/*! \file Copyright (c) 2003, The Regents of the University of California, through Lawrence Berkeley National Laboratory (subject to receipt of any required approvals from U.S. Dept. of Energy) All rights reserved. The source code is distributed under BSD license, see the file License.txt at the top-level directory. */ /*! @file citersol.c * \brief Example #1 showing how to use ILU to precondition GMRES * *
 * -- SuperLU routine (version 5.0) --
 * Lawrence Berkeley National Laboratory
 * November, 2010
 * August, 2011
 *
 * This example shows that ILU is computed from the equilibrated matrix,
 * and the preconditioned GMRES is applied to the equilibrated system.
 * The driver routine CGSISX is called twice to perform factorization
 * and apply preconditioner separately.
 * 
 * Note that CGSISX performs the following factorization:
 *     Pr*Dr*A*Dc*Pc^T ~= LU
 * with Pr being obtained from MC64 statically then partial pivoting
 * dynamically. On return, A is overwritten as A1 = Dr*A*Dc.
 *
 * We can solve the transformed system, A1*y = Dr*B, using FGMRES.
 * B is first overwritten as Dr*B.
 * Then GMRES step requires requires 2 procedures:
 *   1) Apply preconditioner M^{-1} = Pc^T*U^{-1}*L^{-1}*Pr
 *   2) Matrix-vector multiplication: w = A1*v
 * 
 * 
*/ #include "slu_cdefs.h" superlu_options_t *GLOBAL_OPTIONS; float *GLOBAL_R, *GLOBAL_C; int *GLOBAL_PERM_C, *GLOBAL_PERM_R; SuperMatrix *GLOBAL_A, *GLOBAL_L, *GLOBAL_U; SuperLUStat_t *GLOBAL_STAT; mem_usage_t *GLOBAL_MEM_USAGE; void cpsolve(int n, complex x[], /* solution */ complex y[] /* right-hand side */ ) { SuperMatrix *A = GLOBAL_A, *L = GLOBAL_L, *U = GLOBAL_U; SuperLUStat_t *stat = GLOBAL_STAT; int *perm_c = GLOBAL_PERM_C, *perm_r = GLOBAL_PERM_R; char equed[1] = {'N'}; float *R = GLOBAL_R, *C = GLOBAL_C; superlu_options_t *options = GLOBAL_OPTIONS; mem_usage_t *mem_usage = GLOBAL_MEM_USAGE; int info; static DNformat X, Y; static SuperMatrix XX = {SLU_DN, SLU_C, SLU_GE, 1, 1, &X}; static SuperMatrix YY = {SLU_DN, SLU_C, SLU_GE, 1, 1, &Y}; float rpg, rcond; XX.nrow = YY.nrow = n; X.lda = Y.lda = n; X.nzval = x; Y.nzval = y; #if 0 dcopy_(&n, y, &i_1, x, &i_1); cgstrs(NOTRANS, L, U, perm_c, perm_r, &XX, stat, &info); #else cgsisx(options, A, perm_c, perm_r, NULL, equed, R, C, L, U, NULL, 0, &YY, &XX, &rpg, &rcond, NULL, mem_usage, stat, &info); #endif } void cmatvec_mult(complex alpha, complex x[], complex beta, complex y[]) { SuperMatrix *A = GLOBAL_A; sp_cgemv("N", alpha, A, x, 1, beta, y, 1); } int main(int argc, char *argv[]) { void cmatvec_mult(complex alpha, complex x[], complex beta, complex y[]); void cpsolve(int n, complex x[], complex y[]); extern int cfgmr( int n, void (*matvec_mult)(complex, complex [], complex, complex []), void (*psolve)(int n, complex [], complex[]), complex *rhs, complex *sol, double tol, int restrt, int *itmax, FILE *fits); extern int cfill_diag(int n, NCformat *Astore); char equed[1] = {'B'}; yes_no_t equil; trans_t trans; SuperMatrix A, L, U; SuperMatrix B, X; NCformat *Astore; NCformat *Ustore; SCformat *Lstore; GlobalLU_t Glu; /* facilitate multiple factorizations with SamePattern_SameRowPerm */ complex *a; int *asub, *xa; int *etree; int *perm_c; /* column permutation vector */ int *perm_r; /* row permutations from partial pivoting */ int nrhs, ldx, lwork, info, m, n, nnz; complex *rhsb, *rhsx, *xact; complex *work = NULL; float *R, *C; float u, rpg, rcond; complex zero = {0.0, 0.0}; complex one = {1.0, 0.0}; complex none = {-1.0, 0.0}; mem_usage_t mem_usage; superlu_options_t options; SuperLUStat_t stat; FILE *fp = stdin; int restrt, iter, maxit, i; double resid; complex *x, *b; #ifdef DEBUG extern int num_drop_L, num_drop_U; #endif #if ( DEBUGlevel>=1 ) CHECK_MALLOC("Enter main()"); #endif /* Defaults */ lwork = 0; nrhs = 1; trans = NOTRANS; /* Set the default input options: options.Fact = DOFACT; options.Equil = YES; options.ColPerm = COLAMD; options.DiagPivotThresh = 0.1; //different from complete LU options.Trans = NOTRANS; options.IterRefine = NOREFINE; options.SymmetricMode = NO; options.PivotGrowth = NO; options.ConditionNumber = NO; options.PrintStat = YES; options.RowPerm = LargeDiag; options.ILU_DropTol = 1e-4; options.ILU_FillTol = 1e-2; options.ILU_FillFactor = 10.0; options.ILU_DropRule = DROP_BASIC | DROP_AREA; options.ILU_Norm = INF_NORM; options.ILU_MILU = SILU; */ ilu_set_default_options(&options); /* Modify the defaults. */ options.PivotGrowth = YES; /* Compute reciprocal pivot growth */ options.ConditionNumber = YES;/* Compute reciprocal condition number */ if ( lwork > 0 ) { work = SUPERLU_MALLOC(lwork); if ( !work ) ABORT("Malloc fails for work[]."); } /* Read matrix A from a file in Harwell-Boeing format.*/ if (argc < 2) { printf("Usage:\n%s [OPTION] < [INPUT] > [OUTPUT]\nOPTION:\n" "-h -hb:\n\t[INPUT] is a Harwell-Boeing format matrix.\n" "-r -rb:\n\t[INPUT] is a Rutherford-Boeing format matrix.\n" "-t -triplet:\n\t[INPUT] is a triplet format matrix.\n", argv[0]); return 0; } else { switch (argv[1][1]) { case 'H': case 'h': printf("Input a Harwell-Boeing format matrix:\n"); creadhb(fp, &m, &n, &nnz, &a, &asub, &xa); break; case 'R': case 'r': printf("Input a Rutherford-Boeing format matrix:\n"); creadrb(&m, &n, &nnz, &a, &asub, &xa); break; case 'T': case 't': printf("Input a triplet format matrix:\n"); creadtriple(&m, &n, &nnz, &a, &asub, &xa); break; default: printf("Unrecognized format.\n"); return 0; } } cCreate_CompCol_Matrix(&A, m, n, nnz, a, asub, xa, SLU_NC, SLU_C, SLU_GE); Astore = A.Store; cfill_diag(n, Astore); printf("Dimension %dx%d; # nonzeros %d\n", A.nrow, A.ncol, Astore->nnz); fflush(stdout); /* Generate the right-hand side */ if ( !(rhsb = complexMalloc(m * nrhs)) ) ABORT("Malloc fails for rhsb[]."); if ( !(rhsx = complexMalloc(m * nrhs)) ) ABORT("Malloc fails for rhsx[]."); cCreate_Dense_Matrix(&B, m, nrhs, rhsb, m, SLU_DN, SLU_C, SLU_GE); cCreate_Dense_Matrix(&X, m, nrhs, rhsx, m, SLU_DN, SLU_C, SLU_GE); xact = complexMalloc(n * nrhs); ldx = n; cGenXtrue(n, nrhs, xact, ldx); cFillRHS(trans, nrhs, xact, ldx, &A, &B); if ( !(etree = intMalloc(n)) ) ABORT("Malloc fails for etree[]."); if ( !(perm_r = intMalloc(m)) ) ABORT("Malloc fails for perm_r[]."); if ( !(perm_c = intMalloc(n)) ) ABORT("Malloc fails for perm_c[]."); if ( !(R = (float *) SUPERLU_MALLOC(A.nrow * sizeof(float))) ) ABORT("SUPERLU_MALLOC fails for R[]."); if ( !(C = (float *) SUPERLU_MALLOC(A.ncol * sizeof(float))) ) ABORT("SUPERLU_MALLOC fails for C[]."); info = 0; #ifdef DEBUG num_drop_L = 0; num_drop_U = 0; #endif /* Initialize the statistics variables. */ StatInit(&stat); /* Compute the incomplete factorization and compute the condition number and pivot growth using dgsisx. */ B.ncol = 0; /* not to perform triangular solution */ cgsisx(&options, &A, perm_c, perm_r, etree, equed, R, C, &L, &U, work, lwork, &B, &X, &rpg, &rcond, &Glu, &mem_usage, &stat, &info); /* Set RHS for GMRES. */ if (!(b = complexMalloc(m))) ABORT("Malloc fails for b[]."); if (*equed == 'R' || *equed == 'B') { for (i = 0; i < n; ++i) cs_mult(&b[i], &rhsb[i], R[i]); } else { for (i = 0; i < m; i++) b[i] = rhsb[i]; } printf("cgsisx(): info %d, equed %c\n", info, equed[0]); if (info > 0 || rcond < 1e-8 || rpg > 1e8) printf("WARNING: This preconditioner might be unstable.\n"); if ( info == 0 || info == n+1 ) { if ( options.PivotGrowth == YES ) printf("Recip. pivot growth = %e\n", rpg); if ( options.ConditionNumber == YES ) printf("Recip. condition number = %e\n", rcond); } else if ( info > 0 && lwork == -1 ) { printf("** Estimated memory: %d bytes\n", info - n); } Lstore = (SCformat *) L.Store; Ustore = (NCformat *) U.Store; printf("n(A) = %d, nnz(A) = %d\n", n, Astore->nnz); printf("No of nonzeros in factor L = %d\n", Lstore->nnz); printf("No of nonzeros in factor U = %d\n", Ustore->nnz); printf("No of nonzeros in L+U = %d\n", Lstore->nnz + Ustore->nnz - n); printf("Fill ratio: nnz(F)/nnz(A) = %.3f\n", ((double)(Lstore->nnz) + (double)(Ustore->nnz) - (double)n) / (double)Astore->nnz); printf("L\\U MB %.3f\ttotal MB needed %.3f\n", mem_usage.for_lu/1e6, mem_usage.total_needed/1e6); fflush(stdout); /* Set the global variables. */ GLOBAL_A = &A; GLOBAL_L = &L; GLOBAL_U = &U; GLOBAL_STAT = &stat; GLOBAL_PERM_C = perm_c; GLOBAL_PERM_R = perm_r; GLOBAL_OPTIONS = &options; GLOBAL_R = R; GLOBAL_C = C; GLOBAL_MEM_USAGE = &mem_usage; /* Set the options to do solve-only. */ options.Fact = FACTORED; options.PivotGrowth = NO; options.ConditionNumber = NO; /* Set the variables used by GMRES. */ restrt = SUPERLU_MIN(n / 3 + 1, 50); maxit = 1000; iter = maxit; resid = 1e-4; if (!(x = complexMalloc(n))) ABORT("Malloc fails for x[]."); if (info <= n + 1) { int i_1 = 1; double maxferr = 0.0, nrmA, nrmB, res, t; complex temp; extern float scnrm2_(int *, complex [], int *); extern void caxpy_(int *, complex *, complex [], int *, complex [], int *); /* Initial guess */ for (i = 0; i < n; i++) x[i] = zero; t = SuperLU_timer_(); /* Call GMRES */ cfgmr(n, cmatvec_mult, cpsolve, b, x, resid, restrt, &iter, stdout); t = SuperLU_timer_() - t; /* Output the result. */ nrmA = scnrm2_(&(Astore->nnz), (complex *)((DNformat *)A.Store)->nzval, &i_1); nrmB = scnrm2_(&m, b, &i_1); sp_cgemv("N", none, &A, x, 1, one, b, 1); res = scnrm2_(&m, b, &i_1); resid = res / nrmB; printf("||A||_F = %.1e, ||B||_2 = %.1e, ||B-A*X||_2 = %.1e, " "relres = %.1e\n", nrmA, nrmB, res, resid); if (iter >= maxit) { if (resid >= 1.0) iter = -180; else if (resid > 1e-8) iter = -111; } printf("iteration: %d\nresidual: %.1e\nGMRES time: %.2f seconds.\n", iter, resid, t); /* Scale the solution back if equilibration was performed. */ if (*equed == 'C' || *equed == 'B') for (i = 0; i < n; i++) cs_mult(&x[i], &x[i], C[i]); for (i = 0; i < m; i++) { c_sub(&temp, &x[i], &xact[i]); maxferr = SUPERLU_MAX(maxferr, c_abs1(&temp)); } printf("||X-X_true||_oo = %.1e\n", maxferr); } #ifdef DEBUG printf("%d entries in L and %d entries in U dropped.\n", num_drop_L, num_drop_U); #endif fflush(stdout); if ( options.PrintStat ) StatPrint(&stat); StatFree(&stat); SUPERLU_FREE (rhsb); SUPERLU_FREE (rhsx); SUPERLU_FREE (xact); SUPERLU_FREE (etree); SUPERLU_FREE (perm_r); SUPERLU_FREE (perm_c); SUPERLU_FREE (R); SUPERLU_FREE (C); Destroy_CompCol_Matrix(&A); Destroy_SuperMatrix_Store(&B); Destroy_SuperMatrix_Store(&X); if ( lwork >= 0 ) { Destroy_SuperNode_Matrix(&L); Destroy_CompCol_Matrix(&U); } SUPERLU_FREE(b); SUPERLU_FREE(x); #if ( DEBUGlevel>=1 ) CHECK_MALLOC("Exit main()"); #endif return 0; }