BelosSimpleOrthoManager.hpp

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#ifndef __Belos_SimpleOrthoManager_hpp
#define __Belos_SimpleOrthoManager_hpp

#include <BelosConfigDefs.hpp>
#include <BelosMultiVecTraits.hpp>
#include <BelosOrthoManager.hpp>
#include <BelosOutputManager.hpp>
#include <Teuchos_ParameterList.hpp>
#include <Teuchos_ParameterListAcceptorDefaultBase.hpp>
#include <Teuchos_StandardCatchMacros.hpp>
#include <Teuchos_TimeMonitor.hpp>

namespace Belos {

  template<class Scalar, class MV>
  class SimpleOrthoManager :
    public OrthoManager<Scalar, MV>,
    public Teuchos::ParameterListAcceptorDefaultBase
  {
  public:
    typedef Scalar scalar_type;
    typedef typename Teuchos::ScalarTraits<Scalar>::magnitudeType magnitude_type;
    typedef Teuchos::SerialDenseMatrix<int, Scalar> mat_type;
    typedef Teuchos::RCP<Teuchos::SerialDenseMatrix<int, Scalar> > mat_ptr;

  private:
    typedef MultiVecTraits<Scalar, MV> MVT;
    typedef Teuchos::ScalarTraits<Scalar> STS;
    typedef Teuchos::ScalarTraits<magnitude_type> STM;

    std::string label_;
    Teuchos::RCP<OutputManager<Scalar> > outMan_;
    bool reorthogonalize_;
    bool useMgs_;
    mutable Teuchos::RCP<Teuchos::ParameterList> defaultParams_;

#ifdef BELOS_TEUCHOS_TIME_MONITOR

    Teuchos::RCP<Teuchos::Time> timerOrtho_;
    Teuchos::RCP<Teuchos::Time> timerProject_;
    Teuchos::RCP<Teuchos::Time> timerNormalize_;

    static Teuchos::RCP<Teuchos::Time>
    makeTimer (const std::string& prefix,
               const std::string& timerName)
    {
      const std::string timerLabel =
        prefix.empty() ? timerName : (prefix + ": " + timerName);
      return Teuchos::TimeMonitor::getNewCounter (timerLabel);
    }
#endif // BELOS_TEUCHOS_TIME_MONITOR

  public:

    Teuchos::RCP<const Teuchos::ParameterList>
    getValidParameters () const
    {
      using Teuchos::ParameterList;
      using Teuchos::parameterList;
      using Teuchos::RCP;

      const std::string defaultNormalizationMethod ("MGS");
      const bool defaultReorthogonalization = false;

      if (defaultParams_.is_null()) {
        RCP<ParameterList> params = parameterList ("Simple");
        params->set ("Normalization", defaultNormalizationMethod,
                     "Which normalization method to use. Valid values are \"MGS\""
                     " (for Modified Gram-Schmidt) and \"CGS\" (for Classical "
                     "Gram-Schmidt).");
        params->set ("Reorthogonalization", defaultReorthogonalization,
                     "Whether to perform one (unconditional) reorthogonalization "
                     "pass.");
        defaultParams_ = params;
      }
      return defaultParams_;
    }

    static TEUCHOS_DEPRECATED Teuchos::RCP<const Teuchos::ParameterList>
    getDefaultParameters ()
    {
      using Teuchos::ParameterList;
      using Teuchos::parameterList;
      using Teuchos::RCP;

      const std::string defaultNormalizationMethod ("MGS");
      const bool defaultReorthogonalization = false;

      RCP<ParameterList> params = parameterList ("Simple");
      params->set ("Normalization", defaultNormalizationMethod,
                   "Which normalization method to use. Valid values are \"MGS\""
                   " (for Modified Gram-Schmidt) and \"CGS\" (for Classical "
                   "Gram-Schmidt).");
      params->set ("Reorthogonalization", defaultReorthogonalization,
                   "Whether to perform one (unconditional) reorthogonalization "
                   "pass.");
      return params;
    }

    Teuchos::RCP<const Teuchos::ParameterList>
    getFastParameters ()
    {
      using Teuchos::ParameterList;
      using Teuchos::parameterList;
      using Teuchos::RCP;
      using Teuchos::rcp;

      const std::string fastNormalizationMethod ("CGS");
      const bool fastReorthogonalization = false;

      // Start with a clone of the default parameters.
      RCP<ParameterList> fastParams = parameterList (*getValidParameters());
      fastParams->set ("Normalization", fastNormalizationMethod);
      fastParams->set ("Reorthogonalization", fastReorthogonalization);

      return fastParams;
    }

    void
    setParameterList (const Teuchos::RCP<Teuchos::ParameterList>& plist)
    {
      using Teuchos::ParameterList;
      using Teuchos::parameterList;
      using Teuchos::RCP;
      using Teuchos::Exceptions::InvalidParameter;

      RCP<const ParameterList> defaultParams = getValidParameters();
      RCP<ParameterList> params;
      if (plist.is_null ()) {
        params = parameterList (*defaultParams);
      } else {
        params = plist;
        params->validateParametersAndSetDefaults (*defaultParams);
      }
      const std::string normalizeImpl = params->get<std::string>("Normalization");
      const bool reorthogonalize = params->get<bool>("Reorthogonalization");

      if (normalizeImpl == "MGS" ||
          normalizeImpl == "Mgs" ||
          normalizeImpl == "mgs") {
        useMgs_ = true;
        params->set ("Normalization", std::string ("MGS")); // Standardize.
      } else {
        useMgs_ = false;
        params->set ("Normalization", std::string ("CGS")); // Standardize.
      }
      reorthogonalize_ = reorthogonalize;

      setMyParamList (params);
    }

    SimpleOrthoManager (const Teuchos::RCP<OutputManager<Scalar> >& outMan,
                        const std::string& label,
                        const Teuchos::RCP<Teuchos::ParameterList>& params) :
      label_ (label),
      outMan_ (outMan)
    {
#ifdef BELOS_TEUCHOS_TIME_MONITOR
      timerOrtho_ = makeTimer (label, "All orthogonalization");
      timerProject_ = makeTimer (label, "Projection");
      timerNormalize_ = makeTimer (label, "Normalization");
#endif // BELOS_TEUCHOS_TIME_MONITOR

      setParameterList (params);
      if (! outMan_.is_null ()) {
        using std::endl;
        std::ostream& dbg = outMan_->stream(Debug);
        dbg << "Belos::SimpleOrthoManager constructor:" << endl
            << "-- Normalization method: "
            << (useMgs_ ? "MGS" : "CGS") << endl
            << "-- Reorthogonalize (unconditionally)? "
            << (reorthogonalize_ ? "Yes" : "No") << endl;
      }
    }

    SimpleOrthoManager (const std::string& label) :
      label_ (label)
    {
#ifdef BELOS_TEUCHOS_TIME_MONITOR
      timerOrtho_ = makeTimer (label, "All orthogonalization");
      timerProject_ = makeTimer (label, "Projection");
      timerNormalize_ = makeTimer (label, "Normalization");
#endif // BELOS_TEUCHOS_TIME_MONITOR

      setParameterList (Teuchos::null);
    }

    virtual ~SimpleOrthoManager() {}

    void innerProd (const MV &X, const MV &Y, mat_type& Z) const {
      MVT::MvTransMv (STS::one (), X, Y, Z);
    }

    void norm (const MV& X, std::vector<magnitude_type>& normVec) const {
      const int numCols = MVT::GetNumberVecs (X);
      // std::vector<T>::size_type is unsigned; int is signed.  Mixed
      // unsigned/signed comparisons trigger compiler warnings.
      if (normVec.size () < static_cast<size_t> (numCols)) {
        normVec.resize (numCols); // Resize normvec if necessary.
      }
      MVT::MvNorm (X, normVec);
    }

    void
    project (MV &X,
             Teuchos::Array<mat_ptr> C,
             Teuchos::ArrayView<Teuchos::RCP<const MV> > Q) const
    {
#ifdef BELOS_TEUCHOS_TIME_MONITOR
      Teuchos::TimeMonitor timerMonitorOrtho(*timerOrtho_);
      Teuchos::TimeMonitor timerMonitorProject(*timerProject_);
#endif // BELOS_TEUCHOS_TIME_MONITOR

      allocateProjectionCoefficients (C, Q, X, true);
      rawProject (X, Q, C);
      if (reorthogonalize_) { // Unconditional reorthogonalization
        Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,Scalar> > > C2;
        allocateProjectionCoefficients (C2, Q, X, false);
        for (int k = 0; k < Q.size(); ++k)
          *C[k] += *C2[k];
      }
    }

    int
    normalize (MV &X, mat_ptr B) const
    {
#ifdef BELOS_TEUCHOS_TIME_MONITOR
      Teuchos::TimeMonitor timerMonitorOrtho(*timerOrtho_);
      Teuchos::TimeMonitor timerMonitorProject(*timerNormalize_);
#endif // BELOS_TEUCHOS_TIME_MONITOR

      if (useMgs_) {
        return normalizeMgs (X, B);
      } else {
        return normalizeCgs (X, B);
      }
    }

  protected:
    virtual int
    projectAndNormalizeImpl (MV &X,
                             Teuchos::Array<mat_ptr> C,
                             mat_ptr B,
                             Teuchos::ArrayView<Teuchos::RCP<const MV> > Q) const
    {
      // Don't need time monitors here: project() and normalize() have
      // their own.
      this->project (X, C, Q);
      return this->normalize (X, B);
    }

  public:

    magnitude_type
    orthonormError(const MV &X) const
    {
      const Scalar ONE = STS::one();
      const int ncols = MVT::GetNumberVecs(X);
      mat_type XTX (ncols, ncols);
      innerProd (X, X, XTX);
      for (int k = 0; k < ncols; ++k) {
        XTX(k,k) -= ONE;
      }
      return XTX.normFrobenius();
    }

    magnitude_type
    orthogError(const MV &X1, const MV &X2) const
    {
      const int ncols_X1 = MVT::GetNumberVecs (X1);
      const int ncols_X2 = MVT::GetNumberVecs (X2);
      mat_type X1_T_X2 (ncols_X1, ncols_X2);
      innerProd (X1, X2, X1_T_X2);
      return X1_T_X2.normFrobenius();
    }

    void setLabel (const std::string& label) { label_ = label; }
    const std::string& getLabel() const { return label_; }

  private:

    int
    normalizeMgs (MV &X,
                  Teuchos::RCP<Teuchos::SerialDenseMatrix<int,Scalar> > B) const
    {
      using Teuchos::Range1D;
      using Teuchos::RCP;
      using Teuchos::rcp;
      using Teuchos::View;

      const int numCols = MVT::GetNumberVecs (X);
      if (numCols == 0) {
        return 0;
      }

      if (B.is_null ()) {
        B = rcp (new mat_type (numCols, numCols));
      } else if (B->numRows () != numCols || B->numCols () != numCols) {
        B->shape (numCols, numCols);
      }

      // Modified Gram-Schmidt orthogonalization
      std::vector<magnitude_type> normVec (1);
      for (int j = 0; j < numCols; ++j) {
        RCP<MV> X_cur = MVT::CloneViewNonConst (X, Range1D(j, j));
        MV& X_j = *X_cur;
        for (int i = 0; i < j; ++i) {
          RCP<const MV> X_prv = MVT::CloneView (X, Range1D(i, i));
          const MV& X_i = *X_prv;
          mat_type B_ij (View, *B, 1, 1, i, j);
          innerProd (X_i, X_j, B_ij);
          MVT::MvTimesMatAddMv (-STS::one(), X_i, B_ij, STS::one(), X_j);
          if (reorthogonalize_) { // Unconditional reorthogonalization
            // innerProd() overwrites B(i,j), so save the
            // first-pass projection coefficient and update
            // B(i,j) afterwards.
            const Scalar B_ij_first = (*B)(i, j);
            innerProd (X_i, X_j, B_ij);
            MVT::MvTimesMatAddMv (-STS::one(), X_i, B_ij, STS::one(), X_j);
            (*B)(i, j) += B_ij_first;
          }
        }
        // Normalize column j of X
        norm (X_j, normVec);
        const magnitude_type theNorm = normVec[0];
        (*B)(j, j) = theNorm;
        if (normVec[0] != STM::zero()) {
          MVT::MvScale (X_j, STS::one() / theNorm);
        } else {
          return j; // break out early
        }
      }
      return numCols; // full rank, as far as we know
    }


    int
    normalizeCgs (MV &X, mat_ptr B) const
    {
      using Teuchos::Range1D;
      using Teuchos::RCP;
      using Teuchos::rcp;
      using Teuchos::View;

      const int numCols = MVT::GetNumberVecs (X);
      if (numCols == 0) {
        return 0;
      }

      if (B.is_null ()) {
        B = rcp (new mat_type (numCols, numCols));
      } else if (B->numRows() != numCols || B->numCols() != numCols) {
        B->shape (numCols, numCols);
      }
      mat_type& B_ref = *B;

      // Classical Gram-Schmidt orthogonalization
      std::vector<magnitude_type> normVec (1);

      // Space for reorthogonalization
      mat_type B2 (numCols, numCols);

      // Do the first column first.
      {
        RCP<MV> X_cur = MVT::CloneViewNonConst (X, Range1D(0, 0));
        // Normalize column 0 of X
        norm (*X_cur, normVec);
        const magnitude_type theNorm = normVec[0];
        B_ref(0,0) = theNorm;
        if (theNorm != STM::zero ()) {
          const Scalar invNorm = STS::one () / theNorm;
          MVT::MvScale (*X_cur, invNorm);
        }
        else {
          return 0; // break out early
        }
      }

      // Orthogonalize the remaining columns of X
      for (int j = 1; j < numCols; ++j) {
        RCP<MV> X_cur = MVT::CloneViewNonConst (X, Range1D(j, j));
        RCP<const MV> X_prv = MVT::CloneView (X, Range1D(0, j-1));
        mat_type B_prvcur (View, B_ref, j, 1, 0, j);

        // Project X_cur against X_prv (first pass)
        innerProd (*X_prv, *X_cur, B_prvcur);
        MVT::MvTimesMatAddMv (-STS::one(), *X_prv, B_prvcur, STS::one(), *X_cur);
        // Unconditional reorthogonalization:
        // project X_cur against X_prv (second pass)
        if (reorthogonalize_) {
          mat_type B2_prvcur (View, B2, j, 1, 0, j);
          innerProd (*X_prv, *X_cur, B2_prvcur);
          MVT::MvTimesMatAddMv (-STS::one(), *X_prv, B2_prvcur, STS::one(), *X_cur);
          B_prvcur += B2_prvcur;
        }
        // Normalize column j of X
        norm (*X_cur, normVec);
        const magnitude_type theNorm = normVec[0];
        B_ref(j,j) = theNorm;
        if (theNorm != STM::zero ()) {
          const Scalar invNorm = STS::one () / theNorm;
          MVT::MvScale (*X_cur, invNorm);
        }
        else {
          return j; // break out early
        }
      }
      return numCols; // full rank, as far as we know
    }


    void
    allocateProjectionCoefficients (Teuchos::Array<mat_ptr>& C,
                                    Teuchos::ArrayView<Teuchos::RCP<const MV> > Q,
                                    const MV& X,
                                    const bool attemptToRecycle = true) const
    {
      using Teuchos::rcp;

      const int num_Q_blocks = Q.size();
      const int ncols_X = MVT::GetNumberVecs (X);
      C.resize (num_Q_blocks);
      // # of block(s) that had to be (re)allocated (either allocated
      // freshly, or resized).
      int numAllocated = 0;
      if (attemptToRecycle) {
        for (int i = 0; i < num_Q_blocks; ++i) {
          const int ncols_Qi = MVT::GetNumberVecs (*Q[i]);
          // Create a new C[i] if necessary, otherwise resize if
          // necessary, otherwise fill with zeros.
          if (C[i].is_null ()) {
            C[i] = rcp (new mat_type (ncols_Qi, ncols_X));
            numAllocated++;
          }
          else {
            mat_type& Ci = *C[i];
            if (Ci.numRows() != ncols_Qi || Ci.numCols() != ncols_X) {
              Ci.shape (ncols_Qi, ncols_X);
              numAllocated++;
            }
            else {
              Ci.putScalar (STS::zero());
            }
          }
        }
      }
      else { // Just allocate; don't try to check if we can recycle
        for (int i = 0; i < num_Q_blocks; ++i) {
          const int ncols_Qi = MVT::GetNumberVecs (*Q[i]);
          C[i] = rcp (new mat_type (ncols_Qi, ncols_X));
          numAllocated++;
        }
      }
      if (! outMan_.is_null()) {
        using std::endl;
        std::ostream& dbg = outMan_->stream(Debug);
        dbg << "SimpleOrthoManager::allocateProjectionCoefficients: "
            << "Allocated " << numAllocated << " blocks out of "
            << num_Q_blocks << endl;
      }
    }

    void
    rawProject (MV& X,
                Teuchos::ArrayView<Teuchos::RCP<const MV> > Q,
                Teuchos::ArrayView<mat_ptr> C) const
    {
      // "Modified Gram-Schmidt" version of Block Gram-Schmidt.
      const int num_Q_blocks = Q.size();
      for (int i = 0; i < num_Q_blocks; ++i) {
        mat_type& Ci = *C[i];
        const MV& Qi = *Q[i];
        innerProd (Qi, X, Ci);
        MVT::MvTimesMatAddMv (-STS::one(), Qi, Ci, STS::one(), X);
      }
    }

  };
} // namespace Belos

#endif // __Belos_SimpleOrthoManager_hpp