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CGSolve.hpp
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CGSolve.hpp
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/*
//@HEADER
// ************************************************************************
//
// Kokkos v. 2.0
// Copyright (2014) Sandia Corporation
//
// Under the terms of Contract DE-AC04-94AL85000 with Sandia Corporation,
// the U.S. Government retains certain rights in this software.
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are
// met:
//
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
//
// 3. Neither the name of the Corporation nor the names of the
// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
// CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
// EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
// PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
//
// Questions? Contact H. Carter Edwards (hcedwar@sandia.gov)
//
// ************************************************************************
//@HEADER
*/
#ifndef KOKKOS_EXAMPLE_CG_SOLVE
#define KOKKOS_EXAMPLE_CG_SOLVE
#include <cmath>
#include <limits>
#include <Kokkos_Core.hpp>
#include <impl/Kokkos_Timer.hpp>
#include <WrapMPI.hpp>
//----------------------------------------------------------------------------
//----------------------------------------------------------------------------
namespace Kokkos {
namespace Example {
template< typename ValueType , class Space >
struct CrsMatrix {
typedef Kokkos::StaticCrsGraph< unsigned , Space , void , unsigned > StaticCrsGraphType ;
typedef View< ValueType * , Space > coeff_type ;
StaticCrsGraphType graph ;
coeff_type coeff ;
CrsMatrix() : graph(), coeff() {}
CrsMatrix( const StaticCrsGraphType & arg_graph )
: graph( arg_graph )
, coeff( "crs_matrix_coeff" , arg_graph.entries.dimension_0() )
{}
};
template< typename MScalar
, typename VScalar
, class Space >
struct Multiply {
const Example::CrsMatrix< MScalar , Space > m_A ;
const Kokkos::View< const VScalar * , Space > m_x ;
const Kokkos::View< VScalar * , Space > m_y ;
KOKKOS_INLINE_FUNCTION
void operator()( const int iRow ) const
{
const int iEntryBegin = m_A.graph.row_map[iRow];
const int iEntryEnd = m_A.graph.row_map[iRow+1];
double sum = 0 ;
for ( int iEntry = iEntryBegin ; iEntry < iEntryEnd ; ++iEntry ) {
sum += m_A.coeff(iEntry) * m_x( m_A.graph.entries(iEntry) );
}
m_y(iRow) = sum ;
}
Multiply( const View< VScalar * , Space > & y
, const CrsMatrix< MScalar , Space > & A
, const View< const VScalar * , Space > & x
)
: m_A( A ), m_x( x ), m_y( y )
{}
};
template< typename MScalar
, typename VScalar
, class Space >
inline
void multiply( const int nrow
, const Kokkos::View< VScalar * , Space > & y
, const Example::CrsMatrix< MScalar , Space > & A
, const Kokkos::View< VScalar * , Space > & x
)
{
Kokkos::parallel_for( Kokkos::RangePolicy<Space>(0,nrow), Multiply<MScalar,VScalar,Space>( y , A , x ) );
}
template< typename ValueType , class Space >
struct WAXPBY {
const Kokkos::View< const ValueType * , Space > m_x ;
const Kokkos::View< const ValueType * , Space > m_y ;
const Kokkos::View< ValueType * , Space > m_w ;
const double m_alpha ;
const double m_beta ;
KOKKOS_INLINE_FUNCTION
void operator()( const int i ) const
{ m_w(i) = m_alpha * m_x(i) + m_beta * m_y(i); }
WAXPBY( const View< ValueType * , Space > & arg_w
, const double arg_alpha
, const View< ValueType * , Space > & arg_x
, const double arg_beta
, const View< ValueType * , Space > & arg_y
)
: m_x( arg_x )
, m_y( arg_y )
, m_w( arg_w )
, m_alpha( arg_alpha )
, m_beta( arg_beta )
{}
};
template< typename VScalar , class Space >
void waxpby( const int n
, const Kokkos::View< VScalar * , Space > & arg_w
, const double arg_alpha
, const Kokkos::View< VScalar * , Space > & arg_x
, const double arg_beta
, const Kokkos::View< VScalar * , Space > & arg_y
)
{
Kokkos::parallel_for( Kokkos::RangePolicy<Space>(0,n), WAXPBY<VScalar,Space>(arg_w,arg_alpha,arg_x,arg_beta,arg_y) );
}
template< typename VScalar , class Space >
struct Dot {
typedef double value_type ;
const Kokkos::View< const VScalar * , Space > m_x ;
const Kokkos::View< const VScalar * , Space > m_y ;
KOKKOS_INLINE_FUNCTION
void operator()( const int i , value_type & update ) const
{ update += m_x(i) * m_y(i); }
Dot( const Kokkos::View< VScalar * , Space > & arg_x
, const Kokkos::View< VScalar * , Space > & arg_y
)
: m_x(arg_x), m_y(arg_y) {}
};
template< typename VScalar , class Space >
double dot( const int n
, const Kokkos::View< VScalar * , Space > & arg_x
, const Kokkos::View< VScalar * , Space > & arg_y
)
{
double result = 0 ;
Kokkos::parallel_reduce( Kokkos::RangePolicy<Space>(0,n) , Dot<VScalar,Space>( arg_x , arg_y ) , result );
return result ;
}
} // namespace Example
} // namespace Kokkos
//----------------------------------------------------------------------------
//----------------------------------------------------------------------------
namespace Kokkos {
namespace Example {
struct CGSolveResult {
size_t iteration ;
double iter_time ;
double matvec_time ;
double norm_res ;
};
template< class ImportType
, typename MScalar
, typename VScalar
, class Space
>
inline
void cgsolve( const ImportType & import
, const CrsMatrix< MScalar , Space > & A
, const Kokkos::View< VScalar * , Space > & b
, const Kokkos::View< VScalar * , Space > & x
, const size_t maximum_iteration = 200
, const double tolerance = std::numeric_limits<double>::epsilon()
, CGSolveResult * result = 0
)
{
typedef View< VScalar * , Space > VectorType ;
const size_t count_owned = import.count_owned ;
const size_t count_total = import.count_owned + import.count_receive;
size_t iteration = 0 ;
double iter_time = 0 ;
double matvec_time = 0 ;
double norm_res = 0 ;
// Need input vector to matvec to be owned + received
VectorType pAll ( "cg::p" , count_total );
VectorType p = Kokkos::subview( pAll , std::pair<size_t,size_t>(0,count_owned) );
VectorType r ( "cg::r" , count_owned );
VectorType Ap( "cg::Ap", count_owned );
/* r = b - A * x ; */
/* p = x */ Kokkos::deep_copy( p , x );
/* import p */ import( pAll );
/* Ap = A * p */ multiply( count_owned , Ap , A , pAll );
/* r = b - Ap */ waxpby( count_owned , r , 1.0 , b , -1.0 , Ap );
/* p = r */ Kokkos::deep_copy( p , r );
double old_rdot = Kokkos::Example::all_reduce( dot( count_owned , r , r ) , import.comm );
norm_res = std::sqrt( old_rdot );
iteration = 0 ;
Kokkos::Timer wall_clock ;
Kokkos::Timer timer;
while ( tolerance < norm_res && iteration < maximum_iteration ) {
/* pAp_dot = dot( p , Ap = A * p ) */
timer.reset();
/* import p */ import( pAll );
/* Ap = A * p */ multiply( count_owned , Ap , A , pAll );
Space::fence();
matvec_time += timer.seconds();
const double pAp_dot = Kokkos::Example::all_reduce( dot( count_owned , p , Ap ) , import.comm );
const double alpha = old_rdot / pAp_dot ;
/* x += alpha * p ; */ waxpby( count_owned , x , alpha, p , 1.0 , x );
/* r += -alpha * Ap ; */ waxpby( count_owned , r , -alpha, Ap , 1.0 , r );
const double r_dot = Kokkos::Example::all_reduce( dot( count_owned , r , r ) , import.comm );
const double beta = r_dot / old_rdot ;
/* p = r + beta * p ; */ waxpby( count_owned , p , 1.0 , r , beta , p );
norm_res = std::sqrt( old_rdot = r_dot );
++iteration ;
}
Space::fence();
iter_time = wall_clock.seconds();
if ( 0 != result ) {
result->iteration = iteration ;
result->iter_time = iter_time ;
result->matvec_time = matvec_time ;
result->norm_res = norm_res ;
}
}
} // namespace Example
} // namespace Kokkos
//----------------------------------------------------------------------------
//----------------------------------------------------------------------------
#endif /* #ifndef KOKKOS_EXAMPLE_CG_SOLVE */
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