/****************************************************************** * * * File : spgmr.h * * Programmers : Scott D. Cohen and Alan C. Hindmarsh @ LLNL * * Last Modified : 1 September 1994 * *----------------------------------------------------------------* * This is the header file for the implementation of the scaled * * preconditioned GMRES (SPGMR) iterative linear solver. * * * ******************************************************************/ #ifndef _spgmr_h #define _spgmr_h #include "llnltyps.h" #include "iterativ.h" #include "vector.h" /****************************************************************** * * * Types: SpgmrMemRec, SpgmrMem * *----------------------------------------------------------------* * SpgmrMem is a pointer to an SpgmrMemRec which contains * * the memory needed by SpgmrSolve. The SpgmrMalloc routine * * returns a pointer of type SpgmrMem which should then be passed * * in subsequent calls to SpgmrSolve. The SpgmrFree routine frees * * the memory allocated by SpgmrMalloc. * * * * N is the linear system size. * * * * l_max is the maximum Krylov dimension that SpgmrSolve will be * * permitted to use. * * * * V is the array of Krylov basis vectors v_1, ..., v_(l_max+1), * * stored in V[0], ..., V[l_max], where l_max is the second * * parameter to SpgmrMalloc. Each v_i is a length N vector of * * type N_Vector. (N is the first parameter to SpgmrMalloc and * * represents the size of the linear system.) * * * * Hes is the (l_max+1) x l_max Hessenberg matrix. It is stored * * row-wise so that the (i,j)th element is given by Hes[i][j]. * * * * givens is a length 2*l_max array which represents the * * Givens rotation matrices that arise in the algorithm. The * * Givens rotation matrices F_0, F_1, ..., F_j, where F_i is * * * * 1 * * 1 * * c_i -s_i <--- row i * * s_i c_i * * 1 * * 1 * * * * are represented in the givens vector as * * givens[0]=c_0, givens[1]=s_0, givens[2]=c_1, givens[3]=s_1, * * ..., givens[2j]=c_j, givens[2j+1]=s_j. * * * * xcor is a length N vector (type N_Vector) which holds the * * scaled, preconditioned correction to the initial guess. * * * * yg is a length (l_max+1) array of reals used to hold "short" * * vectors (e.g. y and g). * * * * vtemp is a length N vector (type N_Vector) used as temporary * * vector storage during calculations. * * * ******************************************************************/ typedef struct { integer N; int l_max; N_Vector *V; real **Hes; real *givens; N_Vector xcor; real *yg; N_Vector vtemp; } SpgmrMemRec, *SpgmrMem; /****************************************************************** * * * Function : SpgmrMalloc * *----------------------------------------------------------------* * SpgmrMalloc allocates the memory used by SpgmrSolve. It * * returns a pointer of type SpgmrMem which the user of the * * SPGMR package should pass to SpgmrSolve. The parameter N * * is the size of the system to be solved by SpgmrSolve and l_max * * is the maximum Krylov dimension that SpgmrSolve will be * * permitted to use. The parameter machEnv is a pointer to * * machine environment-specific information. Pass NULL in the * * ordinary sequential case (see vector.h). This routine returns * * NULL if there is a memory request failure. * * * ******************************************************************/ SpgmrMem SpgmrMalloc(integer N, int l_max, void *machEnv); /****************************************************************** * * * Function : SpgmrSolve * *----------------------------------------------------------------* * SpgmrSolve solves the linear system Ax = b using the SPGMR * * method. The return values are given by the symbolic constants * * below. The first SpgmrSolve parameter is a pointer to memory * * allocated by a prior call to SpgmrMalloc. The system size N * * passed in the call to SpgmrMalloc should be the same as the * * length of all N_Vector arguments passed to SpgmrSolve. * * * * mem is the pointer returned by SpgmrMalloc to the structure * * containing the memory needed by SpgmrSolve. * * * * A_data is a pointer to information about the coefficient * * matrix A. This pointer is passed to the user-supplied function * * atimes. * * * * x is the initial guess x_0 upon entry and the solution * * N_Vector upon exit with return value SPGMR_SUCCESS or * * SPGMR_RES_REDUCED. For all other return values, the output x * * is undefined. * * * * b is the right hand side N_Vector. It is undisturbed by this * * function. * * * * pretype is the type of preconditioning to be used. Its * * legal possible values are enumerated in iterativ.h. These * * values are NONE=0, LEFT=1, RIGHT=2, and BOTH=3. * * * * gstype is the type of Gram-Schmidt orthogonalization to be * * used. Its legal values are enumerated in iterativ.h. These * * values are MODIFIED_GS=0 and CLASSICAL_GS=1. * * * * delta is the tolerance on the L2 norm of the scaled, * * preconditioned residual. On return with value SPGMR_SUCCESS, * * this residual satisfies || sb P1_inv (b - Ax) ||_2 <= delta. * * * * max_restarts is the maximum number of times the algorithm is * * allowed to restart. * * * * P_data is a pointer to preconditioner information. This * * pointer is passed to the user-supplied function psolve. * * * * sx is the N_Vector of positive scale factors for x (not * * tested). Pass NULL if x scaling not required. * * * * sb is the N_Vector of positive scale factors for b (not * * tested). Pass NULL if b scaling not required. * * * * atimes is the user-supplied function which performs the * * operation of multiplying A by a given vector. Its description * * is given in iterativ.h. * * * * psolve is the user-supplied function which solves a * * preconditioned equation Pz = r. Its description is also given * * in iterativ.h. The psolve function will not be called if * * pretype is NONE. In this case, the user should pass NULL for * * psolve. * * * * res_norm is a pointer to the L2 norm of the scaled, * * preconditioned residual. On return with value SPGMR_SUCCESS or * * SPGMR_RES_REDUCED, (*res_norm) contains the value * * || sb P1_inv (b - Ax) ||_2. Here x is the computed solution, * * sb is the diagonal scaling matrix for the right hand side b, * * and P1_inv is the inverse of the left preconditioner matrix. * * For all other return values, (*res_norm) is undefined. The * * caller is responsible for allocating the memory (*res_norm) * * to be filled in by SpgmrSolve. * * * * nli is a pointer to the number of linear iterations done in * * the execution of SpgmrSolve. The caller is responsible for * * allocating the memory (*nli) to be filled in by SpgmrSolve. * * * * nps is a pointer to the number of calls made to psolve during * * the execution of SpgmrSolve. The caller is responsible for * * allocating the memory (*nps) to be filled in by SpgmrSolve. * * * * Note.. Repeated calls can be made to SpgmrSolve with varying * * input arguments. If, however, the problem size N or the * * maximum Krylov dimension l_max changes, then a call to * * SpgmrMalloc must be made to obtain new memory for SpgmrSolve * * to use. * * * ******************************************************************/ int SpgmrSolve(SpgmrMem mem, void *A_data, N_Vector x, N_Vector b, int pretype, int gstype, real delta, int max_restarts, void *P_data, N_Vector sx, N_Vector sb, ATimesFn atimes, PSolveFn psolve, real *res_norm, int *nli, int *nps); /* Return values for SpgmrSolve */ #define SPGMR_SUCCESS 0 /* Converged */ #define SPGMR_RES_REDUCED 1 /* Did not converge, but reduced norm of residual */ #define SPGMR_CONV_FAIL 2 /* Failed to converge */ #define SPGMR_QRFACT_FAIL 3 /* QRfact found singular matrix */ #define SPGMR_PSOLVE_FAIL_REC 4 /* psolve failed recoverably */ #define SPGMR_MEM_NULL -1 /* mem argument is NULL */ #define SPGMR_ATIMES_FAIL -2 /* atimes returned failure flag */ #define SPGMR_PSOLVE_FAIL_UNREC -3 /* psolve failed unrecoverably */ #define SPGMR_GS_FAIL -4 /* Gram-Schmidt routine returned failure flag */ #define SPGMR_QRSOL_FAIL -5 /* QRsol found singular R */ /****************************************************************** * * * Function : SpgmrFree * *----------------------------------------------------------------* * SpgmrMalloc frees the memory allocated by SpgmrMalloc. It is * * illegal to use the pointer mem after a call to SpgmrFree. * * * ******************************************************************/ void SpgmrFree(SpgmrMem mem); #endif