solvers.hpp

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// Copyright (c) 2010, Lawrence Livermore National Security, LLC. Produced at
// the Lawrence Livermore National Laboratory. LLNL-CODE-443211. All Rights
// reserved. See file COPYRIGHT for details.
//
// This file is part of the MFEM library. For more information and source code
// availability see http://mfem.googlecode.com.
//
// MFEM 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) version 2.1 dated February 1999.

#ifndef MFEM_SOLVERS
#define MFEM_SOLVERS

#include "../config/config.hpp"
#include "operator.hpp"

#ifdef MFEM_USE_MPI
#include <mpi.h>
#endif

#ifdef MFEM_USE_SUITESPARSE
#include <umfpack.h>
#endif

namespace mfem
{

class IterativeSolver : public Solver
{
#ifdef MFEM_USE_MPI
private:
   int dot_prod_type; // 0 - local, 1 - global over 'comm'
   MPI_Comm comm;
#endif

protected:
   const Operator *oper;
   Solver *prec;

   int max_iter, print_level;
   double rel_tol, abs_tol;

   // stats
   mutable int final_iter, converged;
   mutable double final_norm;

   double Dot(const Vector &x, const Vector &y) const;
   double Norm(const Vector &x) const { return sqrt(Dot(x, x)); }

public:
   IterativeSolver();

#ifdef MFEM_USE_MPI
   IterativeSolver(MPI_Comm _comm);
#endif

   void SetRelTol(double rtol) { rel_tol = rtol; }
   void SetAbsTol(double atol) { abs_tol = atol; }
   void SetMaxIter(int max_it) { max_iter = max_it; }
   void SetPrintLevel(int print_lvl);

   int GetNumIterations() { return final_iter; }
   int GetConverged() { return converged; }
   double GetFinalNorm() { return final_norm; }

   virtual void SetPreconditioner(Solver &pr);

   virtual void SetOperator(const Operator &op);
};


class SLISolver : public IterativeSolver
{
protected:
   mutable Vector r, z;

   void UpdateVectors();

public:
   SLISolver() { }

#ifdef MFEM_USE_MPI
   SLISolver(MPI_Comm _comm) : IterativeSolver(_comm) { }
#endif

   virtual void SetOperator(const Operator &op)
   { IterativeSolver::SetOperator(op); UpdateVectors(); }

   virtual void Mult(const Vector &x, Vector &y) const;
};

void SLI(const Operator &A, const Vector &b, Vector &x,
         int print_iter = 0, int max_num_iter = 1000,
         double RTOLERANCE = 1e-12, double ATOLERANCE = 1e-24);

void SLI(const Operator &A, Solver &B, const Vector &b, Vector &x,
         int print_iter = 0, int max_num_iter = 1000,
         double RTOLERANCE = 1e-12, double ATOLERANCE = 1e-24);


class CGSolver : public IterativeSolver
{
protected:
   mutable Vector r, d, z;

   void UpdateVectors();

public:
   CGSolver() { }

#ifdef MFEM_USE_MPI
   CGSolver(MPI_Comm _comm) : IterativeSolver(_comm) { }
#endif

   virtual void SetOperator(const Operator &op)
   { IterativeSolver::SetOperator(op); UpdateVectors(); }

   virtual void Mult(const Vector &x, Vector &y) const;
};

void CG(const Operator &A, const Vector &b, Vector &x,
        int print_iter = 0, int max_num_iter = 1000,
        double RTOLERANCE = 1e-12, double ATOLERANCE = 1e-24);

void PCG(const Operator &A, Solver &B, const Vector &b, Vector &x,
         int print_iter = 0, int max_num_iter = 1000,
         double RTOLERANCE = 1e-12, double ATOLERANCE = 1e-24);


class GMRESSolver : public IterativeSolver
{
protected:
   int m;

public:
   GMRESSolver() { m = 50; }

#ifdef MFEM_USE_MPI
   GMRESSolver(MPI_Comm _comm) : IterativeSolver(_comm) { m = 50; }
#endif

   void SetKDim(int dim) { m = dim; }

   virtual void Mult(const Vector &x, Vector &y) const;
};

class FGMRESSolver : public IterativeSolver
{
protected:
   int m;

public:
   FGMRESSolver() { m = 50; }

#ifdef MFEM_USE_MPI
   FGMRESSolver(MPI_Comm _comm) : IterativeSolver(_comm) { m = 50; }
#endif

   void SetKDim(int dim) { m = dim; }

   virtual void Mult(const Vector &x, Vector &y) const;
};

int GMRES(const Operator &A, Vector &x, const Vector &b, Solver &M,
          int &max_iter, int m, double &tol, double atol, int printit);

void GMRES(const Operator &A, Solver &B, const Vector &b, Vector &x,
           int print_iter = 0, int max_num_iter = 1000, int m = 50,
           double rtol = 1e-12, double atol = 1e-24);


class BiCGSTABSolver : public IterativeSolver
{
protected:
   mutable Vector p, phat, s, shat, t, v, r, rtilde;

   void UpdateVectors();

public:
   BiCGSTABSolver() { }

#ifdef MFEM_USE_MPI
   BiCGSTABSolver(MPI_Comm _comm) : IterativeSolver(_comm) { }
#endif

   virtual void SetOperator(const Operator &op)
   { IterativeSolver::SetOperator(op); UpdateVectors(); }

   virtual void Mult(const Vector &x, Vector &y) const;
};

int BiCGSTAB(const Operator &A, Vector &x, const Vector &b, Solver &M,
             int &max_iter, double &tol, double atol, int printit);

void BiCGSTAB(const Operator &A, Solver &B, const Vector &b, Vector &x,
              int print_iter = 0, int max_num_iter = 1000,
              double rtol = 1e-12, double atol = 1e-24);


class MINRESSolver : public IterativeSolver
{
protected:
   mutable Vector v0, v1, w0, w1, q;
   mutable Vector u1; // used in the preconditioned version

public:
   MINRESSolver() { }

#ifdef MFEM_USE_MPI
   MINRESSolver(MPI_Comm _comm) : IterativeSolver(_comm) { }
#endif

   virtual void SetPreconditioner(Solver &pr)
   { IterativeSolver::SetPreconditioner(pr); if (oper) u1.SetSize(width); }

   virtual void SetOperator(const Operator &op);

   virtual void Mult(const Vector &b, Vector &x) const;
};

void MINRES(const Operator &A, const Vector &b, Vector &x, int print_it = 0,
            int max_it = 1000, double rtol = 1e-12, double atol = 1e-24);

void MINRES(const Operator &A, Solver &B, const Vector &b, Vector &x,
            int print_it = 0, int max_it = 1000,
            double rtol = 1e-12, double atol = 1e-24);


class NewtonSolver : public IterativeSolver
{
protected:
   mutable Vector r, c;

public:
   NewtonSolver() { }

#ifdef MFEM_USE_MPI
   NewtonSolver(MPI_Comm _comm) : IterativeSolver(_comm) { }
#endif
   virtual void SetOperator(const Operator &op);

   void SetSolver(Solver &solver) { prec = &solver; }

   virtual void Mult(const Vector &b, Vector &x) const;
};


int aGMRES(const Operator &A, Vector &x, const Vector &b,
           const Operator &M, int &max_iter,
           int m_max, int m_min, int m_step, double cf,
           double &tol, double &atol, int printit);


class SLBQPOptimizer : public IterativeSolver
{
protected:
   Vector lo, hi, w;
   double a;

   inline double solve(double l, const Vector &xt, Vector &x, int &nclip) const
   {
      add(xt, l, w, x);
      x.median(lo,hi);
      nclip++;
      return Dot(w,x)-a;
   }

   inline void print_iteration(int it, double r, double l) const;

public:
   SLBQPOptimizer() {}

#ifdef MFEM_USE_MPI
   SLBQPOptimizer(MPI_Comm _comm) : IterativeSolver(_comm) {}
#endif

   void SetBounds(const Vector &_lo, const Vector &_hi);
   void SetLinearConstraint(const Vector &_w, double _a);

   // For this problem type, we let the target values play the role of the
   // initial vector xt, from which the operator generates the optimal vector x.
   virtual void Mult(const Vector &xt, Vector &x) const;

   virtual void SetPreconditioner(Solver &pr);
   virtual void SetOperator(const Operator &op);
};


#ifdef MFEM_USE_SUITESPARSE

class UMFPackSolver : public Solver
{
protected:
   bool use_long_ints;
   SparseMatrix *mat;
   void *Numeric;
   SuiteSparse_long *AI, *AJ;

   void Init();

public:
   double Control[UMFPACK_CONTROL];
   mutable double Info[UMFPACK_INFO];

   UMFPackSolver(bool _use_long_ints = false)
      : use_long_ints(_use_long_ints) { Init(); }
   UMFPackSolver(SparseMatrix &A, bool _use_long_ints = false)
      : use_long_ints(_use_long_ints) { Init(); SetOperator(A); }

   // Works on sparse matrices only; calls SparseMatrix::SortColumnIndices().
   virtual void SetOperator(const Operator &op);

   void SetPrintLevel(int print_lvl) { Control[UMFPACK_PRL] = print_lvl; }

   virtual void Mult(const Vector &b, Vector &x) const;
   virtual void MultTranspose(const Vector &b, Vector &x) const;

   virtual ~UMFPackSolver();
};

#endif // MFEM_USE_SUITESPARSE

}

#endif // MFEM_SOLVERS