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286 lines
11 KiB
286 lines
11 KiB
/* -*- c++ -*- (enables emacs c++ mode) */
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/*===========================================================================
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Copyright (C) 2003-2012 Yves Renard
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This file is a part of GETFEM++
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Getfem++ is free software; you can redistribute it and/or modify it
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under the terms of the GNU Lesser General Public License as published
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by the Free Software Foundation; either version 3 of the License, or
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(at your option) any later version along with the GCC Runtime Library
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Exception either version 3.1 or (at your option) any later version.
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This program is distributed in the hope that it will be useful, but
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WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
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or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public
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License and GCC Runtime Library Exception for more details.
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You should have received a copy of the GNU Lesser General Public License
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along with this program; if not, write to the Free Software Foundation,
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Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA.
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As a special exception, you may use this file as it is a part of a free
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software library without restriction. Specifically, if other files
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instantiate templates or use macros or inline functions from this file,
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or you compile this file and link it with other files to produce an
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executable, this file does not by itself cause the resulting executable
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to be covered by the GNU Lesser General Public License. This exception
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does not however invalidate any other reasons why the executable file
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might be covered by the GNU Lesser General Public License.
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===========================================================================*/
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// This file is a modified version of cholesky.h from ITL.
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// See http://osl.iu.edu/research/itl/
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// Following the corresponding Copyright notice.
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//===========================================================================
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//
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// Copyright (c) 1998-2001, University of Notre Dame. All rights reserved.
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright
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// notice, this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright
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// notice, this list of conditions and the following disclaimer in the
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// documentation and/or other materials provided with the distribution.
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// * Neither the name of the University of Notre Dame nor the
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// names of its contributors may be used to endorse or promote products
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// derived from this software without specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE TRUSTEES OF INDIANA UNIVERSITY AND
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// CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING,
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// BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
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// FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE TRUSTEES
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// OF INDIANA UNIVERSITY AND CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
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// INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT
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// NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
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// DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
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// THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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// (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF
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// THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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//
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//===========================================================================
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#ifndef GMM_PRECOND_ILDLT_H
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#define GMM_PRECOND_ILDLT_H
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/**@file gmm_precond_ildlt.h
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@author Andrew Lumsdaine <lums@osl.iu.edu>
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@author Lie-Quan Lee <llee@osl.iu.edu>
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@author Yves Renard <yves.renard@insa-lyon.fr>
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@date June 5, 2003.
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@brief Incomplete Level 0 ILDLT Preconditioner.
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*/
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#include "gmm_precond.h"
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namespace gmm {
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/** Incomplete Level 0 LDLT Preconditioner.
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For use with symmetric real or hermitian complex sparse matrices.
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Notes: The idea under a concrete Preconditioner such as Incomplete
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Cholesky is to create a Preconditioner object to use in iterative
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methods.
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Y. Renard : Transformed in LDLT for stability reason.
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U=LT is stored in csr format. D is stored on the diagonal of U.
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*/
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template <typename Matrix>
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class ildlt_precond {
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public :
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typedef typename linalg_traits<Matrix>::value_type value_type;
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typedef typename number_traits<value_type>::magnitude_type magnitude_type;
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typedef csr_matrix_ref<value_type *, size_type *, size_type *, 0> tm_type;
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tm_type U;
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protected :
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std::vector<value_type> Tri_val;
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std::vector<size_type> Tri_ind, Tri_ptr;
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template<typename M> void do_ildlt(const M& A, row_major);
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void do_ildlt(const Matrix& A, col_major);
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public:
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size_type nrows(void) const { return mat_nrows(U); }
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size_type ncols(void) const { return mat_ncols(U); }
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value_type &D(size_type i) { return Tri_val[Tri_ptr[i]]; }
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const value_type &D(size_type i) const { return Tri_val[Tri_ptr[i]]; }
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ildlt_precond(void) {}
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void build_with(const Matrix& A) {
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Tri_ptr.resize(mat_nrows(A)+1);
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do_ildlt(A, typename principal_orientation_type<typename
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linalg_traits<Matrix>::sub_orientation>::potype());
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}
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ildlt_precond(const Matrix& A) { build_with(A); }
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size_type memsize() const {
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return sizeof(*this) +
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Tri_val.size() * sizeof(value_type) +
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(Tri_ind.size()+Tri_ptr.size()) * sizeof(size_type);
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}
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};
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template <typename Matrix> template<typename M>
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void ildlt_precond<Matrix>::do_ildlt(const M& A, row_major) {
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typedef typename linalg_traits<Matrix>::storage_type store_type;
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typedef value_type T;
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typedef typename number_traits<T>::magnitude_type R;
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size_type Tri_loc = 0, n = mat_nrows(A), d, g, h, i, j, k;
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if (n == 0) return;
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T z, zz;
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Tri_ptr[0] = 0;
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R prec = default_tol(R());
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R max_pivot = gmm::abs(A(0,0)) * prec;
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for (int count = 0; count < 2; ++count) {
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if (count) { Tri_val.resize(Tri_loc); Tri_ind.resize(Tri_loc); }
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for (Tri_loc = 0, i = 0; i < n; ++i) {
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typedef typename linalg_traits<M>::const_sub_row_type row_type;
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row_type row = mat_const_row(A, i);
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typename linalg_traits<row_type>::const_iterator
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it = vect_const_begin(row), ite = vect_const_end(row);
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if (count) { Tri_val[Tri_loc] = T(0); Tri_ind[Tri_loc] = i; }
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++Tri_loc; // diagonal element
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for (k = 0; it != ite; ++it, ++k) {
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j = index_of_it(it, k, store_type());
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if (i == j) {
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if (count) Tri_val[Tri_loc-1] = *it;
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}
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else if (j > i) {
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if (count) { Tri_val[Tri_loc] = *it; Tri_ind[Tri_loc]=j; }
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++Tri_loc;
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}
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}
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Tri_ptr[i+1] = Tri_loc;
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}
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}
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if (A(0,0) == T(0)) {
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Tri_val[Tri_ptr[0]] = T(1);
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GMM_WARNING2("pivot 0 is too small");
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}
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for (k = 0; k < n; k++) {
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d = Tri_ptr[k];
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z = T(gmm::real(Tri_val[d])); Tri_val[d] = z;
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if (gmm::abs(z) <= max_pivot) {
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Tri_val[d] = z = T(1);
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GMM_WARNING2("pivot " << k << " is too small [" << gmm::abs(z) << "]");
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}
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max_pivot = std::max(max_pivot, std::min(gmm::abs(z) * prec, R(1)));
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for (i = d + 1; i < Tri_ptr[k+1]; ++i) Tri_val[i] /= z;
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for (i = d + 1; i < Tri_ptr[k+1]; ++i) {
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zz = gmm::conj(Tri_val[i] * z);
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h = Tri_ind[i];
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g = i;
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for (j = Tri_ptr[h] ; j < Tri_ptr[h+1]; ++j)
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for ( ; g < Tri_ptr[k+1] && Tri_ind[g] <= Tri_ind[j]; ++g)
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if (Tri_ind[g] == Tri_ind[j])
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Tri_val[j] -= zz * Tri_val[g];
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}
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}
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U = tm_type(&(Tri_val[0]), &(Tri_ind[0]), &(Tri_ptr[0]),
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n, mat_ncols(A));
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}
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template <typename Matrix>
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void ildlt_precond<Matrix>::do_ildlt(const Matrix& A, col_major)
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{ do_ildlt(gmm::conjugated(A), row_major()); }
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template <typename Matrix, typename V1, typename V2> inline
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void mult(const ildlt_precond<Matrix>& P, const V1 &v1, V2 &v2) {
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gmm::copy(v1, v2);
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gmm::lower_tri_solve(gmm::conjugated(P.U), v2, true);
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for (size_type i = 0; i < mat_nrows(P.U); ++i) v2[i] /= P.D(i);
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gmm::upper_tri_solve(P.U, v2, true);
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}
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template <typename Matrix, typename V1, typename V2> inline
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void transposed_mult(const ildlt_precond<Matrix>& P,const V1 &v1,V2 &v2)
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{ mult(P, v1, v2); }
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template <typename Matrix, typename V1, typename V2> inline
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void left_mult(const ildlt_precond<Matrix>& P, const V1 &v1, V2 &v2) {
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copy(v1, v2);
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gmm::lower_tri_solve(gmm::conjugated(P.U), v2, true);
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for (size_type i = 0; i < mat_nrows(P.U); ++i) v2[i] /= P.D(i);
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}
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template <typename Matrix, typename V1, typename V2> inline
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void right_mult(const ildlt_precond<Matrix>& P, const V1 &v1, V2 &v2)
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{ copy(v1, v2); gmm::upper_tri_solve(P.U, v2, true); }
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template <typename Matrix, typename V1, typename V2> inline
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void transposed_left_mult(const ildlt_precond<Matrix>& P, const V1 &v1,
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V2 &v2) {
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copy(v1, v2);
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gmm::upper_tri_solve(P.U, v2, true);
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for (size_type i = 0; i < mat_nrows(P.U); ++i) v2[i] /= P.D(i);
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}
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template <typename Matrix, typename V1, typename V2> inline
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void transposed_right_mult(const ildlt_precond<Matrix>& P, const V1 &v1,
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V2 &v2)
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{ copy(v1, v2); gmm::lower_tri_solve(gmm::conjugated(P.U), v2, true); }
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// for compatibility with old versions
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template <typename Matrix>
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struct cholesky_precond : public ildlt_precond<Matrix> {
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cholesky_precond(const Matrix& A) : ildlt_precond<Matrix>(A) {}
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cholesky_precond(void) {}
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} IS_DEPRECATED;
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template <typename Matrix, typename V1, typename V2> inline
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void mult(const cholesky_precond<Matrix>& P, const V1 &v1, V2 &v2) {
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gmm::copy(v1, v2);
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gmm::lower_tri_solve(gmm::conjugated(P.U), v2, true);
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for (size_type i = 0; i < mat_nrows(P.U); ++i) v2[i] /= P.D(i);
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gmm::upper_tri_solve(P.U, v2, true);
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}
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template <typename Matrix, typename V1, typename V2> inline
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void transposed_mult(const cholesky_precond<Matrix>& P,const V1 &v1,V2 &v2)
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{ mult(P, v1, v2); }
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template <typename Matrix, typename V1, typename V2> inline
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void left_mult(const cholesky_precond<Matrix>& P, const V1 &v1, V2 &v2) {
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copy(v1, v2);
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gmm::lower_tri_solve(gmm::conjugated(P.U), v2, true);
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for (size_type i = 0; i < mat_nrows(P.U); ++i) v2[i] /= P.D(i);
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}
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template <typename Matrix, typename V1, typename V2> inline
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void right_mult(const cholesky_precond<Matrix>& P, const V1 &v1, V2 &v2)
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{ copy(v1, v2); gmm::upper_tri_solve(P.U, v2, true); }
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template <typename Matrix, typename V1, typename V2> inline
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void transposed_left_mult(const cholesky_precond<Matrix>& P, const V1 &v1,
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V2 &v2) {
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copy(v1, v2);
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gmm::upper_tri_solve(P.U, v2, true);
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for (size_type i = 0; i < mat_nrows(P.U); ++i) v2[i] /= P.D(i);
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}
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template <typename Matrix, typename V1, typename V2> inline
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void transposed_right_mult(const cholesky_precond<Matrix>& P, const V1 &v1,
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V2 &v2)
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{ copy(v1, v2); gmm::lower_tri_solve(gmm::conjugated(P.U), v2, true); }
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}
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#endif
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