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https://github.com/hpc-maths/GenEO
21 May 2024, 17:50:58 UTC
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Tip revision: 76ab96c30d909964ced1b4bc77f09173232ab37e authored by Loic Gouarin on 12 December 2022, 17:12:56 UTC
...
Tip revision: 76ab96c
cg.py
# Authors:
#     Loic Gouarin <loic.gouarin@cmap.polytechnique.fr>
#     Nicole Spillane <nicole.spillane@cmap.polytechnique.fr>
#
# License: BSD 3 clause
from petsc4py import PETSc
import mpi4py.MPI as mpi
from math import sqrt, inf
import sys
from sys import getrefcount
import numpy as np
from .bc import bcApplyWest_vec

class MyKSP(object):

    def __init__(self):
        self.callback = None

    def create(self, ksp):
        self.work = []

    def destroy(self, ksp):
        for v in self.work:
            v.destroy()

    def setUp(self, ksp):
        self.work[:] = ksp.getWorkVecs(right=2, left=None)

    def reset(self, ksp):
        for v in self.work:
            v.destroy()
        del self.work[:]

    def loop(self, ksp, r, z):
        normType = ksp.getNormType()
        if normType == PETSc.KSP.NormType.NORM_PRECONDITIONED:
            # FIX: print a message to inform that we use the natural norm
            norm = sqrt(r.dot(z))
            #norm = z.norm()
        elif normType == PETSc.KSP.NormType.NORM_UNPRECONDITIONED:
            norm = r.norm()
        # FIX petsc4py to use it
        #elif normType == PETSc.KSP.NormType.NORM_NATURAL:
        #    norm = sqrt(r.dot(z))

        its = ksp.getIterationNumber()
        ksp.setResidualNorm(norm)
        ksp.logConvergenceHistory(norm)
        ksp.monitor(its, norm)

        context = ksp.getPythonContext()
        comm = ksp.comm

        if context.verbose:
            output = f"\tnatural_norm -> {context.natural_norm[its]:10.8e}"
            #output = f"{norm}"
            if hasattr(context, 'ti'):
                output += f"\n\tti -> {context.ti[its]:10.8e}"
            PETSc.Sys.Print(output, comm=comm)

#        if context.verbose:
#            PETSc.Sys.Print('\tnatural_norm -> {:10.8e}\n\tti -> {:10.8e}'.format(context.natural_norm[its], context.ti[its]), comm=comm)

        reason = ksp.callConvergenceTest(its, norm)
        if not reason:
            ksp.setIterationNumber(its+1)
        else:
            ksp.setConvergedReason(reason)

        #if its == 2:
        #    print('Exiting because of sys.exit()')
        #    sys.exit()
        return reason

class KSP_AMPCG(MyKSP):
    def __init__(self, mpc):
        """
        Initialize the AMPCG (Adaptive Multipreconditioned Conjugate Gradient) solver.

        Parameters
        ==========

        mpc : PCBNN Object FIX ?
            the multipreconditioner.

        PETSc.Options
        =============

        AMPCG_fullMP : Bool
            Default is False
            If True then the algorithm performs only multipreconditioned iterations.

        AMPCG_tau : Real
            Default is 0.1
            This is the threshold to choose automatically between a multipreconditioned iteration and a preconditioned iteration. This automatic choice based on AMPCG_tau is only relevant to `catch' large eigenvalues of the preconditioned operator (for theoretical reasons).
            If AMPCG_tau = 0, the algorithm will always perform a preconditioned iteration, except possibly at initialization if the user changes AMPCG_MPinitit.
            If AMPCG_fullMP = True then the value of AMPCG_tau is discarded.

        AMPCG_MPinitit : Bool
            Default is (self.tau > 0)
            If True then the initial iteration is multipreconditioned, otherwise it is preconditioned. By default, it is multipreconditioned unless AMPCG_tau = 0 in which case we know that all subsequent iterations will be preconditioned.
            If AMPCG_fullMP = True then the value of AMPCG_MPinitit is discarded.

        AMPCG_verbose : Bool
            Default is False.
            If True, some information about the iterations is printed when the code is executed.

        """
        super(KSP_AMPCG, self).__init__()
        OptDB = PETSc.Options()
        self.tau = OptDB.getReal('AMPCG_tau', 0.1)
        self.MPinitit = OptDB.getBool('AMPCG_MPinitit', (self.tau>0))
        self.fullMP = OptDB.getBool('AMPCG_fullMP', False)
        self.verbose = OptDB.getBool('AMPCG_verbose', False)

        self.mpc = mpc
        self.ti = []
        self.natural_norm = []

    def add_vectors(self):
        """
        Initialize a list of ndom global vectors that can be used to store the multipreconditioned residual.

        Returns
        =======

        list of ndom PETSc.Vecs

        """
        return [self.work[0].duplicate() for i in range(self.ndom)]

    def setUp(self, ksp):
        """
        Setup of the AMPCG Krylov Subspace Solver.

        Parameters
        ==========

        ksp : FIX

        """
        super(KSP_AMPCG, self).setUp(ksp)
        self.ndom = mpi.COMM_WORLD.size
        # FIX: transform p and Ap using block matrices
        p = [self.add_vectors()]
        Ap = [self.add_vectors()]
        self.work += [p, Ap]

        self.Delta = PETSc.Mat().create(comm=PETSc.COMM_SELF)
        self.Delta.setType(PETSc.Mat.Type.SEQDENSE)
        self.Delta.setSizes([self.ndom, self.ndom])
        self.Delta.setOption(PETSc.Mat.Option.SYMMETRIC, True)
        self.Delta.setPreallocationDense(None)

        self.gamma = PETSc.Vec().create(comm=PETSc.COMM_SELF)
        self.gamma.setType(PETSc.Vec.Type.SEQ)
        self.gamma.setSizes(self.ndom)

        self.ksp_Delta = []

    def solve(self, ksp, b, x):
        """
        Solve of the AMPCG Krylov Subspace Solver.

        Parameters
        ==========

        ksp : FIX

        b : PETSc Vec
            The right hand side for which to solve.

        x : PETSc Vec
            To store the solution.

        """

        self.mpc.proj.project(x)
        xtild = self.mpc.proj.coarse_init(b)
        x += xtild

        A, B = ksp.getOperators()
        r, z, p, Ap = self.work
        comm = ksp.comm

        A.mult(x, r)
        r.aypx(-1, b)
        self.mpc.mult(r, z)

        natural_norm = sqrt(r.dot(z))
        self.natural_norm.append(natural_norm)

        its = ksp.getIterationNumber()

        if self.MPinitit or self.fullMP :
            if self.verbose :
                PETSc.Sys.Print('multipreconditioning initial iteration', comm=comm)
            self.ti.append(0)
            self.mpc.MP_mult(r, p[-1])
        else:
            if self.verbose :
                PETSc.Sys.Print('not multipreconditioning initial iteration', comm=comm)
            self.ti.append(inf)
            p[-1] = z.copy()

        alpha = self.gamma.duplicate()
        beta = self.gamma.duplicate()
        phi = self.gamma.duplicate()

        if self.callback:
            self.callback(locals())

        while not self.loop(ksp, r, z):
            if isinstance(p[-1], list):
                for i in range(self.ndom):
                    self.gamma[i] = p[-1][i].dot(r)
                    Ap[-1][i] = A*p[-1][i]
                    for j in range(i + 1):
                        tmp = Ap[-1][i].dot(p[-1][j])
                        self.Delta[i, j] = tmp
                        self.Delta[j, i] = tmp

                self.Delta.assemble()

                self.ksp_Delta.append(PETSc.KSP().create(comm=PETSc.COMM_SELF))
                self.ksp_Delta[-1].setOperators(self.Delta.copy())
                self.ksp_Delta[-1].setType(ksp.Type.PREONLY)
                pc = self.ksp_Delta[-1].getPC()
                pc.setType(pc.Type.CHOLESKY)
                self.ksp_Delta[-1].solve(self.gamma, alpha)

                for i in range(self.ndom):
                    x.axpy(alpha[i], p[-1][i])
                    r.axpy(-alpha[i], Ap[-1][i])

                ti = self.gamma.dot(alpha)
            else:
                gamma0 = p[-1].dot(r)
                Ap[-1] = A*p[-1]
                delta = Ap[-1].dot(p[-1])

                self.ksp_Delta.append(delta)
                alpha0 = gamma0/delta

                x.axpy(alpha0, p[-1])
                r.axpy(-alpha0, Ap[-1])

                ti = gamma0*alpha0

            self.mpc.mult(r, z)
            natural_norm = r.dot(z)
            ti /= natural_norm
            natural_norm = sqrt(natural_norm)

            self.natural_norm.append(natural_norm)
            self.ti.append(ti)

            if ti < self.tau or self.fullMP:
                if self.verbose :
                    PETSc.Sys.Print('multipreconditioning this iteration', comm=comm)
                p.append(self.add_vectors())
                Ap.append(self.add_vectors())
                self.mpc.MP_mult(r, p[-1])
            else:
                p.append(z.copy())
                Ap.append(z.duplicate())

            if self.callback:
                self.callback(locals())

            its = ksp.getIterationNumber()
            for it in range(its):
                if isinstance(p[-1], list):
                    for i in range(self.ndom):
                        if isinstance(p[it], list):
                            for j in range(self.ndom):
                                phi[j] = Ap[it][j].dot(p[-1][i])
                            self.ksp_Delta[it].solve(phi, beta)
                            for j in range(self.ndom):
                                p[-1][i].axpy(-beta[j], p[it][j])
                        else:
                            phi0 = Ap[it].dot(p[-1][i])
                            beta0 = phi0/self.ksp_Delta[it]
                            p[-1][i].axpy(-beta0, p[it])
                else:
                    if isinstance(p[it], list):
                        for j in range(self.ndom):
                            phi[j] = Ap[it][j].dot(p[-1])
                        self.ksp_Delta[it].solve(phi, beta)
                        for j in range(self.ndom):
                            p[-1].axpy(-beta[j], p[it][j])
                    else:
                        phi0 = Ap[it].dot(p[-1])
                        beta0 = phi0/self.ksp_Delta[it]
                        p[-1].axpy(-beta0, p[it])

            if isinstance(p[-1], list):
                for i in range(self.ndom):
                    self.mpc.proj.project(p[-1][i])
            else:
                self.mpc.proj.project(p[-1])

def cg(A, b, rtol=1e-5, ite_max=5000):
    x = b.duplicate()
    x.set(0.)

    r = b.copy()
    p = r.copy()
    Ap = p.duplicate()

    rdr = r.dot(r)
    rnorm = sqrt(rdr)
    if rnorm == 0:
        return x

    r0 = rnorm
    ite = 0

    # if mpi.COMM_WORLD.rank == 0:
    #     print(f'ite: {ite} residual -> {rnorm}')

    while rnorm/r0 > rtol and ite < ite_max:
        Ap = A*p
        alpha = rdr/p.dot(Ap)

        x += alpha*p
        r -= alpha*Ap

        beta = 1/rdr
        rdr = r.dot(r)
        beta *= rdr

        p = r + beta*p

        rnorm = sqrt(rdr)
        ite += 1
        if mpi.COMM_WORLD.rank == 0:
            print(f'ite: {ite} residual -> {rnorm}')

    return x

class KSP_PCG(MyKSP):
    """
    PETSc.Options
    =============

    PCG_Ritz : Bool
        Default is True
        If True then the Ritz values of the preconditioned operator are computed after PCG has converged
    """
    def __init__(self):
        super(KSP_PCG, self).__init__()

        OptDB = PETSc.Options()
        self.verbose = OptDB.getBool('PCG_verbose', False)
        self.Ritz = OptDB.getReal('PCG_Ritz', True)
        self.natural_norm = []
        if self.Ritz:
            self.alpha_save = [] #for computing the ritz values
            self.beta_save = [] #for computing the ritz values

    def setUp(self, ksp):
        super(KSP_PCG, self).setUp(ksp)
        p = self.work[0].duplicate()
        Ap = p.duplicate()
        self.work += [p, Ap]

    def solve(self, ksp, b, x):
        A, B = ksp.getOperators()
        P = ksp.getPC()
        r, z, p, Ap = self.work
        #
        A.mult(x, r)
        r.aypx(-1, b)

        P.apply(r, z)

        z.copy(p)
        delta_0 = r.dot(z)
        delta = delta_0
        # natural_norm = sqrt(r.dot(z))
        # self.natural_norm.append(natural_norm)

        ite = 0
        if mpi.COMM_WORLD.rank == 0:
            print(f'ite: {ite} residual -> {delta}')

        while not self.loop(ksp, r, z):
            A.mult(p, Ap)
            alpha = delta / p.dot(Ap)
            # print(z.norm())
            ptAp = p.dot(Ap)
            if self.Ritz:
                self.alpha_save.append(alpha)
            x.axpy(+alpha, p)
            r.axpy(-alpha, Ap)

            P.apply(r, z)
            # natural_norm = sqrt(r.dot(z))
            # self.natural_norm.append(natural_norm)

            delta_old = delta
            delta = r.dot(z)
            beta = delta / delta_old
            if self.Ritz:
                self.beta_save.append(beta)
            p.aypx(beta, z)

            ite += 1
            if mpi.COMM_WORLD.rank == 0:
                print(f'ite: {ite} residual -> {delta}')
        if self.Ritz:
            self.alpha_save = np.array(self.alpha_save)
            self.beta_save = np.array(self.beta_save)
            self.beta_save = self.beta_save[:-1]
            self.diag = 1./self.alpha_save
            self.diag[1:] += self.beta_save /self.alpha_save[:-1]
            self.subdiag = - np.sqrt(self.beta_save)/self.alpha_save[:-1]
            self.T = np.diag(self.diag)
            self.T += np.diag(self.subdiag,1)
            self.T += np.diag(self.subdiag,-1)
            [D,V] = np.linalg.eigh(self.T)
            if mpi.COMM_WORLD.rank == 0:
                   print("\nD : ", D)
#            print("\nalpha_save : ", self.alpha_save)
#            print("Shape : ", self.alpha_save.shape)

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