You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
165 lines
6.0 KiB
165 lines
6.0 KiB
/* -*- c++ -*- (enables emacs c++ mode) */
|
|
/*===========================================================================
|
|
|
|
Copyright (C) 2002-2015 Yves Renard
|
|
|
|
This file is a part of GETFEM++
|
|
|
|
Getfem++ 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 3 of the License, or
|
|
(at your option) any later version along with the GCC Runtime Library
|
|
Exception either version 3.1 or (at your option) any later version.
|
|
This program 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 and GCC Runtime Library Exception for more details.
|
|
You should have received a copy of the GNU Lesser General Public License
|
|
along with this program; if not, write to the Free Software Foundation,
|
|
Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA.
|
|
|
|
As a special exception, you may use this file as it is a part of a free
|
|
software library without restriction. Specifically, if other files
|
|
instantiate templates or use macros or inline functions from this file,
|
|
or you compile this file and link it with other files to produce an
|
|
executable, this file does not by itself cause the resulting executable
|
|
to be covered by the GNU Lesser General Public License. This exception
|
|
does not however invalidate any other reasons why the executable file
|
|
might be covered by the GNU Lesser General Public License.
|
|
|
|
===========================================================================*/
|
|
|
|
/**@file gmm_solver_constrained_cg.h
|
|
@author Yves Renard <Yves.Renard@insa-lyon.fr>
|
|
@date October 13, 2002.
|
|
@brief Constrained conjugate gradient. */
|
|
// preconditionning does not work
|
|
|
|
#ifndef GMM_SOLVER_CCG_H__
|
|
#define GMM_SOLVER_CCG_H__
|
|
|
|
#include "gmm_kernel.h"
|
|
#include "gmm_iter.h"
|
|
|
|
namespace gmm {
|
|
|
|
template <typename CMatrix, typename CINVMatrix, typename Matps,
|
|
typename VectorX>
|
|
void pseudo_inverse(const CMatrix &C, CINVMatrix &CINV,
|
|
const Matps& /* PS */, VectorX&) {
|
|
// compute the pseudo inverse of the non-square matrix C such
|
|
// CINV = inv(C * trans(C)) * C.
|
|
// based on a conjugate gradient method.
|
|
|
|
// optimisable : copie de la ligne, precalcul de C * trans(C).
|
|
|
|
typedef VectorX TmpVec;
|
|
typedef typename linalg_traits<VectorX>::value_type value_type;
|
|
|
|
size_type nr = mat_nrows(C), nc = mat_ncols(C);
|
|
|
|
TmpVec d(nr), e(nr), l(nc), p(nr), q(nr), r(nr);
|
|
value_type rho, rho_1, alpha;
|
|
clear(d);
|
|
clear(CINV);
|
|
|
|
for (size_type i = 0; i < nr; ++i) {
|
|
d[i] = 1.0; rho = 1.0;
|
|
clear(e);
|
|
copy(d, r);
|
|
copy(d, p);
|
|
|
|
while (rho >= 1E-38) { /* conjugate gradient to compute e */
|
|
/* which is the i nd row of inv(C * trans(C)) */
|
|
mult(gmm::transposed(C), p, l);
|
|
mult(C, l, q);
|
|
alpha = rho / vect_sp(p, q);
|
|
add(scaled(p, alpha), e);
|
|
add(scaled(q, -alpha), r);
|
|
rho_1 = rho;
|
|
rho = vect_sp(r, r);
|
|
add(r, scaled(p, rho / rho_1), p);
|
|
}
|
|
|
|
mult(transposed(C), e, l); /* l is the i nd row of CINV */
|
|
// cout << "l = " << l << endl;
|
|
clean(l, 1E-15);
|
|
copy(l, mat_row(CINV, i));
|
|
|
|
d[i] = 0.0;
|
|
}
|
|
}
|
|
|
|
/** Compute the minimum of @f$ 1/2((Ax).x) - bx @f$ under the contraint @f$ Cx <= f @f$ */
|
|
template < typename Matrix, typename CMatrix, typename Matps,
|
|
typename VectorX, typename VectorB, typename VectorF,
|
|
typename Preconditioner >
|
|
void constrained_cg(const Matrix& A, const CMatrix& C, VectorX& x,
|
|
const VectorB& b, const VectorF& f,const Matps& PS,
|
|
const Preconditioner& M, iteration &iter) {
|
|
typedef typename temporary_dense_vector<VectorX>::vector_type TmpVec;
|
|
typedef typename temporary_vector<CMatrix>::vector_type TmpCVec;
|
|
typedef row_matrix<TmpCVec> TmpCmat;
|
|
|
|
typedef typename linalg_traits<VectorX>::value_type value_type;
|
|
value_type rho = 1.0, rho_1, lambda, gamma;
|
|
TmpVec p(vect_size(x)), q(vect_size(x)), q2(vect_size(x)),
|
|
r(vect_size(x)), old_z(vect_size(x)), z(vect_size(x)),
|
|
memox(vect_size(x));
|
|
std::vector<bool> satured(mat_nrows(C));
|
|
clear(p);
|
|
iter.set_rhsnorm(sqrt(vect_sp(PS, b, b)));
|
|
if (iter.get_rhsnorm() == 0.0) iter.set_rhsnorm(1.0);
|
|
|
|
TmpCmat CINV(mat_nrows(C), mat_ncols(C));
|
|
pseudo_inverse(C, CINV, PS, x);
|
|
|
|
while(true) {
|
|
// computation of residu
|
|
copy(z, old_z);
|
|
copy(x, memox);
|
|
mult(A, scaled(x, -1.0), b, r);
|
|
mult(M, r, z); // preconditionner not coherent
|
|
bool transition = false;
|
|
for (size_type i = 0; i < mat_nrows(C); ++i) {
|
|
value_type al = vect_sp(mat_row(C, i), x) - f[i];
|
|
if (al >= -1.0E-15) {
|
|
if (!satured[i]) { satured[i] = true; transition = true; }
|
|
value_type bb = vect_sp(mat_row(CINV, i), z);
|
|
if (bb > 0.0) add(scaled(mat_row(C, i), -bb), z);
|
|
}
|
|
else
|
|
satured[i] = false;
|
|
}
|
|
|
|
// descent direction
|
|
rho_1 = rho; rho = vect_sp(PS, r, z); // ...
|
|
|
|
if (iter.finished(rho)) break;
|
|
|
|
if (iter.get_noisy() > 0 && transition) std::cout << "transition\n";
|
|
if (transition || iter.first()) gamma = 0.0;
|
|
else gamma = std::max(0.0, (rho - vect_sp(PS, old_z, z) ) / rho_1);
|
|
// std::cout << "gamma = " << gamma << endl;
|
|
// itl::add(r, itl::scaled(p, gamma), p);
|
|
add(z, scaled(p, gamma), p); // ...
|
|
|
|
++iter;
|
|
// one dimensionnal optimization
|
|
mult(A, p, q);
|
|
lambda = rho / vect_sp(PS, q, p);
|
|
for (size_type i = 0; i < mat_nrows(C); ++i)
|
|
if (!satured[i]) {
|
|
value_type bb = vect_sp(mat_row(C, i), p) - f[i];
|
|
if (bb > 0.0)
|
|
lambda = std::min(lambda, (f[i]-vect_sp(mat_row(C, i), x)) / bb);
|
|
}
|
|
add(x, scaled(p, lambda), x);
|
|
add(memox, scaled(x, -1.0), memox);
|
|
|
|
}
|
|
}
|
|
|
|
}
|
|
|
|
#endif // GMM_SOLVER_CCG_H__
|