Actual source code: fgmres.c

  1: #define PETSCKSP_DLL

  3: /*
  4:     This file implements FGMRES (a Generalized Minimal Residual) method.  
  5:     Reference:  Saad, 1993.

  7:     Preconditioning:  It the preconditioner is constant then this fgmres
  8:     code is equivalent to RIGHT-PRECONDITIONED GMRES.

 10:     Restarts:  Restarts are basically solves with x0 not equal to zero.
 11:  
 12:        Contributed by Allison Baker

 14: */

 16:  #include src/ksp/ksp/impls/gmres/fgmres/fgmresp.h
 17: #define FGMRES_DELTA_DIRECTIONS 10
 18: #define FGMRES_DEFAULT_MAXK     30
 19: static PetscErrorCode FGMRESGetNewVectors(KSP,PetscInt);
 20: static PetscErrorCode FGMRESUpdateHessenberg(KSP,PetscInt,PetscTruth,PetscReal *);
 21: static PetscErrorCode BuildFgmresSoln(PetscScalar*,Vec,Vec,KSP,PetscInt);

 23: EXTERN PetscErrorCode KSPView_GMRES(KSP,PetscViewer);
 24: /*

 26:     KSPSetUp_FGMRES - Sets up the workspace needed by fgmres.

 28:     This is called once, usually automatically by KSPSolveQ() or KSPSetUp(),
 29:     but can be called directly by KSPSetUp().

 31: */
 34: PetscErrorCode    KSPSetUp_FGMRES(KSP ksp)
 35: {
 36:   PetscInt       size,hh,hes,rs,cc;
 38:   PetscInt       max_k,k;
 39:   KSP_FGMRES     *fgmres = (KSP_FGMRES *)ksp->data;

 42:   if (ksp->pc_side == PC_SYMMETRIC) {
 43:     SETERRQ(PETSC_ERR_SUP,"no symmetric preconditioning for KSPFGMRES");
 44:   } else if (ksp->pc_side == PC_LEFT) {
 45:     SETERRQ(PETSC_ERR_SUP,"no left preconditioning for KSPFGMRES");
 46:   }
 47:   max_k         = fgmres->max_k;
 48:   hh            = (max_k + 2) * (max_k + 1);
 49:   hes           = (max_k + 1) * (max_k + 1);
 50:   rs            = (max_k + 2);
 51:   cc            = (max_k + 1);  /* SS and CC are the same size */
 52:   size          = (hh + hes + rs + 2*cc) * sizeof(PetscScalar);

 54:   /* Allocate space and set pointers to beginning */
 55:   PetscMalloc(size,&fgmres->hh_origin);
 56:   PetscMemzero(fgmres->hh_origin,size);
 57:   PetscLogObjectMemory(ksp,size); /* HH - modified (by plane rotations) hessenburg */
 58:   fgmres->hes_origin = fgmres->hh_origin + hh;     /* HES - unmodified hessenburg */
 59:   fgmres->rs_origin  = fgmres->hes_origin + hes;   /* RS - the right-hand-side of the 
 60:                                                       Hessenberg system */
 61:   fgmres->cc_origin  = fgmres->rs_origin + rs;     /* CC - cosines for rotations */
 62:   fgmres->ss_origin  = fgmres->cc_origin + cc;     /* SS - sines for rotations */

 64:   if (ksp->calc_sings) {
 65:     /* Allocate workspace to hold Hessenberg matrix needed by Eispack */
 66:     size = (max_k + 3)*(max_k + 9)*sizeof(PetscScalar);
 67:     PetscMalloc(size,&fgmres->Rsvd);
 68:     PetscMalloc(5*(max_k+2)*sizeof(PetscReal),&fgmres->Dsvd);
 69:     PetscLogObjectMemory(ksp,size+5*(max_k+2)*sizeof(PetscReal));
 70:   }

 72:   /* Allocate array to hold pointers to user vectors.  Note that we need
 73:    4 + max_k + 1 (since we need it+1 vectors, and it <= max_k) */
 74:   PetscMalloc((VEC_OFFSET+2+max_k)*sizeof(void*),&fgmres->vecs);
 75:   fgmres->vecs_allocated = VEC_OFFSET + 2 + max_k;
 76:   PetscMalloc((VEC_OFFSET+2+max_k)*sizeof(void*),&fgmres->user_work);
 77:   PetscMalloc((VEC_OFFSET+2+max_k)*sizeof(PetscInt),&fgmres->mwork_alloc);
 78:   PetscLogObjectMemory(ksp,(VEC_OFFSET+2+max_k)*(2*sizeof(void*)+sizeof(PetscInt)));

 80:   /* New for FGMRES - Allocate array to hold pointers to preconditioned 
 81:      vectors - same sizes as user vectors above */
 82:   PetscMalloc((VEC_OFFSET+2+max_k)*sizeof(void*),&fgmres->prevecs);
 83:   PetscMalloc((VEC_OFFSET+2+max_k)*sizeof(void*),&fgmres->prevecs_user_work);
 84:   PetscLogObjectMemory(ksp,(VEC_OFFSET+2+max_k)*(2*sizeof(void*)));


 87:   /* if q_preallocate = 0 then only allocate one "chunck" of space (for 
 88:      5 vectors) - additional will then be allocated from FGMREScycle() 
 89:      as needed.  Otherwise, allocate all of the space that could be needed */
 90:   if (fgmres->q_preallocate) {
 91:     fgmres->vv_allocated   = VEC_OFFSET + 2 + max_k;
 92:   } else {
 93:     fgmres->vv_allocated    = 5;
 94:   }

 96:   /* space for work vectors */
 97:   KSPGetVecs(ksp,fgmres->vv_allocated,&fgmres->user_work[0],0,PETSC_NULL);
 98:   PetscLogObjectParents(ksp,fgmres->vv_allocated,fgmres->user_work[0]);
 99:   for (k=0; k < fgmres->vv_allocated; k++) {
100:     fgmres->vecs[k] = fgmres->user_work[0][k];
101:   }

103:   /* space for preconditioned vectors */
104:   KSPGetVecs(ksp,fgmres->vv_allocated,&fgmres->prevecs_user_work[0],0,PETSC_NULL);
105:   PetscLogObjectParents(ksp,fgmres->vv_allocated,fgmres->prevecs_user_work[0]);
106:   for (k=0; k < fgmres->vv_allocated; k++) {
107:     fgmres->prevecs[k] = fgmres->prevecs_user_work[0][k];
108:   }

110:   /* specify how many work vectors have been allocated in this 
111:      chunck" (the first one) */
112:   fgmres->mwork_alloc[0] = fgmres->vv_allocated;
113:   fgmres->nwork_alloc    = 1;

115:   return(0);
116: }

118: /* 
119:     FGMRESResidual - This routine computes the initial residual (NOT PRECONDITIONED) 
120: */
123: static PetscErrorCode FGMRESResidual(KSP ksp)
124: {
125:   KSP_FGMRES     *fgmres = (KSP_FGMRES *)(ksp->data);
126:   Mat            Amat,Pmat;
127:   MatStructure   pflag;

131:   PCGetOperators(ksp->pc,&Amat,&Pmat,&pflag);

133:   /* put A*x into VEC_TEMP */
134:   MatMult(Amat,ksp->vec_sol,VEC_TEMP);
135:   /* now put residual (-A*x + f) into vec_vv(0) */
136:   VecWAXPY(VEC_VV(0),-1.0,VEC_TEMP,ksp->vec_rhs);
137:   return(0);
138: }

140: /*

142:     FGMRESCycle - Run fgmres, possibly with restart.  Return residual 
143:                   history if requested.

145:     input parameters:
146: .         fgmres  - structure containing parameters and work areas

148:     output parameters:
149: .        itcount - number of iterations used.  If null, ignored.
150: .        converged - 0 if not converged

152:                   
153:     Notes:
154:     On entry, the value in vector VEC_VV(0) should be 
155:     the initial residual.


158:  */
161: PetscErrorCode FGMREScycle(PetscInt *itcount,KSP ksp)
162: {

164:   KSP_FGMRES     *fgmres = (KSP_FGMRES *)(ksp->data);
165:   PetscReal      res_norm;
166:   PetscReal      hapbnd,tt;
167:   PetscTruth     hapend = PETSC_FALSE;  /* indicates happy breakdown ending */
169:   PetscInt       loc_it;                /* local count of # of dir. in Krylov space */
170:   PetscInt       max_k = fgmres->max_k; /* max # of directions Krylov space */
171:   Mat            Amat,Pmat;
172:   MatStructure   pflag;


176:   /* Number of pseudo iterations since last restart is the number 
177:      of prestart directions */
178:   loc_it = 0;

180:   /* note: (fgmres->it) is always set one less than (loc_it) It is used in 
181:      KSPBUILDSolution_FGMRES, where it is passed to BuildFGmresSoln.  
182:      Note that when BuildFGmresSoln is called from this function, 
183:      (loc_it -1) is passed, so the two are equivalent */
184:   fgmres->it = (loc_it - 1);

186:   /* initial residual is in VEC_VV(0)  - compute its norm*/
187:   VecNorm(VEC_VV(0),NORM_2,&res_norm);

189:   /* first entry in right-hand-side of hessenberg system is just 
190:      the initial residual norm */
191:   *RS(0) = res_norm;

193:   /* FYI: AMS calls are for memory snooper */
194:   PetscObjectTakeAccess(ksp);
195:   ksp->rnorm = res_norm;
196:   PetscObjectGrantAccess(ksp);
197:   KSPLogResidualHistory(ksp,res_norm);

199:   /* check for the convergence - maybe the current guess is good enough */
200:   (*ksp->converged)(ksp,ksp->its,res_norm,&ksp->reason,ksp->cnvP);
201:   if (ksp->reason) {
202:     if (itcount) *itcount = 0;
203:     return(0);
204:   }

206:   /* scale VEC_VV (the initial residual) */
207:   VecScale(VEC_VV(0),1.0/res_norm);
208: 
209:   /* MAIN ITERATION LOOP BEGINNING*/
210:   /* keep iterating until we have converged OR generated the max number
211:      of directions OR reached the max number of iterations for the method */
212:   while (!ksp->reason && loc_it < max_k && ksp->its < ksp->max_it) {
213:     KSPLogResidualHistory(ksp,res_norm);
214:     fgmres->it = (loc_it - 1);
215:     KSPMonitor(ksp,ksp->its,res_norm);

217:     /* see if more space is needed for work vectors */
218:     if (fgmres->vv_allocated <= loc_it + VEC_OFFSET + 1) {
219:       FGMRESGetNewVectors(ksp,loc_it+1);
220:       /* (loc_it+1) is passed in as number of the first vector that should
221:          be allocated */
222:     }

224:     /* CHANGE THE PRECONDITIONER? */
225:     /* ModifyPC is the callback function that can be used to
226:        change the PC or its attributes before its applied */
227:     (*fgmres->modifypc)(ksp,ksp->its,loc_it,res_norm,fgmres->modifyctx);
228: 
229: 
230:     /* apply PRECONDITIONER to direction vector and store with 
231:        preconditioned vectors in prevec */
232:     KSP_PCApply(ksp,VEC_VV(loc_it),PREVEC(loc_it));
233: 
234:     PCGetOperators(ksp->pc,&Amat,&Pmat,&pflag);
235:     /* Multiply preconditioned vector by operator - put in VEC_VV(loc_it+1) */
236:     MatMult(Amat,PREVEC(loc_it),VEC_VV(1+loc_it));

238: 
239:     /* update hessenberg matrix and do Gram-Schmidt - new direction is in
240:        VEC_VV(1+loc_it)*/
241:     (*fgmres->orthog)(ksp,loc_it);

243:     /* new entry in hessenburg is the 2-norm of our new direction */
244:     VecNorm(VEC_VV(loc_it+1),NORM_2,&tt);
245:     *HH(loc_it+1,loc_it)   = tt;
246:     *HES(loc_it+1,loc_it)  = tt;

248:     /* Happy Breakdown Check */
249:     hapbnd  = PetscAbsScalar((tt) / *RS(loc_it));
250:     /* RS(loc_it) contains the res_norm from the last iteration  */
251:     hapbnd = PetscMin(fgmres->haptol,hapbnd);
252:     if (tt > hapbnd) {
253:         /* scale new direction by its norm */
254:         VecScale(VEC_VV(loc_it+1),1.0/tt);
255:     } else {
256:         /* This happens when the solution is exactly reached. */
257:         /* So there is no new direction... */
258:           VecSet(VEC_TEMP,0.0); /* set VEC_TEMP to 0 */
259:           hapend = PETSC_TRUE;
260:     }
261:     /* note that for FGMRES we could get HES(loc_it+1, loc_it)  = 0 and the
262:        current solution would not be exact if HES was singular.  Note that 
263:        HH non-singular implies that HES is no singular, and HES is guaranteed
264:        to be nonsingular when PREVECS are linearly independent and A is 
265:        nonsingular (in GMRES, the nonsingularity of A implies the nonsingularity 
266:        of HES). So we should really add a check to verify that HES is nonsingular.*/

268: 
269:     /* Now apply rotations to new col of hessenberg (and right side of system), 
270:        calculate new rotation, and get new residual norm at the same time*/
271:     FGMRESUpdateHessenberg(ksp,loc_it,hapend,&res_norm);
272:     if (ksp->reason) break;

274:     loc_it++;
275:     fgmres->it  = (loc_it-1);  /* Add this here in case it has converged */
276: 
277:     PetscObjectTakeAccess(ksp);
278:     ksp->its++;
279:     ksp->rnorm = res_norm;
280:     PetscObjectGrantAccess(ksp);

282:     (*ksp->converged)(ksp,ksp->its,res_norm,&ksp->reason,ksp->cnvP);

284:     /* Catch error in happy breakdown and signal convergence and break from loop */
285:     if (hapend) {
286:       if (!ksp->reason) {
287:         SETERRQ(0,"You reached the happy break down,but convergence was not indicated.");
288:       }
289:       break;
290:     }
291:   }
292:   /* END OF ITERATION LOOP */

294:   KSPLogResidualHistory(ksp,res_norm);

296:   /*
297:      Monitor if we know that we will not return for a restart */
298:   if (ksp->reason || ksp->its >= ksp->max_it) {
299:     KSPMonitor(ksp,ksp->its,res_norm);
300:   }

302:   if (itcount) *itcount    = loc_it;

304:   /*
305:     Down here we have to solve for the "best" coefficients of the Krylov
306:     columns, add the solution values together, and possibly unwind the
307:     preconditioning from the solution
308:    */
309: 
310:   /* Form the solution (or the solution so far) */
311:   /* Note: must pass in (loc_it-1) for iteration count so that BuildFgmresSoln
312:      properly navigates */

314:   BuildFgmresSoln(RS(0),ksp->vec_sol,ksp->vec_sol,ksp,loc_it-1);

316:   return(0);
317: }

319: /*  
320:     KSPSolve_FGMRES - This routine applies the FGMRES method.


323:    Input Parameter:
324: .     ksp - the Krylov space object that was set to use fgmres

326:    Output Parameter:
327: .     outits - number of iterations used

329: */

333: PetscErrorCode KSPSolve_FGMRES(KSP ksp)
334: {
336:   PetscInt       cycle_its = 0; /* iterations done in a call to FGMREScycle */
337:   KSP_FGMRES     *fgmres = (KSP_FGMRES *)ksp->data;
338:   PetscTruth     diagonalscale;

341:   PCDiagonalScale(ksp->pc,&diagonalscale);
342:   if (diagonalscale) SETERRQ1(PETSC_ERR_SUP,"Krylov method %s does not support diagonal scaling",ksp->type_name);

344:   PetscObjectTakeAccess(ksp);
345:   ksp->its = 0;
346:   PetscObjectGrantAccess(ksp);

348:   /* Compute the initial (NOT preconditioned) residual */
349:   if (!ksp->guess_zero) {
350:     FGMRESResidual(ksp);
351:   } else { /* guess is 0 so residual is F (which is in ksp->vec_rhs) */
352:     VecCopy(ksp->vec_rhs,VEC_VV(0));
353:   }
354:   /* now the residual is in VEC_VV(0) - which is what 
355:      FGMREScycle expects... */
356: 
357:   FGMREScycle(&cycle_its,ksp);
358:   while (!ksp->reason) {
359:     FGMRESResidual(ksp);
360:     if (ksp->its >= ksp->max_it) break;
361:     FGMREScycle(&cycle_its,ksp);
362:   }
363:   /* mark lack of convergence */
364:   if (ksp->its >= ksp->max_it) ksp->reason = KSP_DIVERGED_ITS;

366:   return(0);
367: }

369: /*

371:    KSPDestroy_FGMRES - Frees all memory space used by the Krylov method.

373: */
376: PetscErrorCode KSPDestroy_FGMRES(KSP ksp)
377: {
378:   KSP_FGMRES     *fgmres = (KSP_FGMRES*)ksp->data;
380:   PetscInt       i;

383:   /* Free the Hessenberg matrices */
384:   PetscFree(fgmres->hh_origin);

386:   /* Free pointers to user variables */
387:   PetscFree(fgmres->vecs);
388:   PetscFree (fgmres->prevecs);

390:   /* free work vectors */
391:   for (i=0; i < fgmres->nwork_alloc; i++) {
392:     VecDestroyVecs(fgmres->user_work[i],fgmres->mwork_alloc[i]);
393:   }
394:   PetscFree(fgmres->user_work);

396:   for (i=0; i < fgmres->nwork_alloc; i++) {
397:     VecDestroyVecs(fgmres->prevecs_user_work[i],fgmres->mwork_alloc[i]);
398:   }
399:   PetscFree(fgmres->prevecs_user_work);

401:   PetscFree(fgmres->mwork_alloc);
402:   PetscFree(fgmres->nrs);
403:   if (fgmres->sol_temp) {VecDestroy(fgmres->sol_temp);}
404:   PetscFree(fgmres->Rsvd);
405:   PetscFree(fgmres->Dsvd);
406:   PetscFree(fgmres->orthogwork);
407:   if (fgmres->modifydestroy) {
408:     (*fgmres->modifydestroy)(fgmres->modifyctx);
409:   }
410:   PetscFree(fgmres);
411:   return(0);
412: }

414: /*
415:     BuildFgmresSoln - create the solution from the starting vector and the
416:                       current iterates.

418:     Input parameters:
419:         nrs - work area of size it + 1.
420:         vguess  - index of initial guess
421:         vdest - index of result.  Note that vguess may == vdest (replace
422:                 guess with the solution).
423:         it - HH upper triangular part is a block of size (it+1) x (it+1)  

425:      This is an internal routine that knows about the FGMRES internals.
426:  */
429: static PetscErrorCode BuildFgmresSoln(PetscScalar* nrs,Vec vguess,Vec vdest,KSP ksp,PetscInt it)
430: {
431:   PetscScalar    tt;
433:   PetscInt       ii,k,j;
434:   KSP_FGMRES     *fgmres = (KSP_FGMRES *)(ksp->data);

437:   /* Solve for solution vector that minimizes the residual */

439:   /* If it is < 0, no fgmres steps have been performed */
440:   if (it < 0) {
441:     if (vdest != vguess) {
442:       VecCopy(vguess,vdest);
443:     }
444:     return(0);
445:   }

447:   /* so fgmres steps HAVE been performed */

449:   /* solve the upper triangular system - RS is the right side and HH is 
450:      the upper triangular matrix  - put soln in nrs */
451:   nrs[it] = *RS(it) / *HH(it,it);
452:   for (ii=1; ii<=it; ii++) {
453:     k   = it - ii;
454:     tt  = *RS(k);
455:     for (j=k+1; j<=it; j++) tt  = tt - *HH(k,j) * nrs[j];
456:     nrs[k]   = tt / *HH(k,k);
457:   }

459:   /* Accumulate the correction to the soln of the preconditioned prob. in 
460:      VEC_TEMP - note that we use the preconditioned vectors  */
461:   VecSet(VEC_TEMP,0.0); /* set VEC_TEMP components to 0 */
462:   VecMAXPY(VEC_TEMP,it+1,nrs,&PREVEC(0));

464:   /* put updated solution into vdest.*/
465:   if (vdest != vguess) {
466:     VecCopy(VEC_TEMP,vdest);
467:     VecAXPY(vdest,1.0,vguess);
468:   } else  {/* replace guess with solution */
469:     VecAXPY(vdest,1.0,VEC_TEMP);
470:   }
471:   return(0);
472: }

474: /*

476:     FGMRESUpdateHessenberg - Do the scalar work for the orthogonalization.  
477:                             Return new residual.

479:     input parameters:

481: .        ksp -    Krylov space object
482: .         it  -    plane rotations are applied to the (it+1)th column of the 
483:                   modified hessenberg (i.e. HH(:,it))
484: .        hapend - PETSC_FALSE not happy breakdown ending.

486:     output parameters:
487: .        res - the new residual
488:         
489:  */
492: static PetscErrorCode FGMRESUpdateHessenberg(KSP ksp,PetscInt it,PetscTruth hapend,PetscReal *res)
493: {
494:   PetscScalar   *hh,*cc,*ss,tt;
495:   PetscInt      j;
496:   KSP_FGMRES    *fgmres = (KSP_FGMRES *)(ksp->data);

499:   hh  = HH(0,it);  /* pointer to beginning of column to update - so 
500:                       incrementing hh "steps down" the (it+1)th col of HH*/
501:   cc  = CC(0);     /* beginning of cosine rotations */
502:   ss  = SS(0);     /* beginning of sine rotations */

504:   /* Apply all the previously computed plane rotations to the new column
505:      of the Hessenberg matrix */
506:   /* Note: this uses the rotation [conj(c)  s ; -s   c], c= cos(theta), s= sin(theta),
507:      and some refs have [c   s ; -conj(s)  c] (don't be confused!) */

509:   for (j=1; j<=it; j++) {
510:     tt  = *hh;
511: #if defined(PETSC_USE_COMPLEX)
512:     *hh = PetscConj(*cc) * tt + *ss * *(hh+1);
513: #else
514:     *hh = *cc * tt + *ss * *(hh+1);
515: #endif
516:     hh++;
517:     *hh = *cc++ * *hh - (*ss++ * tt);
518:     /* hh, cc, and ss have all been incremented one by end of loop */
519:   }

521:   /*
522:     compute the new plane rotation, and apply it to:
523:      1) the right-hand-side of the Hessenberg system (RS)
524:         note: it affects RS(it) and RS(it+1)
525:      2) the new column of the Hessenberg matrix
526:         note: it affects HH(it,it) which is currently pointed to 
527:         by hh and HH(it+1, it) (*(hh+1))  
528:     thus obtaining the updated value of the residual...
529:   */

531:   /* compute new plane rotation */

533:   if (!hapend) {
534: #if defined(PETSC_USE_COMPLEX)
535:     tt        = PetscSqrtScalar(PetscConj(*hh) * *hh + PetscConj(*(hh+1)) * *(hh+1));
536: #else
537:     tt        = PetscSqrtScalar(*hh * *hh + *(hh+1) * *(hh+1));
538: #endif
539:     if (tt == 0.0) {
540:       ksp->reason = KSP_DIVERGED_NULL;
541:       return(0);
542:     }

544:     *cc       = *hh / tt;   /* new cosine value */
545:     *ss       = *(hh+1) / tt;  /* new sine value */

547:     /* apply to 1) and 2) */
548:     *RS(it+1) = - (*ss * *RS(it));
549: #if defined(PETSC_USE_COMPLEX)
550:     *RS(it)   = PetscConj(*cc) * *RS(it);
551:     *hh       = PetscConj(*cc) * *hh + *ss * *(hh+1);
552: #else
553:     *RS(it)   = *cc * *RS(it);
554:     *hh       = *cc * *hh + *ss * *(hh+1);
555: #endif

557:     /* residual is the last element (it+1) of right-hand side! */
558:     *res      = PetscAbsScalar(*RS(it+1));

560:   } else { /* happy breakdown: HH(it+1, it) = 0, therfore we don't need to apply 
561:             another rotation matrix (so RH doesn't change).  The new residual is 
562:             always the new sine term times the residual from last time (RS(it)), 
563:             but now the new sine rotation would be zero...so the residual should
564:             be zero...so we will multiply "zero" by the last residual.  This might
565:             not be exactly what we want to do here -could just return "zero". */
566: 
567:     *res = 0.0;
568:   }
569:   return(0);
570: }

572: /*

574:    FGMRESGetNewVectors - This routine allocates more work vectors, starting from 
575:                          VEC_VV(it), and more preconditioned work vectors, starting 
576:                          from PREVEC(i).

578: */
581: static PetscErrorCode FGMRESGetNewVectors(KSP ksp,PetscInt it)
582: {
583:   KSP_FGMRES     *fgmres = (KSP_FGMRES *)ksp->data;
584:   PetscInt       nwork = fgmres->nwork_alloc; /* number of work vector chunks allocated */
585:   PetscInt       nalloc;                      /* number to allocate */
587:   PetscInt       k;
588: 
590:   nalloc = fgmres->delta_allocate; /* number of vectors to allocate 
591:                                       in a single chunk */

593:   /* Adjust the number to allocate to make sure that we don't exceed the
594:      number of available slots (fgmres->vecs_allocated)*/
595:   if (it + VEC_OFFSET + nalloc >= fgmres->vecs_allocated){
596:     nalloc = fgmres->vecs_allocated - it - VEC_OFFSET;
597:   }
598:   if (!nalloc) return(0);

600:   fgmres->vv_allocated += nalloc; /* vv_allocated is the number of vectors allocated */

602:   /* work vectors */
603:   KSPGetVecs(ksp,nalloc,&fgmres->user_work[nwork],0,PETSC_NULL);
604:   PetscLogObjectParents(ksp,nalloc,fgmres->user_work[nwork]);
605:   for (k=0; k < nalloc; k++) {
606:     fgmres->vecs[it+VEC_OFFSET+k] = fgmres->user_work[nwork][k];
607:   }
608:   /* specify size of chunk allocated */
609:   fgmres->mwork_alloc[nwork] = nalloc;

611:   /* preconditioned vectors */
612:   KSPGetVecs(ksp,nalloc,&fgmres->prevecs_user_work[nwork],0,PETSC_NULL);
613:   PetscLogObjectParents(ksp,nalloc,fgmres->prevecs_user_work[nwork]);
614:   for (k=0; k < nalloc; k++) {
615:     fgmres->prevecs[it+VEC_OFFSET+k] = fgmres->prevecs_user_work[nwork][k];
616:   }

618:   /* increment the number of work vector chunks */
619:   fgmres->nwork_alloc++;
620:   return(0);
621: }

623: /* 

625:    KSPBuildSolution_FGMRES

627:      Input Parameter:
628: .     ksp - the Krylov space object
629: .     ptr-

631:    Output Parameter:
632: .     result - the solution

634:    Note: this calls BuildFgmresSoln - the same function that FGMREScycle
635:    calls directly.  

637: */
640: PetscErrorCode KSPBuildSolution_FGMRES(KSP ksp,Vec ptr,Vec *result)
641: {
642:   KSP_FGMRES     *fgmres = (KSP_FGMRES *)ksp->data;

646:   if (!ptr) {
647:     if (!fgmres->sol_temp) {
648:       VecDuplicate(ksp->vec_sol,&fgmres->sol_temp);
649:       PetscLogObjectParent(ksp,fgmres->sol_temp);
650:     }
651:     ptr = fgmres->sol_temp;
652:   }
653:   if (!fgmres->nrs) {
654:     /* allocate the work area */
655:     PetscMalloc(fgmres->max_k*sizeof(PetscScalar),&fgmres->nrs);
656:     PetscLogObjectMemory(ksp,fgmres->max_k*sizeof(PetscScalar));
657:   }
658: 
659:   BuildFgmresSoln(fgmres->nrs,ksp->vec_sol,ptr,ksp,fgmres->it);
660:   *result = ptr;
661: 
662:   return(0);
663: }


669: PetscErrorCode KSPSetFromOptions_FGMRES(KSP ksp)
670: {
672:   PetscTruth     flg;

675:   KSPSetFromOptions_GMRES(ksp);
676:   PetscOptionsHead("KSP flexible GMRES Options");
677:     PetscOptionsTruthGroupBegin("-ksp_fgmres_modifypcnochange","do not vary the preconditioner","KSPFGMRESSetModifyPC",&flg);
678:     if (flg) {KSPFGMRESSetModifyPC(ksp,KSPFGMRESModifyPCNoChange,0,0);}
679:     PetscOptionsTruthGroupEnd("-ksp_fgmres_modifypcksp","vary the KSP based preconditioner","KSPFGMRESSetModifyPC",&flg);
680:     if (flg) {KSPFGMRESSetModifyPC(ksp,KSPFGMRESModifyPCKSP,0,0);}
681:   PetscOptionsTail();
682:   return(0);
683: }

685: EXTERN PetscErrorCode KSPComputeExtremeSingularValues_GMRES(KSP,PetscReal *,PetscReal *);
686: EXTERN PetscErrorCode KSPComputeEigenvalues_GMRES(KSP,PetscInt,PetscReal *,PetscReal *,PetscInt *);

689: typedef PetscErrorCode (*FCN2)(void*);
693: PetscErrorCode PETSCKSP_DLLEXPORT KSPFGMRESSetModifyPC_FGMRES(KSP ksp,FCN1 fcn,void *ctx,FCN2 d)
694: {
697:   ((KSP_FGMRES *)ksp->data)->modifypc      = fcn;
698:   ((KSP_FGMRES *)ksp->data)->modifydestroy = d;
699:   ((KSP_FGMRES *)ksp->data)->modifyctx     = ctx;
700:   return(0);
701: }

705: EXTERN PetscErrorCode PETSCKSP_DLLEXPORT KSPGMRESSetPreAllocateVectors_GMRES(KSP);
706: EXTERN PetscErrorCode PETSCKSP_DLLEXPORT KSPGMRESSetRestart_GMRES(KSP,PetscInt);
707: EXTERN PetscErrorCode PETSCKSP_DLLEXPORT KSPGMRESSetOrthogonalization_GMRES(KSP,PetscErrorCode (*)(KSP,PetscInt));

710: EXTERN PetscErrorCode KSPDestroy_GMRES_Internal(KSP);

714: PetscErrorCode KSPDestroy_FGMRES_Internal(KSP ksp)
715: {
716:   KSP_FGMRES     *gmres = (KSP_FGMRES*)ksp->data;

720:   KSPDestroy_GMRES_Internal(ksp);
721:   PetscFree (gmres->prevecs);
722:   PetscFree(gmres->prevecs_user_work);
723:   if (gmres->modifydestroy) {
724:     (*gmres->modifydestroy)(gmres->modifyctx);
725:   }
726:   gmres->prevecs           = 0;
727:   gmres->prevecs_user_work = 0;
728:   return(0);
729: }

734: PetscErrorCode PETSCKSP_DLLEXPORT KSPGMRESSetRestart_FGMRES(KSP ksp,PetscInt max_k)
735: {
736:   KSP_FGMRES     *gmres = (KSP_FGMRES *)ksp->data;

740:   if (max_k < 1) SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,"Restart must be positive");
741:   if (!ksp->setupcalled) {
742:     gmres->max_k = max_k;
743:   } else if (gmres->max_k != max_k) {
744:      gmres->max_k = max_k;
745:      ksp->setupcalled = 0;
746:      /* free the data structures, then create them again */
747:      KSPDestroy_FGMRES_Internal(ksp);
748:   }
749:   return(0);
750: }

754: EXTERN PetscErrorCode PETSCKSP_DLLEXPORT KSPGMRESSetCGSRefinementType_GMRES(KSP,KSPGMRESCGSRefinementType);

757: /*MC
758:      KSPFGMRES - Implements the Flexible Generalized Minimal Residual method.  
759:                 developed by Saad with restart


762:    Options Database Keys:
763: +   -ksp_gmres_restart <restart> - the number of Krylov directions to orthogonalize against
764: .   -ksp_gmres_haptol <tol> - sets the tolerance for "happy ending" (exact convergence)
765: .   -ksp_gmres_preallocate - preallocate all the Krylov search directions initially (otherwise groups of 
766:                              vectors are allocated as needed)
767: .   -ksp_gmres_classicalgramschmidt - use classical (unmodified) Gram-Schmidt to orthogonalize against the Krylov space (fast) (the default)
768: .   -ksp_gmres_modifiedgramschmidt - use modified Gram-Schmidt in the orthogonalization (more stable, but slower)
769: .   -ksp_gmres_cgs_refinement_type <never,ifneeded,always> - determine if iterative refinement is used to increase the 
770:                                    stability of the classical Gram-Schmidt  orthogonalization.
771: .   -ksp_gmres_krylov_monitor - plot the Krylov space generated
772: .   -ksp_fgmres_modifypcnochange - do not change the preconditioner between iterations
773: -   -ksp_fgmres_modifypcksp - modify the preconditioner using KSPFGMRESModifyPCKSP()

775:    Level: beginner

777:     Notes: See KSPFGMRESSetModifyPC() for how to vary the preconditioner between iterations
778:            This object is subclassed off of KSPGMRES

780: .seealso:  KSPCreate(), KSPSetType(), KSPType (for list of available types), KSP, KSPGMRES, KSPLGMRES,
781:            KSPGMRESSetRestart(), KSPGMRESSetHapTol(), KSPGMRESSetPreAllocateVectors(), KSPGMRESSetOrthogonalization()
782:            KSPGMRESClassicalGramSchmidtOrthogonalization(), KSPGMRESModifiedGramSchmidtOrthogonalization(),
783:            KSPGMRESCGSRefinementType, KSPGMRESSetCGSRefinementType(), KSPGMRESKrylovMonitor(), KSPFGMRESSetModifyPC(),
784:            KSPFGMRESModifyPCKSP()

786: M*/

791: PetscErrorCode PETSCKSP_DLLEXPORT KSPCreate_FGMRES(KSP ksp)
792: {
793:   KSP_FGMRES     *fgmres;

797:   PetscNew(KSP_FGMRES,&fgmres);
798:   PetscLogObjectMemory(ksp,sizeof(KSP_FGMRES));
799:   ksp->data                              = (void*)fgmres;
800:   ksp->ops->buildsolution                = KSPBuildSolution_FGMRES;

802:   ksp->ops->setup                        = KSPSetUp_FGMRES;
803:   ksp->ops->solve                        = KSPSolve_FGMRES;
804:   ksp->ops->destroy                      = KSPDestroy_FGMRES;
805:   ksp->ops->view                         = KSPView_GMRES;
806:   ksp->ops->setfromoptions               = KSPSetFromOptions_FGMRES;
807:   ksp->ops->computeextremesingularvalues = KSPComputeExtremeSingularValues_GMRES;
808:   ksp->ops->computeeigenvalues           = KSPComputeEigenvalues_GMRES;

810:   PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPGMRESSetPreAllocateVectors_C",
811:                                     "KSPGMRESSetPreAllocateVectors_GMRES",
812:                                      KSPGMRESSetPreAllocateVectors_GMRES);
813:   PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPGMRESSetOrthogonalization_C",
814:                                     "KSPGMRESSetOrthogonalization_GMRES",
815:                                      KSPGMRESSetOrthogonalization_GMRES);
816:   PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPGMRESSetRestart_C",
817:                                     "KSPGMRESSetRestart_FGMRES",
818:                                      KSPGMRESSetRestart_FGMRES);
819:   PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPFGMRESSetModifyPC_C",
820:                                     "KSPFGMRESSetModifyPC_FGMRES",
821:                                      KSPFGMRESSetModifyPC_FGMRES);
822:   PetscObjectComposeFunctionDynamic((PetscObject)ksp,"KSPGMRESSetCGSRefinementType_C",
823:                                     "KSPGMRESSetCGSRefinementType_GMRES",
824:                                      KSPGMRESSetCGSRefinementType_GMRES);


827:   fgmres->haptol              = 1.0e-30;
828:   fgmres->q_preallocate       = 0;
829:   fgmres->delta_allocate      = FGMRES_DELTA_DIRECTIONS;
830:   fgmres->orthog              = KSPGMRESClassicalGramSchmidtOrthogonalization;
831:   fgmres->nrs                 = 0;
832:   fgmres->sol_temp            = 0;
833:   fgmres->max_k               = FGMRES_DEFAULT_MAXK;
834:   fgmres->Rsvd                = 0;
835:   fgmres->orthogwork          = 0;
836:   fgmres->modifypc            = KSPFGMRESModifyPCNoChange;
837:   fgmres->modifyctx           = PETSC_NULL;
838:   fgmres->modifydestroy       = PETSC_NULL;
839:   fgmres->cgstype             = KSP_GMRES_CGS_REFINE_NEVER;
840:   /*
841:         This is not great since it changes this without explicit request from the user
842:      but there is no left preconditioning in the FGMRES
843:   */
844:   PetscInfo(ksp,"WARNING! Setting PC_SIDE for FGMRES to right!\n");
845:   ksp->pc_side                = PC_RIGHT;

847:   return(0);
848: }