ConjugateResidual.h

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/*************************************************************************************
 
    Grid physics library, www.github.com/paboyle/Grid 
 
    Source file: ./lib/algorithms/iterative/ConjugateResidual.h
 
    Copyright (C) 2015
 
Author: Azusa Yamaguchi <ayamaguc@staffmail.ed.ac.uk>
Author: Peter Boyle <paboyle@ph.ed.ac.uk>
 
    This program is free software; you can redistribute it and/or modify
    it under the terms of the GNU General Public License as published by
    the Free Software Foundation; either version 2 of the License, or
    (at your option) any later version.
 
    This program is distributed in the hope that it will be useful,
    but WITHOUT ANY WARRANTY; without even the implied warranty of
    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    GNU General Public License for more details.
 
    You should have received a copy of the GNU General Public License along
    with this program; if not, write to the Free Software Foundation, Inc.,
    51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
 
    See the full license in the file "LICENSE" in the top level distribution directory
*************************************************************************************/
/*  END LEGAL */
#ifndef GRID_CONJUGATE_RESIDUAL_H
#define GRID_CONJUGATE_RESIDUAL_H
 
NAMESPACE_BEGIN(Grid);

// Base classes for iterative processes based on operators
// single input vec, single output vec.
 
template<class Field> 
class ConjugateResidual : public OperatorFunction<Field> {
public:                                                
  using OperatorFunction<Field>::operator();
 
  RealD   Tolerance;
  Integer MaxIterations;
  int verbose;
 
  ConjugateResidual(RealD tol,Integer maxit) : Tolerance(tol), MaxIterations(maxit) { 
    verbose=0;
  };
 
  void operator() (LinearOperatorBase<Field> &Linop,const Field &src, Field &psi){
 
    RealD a, b; // c, d;
    RealD cp, ssq,rsq;
      
    RealD rAr, rAAr, rArp;
    RealD pAp, pAAp;
 
    GridBase *grid = src.Grid();
    psi=Zero();
    Field r(grid),  p(grid), Ap(grid), Ar(grid);
      
    r=src;
    p=src;
 
    Linop.HermOpAndNorm(p,Ap,pAp,pAAp);
    Linop.HermOpAndNorm(r,Ar,rAr,rAAr);
 
    cp =norm2(r);
    ssq=norm2(src);
    rsq=Tolerance*Tolerance*ssq;
 
    if (verbose) std::cout<<GridLogMessage<<"ConjugateResidual: iteration " <<0<<" residual "<<cp<< " target"<< rsq<<std::endl;
 
    for(int k=1;k<MaxIterations;k++){
 
      a = rAr/pAAp;
 
      axpy(psi,a,p,psi);
 
      cp = axpy_norm(r,-a,Ap,r);
 
      rArp=rAr;
 
      Linop.HermOpAndNorm(r,Ar,rAr,rAAr);
 
      b   =rAr/rArp;
 
      axpy(p,b,p,r);
      pAAp=axpy_norm(Ap,b,Ap,Ar);
    
      if(verbose) std::cout<<GridLogMessage<<"ConjugateResidual: iteration " <<k<<" residual "<<cp<< " target"<< rsq<<std::endl;
 
      if(cp<rsq) {
    Linop.HermOp(psi,Ap);
    axpy(r,-1.0,src,Ap);
    RealD true_resid = norm2(r)/ssq;
    std::cout<<GridLogMessage<<"ConjugateResidual: Converged on iteration " <<k
         << " computed residual "<<std::sqrt(cp/ssq)
         << " true residual "<<std::sqrt(true_resid)
         << " target "       <<Tolerance <<std::endl;
    return;
      }
 
    }
 
    std::cout<<GridLogMessage<<"ConjugateResidual did NOT converge"<<std::endl;
    assert(0);
  }
};
NAMESPACE_END(Grid);
#endif