/* -*- c++ -*- (enables emacs c++ mode) */ /*=========================================================================== Copyright (C) 2004-2017 Yves Renard This file is a part of GetFEM++ GetFEM++ 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; either version 3 of the License, or (at your option) any later version along with the GCC Runtime Library Exception either version 3.1 or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License and GCC Runtime Library Exception for more details. You should have received a copy of the GNU Lesser General Public License along with this program; if not, write to the Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA. As a special exception, you may use this file as it is a part of a free software library without restriction. Specifically, if other files instantiate templates or use macros or inline functions from this file, or you compile this file and link it with other files to produce an executable, this file does not by itself cause the resulting executable to be covered by the GNU Lesser General Public License. This exception does not however invalidate any other reasons why the executable file might be covered by the GNU Lesser General Public License. ===========================================================================*/ /**@file gmm_precond_ilutp.h @author Yves Renard @date October 14, 2004. @brief ILUTP: Incomplete LU with threshold and K fill-in Preconditioner and column pivoting. */ #ifndef GMM_PRECOND_ILUTP_H #define GMM_PRECOND_ILUTP_H #include "gmm_precond_ilut.h" namespace gmm { /** ILUTP: Incomplete LU with threshold and K fill-in Preconditioner and column pivoting. See Yousef Saad, Iterative Methods for sparse linear systems, PWS Publishing Company, section 10.4.4 TODO : store the permutation by cycles to avoid the temporary vector */ template class ilutp_precond { public : typedef typename linalg_traits::value_type value_type; typedef wsvector _wsvector; typedef rsvector _rsvector; typedef row_matrix<_rsvector> LU_Matrix; typedef col_matrix<_wsvector> CLU_Matrix; bool invert; LU_Matrix L, U; gmm::unsorted_sub_index indperm; gmm::unsorted_sub_index indperminv; mutable std::vector temporary; protected: size_type K; double eps; template void do_ilutp(const M&, row_major); void do_ilutp(const Matrix&, col_major); public: void build_with(const Matrix& A, int k_ = -1, double eps_ = double(-1)) { if (k_ >= 0) K = k_; if (eps_ >= double(0)) eps = eps_; invert = false; gmm::resize(L, mat_nrows(A), mat_ncols(A)); gmm::resize(U, mat_nrows(A), mat_ncols(A)); do_ilutp(A, typename principal_orientation_type::sub_orientation>::potype()); } ilutp_precond(const Matrix& A, size_type k_, double eps_) : L(mat_nrows(A), mat_ncols(A)), U(mat_nrows(A), mat_ncols(A)), K(k_), eps(eps_) { build_with(A); } ilutp_precond(int k_, double eps_) : K(k_), eps(eps_) {} ilutp_precond(void) { K = 10; eps = 1E-7; } size_type memsize() const { return sizeof(*this) + (nnz(U)+nnz(L))*sizeof(value_type); } }; template template void ilutp_precond::do_ilutp(const M& A, row_major) { typedef value_type T; typedef typename number_traits::magnitude_type R; size_type n = mat_nrows(A); CLU_Matrix CU(n,n); if (n == 0) return; std::vector indiag(n); temporary.resize(n); std::vector ipvt(n), ipvtinv(n); for (size_type i = 0; i < n; ++i) ipvt[i] = ipvtinv[i] = i; indperm = unsorted_sub_index(ipvt); indperminv = unsorted_sub_index(ipvtinv); _wsvector w(mat_ncols(A)); _rsvector ww(mat_ncols(A)); T tmp = T(0); gmm::clear(L); gmm::clear(U); R prec = default_tol(R()); R max_pivot = gmm::abs(A(0,0)) * prec; for (size_type i = 0; i < n; ++i) { copy(sub_vector(mat_const_row(A, i), indperm), w); double norm_row = gmm::vect_norm2(mat_const_row(A, i)); typename _wsvector::iterator wkold = w.end(); for (typename _wsvector::iterator wk = w.begin(); wk != w.end() && wk->first < i; ) { size_type k = wk->first; tmp = (wk->second) * indiag[k]; if (gmm::abs(tmp) < eps * norm_row) w.erase(k); else { wk->second += tmp; gmm::add(scaled(mat_row(U, k), -tmp), w); } if (wkold == w.end()) wk = w.begin(); else { wk = wkold; ++wk; } if (wk != w.end() && wk->first == k) { if (wkold == w.end()) wkold = w.begin(); else ++wkold; ++wk; } } gmm::clean(w, eps * norm_row); gmm::copy(w, ww); std::sort(ww.begin(), ww.end(), elt_rsvector_value_less_()); typename _rsvector::const_iterator wit = ww.begin(), wite = ww.end(); size_type ip = size_type(-1); for (; wit != wite; ++wit) if (wit->c >= i) { ip = wit->c; tmp = wit->e; break; } if (ip == size_type(-1) || gmm::abs(tmp) <= max_pivot) { GMM_WARNING2("pivot " << i << " too small"); ip=i; ww[i]=tmp=T(1); } max_pivot = std::max(max_pivot, std::min(gmm::abs(tmp) * prec, R(1))); indiag[i] = T(1) / tmp; wit = ww.begin(); size_type nnl = 0, nnu = 0; L[i].base_resize(K); U[i].base_resize(K+1); typename _rsvector::iterator witL = L[i].begin(), witU = U[i].begin(); for (; wit != wite; ++wit) { if (wit->c < i) { if (nnl < K) { *witL++ = *wit; ++nnl; } } else if (nnu < K || wit->c == i) { CU(i, wit->c) = wit->e; *witU++ = *wit; ++nnu; } } L[i].base_resize(nnl); U[i].base_resize(nnu); std::sort(L[i].begin(), L[i].end()); std::sort(U[i].begin(), U[i].end()); if (ip != i) { typename _wsvector::const_iterator iti = CU.col(i).begin(); typename _wsvector::const_iterator itie = CU.col(i).end(); typename _wsvector::const_iterator itp = CU.col(ip).begin(); typename _wsvector::const_iterator itpe = CU.col(ip).end(); while (iti != itie && itp != itpe) { if (iti->first < itp->first) { U.row(iti->first).swap_indices(i, ip); ++iti; } else if (iti->first > itp->first) { U.row(itp->first).swap_indices(i,ip);++itp; } else { U.row(iti->first).swap_indices(i, ip); ++iti; ++itp; } } for( ; iti != itie; ++iti) U.row(iti->first).swap_indices(i, ip); for( ; itp != itpe; ++itp) U.row(itp->first).swap_indices(i, ip); CU.swap_col(i, ip); indperm.swap(i, ip); indperminv.swap(ipvt[i], ipvt[ip]); std::swap(ipvtinv[ipvt[i]], ipvtinv[ipvt[ip]]); std::swap(ipvt[i], ipvt[ip]); } } } template void ilutp_precond::do_ilutp(const Matrix& A, col_major) { do_ilutp(gmm::transposed(A), row_major()); invert = true; } template inline void mult(const ilutp_precond& P, const V1 &v1, V2 &v2) { if (P.invert) { gmm::copy(gmm::sub_vector(v1, P.indperm), v2); gmm::lower_tri_solve(gmm::transposed(P.U), v2, false); gmm::upper_tri_solve(gmm::transposed(P.L), v2, true); } else { gmm::copy(v1, P.temporary); gmm::lower_tri_solve(P.L, P.temporary, true); gmm::upper_tri_solve(P.U, P.temporary, false); gmm::copy(gmm::sub_vector(P.temporary, P.indperminv), v2); } } template inline void transposed_mult(const ilutp_precond& P,const V1 &v1,V2 &v2) { if (P.invert) { gmm::copy(v1, P.temporary); gmm::lower_tri_solve(P.L, P.temporary, true); gmm::upper_tri_solve(P.U, P.temporary, false); gmm::copy(gmm::sub_vector(P.temporary, P.indperminv), v2); } else { gmm::copy(gmm::sub_vector(v1, P.indperm), v2); gmm::lower_tri_solve(gmm::transposed(P.U), v2, false); gmm::upper_tri_solve(gmm::transposed(P.L), v2, true); } } template inline void left_mult(const ilutp_precond& P, const V1 &v1, V2 &v2) { if (P.invert) { gmm::copy(gmm::sub_vector(v1, P.indperm), v2); gmm::lower_tri_solve(gmm::transposed(P.U), v2, false); } else { copy(v1, v2); gmm::lower_tri_solve(P.L, v2, true); } } template inline void right_mult(const ilutp_precond& P, const V1 &v1, V2 &v2) { if (P.invert) { copy(v1, v2); gmm::upper_tri_solve(gmm::transposed(P.L), v2, true); } else { copy(v1, P.temporary); gmm::upper_tri_solve(P.U, P.temporary, false); gmm::copy(gmm::sub_vector(P.temporary, P.indperminv), v2); } } template inline void transposed_left_mult(const ilutp_precond& P, const V1 &v1, V2 &v2) { if (P.invert) { copy(v1, P.temporary); gmm::upper_tri_solve(P.U, P.temporary, false); gmm::copy(gmm::sub_vector(P.temporary, P.indperminv), v2); } else { copy(v1, v2); gmm::upper_tri_solve(gmm::transposed(P.L), v2, true); } } template inline void transposed_right_mult(const ilutp_precond& P, const V1 &v1, V2 &v2) { if (P.invert) { copy(v1, v2); gmm::lower_tri_solve(P.L, v2, true); } else { gmm::copy(gmm::sub_vector(v1, P.indperm), v2); gmm::lower_tri_solve(gmm::transposed(P.U), v2, false); } } } #endif