! 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 ! itrs - integer(optional) Input: iteration number parameter ! 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, itrs, 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, itrs, istop integer(psb_ipk_), optional, intent(out) :: iter real(psb_dpk_), optional, intent(out) :: err real(psb_dpk_), allocatable :: aux(:), h(:,:), vt(:,:), beta(:,:), y(:,:) type(psb_d_multivect_type), allocatable :: v(:) type(psb_d_multivect_type) :: w, r0, rm real(psb_dpk_) :: t1, t2 real(psb_dpk_) :: rti, rti1 integer(psb_ipk_) :: litmax, naux, itrace_, n_row, n_col, nrhs, nrep integer(psb_lpk_) :: mglob, n_add, ncv integer(psb_ipk_) :: i, j, k, col, 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_), allocatable :: 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 litmax = itmax else litmax = 1000 endif if (present(itrace)) then itrace_ = itrace else itrace_ = 0 end if if (present(itrs)) then nrep = itrs if (debug_level >= psb_debug_ext_) & & write(debug_unit,*) me,' ',trim(name),& & ' present: itrs: ',itrs,nrep else nrep = 10 if (debug_level >= psb_debug_ext_) & & write(debug_unit,*) me,' ',trim(name),& & ' not present: itrs: ',itrs,nrep endif if (nrep <=0 ) then info=psb_err_invalid_irst_ err=info call psb_errpush(info,name,i_err=(/nrep/)) goto 9999 endif 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),& & vt(n_row,(nrep+1)*nrhs),r0n2(nrhs),rmn2(nrhs),& & errnum(nrhs),errden(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_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_) 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 errnum = dzero errden = done 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 = psb_geqrfact(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 ! Add V(1) to VT vt(:,1:nrhs) = v(1)%get_vect() ! STEP 3: Outer loop outer: do j=1,nrep ! Update itx counter itx = itx + 1 if (itx >= litmax) exit outer ! 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) call psb_geaxpby(-done,& & psb_geprod(v(i),h(idx_i:idx_i+n_add,idx_j:idx_j+n_add),desc_a,info,global=.false.),& & 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) = psb_geqrfact(w,desc_a,info) 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 ! Add V(j+1) to VT idx = j*nrhs+1 vt(:,idx:idx+n_add) = v(j+1)%get_vect() ! STEP 9: Compute Y(j) call 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 ! Copy R(0) in R(j) call psb_geaxpby(done,r0,dzero,rm,desc_a,info) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if ! Compute R(j) = R(0) - VT(j+1)*H(j)*Y(j) call psb_geaxpby(-done,psb_geprod(psb_geprod(vt(:,1:(j+1)*nrhs),h(1:(j+1)*nrhs,1:j*nrhs),& & desc_a,info,global=.false.),& & y(1:j*nrhs,1:nrhs),desc_a,info,global=.false.),done,rm,desc_a,info) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if ! Compute nrm2 of each column of R(j) rmn2 = psb_genrm2(rm,desc_a,info) if (info /= psb_success_) then info=psb_err_from_subroutine_non_ call psb_errpush(info,name) goto 9999 end if ! Set error num and den errnum = rmn2 errden = r0n2 ! do col=1,nrhs ! write(*,*) rmn2(col), r0n2(col) ! end do end if ! Check convergence (max o media) if (maxval(errnum).le.(eps*maxval(errden))) then ! Exit algorithm exit outer end if ! Log update if (itrace_ > 0) call log_conv(methdname,me,itx,ione,maxval(errnum),maxval(errden),deps) end do outer ! STEP 10: X(m) = X(0) + VT(m)*Y(m) call psb_geaxpby(done,psb_geprod(vt(:,1:j*nrhs),y(1:j*nrhs,:),desc_a,info,global=.false.),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 algorithm if (itrace_ > 0) call log_conv(methdname,me,itx,ione,maxval(errnum),maxval(errden),deps) call log_end(methdname,me,itx,itrace_,maxval(errnum),maxval(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,vt,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 ! Minimize Frobenius norm subroutine frobenius_norm_min(rep) implicit none integer(psb_ipk_), intent(in) :: rep integer(psb_ipk_) :: lwork real(psb_dpk_), allocatable :: work(:), beta_e1(:,:) real(psb_dpk_), allocatable :: h_temp(:,:) integer(psb_ipk_) :: m_h, n_h, mn ! Initialize params h_temp = h m_h = (rep+1)*nrhs n_h = rep*nrhs mn = min(m_h,n_h) lwork = max(1,mn+max(mn,nrhs)) allocate(work(lwork)) ! Compute E1*beta allocate(beta_e1(m_h,nrhs)) beta_e1 = dzero beta_e1(1:nrhs,1:nrhs) = beta ! Compute min Frobenius norm call dgels('N',m_h,n_h,nrhs,h_temp(1:m_h,1:n_h),m_h,beta_e1,m_h,work,lwork,info) ! Set solution y = beta_e1(1:n_h,1:nrhs) ! Deallocate deallocate(work,h_temp,beta_e1) return end subroutine frobenius_norm_min end subroutine psb_dbgmres_multivect