1 #ifndef AMGCL_SOLVERS_BICGSTAB_HPP
2 #define AMGCL_SOLVERS_BICGSTAB_HPP
3 
4 /*
5 The MIT License
6 
7 Copyright (c) 2012-2021 Denis Demidov <dennis.demidov@gmail.com>
8 
9 Permission is hereby granted, free of charge, to any person obtaining a copy
10 of this software and associated documentation files (the "Software"), to deal
11 in the Software without restriction, including without limitation the rights
12 to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
13 copies of the Software, and to permit persons to whom the Software is
14 furnished to do so, subject to the following conditions:
15 
16 The above copyright notice and this permission notice shall be included in
17 all copies or substantial portions of the Software.
18 
19 THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
20 IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
21 FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.  IN NO EVENT SHALL THE
22 AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
23 LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
24 OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
25 THE SOFTWARE.
26 */
27 
28 /**
29  * \file   amgcl/solver/bicgstab.hpp
30  * \author Denis Demidov <dennis.demidov@gmail.com>
31  * \brief  BiCGStab iterative method.
32  */
33 
34 #include <tuple>
35 #include <iostream>
36 
37 #include <amgcl/backend/interface.hpp>
38 #include <amgcl/solver/detail/default_inner_product.hpp>
39 #include <amgcl/solver/precond_side.hpp>
40 #include <amgcl/util.hpp>
41 
42 namespace amgcl {
43 namespace solver {
44 
45 /** BiConjugate Gradient Stabilized (BiCGSTAB) method.
46  * \rst
47  * The BiConjugate Gradient Stabilized method (Bi-CGSTAB) was developed to
48  * solve nonsymmetric linear systems while avoiding the often irregular
49  * convergence patterns of the Conjugate Gradient [Barr94]_.
50  * \endrst
51  */
52 template <
53     class Backend,
54     class InnerProduct = detail::default_inner_product
55     >
56 class bicgstab {
57     public:
58         typedef Backend backend_type;
59 
60         typedef typename Backend::vector     vector;
61         typedef typename Backend::value_type value_type;
62         typedef typename Backend::params     backend_params;
63 
64         typedef typename math::scalar_of<value_type>::type scalar_type;
65 
66         typedef typename math::inner_product_impl<
67             typename math::rhs_of<value_type>::type
68             >::return_type coef_type;
69 
70 
71         /// Solver parameters.
72         struct params {
73             /// Preconditioning kind (left/right).
74             preconditioner::side::type pside;
75 
76             /// Maximum number of iterations.
77             size_t maxiter;
78 
79             /// Target relative residual error.
80             scalar_type tol;
81 
82             /// Target absolute residual error.
83             scalar_type abstol;
84 
85             /// Always do at least one iteration.
86             bool check_after;
87 
88             /// Ignore the trivial solution x=0 when rhs is zero.
89             //** Useful for searching for the null-space vectors of the system */
90             bool ns_search;
91 
92             /// Verbose output (show iterations and error)
93             bool verbose;
94 
paramsamgcl::solver::bicgstab::params95             params()
96                 : pside(preconditioner::side::right), maxiter(100), tol(1e-8),
97                   abstol(std::numeric_limits<scalar_type>::min()),
98                   check_after(false), ns_search(false), verbose(false)
99             {}
100 
101 #ifndef AMGCL_NO_BOOST
paramsamgcl::solver::bicgstab::params102             params(const boost::property_tree::ptree &p)
103                 : AMGCL_PARAMS_IMPORT_VALUE(p, pside),
104                   AMGCL_PARAMS_IMPORT_VALUE(p, maxiter),
105                   AMGCL_PARAMS_IMPORT_VALUE(p, tol),
106                   AMGCL_PARAMS_IMPORT_VALUE(p, abstol),
107                   AMGCL_PARAMS_IMPORT_VALUE(p, check_after),
108                   AMGCL_PARAMS_IMPORT_VALUE(p, ns_search),
109                   AMGCL_PARAMS_IMPORT_VALUE(p, verbose)
110             {
111                 check_params(p, {"pside", "maxiter", "tol", "abstol",
112                         "check_after", "ns_search", "verbose"});
113             }
114 
getamgcl::solver::bicgstab::params115             void get(boost::property_tree::ptree &p, const std::string &path) const {
116                 AMGCL_PARAMS_EXPORT_VALUE(p, path, pside);
117                 AMGCL_PARAMS_EXPORT_VALUE(p, path, maxiter);
118                 AMGCL_PARAMS_EXPORT_VALUE(p, path, tol);
119                 AMGCL_PARAMS_EXPORT_VALUE(p, path, abstol);
120                 AMGCL_PARAMS_EXPORT_VALUE(p, path, check_after);
121                 AMGCL_PARAMS_EXPORT_VALUE(p, path, ns_search);
122                 AMGCL_PARAMS_EXPORT_VALUE(p, path, verbose);
123             }
124 #endif
125         };
126 
127         /// Preallocates necessary data structures for the system of size \p n.
bicgstab(size_t n,const params & prm=params (),const backend_params & backend_prm=backend_params (),const InnerProduct & inner_product=InnerProduct ())128         bicgstab(
129                 size_t n,
130                 const params &prm = params(),
131                 const backend_params &backend_prm = backend_params(),
132                 const InnerProduct &inner_product = InnerProduct()
133                 )
134             : prm(prm), n(n),
135               r ( Backend::create_vector(n, backend_prm) ),
136               p ( Backend::create_vector(n, backend_prm) ),
137               v ( Backend::create_vector(n, backend_prm) ),
138               s ( Backend::create_vector(n, backend_prm) ),
139               t ( Backend::create_vector(n, backend_prm) ),
140               rh( Backend::create_vector(n, backend_prm) ),
141               T ( Backend::create_vector(n, backend_prm) ),
142               inner_product(inner_product)
143         { }
144 
145         /* Computes the solution for the given system matrix \p A and the
146          * right-hand side \p rhs.  Returns the number of iterations made and
147          * the achieved residual as a ``std::tuple``. The solution vector
148          * \p x provides initial approximation in input and holds the computed
149          * solution on output.
150          *
151          * The system matrix may differ from the matrix used during
152          * initialization. This may be used for the solution of non-stationary
153          * problems with slowly changing coefficients. There is a strong chance
154          * that a preconditioner built for a time step will act as a reasonably
155          * good preconditioner for several subsequent time steps [DeSh12]_.
156          */
157         template <class Matrix, class Precond, class Vec1, class Vec2>
operator ()(const Matrix & A,const Precond & P,const Vec1 & rhs,Vec2 && x) const158         std::tuple<size_t, scalar_type> operator()(
159                 const Matrix &A, const Precond &P, const Vec1 &rhs, Vec2 &&x) const
160         {
161             namespace side = preconditioner::side;
162 
163             static const coef_type one  = math::identity<coef_type>();
164             static const coef_type zero = math::zero<coef_type>();
165 
166             ios_saver ss(std::cout);
167 
168             scalar_type norm_rhs = norm(rhs);
169             if (norm_rhs < amgcl::detail::eps<scalar_type>(1)) {
170                 if (prm.ns_search) {
171                     norm_rhs = math::identity<scalar_type>();
172                 } else {
173                     backend::clear(x);
174                     return std::make_tuple(0, norm_rhs);
175                 }
176             }
177 
178             if (prm.pside == side::left) {
179                 backend::residual(rhs, A, x, *rh);
180                 P.apply(*rh, *r);
181             } else {
182                 backend::residual(rhs, A, x, *r);
183             }
184             backend::copy(*r, *rh);
185 
186             scalar_type eps = std::max(norm_rhs * prm.tol, prm.abstol);
187             scalar_type res = prm.check_after ? 2 * eps : norm(*r);
188 
189             coef_type rho1  = zero;
190             coef_type rho2  = zero;
191             coef_type alpha = zero;
192             coef_type omega = zero;
193 
194             size_t iter = 0;
195             for(bool first = true; res > eps && iter < prm.maxiter; ++iter) {
196 
197                 rho2 = rho1;
198                 rho1 = inner_product(*r, *rh);
199 
200                 if (first) {
201                     backend::copy(*r, *p);
202                     first = false;
203                 } else {
204                     precondition(!math::is_zero(rho2), "Zero rho in BiCGStab");
205                     coef_type beta = (rho1 * alpha) / (rho2 * omega);
206                     backend::axpbypcz(one, *r, -beta * omega, *v, beta, *p);
207                 }
208 
209                 preconditioner::spmv(prm.pside, P, A, *p, *v, *T);
210 
211                 alpha = rho1 / inner_product(*rh, *v);
212 
213                 if (prm.pside == side::left) {
214                     backend::axpby(alpha, *p, one, x);
215                 } else {
216                     backend::axpby(alpha, *T, one, x);
217                 }
218 
219                 backend::axpbypcz(one, *r, -alpha, *v, zero, *s);
220 
221                 if ((res = norm(*s)) > eps) {
222                     preconditioner::spmv(prm.pside, P, A, *s, *t, *T);
223 
224                     omega = inner_product(*t, *s) / inner_product(*t, *t);
225 
226                     precondition(!math::is_zero(omega), "Zero omega in BiCGStab");
227 
228                     if (prm.pside == side::left) {
229                         backend::axpby(omega, *s, one, x);
230                     } else {
231                         backend::axpby(omega, *T, one, x);
232                     }
233 
234                     backend::axpbypcz(one, *s, -omega, *t, zero, *r);
235 
236                     res = norm(*r);
237                 }
238 
239                 if (prm.verbose && iter % 5 == 0)
240                     std::cout << iter << "\t" << std::scientific << res / norm_rhs << std::endl;
241             }
242 
243             return std::make_tuple(iter, res / norm_rhs);
244         }
245 
246         /* Computes the solution for the given right-hand side \p rhs. The
247          * system matrix is the same that was used for the setup of the
248          * preconditioner \p P.  Returns the number of iterations made and the
249          * achieved residual as a ``std::tuple``. The solution vector \p x
250          * provides initial approximation in input and holds the computed
251          * solution on output.
252          */
253         template <class Precond, class Vec1, class Vec2>
operator ()(const Precond & P,const Vec1 & rhs,Vec2 && x) const254         std::tuple<size_t, scalar_type> operator()(
255                 const Precond &P, const Vec1 &rhs, Vec2 &&x) const
256         {
257             return (*this)(P.system_matrix(), P, rhs, x);
258         }
259 
bytes() const260         size_t bytes() const {
261             return
262                 backend::bytes(*r) +
263                 backend::bytes(*p) +
264                 backend::bytes(*v) +
265                 backend::bytes(*s) +
266                 backend::bytes(*t) +
267                 backend::bytes(*rh) +
268                 backend::bytes(*T);
269         }
270 
operator <<(std::ostream & os,const bicgstab & s)271         friend std::ostream& operator<<(std::ostream &os, const bicgstab &s) {
272             return os
273                 << "Type:             BiCGStab"
274                 << "\nUnknowns:         " << s.n
275                 << "\nMemory footprint: " << human_readable_memory(s.bytes())
276                 << std::endl;
277         }
278     public:
279         params prm;
280 
281     private:
282         size_t n;
283 
284         std::shared_ptr<vector> r;
285         std::shared_ptr<vector> p;
286         std::shared_ptr<vector> v;
287         std::shared_ptr<vector> s;
288         std::shared_ptr<vector> t;
289         std::shared_ptr<vector> rh;
290         std::shared_ptr<vector> T;
291 
292         InnerProduct inner_product;
293 
294         template <class Vec>
norm(const Vec & x) const295         scalar_type norm(const Vec &x) const {
296             return sqrt(math::norm(inner_product(x, x)));
297         }
298 };
299 
300 } // namespace solver
301 } // namespace amgcl
302 
303 
304 #endif
305