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DCLN cooking and various bug fixes
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Jack Andersen
149
gmm/gmm_precond_mr_approx_inverse.h
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149
gmm/gmm_precond_mr_approx_inverse.h
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/* -*- c++ -*- (enables emacs c++ mode) */
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/*===========================================================================
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Copyright (C) 2002-2017 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 approximate_inverse.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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/**@file gmm_precond_mr_approx_inverse.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 Approximate inverse via MR iteration.
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*/
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#ifndef GMM_PRECOND_MR_APPROX_INVERSE_H
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#define GMM_PRECOND_MR_APPROX_INVERSE_H
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#include "gmm_precond.h"
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namespace gmm {
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/** Approximate inverse via MR iteration (see P301 of Saad book).
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*/
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template <typename Matrix>
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struct mr_approx_inverse_precond {
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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 typename principal_orientation_type<typename
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linalg_traits<Matrix>::sub_orientation>::potype sub_orientation;
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typedef wsvector<value_type> VVector;
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typedef col_matrix<VVector> MMatrix;
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MMatrix M;
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size_type nb_it;
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magnitude_type threshold;
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void build_with(const Matrix& A);
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mr_approx_inverse_precond(const Matrix& A, size_type nb_it_,
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magnitude_type threshold_)
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: M(mat_nrows(A), mat_ncols(A))
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{ threshold = threshold_; nb_it = nb_it_; build_with(A); }
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mr_approx_inverse_precond(void)
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{ threshold = magnitude_type(1E-7); nb_it = 5; }
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mr_approx_inverse_precond(size_type nb_it_, magnitude_type threshold_)
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{ threshold = threshold_; nb_it = nb_it_; }
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const MMatrix &approx_inverse(void) const { return M; }
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};
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template <typename Matrix, typename V1, typename V2> inline
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void mult(const mr_approx_inverse_precond<Matrix>& P, const V1 &v1, V2 &v2)
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{ mult(P.M, v1, v2); }
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template <typename Matrix, typename V1, typename V2> inline
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void transposed_mult(const mr_approx_inverse_precond<Matrix>& P,
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const V1 &v1,V2 &v2)
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{ mult(gmm::conjugated(P.M), v1, v2); }
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template <typename Matrix>
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void mr_approx_inverse_precond<Matrix>::build_with(const Matrix& A) {
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gmm::resize(M, mat_nrows(A), mat_ncols(A));
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typedef value_type T;
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typedef magnitude_type R;
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VVector m(mat_ncols(A)),r(mat_ncols(A)),ei(mat_ncols(A)),Ar(mat_ncols(A));
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T alpha = mat_trace(A)/ mat_euclidean_norm_sqr(A);
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if (alpha == T(0)) alpha = T(1);
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for (size_type i = 0; i < mat_nrows(A); ++i) {
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gmm::clear(m); gmm::clear(ei);
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m[i] = alpha;
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ei[i] = T(1);
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for (size_type j = 0; j < nb_it; ++j) {
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gmm::mult(A, gmm::scaled(m, T(-1)), r);
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gmm::add(ei, r);
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gmm::mult(A, r, Ar);
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T nAr = vect_sp(Ar,Ar);
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if (gmm::abs(nAr) > R(0)) {
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gmm::add(gmm::scaled(r, gmm::safe_divide(vect_sp(r, Ar), vect_sp(Ar, Ar))), m);
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gmm::clean(m, threshold * gmm::vect_norm2(m));
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} else gmm::clear(m);
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}
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if (gmm::vect_norm2(m) == R(0)) m[i] = alpha;
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gmm::copy(m, M.col(i));
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}
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}
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}
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#endif
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