PCPG/PCPGEpetraExFile.cpp

The provided example uses PCPGSolMgr with an ML preconditioner.

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// Purpose
// The example tests the successive right-hand sides capabilities of ML
// and Belos on a heat flow u_t = u_xx problem.
//
// A sequence of linear systems with the same coefficient matrix and
// different right-hand sides is solved.  A seed space is generated dynamically,
// and a deflated linear system is solved.  After each solves, the first
// few Krylov vectors are saved, and used to reduce the number of iterations
// for later solves.
// The optimal numbers of vectors to deflate and save are not known.
// Presently, the maximum number of vectors to deflate (seed space dimension)
// and to save are user paraemters.
// The seed space dimension is less than or equal to total number of vectors saved.
// The difference between the seed space dimension and the total number of vectors,
// is the number of vectors used to update the seed space after each solve.
// I guess that a seed space whose dimension is a small fraction of the total space
// will be best.
//
// maxSave=1 and maxDeflate=0 uses no recycling (not tested ).
//
// TODO: Instrument with timers, so that we can tell what is going on besides
//       by counting the numbers of iterations.
//
//
// \author David M. Day
//
// \data Last modified 2007 December 11

#include "ml_include.h" //--enable-epetra --enable-teuchos.
#include "Epetra_Map.h"
#ifdef EPETRA_MPI
#include "Epetra_MpiComm.h"
#else
#include "Epetra_SerialComm.h"
#endif
#include "Epetra_Vector.h"
#include "Epetra_CrsMatrix.h"
#include "EpetraExt_MatrixMatrix.h"  // build the example
#include "ml_MultiLevelPreconditioner.h" // ML

#include "BelosConfigDefs.hpp"
#include "BelosLinearProblem.hpp"
#include "BelosEpetraAdapter.hpp"
#include "BelosPCPGSolMgr.hpp"

#include "Teuchos_CommandLineProcessor.hpp"
#include "Teuchos_ParameterList.hpp"
#include "Teuchos_StandardCatchMacros.hpp"

int main(int argc, char *argv[]) {
  //
  int MyPID = 0;
  int numProc = 1;
#ifdef EPETRA_MPI
  MPI_Init(&argc,&argv); // Initialize MPI
  Epetra_MpiComm Comm(MPI_COMM_WORLD);
  MyPID = Comm.MyPID();
  numProc  = Comm.NumProc();
#else
  Epetra_SerialComm Comm;
#endif
  //
  // Laplace's equation, homogeneous Dirichlet boundary conditions, [0,1]^2
  // regular mesh, Q1 finite elements
  //
  typedef double                            ST;
  typedef Teuchos::ScalarTraits<ST>        SCT;
  typedef SCT::magnitudeType                MT;
  typedef Epetra_MultiVector                MV;
  typedef Epetra_Operator                   OP;
  typedef Belos::MultiVecTraits<ST,MV>     MVT;
  typedef Belos::OperatorTraits<ST,MV,OP>  OPT;

  using Teuchos::ParameterList; // all of this may look fine but do not be fooled ...
  using Teuchos::RCP;           // it is not so clear what any of this does
  using Teuchos::rcp;

  bool verbose = false;
  bool success = true;
  try {
    bool proc_verbose = false;
    int frequency = -1;        // frequency of status test output.
    int blocksize = 1;         // blocksize, PCPGIter
    int numrhs = 1;            // number of right-hand sides to solve for
    int maxiters = 30;         // maximum number of iterations allowed per linear system

    int maxDeflate = 8; // maximum number of vectors deflated from the linear system;
    // There is no overhead cost assoc with changing maxDeflate between solves
    int maxSave = 16;    // maximum number of vectors saved from current and previous .");
    // If maxSave changes between solves, then re-initialize (setSize).

    // Hypothesis: seed vectors are conjugate.
    // Initial versions allowed users to supply a seed space et cetera, but no longer.

    // The documentation it suitable for certain tasks, like defining a modules grammar,
    std::string ortho("ICGS"); // The Belos documentation obscures the fact that
    // IMGS is Iterated Modified Gram Schmidt,
    // ICGS is Iterated Classical Gram Schmidt, and
    // DKGS is another Iterated Classical Gram Schmidt.
    // Mathematical issues, such as the difference between ICGS and DKGS, are not documented at all.
    // UH tells me that Anasazi::SVQBOrthoManager is available;  I need it for Belos
    MT tol = 1.0e-8;           // relative residual tolerance

    // How do command line parsers work?
    Teuchos::CommandLineProcessor cmdp(false,true);
    cmdp.setOption("verbose","quiet",&verbose,"Print messages and results");
    cmdp.setOption("frequency",&frequency,"Solvers frequency for printing residuals (#iters)");
    cmdp.setOption("tol",&tol,"Relative residual tolerance used by PCPG solver");
    cmdp.setOption("num-rhs",&numrhs,"Number of right-hand sides to be solved for");
    cmdp.setOption("max-iters",&maxiters,"Maximum number of iterations per linear system (-1 = adapted to problem/block size)");
    cmdp.setOption("num-deflate",&maxDeflate,"Number of vectors deflated from the linear system");
    cmdp.setOption("num-save",&maxSave,"Number of vectors saved from old Krylov subspaces");
    cmdp.setOption("ortho-type",&ortho,"Orthogonalization type, either DGKS, ICGS or IMGS");
    if (cmdp.parse(argc,argv) != Teuchos::CommandLineProcessor::PARSE_SUCCESSFUL) {
      return -1;
    }
    if (!verbose)
      frequency = -1;  // reset frequency if test is not verbose

    //
    // *************Form the problem*********************
    //
    int numElePerDirection = 14*numProc; // 5 -> 20
    int num_time_step = 4;
    int numNodes = (numElePerDirection - 1)*(numElePerDirection - 1);
    //By the way, either matrix has (3*numElePerDirection - 2)^2 nonzeros.
    RCP<Epetra_Map> Map = rcp(new Epetra_Map(numNodes, 0, Comm) );
    RCP<Epetra_CrsMatrix> Stiff = rcp(new Epetra_CrsMatrix(Copy, *Map, 0) );
    RCP<Epetra_CrsMatrix> Mass = rcp(new Epetra_CrsMatrix(Copy, *Map, 0) );
    RCP<Epetra_Vector> vecLHS = rcp( new Epetra_Vector(*Map) );
    RCP<Epetra_Vector> vecRHS = rcp( new Epetra_Vector(*Map) );

    RCP<Epetra_MultiVector> LHS, RHS;
    double ko = 8.0/3.0, k1 = -1.0/3.0;
    double h = 1.0/(double) numElePerDirection;  // x=(iX,iY)h
    double mo = h*h*4.0/9.0, m1 = h*h/9.0, m2 = h*h/36.0;
    double pi = 4.0*atan(1.0), valueLHS;
    int lid, node, pos, iX, iY;
    for(lid = Map->MinLID(); lid <= Map->MaxLID(); lid++){
      node = Map->GID(lid);
      iX  = node  % (numElePerDirection-1);
      iY  = ( node - iX )/(numElePerDirection-1);
      pos = node;
      Stiff->InsertGlobalValues(node, 1, &ko, &pos);
      Mass->InsertGlobalValues(node, 1, &mo, &pos); // init guess violates hom Dir bc
      valueLHS = sin( pi*h*((double) iX+1) )*cos( 2.0 * pi*h*((double) iY+1) );
      vecLHS->ReplaceGlobalValues( 1, &valueLHS, &node);
      if (iY > 0) {
        pos = iX + (iY-1)*(numElePerDirection-1);
        Stiff->InsertGlobalValues(node, 1, &k1, &pos); //North
        Mass->InsertGlobalValues(node, 1, &m1, &pos);
      }
      if (iY < numElePerDirection-2) {
        pos = iX + (iY+1)*(numElePerDirection-1);
        Stiff->InsertGlobalValues(node, 1, &k1, &pos); //South
        Mass->InsertGlobalValues(node, 1, &m1, &pos);
      }

      if (iX > 0) {
        pos = iX-1 + iY*(numElePerDirection-1);
        Stiff->InsertGlobalValues(node, 1, &k1, &pos); // West
        Mass->InsertGlobalValues(node, 1, &m1, &pos);
        if (iY > 0) {
          pos = iX-1 + (iY-1)*(numElePerDirection-1);
          Stiff->InsertGlobalValues(node, 1, &k1, &pos); // North West
          Mass->InsertGlobalValues(node, 1, &m2, &pos);
        }
        if (iY < numElePerDirection-2) {
          pos = iX-1 + (iY+1)*(numElePerDirection-1);
          Stiff->InsertGlobalValues(node, 1, &k1, &pos); // South West
          Mass->InsertGlobalValues(node, 1, &m2, &pos);
        }
      }

      if (iX < numElePerDirection - 2) {
        pos = iX+1 + iY*(numElePerDirection-1);
        Stiff->InsertGlobalValues(node, 1, &k1, &pos); // East
        Mass->InsertGlobalValues(node, 1, &m1, &pos);
        if (iY > 0) {
          pos = iX+1 + (iY-1)*(numElePerDirection-1);
          Stiff->InsertGlobalValues(node, 1, &k1, &pos); // North East
          Mass->InsertGlobalValues(node, 1, &m2, &pos);
        }
        if (iY < numElePerDirection-2) {
          pos = iX+1 + (iY+1)*(numElePerDirection-1);
          Stiff->InsertGlobalValues(node, 1, &k1, &pos); // South East
          Mass->InsertGlobalValues(node, 1, &m2, &pos);
        }
      }
    }
    Stiff->FillComplete();
    Stiff->OptimizeStorage();

    Mass->FillComplete();
    Mass->OptimizeStorage();

    double one = 1.0, hdt = .00005; // half time step

    RCP<Epetra_CrsMatrix> A = rcp(new Epetra_CrsMatrix(*Stiff) );// A = Mass+Stiff*dt/2
    int err = EpetraExt::MatrixMatrix::Add(*Mass, false, one,*A,hdt);

    if (err != 0) {
      std::cout << "err "<<err<<" from MatrixMatrix::Add "<<std::endl;
      return(err);
    }

    A->FillComplete();
    A->OptimizeStorage();

    hdt = -hdt;
    RCP<Epetra_CrsMatrix> B = rcp(new Epetra_CrsMatrix(*Stiff) );// B = Mass-Stiff*dt/2
    EpetraExt::MatrixMatrix::Add(*Mass, false, one,*B,hdt);
    if (err != 0) {
      std::cout << "err "<<err<<" from MatrixMatrix::Add "<<std::endl;
      return(err);
    }

    B->FillComplete();
    B->OptimizeStorage();
    B->Multiply(false, *vecLHS, *vecRHS); // rhs_new := B*lhs_old,

    proc_verbose = verbose && (MyPID==0);  /* Only print on the zero processor */

    LHS = Teuchos::rcp_implicit_cast<Epetra_MultiVector>(vecLHS);
    RHS = Teuchos::rcp_implicit_cast<Epetra_MultiVector>(vecRHS);

    //
    // ************Construct preconditioner*************
    //
    ParameterList MLList; // Set MLList for Smoothed Aggregation

    ML_Epetra::SetDefaults("SA",MLList); // reset parameters ML User's Guide
    MLList.set("smoother: type","Chebyshev"); // Chebyshev smoother  ... aztec??
    MLList.set("smoother: sweeps",3);
    MLList.set("smoother: pre or post", "both"); // both pre- and post-smoothing

#ifdef HAVE_ML_AMESOS
    MLList.set("coarse: type","Amesos-KLU"); // solve with serial direct solver KLU
#else
    MLList.set("coarse: type","Jacobi");     // not recommended
    puts("Warning: Iterative coarse grid solve");
#endif
    //
    //ML_Epetra::MultiLevelPreconditioner* Prec = new ML_Epetra::MultiLevelPreconditioner(*A, MLList);
    //
    RCP<Epetra_Operator> Prec = rcp(  new ML_Epetra::MultiLevelPreconditioner(*A, MLList) );
    assert(Prec != Teuchos::null);

    // Create the Belos preconditioned operator from the preconditioner.
    // NOTE:  This is necessary because Belos expects an operator to apply the
    //        preconditioner with Apply() NOT ApplyInverse().
    RCP<Belos::EpetraPrecOp> belosPrec = rcp( new Belos::EpetraPrecOp( Prec ) );

    //
    // *****Create parameter list for the PCPG solver manager*****
    //
    const int NumGlobalElements = RHS->GlobalLength();
    if (maxiters == -1)
      maxiters = NumGlobalElements/blocksize - 1; // maximum number of iterations to run
    //
    ParameterList belosList;
    belosList.set( "Block Size", blocksize );              // Blocksize to be used by iterative solver
    belosList.set( "Maximum Iterations", maxiters );       // Maximum number of iterations allowed
    belosList.set( "Convergence Tolerance", tol );         // Relative convergence tolerance requested
    belosList.set( "Num Deflated Blocks", maxDeflate );    // Number of vectors in seed space
    belosList.set( "Num Saved Blocks", maxSave );          // Number of vectors saved from old spaces
    belosList.set( "Orthogonalization", ortho );           // Orthogonalization type

    if (numrhs > 1) {
      belosList.set( "Show Maximum Residual Norm Only", true );  // although numrhs = 1.
    }
    if (verbose) {
      belosList.set( "Verbosity", Belos::Errors + Belos::Warnings +
          Belos::TimingDetails + Belos::FinalSummary + Belos::StatusTestDetails );
      if (frequency > 0)
        belosList.set( "Output Frequency", frequency );
    }
    else
      belosList.set( "Verbosity", Belos::Errors + Belos::Warnings + Belos::FinalSummary );
    //
    // *******Construct a preconditioned linear problem********
    //
    RCP<Belos::LinearProblem<double,MV,OP> > problem
      = rcp( new Belos::LinearProblem<double,MV,OP>( A, LHS, RHS ) );
    problem->setLeftPrec( belosPrec );

    bool set = problem->setProblem();
    if (set == false) {
      if (proc_verbose)
        std::cout << std::endl << "ERROR:  Belos::LinearProblem failed to set up correctly!" << std::endl;
      return -1;
    }

    // Create an iterative solver manager.
    RCP< Belos::SolverManager<double,MV,OP> > solver
      = rcp( new Belos::PCPGSolMgr<double,MV,OP>(problem, rcp(&belosList,false)) );

    // std::cout <<  LHS.Values() << std::endl

    //
    // *******************************************************************
    // ************************* Iterate PCPG ****************************
    // *******************************************************************
    //
    if (proc_verbose) {
      std::cout << std::endl << std::endl;
      std::cout << "Dimension of matrix: " << NumGlobalElements << std::endl;
      std::cout << "Number of right-hand sides: " << numrhs << std::endl;
      std::cout << "Block size used by solver: " << blocksize << std::endl;
      std::cout << "Maximum number of iterations allowed: " << maxiters << std::endl;
      std::cout << "Relative residual tolerance: " << tol << std::endl;
      std::cout << std::endl;
    }
    bool badRes;
    for( int time_step = 0; time_step < num_time_step; time_step++){
      if( time_step ){
        B->Multiply(false, *LHS, *RHS); // rhs_new := B*lhs_old,
        set = problem->setProblem(LHS,RHS);
        if (set == false) {
          if (proc_verbose)
            std::cout << std::endl << "ERROR:  Belos::LinearProblem failed to set up correctly!" << std::endl;
          return -1;
        }
      } // if time_step
      std::vector<double> rhs_norm( numrhs );
      MVT::MvNorm( *RHS, rhs_norm );
      std::cout << "                  RHS norm is ... " << rhs_norm[0] << std::endl;
      //
      // Perform solve
      //
      Belos::ReturnType ret = solver->solve();
      //
      // Compute actual residuals.
      //
      badRes = false;
      std::vector<double> actual_resids( numrhs );
      //std::vector<double> rhs_norm( numrhs );
      Epetra_MultiVector resid(*Map, numrhs);
      OPT::Apply( *A, *LHS, resid );
      MVT::MvAddMv( -1.0, resid, 1.0, *RHS, resid );
      MVT::MvNorm( resid, actual_resids );
      MVT::MvNorm( *RHS, rhs_norm );
      std::cout << "                    RHS norm is ... " << rhs_norm[0] << std::endl;

      if (proc_verbose) {
        std::cout<< "---------- Actual Residuals (normalized) ----------"<<std::endl<<std::endl;
        for ( int i=0; i<numrhs; i++) {
          double actRes = actual_resids[i]/rhs_norm[i];
          std::cout<<"Problem "<<i<<" : \t"<< actRes <<std::endl;
          if (actRes > tol) badRes = true;
        }
      }
      if (ret!=Belos::Converged || badRes) {
        success = false;
        break;
      }
    } // for time_step
    if (proc_verbose) {
      if (success)
        std::cout << std::endl << "SUCCESS:  Belos converged!" << std::endl;
      else
        std::cout << std::endl << "ERROR:  Belos did not converge!" << std::endl;
    }
  }
  TEUCHOS_STANDARD_CATCH_STATEMENTS(verbose, std::cerr, success);

#ifdef EPETRA_MPI
  MPI_Finalize();
#endif

  return success ? EXIT_SUCCESS : EXIT_FAILURE;
}