename MatrixTypeA::index_type, typename MatrixTypeA::value_type> > wt_factor(n);
        typename std::vector<detail::ainv_matrix_row<typename MatrixTypeA::index_type, typename MatrixTypeA::value_type> > z_factor(n);

        typename MatrixTypeA::index_type i,j;
        for (i=0; i < n; i++) {
          wt_factor[i].insert(i, (typename MatrixTypeA::value_type)1); 
          z_factor[i].insert(i, (typename MatrixTypeA::value_type)1); 
        }

        typename std::map<typename MatrixTypeA::index_type, typename MatrixTypeA::value_type> u, l;

        for (j=0; j < n; j++)
        {
          cusp::precond::detail::matrix_vector_product(host_At, wt_factor[j], u);
          cusp::precond::detail::matrix_vector_product(host_A, z_factor[j], l);
          typename MatrixTypeA::value_type p = detail::dot_product(wt_factor[j], l);
          //could also do: typename MatrixTypeA::value_type p = detail::dot_product(z_factor[j], u);
          host_diagonals[j] = (ValueType) (1.0/p);

          // for i = j+1 to n, skipping where u_i == 0
          // this should be a O(1)-time operation, since u is a sparse vector
          for (typename std::map<typename MatrixTypeA::index_type,typename MatrixTypeA::value_type>::const_iterator u_iter = u.upper_bound(j); u_iter != u.end(); ++u_iter) {
            i = u_iter->first;
            int row_count = nonzero_per_row;
            if (lin_dropping) {
              row_count = lin_param + (int) (host_A.row_offsets[i+1] - host_A.row_offsets[i]); 
              if (row_count < 1) row_count = 1;
            }

            detail::vector_add_inplace_drop(z_factor[i], -u_iter->second/p, z_factor[j], drop_tolerance, row_count);
          }

          for (typename std::map<typename MatrixTypeA::index_type,typename MatrixTypeA::value_type>::const_iterator l_iter = l.upper_bound(j); l_iter != l.end(); ++l_iter) {
            i = l_iter->first;
            int row_count = nonzero_per_row;
            if (lin_dropping) {
              row_count = lin_param + (int) (host_A.row_offsets[i+1] - host_A.row_offsets[i]); 
              if (row_count < 1) row_count = 1;
            }

            detail::vector_add_inplace_drop(wt_factor[i], -l_iter->second/p, wt_factor[j], drop_tolerance, row_count);
          }

        }

        // copy w_factor into w, w_t
        diagonals = host_diagonals;

        // convert wt to csr
        typename cusp::hyb_matrix<int, ValueType, MemorySpace> w;
        detail::convert_to_device_csr(wt_factor, w);
        cusp::transpose(w, w_t);
        detail::convert_to_device_csr(z_factor, z);
    }
        
// linear operator
template <typename ValueType, typename MemorySpace>
    template <typename VectorType1, typename VectorType2>
    void nonsym_bridson_ainv<ValueType, MemorySpace>
    ::operator()(const VectorType1& x, VectorType2& y) const
    {
        VectorType2 temp1(x.size()), temp2(x.size());
        cusp::multiply(z, x, temp1);
        cusp::blas::xmy(temp1, diagonals, temp2);
        cusp::multiply(w_t, temp2, y);
    }



// constructor
template <typename ValueType, typename MemorySpace>
    template<typename MatrixTypeA>
    bridson_ainv<ValueType,MemorySpace>
    ::bridson_ainv(const MatrixTypeA & A, ValueType drop_tolerance, int nonzero_per_row, bool lin_dropping, int lin_param)
        : linear_operator<ValueType,MemorySpace>(A.num_rows, A.num_cols, A.num_rows)
    {
        typename MatrixTypeA::index_type n = A.num_rows;
  
        // copy A to host
        typename cusp::csr_matrix<typename MatrixTypeA::index_type, typename MatrixTypeA::value_type, host_memory> host_A = A;
        cusp::array1d<ValueType, host_memory> host_diagonals(n);
        

        // perform factorization
        typename std::vector<detail::ainv_matrix_row<typename MatrixTypeA::index_type, typename MatrixTypeA::value_type> > w_factor(n);

        typename MatrixTypeA::index_type i,j;
        for (i=0; i < n; i++) {
          w_factor[i].insert(i, (typename MatrixTypeA::value_type)1); 
        }

        typename std::map<typename MatrixTypeA::index_type, typename MatrixTypeA::value_type> u;

        for (j=0; j < n; j++)
        {
          cusp::precond::detail::matrix_vector_product(host_A, w_factor[j], u);
          typename MatrixTypeA::value_type p = detail::dot_product(w_factor[j], u);
          host_diagonals[j] = (ValueType) (1.0/p);

          // for i = j+1 to n, skipping where u_i == 0
          // this should be a O(1)-time operation, since u is a sparse vector
          for (typename std::map<typename MatrixTypeA::index_type,typename MatrixTypeA::value_type>::const_iterator u_iter = u.upper_bound(j); u_iter != u.end(); ++u_iter) {
            i = u_iter->first;
            int row_count = nonzero_per_row;
            if (lin_dropping) {
              row_count = lin_param + (int) (host_A.row_offsets[i+1] - host_A.row_offsets[i]); 
              if (row_count < 1) row_count = 1;
            }

            detail::vector_add_inplace_drop(w_factor[i], -u_iter->second/p, w_factor[j], drop_tolerance, row_count);
          }

        }

        // copy diagonal & w_factor into w, w_t
        diagonals = host_diagonals;
        detail::convert_to_device_csr(w_factor, w);
        cusp::transpose(w, w_t);
    }
        
// linear operator
template <typename ValueType, typename MemorySpace>
    template <typename VectorType1, typename VectorType2>
    void bridson_ainv<ValueType, MemorySpace>
    ::operator()(const VectorType1& x, VectorType2& y) const
    {
        VectorType2 temp1(x.size()), temp2(x.size());
        cusp::multiply(w, x, temp1);
        cusp::blas::xmy(temp1, diagonals, temp2);
        cusp::multiply(w_t, temp2, y);
    }




// constructor
template <typename ValueType, typename MemorySpace>
    template<typename MatrixTypeA>
    scaled_bridson_ainv<ValueType,MemorySpace>
    ::scaled_bridson_ainv(const MatrixTypeA & A, ValueType drop_tolerance, int nonzero_per_row, bool lin_dropping, int lin_param)
        : linear_operator<ValueType,MemorySpace>(A.num_rows, A.num_cols, A.num_rows)
    {
        typename MatrixTypeA::index_type n = A.num_rows;
  
        // copy A to host
        typename cusp::csr_matrix<typename MatrixTypeA::index_type, typename MatrixTypeA::value_type, host_memory> host_A = A;
        
        // perform factorization
        typename std::vector<detail::ainv_matrix_row<typename MatrixTypeA::index_type, typename MatrixTypeA::value_type> > w_factor(n);

        typename MatrixTypeA::index_type i,j;
        for (i=0; i < n; i++) {
          w_factor[i].insert(i, (typename MatrixTypeA::value_type)1); 
        }

        typename std::map<typename MatrixTypeA::index_type, typename MatrixTypeA::value_type> u;

        for (j=0; j < n; j++) {
          cusp::precond::detail::matrix_vector_product(host_A, w_factor[j], u);
          typename MatrixTypeA::value_type p = detail::dot_product(w_factor[j], u);

          detail::vector_scalar(u, (typename MatrixTypeA::value_type) (1.0/sqrt((ValueType) p)));
          w_factor[j].mult_by_scalar((typename MatrixTypeA::value_type) (1.0/sqrt((ValueType) p)));

          // for i = j+1 to n, skipping where u_i == 0
          // this should be a O(1)-time operation, since u is a sparse vector
          for (typename std::map<typename MatrixTypeA::index_type,typename MatrixTypeA::value_type>::const_iterator u_iter = u.upper_bound(j); u_iter != u.end(); ++u_iter) {
            i = u_iter->first;
            int row_count = nonzero_per_row;
            if (lin_dropping) {
              row_count = lin_param + (int) (host_A.row_offsets[i+1] - host_A.row_offsets[i]); 
              if (row_count < 1) row_count = 1;
            }
            detail::vector_add_inplace_drop(w_factor[i], -u_iter->second, w_factor[j], drop_tolerance, row_count);
          }

        }

        // copy w_factor into w:
        detail::convert_to_device_csr(w_factor, w);
        cusp::transpose(w, w_t);
    }

template <typename ValueType, typename MemorySpace>
    template <typename VectorType1, typename VectorType2>
    void scaled_bridson_ainv<ValueType, MemorySpace>
    ::operator()(const VectorType1& x, VectorType2& y) const
    {
        VectorType2 temp1(x.size());
        cusp::multiply(w, x, temp1);
        cusp::multiply(w_t, temp1, y);
    }

} // end namespace precond
} // end namespace cusp