! File: psb_dbgmres.f90 ! ! Subroutine: psb_dbgmres ! This subroutine implements the BGMRES method with right preconditioning. ! ! Arguments: ! ! a - type(psb_dspmat_type) Input: sparse matrix containing A. ! prec - class(psb_dprec_type) Input: preconditioner ! b - real,dimension(:,:) Input: vector containing the ! right hand side B ! x - real,dimension(:,:) Input/Output: vector containing the ! initial guess and final solution X. ! eps - real Input: Stopping tolerance; the iteration is ! stopped when the error estimate |err| <= eps ! desc_a - type(psb_desc_type). Input: The communication descriptor. ! info - integer. Output: Return code ! ! itmax - integer(optional) Input: maximum number of iterations to be ! performed. ! ! iter - integer(optional) Output: how many iterations have been ! performed. ! performed. ! err - real (optional) Output: error estimate on exit. If the ! denominator of the estimate is exactly ! 0, it is changed into 1. ! itrace - integer(optional) Input: print an informational message ! with the error estimate every itrace ! iterations ! istop - integer(optional) Input: stopping criterion, or how ! to estimate the error. ! 1: err = |r|/(|a||x|+|b|); here the iteration is ! stopped when |r| <= eps * (|a||x|+|b|) ! 2: err = |r|/|b|; here the iteration is ! stopped when |r| <= eps * |b| ! where r is the (preconditioned, recursive ! estimate of) residual. ! subroutine psb_dbgmres_multivect(a, prec, b, x, eps, desc_a, info, itmax, iter, err, itrace, istop) use psb_base_mod use psb_prec_mod use psb_d_krylov_conv_mod use psb_krylov_mod implicit none type(psb_dspmat_type), intent(in) :: a type(psb_desc_type), intent(in) :: desc_a class(psb_dprec_type), intent(inout) :: prec type(psb_d_multivect_type), intent(inout) :: b type(psb_d_multivect_type), intent(inout) :: x real(psb_dpk_), intent(in) :: eps integer(psb_ipk_), intent(out) :: info integer(psb_ipk_), optional, intent(in) :: itmax, itrace, istop integer(psb_ipk_), optional, intent(out) :: iter real(psb_dpk_), optional, intent(out) :: err real(psb_dpk_), allocatable :: aux(:), h(:,:), beta(:,:), y(:,:) type(psb_d_multivect_type), allocatable :: v(:) type(psb_d_multivect_type) :: w, r0, rm, temp integer(psb_ipk_) :: naux, itrace_, n_row, n_col, nrhs, nrep integer(psb_lpk_) :: mglob, n_add, ncv integer(psb_ipk_) :: i, j, istop_, err_act, idx_i, idx_j, idx integer(psb_ipk_) :: debug_level, debug_unit type(psb_ctxt_type) :: ctxt integer(psb_ipk_) :: np, me, itx real(psb_dpk_), allocatable :: r0n2(:), rmn2(:) real(psb_dpk_) :: errnum, errden real(psb_dpk_) :: deps, derr character(len=20) :: name character(len=*), parameter :: methdname='BGMRES' info = psb_success_ name = 'psb_dbgmres' call psb_erractionsave(err_act) debug_unit = psb_get_debug_unit() debug_level = psb_get_debug_level() ctxt = desc_a%get_context() call psb_info(ctxt, me, np) if (debug_level >= psb_debug_ext_) & & write(debug_unit,*) me,' ',trim(name),': from psb_info',np if (.not.allocated(b%v)) then info = psb_err_invalid_vect_state_ call psb_errpush(info,name) goto 9999 endif if (.not.allocated(x%v)) then info = psb_err_invalid_vect_state_ call psb_errpush(info,name) goto 9999 endif mglob = desc_a%get_global_rows() n_row = desc_a%get_local_rows() n_col = desc_a%get_local_cols() if (present(istop)) then istop_ = istop else istop_ = 1 endif if (istop_ /= 1) then info=psb_err_invalid_istop_ err=info call psb_errpush(info,name,i_err=(/istop_/)) goto 9999 endif if (present(itmax)) then nrep = itmax else nrep = 10 endif if (present(itrace)) then itrace_ = itrace else itrace_ = 0 end if ncv = x%get_ncols() call psb_chkvect(mglob,ncv,x%get_nrows(),lone,lone,desc_a,info) if(info /= psb_success_) then info=psb_err_from_subroutine_ call psb_errpush(info,name,a_err='psb_chkvect on X') goto 9999 end if ncv = b%get_ncols() call psb_chkvect(mglob,ncv,b%get_nrows(),lone,lone,desc_a,info) if(info /= psb_success_) then info=psb_err_from_subroutine_ call psb_errpush(info,name,a_err='psb_chkvect on B') goto 9999 end if naux = 4*n_col nrhs = x%get_ncols() allocate(aux(naux),h((nrep+1)*nrhs,nrep*nrhs),y(nrep*nrhs,nrhs),r0n2(nrhs),rmn2(nrhs),stat=info) if (info == psb_success_) call psb_geall(v,desc_a,info,m=nrep+1,n=nrhs) if (info == psb_success_) call psb_geall(w,desc_a,info,n=nrhs) if (info == psb_success_) call psb_geall(r0,desc_a,info,n=nrhs) if (info == psb_success_) call psb_geall(rm,desc_a,info,n=nrhs) if (info == psb_success_) call psb_geall(temp,desc_a,info,n=nrhs) if (info == psb_success_) call psb_geasb(v,desc_a,info,mold=x%v,n=nrhs) if (info == psb_success_) call psb_geasb(w,desc_a,info,mold=x%v,n=nrhs) if (info == psb_success_) call psb_geasb(r0,desc_a,info,mold=x%v,n=nrhs) if (info == psb_success_) call psb_geasb(rm,desc_a,info,mold=x%v,n=nrhs) if (info == psb_success_) call psb_geasb(temp,desc_a,info,mold=x%v,n=nrhs) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if if (debug_level >= psb_debug_ext_) & & write(debug_unit,*) me,' ',trim(name),& & ' Size of V,W ',v(1)%get_nrows(),size(v),& & w%get_nrows() ! Compute norm2 of R(0) if (istop_ == 1) then call psb_geaxpby(done,b,dzero,r0,desc_a,info) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if call psb_spmm(-done,a,x,done,r0,desc_a,info,work=aux) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if r0n2 = psb_genrm2(r0,desc_a,info) endif if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if h = dzero y = dzero deps = eps itx = 0 n_add = nrhs-1 if ((itrace_ > 0).and.(me == psb_root_)) call log_header(methdname) ! BGMRES algorithm ! STEP 1: Compute R(0) = B - A*X(0) ! Store B in V(1) call psb_geaxpby(done,b,dzero,v(1),desc_a,info) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if ! Store R(0) in V(1) call psb_spmm(-done,a,x,done,v(1),desc_a,info,work=aux) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if ! STEP 2: Compute QR_fact(R(0)) beta = qr_fact(v(1)) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if ! STEP 3: Outer loop outer: do j=1,nrep ! Update itx counter itx = itx + 1 ! Compute j index for H operations idx_j = (j-1)*nrhs+1 ! STEP 4: Compute W = AV(j) call psb_spmm(done,a,v(j),dzero,w,desc_a,info,work=aux) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if ! STEP 5: Inner loop inner: do i=1,j ! Compute i index for H operations idx_i = (i-1)*nrhs+1 ! STEP 6: Compute H(i,j) = (V(i)**T)*W h(idx_i:idx_i+n_add,idx_j:idx_j+n_add) = psb_gedot(v(i),w,desc_a,info) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if ! STEP 7: Compute W = W - V(i)*H(i,j) ! Compute temp product V(i)*H(i,j) call mv_prod(v(i)%get_vect(),h(idx_i:idx_i+n_add,idx_j:idx_j+n_add)) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if ! Compute W call psb_geaxpby(-done,temp,done,w,desc_a,info) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if end do inner ! STEP 8: Compute QR_fact(W) ! Store R in H(j+1,j) h(idx_j+nrhs:idx_j+nrhs+n_add,idx_j:idx_j+n_add) = qr_fact(w) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if ! Store Q in V(j+1) call psb_geaxpby(done,w,dzero,v(j+1),desc_a,info) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if ! STEP 9: Compute Y(j) rmn2 = frobenius_norm_min(j) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if ! Compute residues if (istop_ == 1) then errnum = sum(rmn2)/size(rmn2) errden = sum(r0n2)/size(r0n2) end if ! Check convergence if (errnum <= eps*errden) then exit outer end if ! Log update if (itrace_ > 0) call log_conv(methdname,me,itx,ione,errnum,errden,deps) end do outer ! STEP 10: X(m) = X(0) + VT(m)*Y(m) do i=1,j ! Compute index for Y products idx = (i-1)*nrhs+1 ! Compute temp product V(i)*Y(i) call mv_prod(v(i)%get_vect(),y(idx:idx+n_add,:)) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if ! Add temp to X(m) call psb_geaxpby(done,temp,done,x,desc_a,info) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if end do ! END algorithm if (itrace_ > 0) call log_conv(methdname,me,itx,ione,errnum,errden,deps) call log_end(methdname,me,itx,itrace_,errnum,errden,deps,err=derr,iter=iter) if (present(err)) err = derr if (info == psb_success_) call psb_gefree(v,desc_a,info) if (info == psb_success_) call psb_gefree(w,desc_a,info) if (info == psb_success_) call psb_gefree(r0,desc_a,info) if (info == psb_success_) call psb_gefree(rm,desc_a,info) if (info == psb_success_) deallocate(aux,h,y,r0n2,rmn2,stat=info) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if call psb_erractionrestore(err_act) return 9999 call psb_error_handler(err_act) return contains ! QR factorization function qr_fact(mv) result(res) implicit none ! I/O parameters type(psb_d_multivect_type), intent(inout) :: mv real(psb_dpk_), allocatable :: res(:,:) ! Utils real(psb_dpk_), allocatable :: vec(:,:) real(psb_dpk_), allocatable :: tau(:), work(:) integer(psb_ipk_) :: ii, jj, m, lda, lwork ! Allocate output allocate(res(nrhs,nrhs)) ! Gather multivector to factorize call psb_gather(vec,mv,desc_a,info,root=psb_root_) ! If root if (me == psb_root_) then ! Initialize params m = size(vec,1) lda = m lwork = nrhs allocate(tau(nrhs),work(lwork)) ! Perform QR factorization call dgeqrf(m,nrhs,vec,lda,tau,work,lwork,info) ! Set R res = vec(1:nrhs,1:nrhs) do ii = 2, nrhs do jj = 1, ii-1 res(ii,jj) = dzero enddo enddo ! Generate Q matrix call dorgqr(m,nrhs,nrhs,vec,lda,tau,work,lwork,info) ! Deallocate deallocate(tau,work) end if ! Share R call psb_bcast(ctxt,res) ! Scatter Q call psb_scatter(vec,mv,desc_a,info,root=psb_root_,mold=mv%v) end function qr_fact ! Multivectors product subroutine mv_prod(x_mv,y_mv) implicit none ! I/O parameters real(psb_dpk_), intent(in) :: x_mv(:,:), y_mv(:,:) ! Utils real(psb_dpk_), allocatable :: res(:,:) integer(psb_ipk_) :: lda, ldb ! Initialize params lda = size(x_mv,1) ldb = size(y_mv,2) allocate(res(lda,ldb)) res = dzero ! Compute product if (n_row > 0) then call dgemm('N','N',n_row,nrhs,nrhs,done,x_mv,lda,y_mv,ldb,dzero,res,lda) end if ! Set temp multivector call temp%set(res) ! Deallocate deallocate(res) end subroutine mv_prod ! Minimize Frobenius norm function frobenius_norm_min(rep) result(res) implicit none ! I/O parameters real(psb_dpk_), allocatable :: res(:) integer(psb_ipk_), intent(in) :: rep ! Utils integer(psb_ipk_) :: lwork, m_h, n_h, mn real(psb_dpk_), allocatable :: work(:), beta_e1(:,:), h_temp(:,:) ! Initialize params m_h = (rep+1)*nrhs n_h = rep*nrhs h_temp = h(1:m_h,1:n_h) mn = min(m_h,n_h) lwork = max(1,mn+max(mn,nrhs)) allocate(work(lwork),beta_e1(m_h,nrhs),res(nrhs)) ! Compute E1*beta beta_e1 = dzero beta_e1(1:nrhs,1:nrhs) = beta ! Compute min Frobenius norm call dgels('N',m_h,n_h,nrhs,h_temp,m_h,beta_e1,m_h,work,lwork,info) ! Set solution y = beta_e1(1:n_h,1:nrhs) ! Set residues res = sum(beta_e1(n_h+1:m_h,:)**2,dim=1) ! Deallocate deallocate(work,h_temp,beta_e1) end function frobenius_norm_min end subroutine psb_dbgmres_multivect