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metaforce/gmm/gmm_precond_ilu.h

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/* -*- c++ -*- (enables emacs c++ mode) */
/*===========================================================================
Copyright (C) 2002-2017 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.
===========================================================================*/
// This file is a modified version of ilu.h from ITL.
// See http://osl.iu.edu/research/itl/
// Following the corresponding Copyright notice.
//===========================================================================
//
// Copyright (c) 1998-2001, University of Notre Dame. All rights reserved.
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
//
// * Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
// * Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
// * Neither the name of the University of Notre Dame nor the
// names of its contributors may be used to endorse or promote products
// derived from this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY THE TRUSTEES OF INDIANA UNIVERSITY AND
// CONTRIBUTORS ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING,
// BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
// FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE TRUSTEES
// OF INDIANA UNIVERSITY AND CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
// INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT
// NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
// DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
// THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
// (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF
// THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
//===========================================================================
/**@file gmm_precond_ilu.h
@author Andrew Lumsdaine <lums@osl.iu.edu>
@author Lie-Quan Lee <llee@osl.iu.edu>
@author Yves Renard <yves.renard@insa-lyon.fr>
@date June 5, 2003.
@brief Incomplete LU without fill-in Preconditioner.
*/
#ifndef GMM_PRECOND_ILU_H
#define GMM_PRECOND_ILU_H
//
// Notes: The idea under a concrete Preconditioner such
// as Incomplete LU is to create a Preconditioner
// object to use in iterative methods.
//
#include "gmm_precond.h"
namespace gmm {
/** Incomplete LU without fill-in Preconditioner. */
template <typename Matrix>
class ilu_precond {
public :
typedef typename linalg_traits<Matrix>::value_type value_type;
typedef csr_matrix_ref<value_type *, size_type *, size_type *, 0> tm_type;
tm_type U, L;
bool invert;
protected :
std::vector<value_type> L_val, U_val;
std::vector<size_type> L_ind, U_ind, L_ptr, U_ptr;
template<typename M> void do_ilu(const M& A, row_major);
void do_ilu(const Matrix& A, col_major);
public:
size_type nrows(void) const { return mat_nrows(L); }
size_type ncols(void) const { return mat_ncols(U); }
void build_with(const Matrix& A) {
invert = false;
L_ptr.resize(mat_nrows(A)+1);
U_ptr.resize(mat_nrows(A)+1);
do_ilu(A, typename principal_orientation_type<typename
linalg_traits<Matrix>::sub_orientation>::potype());
}
ilu_precond(const Matrix& A) { build_with(A); }
ilu_precond(void) {}
size_type memsize() const {
return sizeof(*this) +
(L_val.size()+U_val.size()) * sizeof(value_type) +
(L_ind.size()+L_ptr.size()) * sizeof(size_type) +
(U_ind.size()+U_ptr.size()) * sizeof(size_type);
}
};
template <typename Matrix> template <typename M>
void ilu_precond<Matrix>::do_ilu(const M& A, row_major) {
typedef typename linalg_traits<Matrix>::storage_type store_type;
typedef value_type T;
typedef typename number_traits<T>::magnitude_type R;
size_type L_loc = 0, U_loc = 0, n = mat_nrows(A), i, j, k;
if (n == 0) return;
L_ptr[0] = 0; U_ptr[0] = 0;
R prec = default_tol(R());
R max_pivot = gmm::abs(A(0,0)) * prec;
for (int count = 0; count < 2; ++count) {
if (count) {
L_val.resize(L_loc); L_ind.resize(L_loc);
U_val.resize(U_loc); U_ind.resize(U_loc);
}
L_loc = U_loc = 0;
for (i = 0; i < n; ++i) {
typedef typename linalg_traits<M>::const_sub_row_type row_type;
row_type row = mat_const_row(A, i);
typename linalg_traits<typename org_type<row_type>::t>::const_iterator
it = vect_const_begin(row), ite = vect_const_end(row);
if (count) { U_val[U_loc] = T(0); U_ind[U_loc] = i; }
++U_loc; // diagonal element
for (k = 0; it != ite && k < 1000; ++it, ++k) {
// if a plain row is present, retains only the 1000 firsts
// nonzero elements. ---> a sort should be done.
j = index_of_it(it, k, store_type());
if (j < i) {
if (count) { L_val[L_loc] = *it; L_ind[L_loc] = j; }
L_loc++;
}
else if (i == j) {
if (count) U_val[U_loc-1] = *it;
}
else {
if (count) { U_val[U_loc] = *it; U_ind[U_loc] = j; }
U_loc++;
}
}
L_ptr[i+1] = L_loc; U_ptr[i+1] = U_loc;
}
}
if (A(0,0) == T(0)) {
U_val[U_ptr[0]] = T(1);
GMM_WARNING2("pivot 0 is too small");
}
size_type qn, pn, rn;
for (i = 1; i < n; i++) {
pn = U_ptr[i];
if (gmm::abs(U_val[pn]) <= max_pivot) {
U_val[pn] = T(1);
GMM_WARNING2("pivot " << i << " is too small");
}
max_pivot = std::max(max_pivot,
std::min(gmm::abs(U_val[pn]) * prec, R(1)));
for (j = L_ptr[i]; j < L_ptr[i+1]; j++) {
pn = U_ptr[L_ind[j]];
T multiplier = (L_val[j] /= U_val[pn]);
qn = j + 1;
rn = U_ptr[i];
for (pn++; pn < U_ptr[L_ind[j]+1] && U_ind[pn] < i; pn++) {
while (qn < L_ptr[i+1] && L_ind[qn] < U_ind[pn])
qn++;
if (qn < L_ptr[i+1] && U_ind[pn] == L_ind[qn])
L_val[qn] -= multiplier * U_val[pn];
}
for (; pn < U_ptr[L_ind[j]+1]; pn++) {
while (rn < U_ptr[i+1] && U_ind[rn] < U_ind[pn])
rn++;
if (rn < U_ptr[i+1] && U_ind[pn] == U_ind[rn])
U_val[rn] -= multiplier * U_val[pn];
}
}
}
L = tm_type(&(L_val[0]), &(L_ind[0]), &(L_ptr[0]), n, mat_ncols(A));
U = tm_type(&(U_val[0]), &(U_ind[0]), &(U_ptr[0]), n, mat_ncols(A));
}
template <typename Matrix>
void ilu_precond<Matrix>::do_ilu(const Matrix& A, col_major) {
do_ilu(gmm::transposed(A), row_major());
invert = true;
}
template <typename Matrix, typename V1, typename V2> inline
void mult(const ilu_precond<Matrix>& P, const V1 &v1, V2 &v2) {
gmm::copy(v1, v2);
if (P.invert) {
gmm::lower_tri_solve(gmm::transposed(P.U), v2, false);
gmm::upper_tri_solve(gmm::transposed(P.L), v2, true);
}
else {
gmm::lower_tri_solve(P.L, v2, true);
gmm::upper_tri_solve(P.U, v2, false);
}
}
template <typename Matrix, typename V1, typename V2> inline
void transposed_mult(const ilu_precond<Matrix>& P,const V1 &v1,V2 &v2) {
gmm::copy(v1, v2);
if (P.invert) {
gmm::lower_tri_solve(P.L, v2, true);
gmm::upper_tri_solve(P.U, v2, false);
}
else {
gmm::lower_tri_solve(gmm::transposed(P.U), v2, false);
gmm::upper_tri_solve(gmm::transposed(P.L), v2, true);
}
}
template <typename Matrix, typename V1, typename V2> inline
void left_mult(const ilu_precond<Matrix>& P, const V1 &v1, V2 &v2) {
copy(v1, v2);
if (P.invert) gmm::lower_tri_solve(gmm::transposed(P.U), v2, false);
else gmm::lower_tri_solve(P.L, v2, true);
}
template <typename Matrix, typename V1, typename V2> inline
void right_mult(const ilu_precond<Matrix>& P, const V1 &v1, V2 &v2) {
copy(v1, v2);
if (P.invert) gmm::upper_tri_solve(gmm::transposed(P.L), v2, true);
else gmm::upper_tri_solve(P.U, v2, false);
}
template <typename Matrix, typename V1, typename V2> inline
void transposed_left_mult(const ilu_precond<Matrix>& P, const V1 &v1,
V2 &v2) {
copy(v1, v2);
if (P.invert) gmm::upper_tri_solve(P.U, v2, false);
else gmm::upper_tri_solve(gmm::transposed(P.L), v2, true);
}
template <typename Matrix, typename V1, typename V2> inline
void transposed_right_mult(const ilu_precond<Matrix>& P, const V1 &v1,
V2 &v2) {
copy(v1, v2);
if (P.invert) gmm::lower_tri_solve(P.L, v2, true);
else gmm::lower_tri_solve(gmm::transposed(P.U), v2, false);
}
}
#endif
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