zhangyiss/gctl_optimization
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This commit is contained in:
张壹 2024-09-21 13:01:10 +08:00
parent 45e8d1f977
commit 19df996294
3 changed files with 120 additions and 25 deletions
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4
example/ex7.cpp
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@ -119,6 +119,10 @@ int main(int argc, char const *argv[])
test.set_clcg_para(my_para); test.set_clcg_para(my_para);
test.CLCG_Minimize(m, B, gctl::CLCG_BICG_SYM); test.CLCG_Minimize(m, B, gctl::CLCG_BICG_SYM);
std::clog << "maximal difference: " << max_diff(fm, m) << std::endl;
m.assign_all(std::complex<double>(0.0, 0.0));
test.CLCG_Minimize(m, B, gctl::CLCG_BICG);
std::clog << "maximal difference: " << max_diff(fm, m) << std::endl; std::clog << "maximal difference: " << max_diff(fm, m) << std::endl;
return 0; return 0;
} }

129
lib/optimization/clcg.cpp
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@ -232,23 +232,23 @@ void gctl::clcg_solver::CLCG_Minimize(array<std::complex<double> > &m, const arr
#ifdef GCTL_OPENMP #ifdef GCTL_OPENMP
double start = omp_get_wtime(); double start = omp_get_wtime();
if (solver_id == CLCG_BICG) return clbicg(m, B, ss); if (solver_id == CLCG_BICG) clbicg(m, B, ss);
else if (solver_id == CLCG_BICG_SYM) return clbicg_symmetric(m, B, ss); else if (solver_id == CLCG_BICG_SYM) clbicg_symmetric(m, B, ss);
else if (solver_id == CLCG_CGS) return clcgs(m, B, ss); else if (solver_id == CLCG_CGS) clcgs(m, B, ss);
else if (solver_id == CLCG_BICGSTAB) return clbicgstab(m, B, ss); else if (solver_id == CLCG_BICGSTAB) clbicgstab(m, B, ss);
else if (solver_id == CLCG_TFQMR) return cltfqmr(m, B, ss); else if (solver_id == CLCG_TFQMR) cltfqmr(m, B, ss);
else throw std::invalid_argument("Invalid solver type. gctl::clcg_solver<T>::Minimize(...)"); else throw std::invalid_argument("Invalid solver type.");
double end = omp_get_wtime(); double end = omp_get_wtime();
double costime = 1000*(end-start); double costime = 1000*(end-start);
#else #else
clock_t start = clock(); clock_t start = clock();
if (solver_id == CLCG_BICG) return clbicg(m, B, ss); if (solver_id == CLCG_BICG) clbicg(m, B, ss);
else if (solver_id == CLCG_BICG_SYM) return clbicg_symmetric(m, B, ss); else if (solver_id == CLCG_BICG_SYM) clbicg_symmetric(m, B, ss);
else if (solver_id == CLCG_CGS) return clcgs(m, B, ss); else if (solver_id == CLCG_CGS) clcgs(m, B, ss);
else if (solver_id == CLCG_BICGSTAB) return clbicgstab(m, B, ss); else if (solver_id == CLCG_BICGSTAB) clbicgstab(m, B, ss);
else if (solver_id == CLCG_TFQMR) return cltfqmr(m, B, ss); else if (solver_id == CLCG_TFQMR) cltfqmr(m, B, ss);
else throw std::invalid_argument("Invalid solver type. gctl::clcg_solver<T>::Minimize(...)"); else throw std::invalid_argument("Invalid solver type.");
clock_t end = clock(); clock_t end = clock();
double costime = 1000*(end-start)/(double)CLOCKS_PER_SEC; double costime = 1000*(end-start)/(double)CLOCKS_PER_SEC;
@ -259,17 +259,17 @@ void gctl::clcg_solver::CLCG_Minimize(array<std::complex<double> > &m, const arr
switch (solver_id) switch (solver_id)
{ {
case CLCG_BICG: case CLCG_BICG:
std::clog << "Solver: " << std::setw(9) << "Bi-CG, Times cost: " << costime << " ms" << std::endl; break; ss << "Solver: " << std::setw(9) << "Bi-CG, Times cost: " << costime << " ms" << std::endl; break;
case CLCG_BICG_SYM: case CLCG_BICG_SYM:
std::clog << "Solver: " << std::setw(9) << "Bi-CG (symmetrically accelerated), Times cost: " << costime << " ms" << std::endl; break; ss << "Solver: " << std::setw(9) << "Bi-CG (symmetrically accelerated), Times cost: " << costime << " ms" << std::endl; break;
case CLCG_CGS: case CLCG_CGS:
std::clog << "Solver: " << std::setw(9) << "CGS, Times cost: " << costime << " ms" << std::endl; break; ss << "Solver: " << std::setw(9) << "CGS, Times cost: " << costime << " ms" << std::endl; break;
case CLCG_BICGSTAB: case CLCG_BICGSTAB:
std::clog << "Solver: " << std::setw(9) << "CGS, Times cost: " << costime << " ms" << std::endl; break; ss << "Solver: " << std::setw(9) << "CGS, Times cost: " << costime << " ms" << std::endl; break;
case CLCG_TFQMR: case CLCG_TFQMR:
std::clog << "Solver: " << std::setw(9) << "TFQMR, Times cost: " << costime << " ms" << std::endl; break; ss << "Solver: " << std::setw(9) << "TFQMR, Times cost: " << costime << " ms" << std::endl; break;
default: default:
std::clog << "Solver: " << std::setw(9) << "Unknown, Times cost: " << costime << " ms" << std::endl; break; ss << "Solver: " << std::setw(9) << "Unknown, Times cost: " << costime << " ms" << std::endl; break;
} }
} }
return; return;
@ -277,7 +277,98 @@ void gctl::clcg_solver::CLCG_Minimize(array<std::complex<double> > &m, const arr
void gctl::clcg_solver::clbicg(array<std::complex<double> > &m, const array<std::complex<double> > &B, std::ostream &ss) void gctl::clcg_solver::clbicg(array<std::complex<double> > &m, const array<std::complex<double> > &B, std::ostream &ss)
{ {
return; size_t n_size = B.size();
//check parameters
if (n_size <= 0) return clcg_error_str(CLCG_INVILAD_VARIABLE_SIZE, ss);
if (clcg_param_.max_iterations < 0) return clcg_error_str(CLCG_INVILAD_MAX_ITERATIONS, ss);
if (clcg_param_.epsilon <= 0.0 || clcg_param_.epsilon >= 1.0) return clcg_error_str(CLCG_INVILAD_EPSILON, ss);
r1k.resize(n_size); r2k.resize(n_size);
d1k.resize(n_size); d2k.resize(n_size);
Ax.resize(n_size);
std::complex<double> ak, Ad1d2, r1r2_next, betak;
CLCG_Ax(m, Ax, gctl::NoTrans, gctl::NoConj);
std::complex<double> one_z(1.0, 0.0);
vecdiff(r1k, B, Ax, one_z, one_z);
veccpy(d1k, r1k, one_z);
vecconj(r2k, r1k);
veccpy(d2k, r2k, one_z);
std::complex<double> r1r2 = vecinner(r2k, r1k);
double r0_square, rk_square;
std::complex<double> r0_mod;
std::complex<double> rk_mod = vecinner(r1k, r1k);
r0_square = rk_square = std::norm(rk_mod);
if (r0_square < 1.0) r0_square = 1.0;
if (clcg_param_.abs_diff && sqrt(rk_square)/n_size <= clcg_param_.epsilon)
{
CLCG_Progress(m, sqrt(rk_square)/n_size, clcg_param_, 0, ss);
return clcg_error_str(CLCG_ALREADY_OPTIMIZIED, ss);
}
else if (rk_square/r0_square <= clcg_param_.epsilon)
{
CLCG_Progress(m, rk_square/r0_square, clcg_param_, 0, ss);
return clcg_error_str(CLCG_ALREADY_OPTIMIZIED, ss);
}
double residual;
size_t t = 0;
while(1)
{
if (clcg_param_.abs_diff) residual = sqrt(rk_square)/n_size;
else residual = rk_square/r0_square;
if (CLCG_Progress(m, residual, clcg_param_, t, ss))
{
return clcg_error_str(CLCG_STOP, ss);
}
if (residual <= clcg_param_.epsilon)
{
return clcg_error_str(CLCG_CONVERGENCE, ss);
}
if (clcg_param_.max_iterations > 0 && t+1 > clcg_param_.max_iterations)
{
return clcg_error_str(CLCG_REACHED_MAX_ITERATIONS, ss);
}
t++;
CLCG_Ax(d1k, Ax, gctl::NoTrans, gctl::NoConj);
Ad1d2 = vecinner(d2k, Ax);
ak = r1r2/Ad1d2;
vecapp(m, d1k, ak);
vecsub(r1k, Ax, ak);
if (!vecvalid(m))
{
return clcg_error_str(CLCG_NAN_VALUE, ss);
}
rk_mod = vecinner(r1k, r1k);
rk_square = std::norm(rk_mod);
CLCG_Ax(d2k, Ax, gctl::Trans, gctl::Conj);
vecsub(r2k, Ax, std::conj(ak));
r1r2_next = vecinner(r2k, r1k);
betak = r1r2_next/r1r2;
r1r2 = r1r2_next;
vecadd(d1k, d1k, r1k, betak, one_z);
vecadd(d2k, d2k, r2k, std::conj(betak), one_z);
}
return clcg_error_str(CLCG_UNKNOWN_ERROR, ss);
} }
void gctl::clcg_solver::clbicg_symmetric(array<std::complex<double> > &m, const array<std::complex<double> > &B, std::ostream &ss) void gctl::clcg_solver::clbicg_symmetric(array<std::complex<double> > &m, const array<std::complex<double> > &B, std::ostream &ss)

12
lib/optimization/lcg.cpp
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@ -280,17 +280,17 @@ void gctl::lcg_solver::LCG_Minimize(array<double> &m, const array<double> &b, lc
switch (solver_id) switch (solver_id)
{ {
case LCG_CG: case LCG_CG:
ss << "Solver: " << std::setw(9) << "CG" << ", Time cost: " << costime << " ms\n"; break; ss << "Solver: " << std::setw(9) << "CG, Time cost: " << costime << " ms\n"; break;
case LCG_CGS: case LCG_CGS:
ss << "Solver: " << std::setw(9) << "CGS" << ", Time cost: " << costime << " ms\n"; break; ss << "Solver: " << std::setw(9) << "CGS, Time cost: " << costime << " ms\n"; break;
case LCG_PCG: case LCG_PCG:
ss << "Solver: " << std::setw(9) << "PCG" << ", Time cost: " << costime << " ms\n"; break; ss << "Solver: " << std::setw(9) << "PCG, Time cost: " << costime << " ms\n"; break;
case LCG_BICGSTAB: case LCG_BICGSTAB:
ss << "Solver: " << std::setw(9) << "BICGSTAB" << ", Times cost: " << costime << " ms\n"; break; ss << "Solver: " << std::setw(9) << "BICGSTAB, Times cost: " << costime << " ms\n"; break;
case LCG_BICGSTAB2: case LCG_BICGSTAB2:
ss << "Solver: " << std::setw(9) << "BICGSTAB2" << ", Time cost: " << costime << " ms\n"; break; ss << "Solver: " << std::setw(9) << "BICGSTAB2, Time cost: " << costime << " ms\n"; break;
default: default:
ss << "Solver: " << std::setw(9) << "Unknown" << ", Time cost: " << costime << " ms\n"; break; ss << "Solver: " << std::setw(9) << "Unknown, Time cost: " << costime << " ms\n"; break;
} }
} }
return; return;