From 061710da4c11e04184e06846ca13bc0247096359 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Jakub=20Klinkovsk=C3=BD?= <klinkjak@fjfi.cvut.cz>
Date: Fri, 21 Sep 2018 14:49:03 +0200
Subject: [PATCH] Refactoring ILU preconditioners: added TriangularSolve.h
---
.../Linear/Preconditioners/CMakeLists.txt | 1 +
src/TNL/Solvers/Linear/Preconditioners/ILU0.h | 4 +-
.../Linear/Preconditioners/ILU0_impl.h | 66 +++-------
src/TNL/Solvers/Linear/Preconditioners/ILUT.h | 3 +-
.../Linear/Preconditioners/ILUT_impl.h | 45 +------
.../Linear/Preconditioners/TriangularSolve.h | 117 ++++++++++++++++++
6 files changed, 141 insertions(+), 95 deletions(-)
create mode 100644 src/TNL/Solvers/Linear/Preconditioners/TriangularSolve.h
diff --git a/src/TNL/Solvers/Linear/Preconditioners/CMakeLists.txt b/src/TNL/Solvers/Linear/Preconditioners/CMakeLists.txt
index 3fe13dd45e..13f733c8ee 100644
--- a/src/TNL/Solvers/Linear/Preconditioners/CMakeLists.txt
+++ b/src/TNL/Solvers/Linear/Preconditioners/CMakeLists.txt
@@ -5,6 +5,7 @@ SET( headers Preconditioner.h
ILU0_impl.h
ILUT.h
ILUT_impl.h
+ TriangularSolve.h
)
INSTALL( FILES ${headers} DESTINATION ${TNL_TARGET_INCLUDE_DIRECTORY}/Solvers/Linear/Preconditioners )
diff --git a/src/TNL/Solvers/Linear/Preconditioners/ILU0.h b/src/TNL/Solvers/Linear/Preconditioners/ILU0.h
index 868cb81b3f..b1d835a3d9 100644
--- a/src/TNL/Solvers/Linear/Preconditioners/ILU0.h
+++ b/src/TNL/Solvers/Linear/Preconditioners/ILU0.h
@@ -62,8 +62,8 @@ public:
virtual void solve( ConstVectorViewType b, VectorViewType x ) const override;
protected:
- Matrices::CSR< RealType, DeviceType, IndexType > L;
- Matrices::CSR< RealType, DeviceType, IndexType > U;
+ // The factors L and U are stored separately and the rows of U are reversed.
+ Matrices::CSR< RealType, DeviceType, IndexType > L, U;
};
template< typename Matrix >
diff --git a/src/TNL/Solvers/Linear/Preconditioners/ILU0_impl.h b/src/TNL/Solvers/Linear/Preconditioners/ILU0_impl.h
index 8d220b8b0d..0d867f2b72 100644
--- a/src/TNL/Solvers/Linear/Preconditioners/ILU0_impl.h
+++ b/src/TNL/Solvers/Linear/Preconditioners/ILU0_impl.h
@@ -13,6 +13,7 @@
#pragma once
#include "ILU0.h"
+#include "TriangularSolve.h"
#include <TNL/Exceptions/CudaSupportMissing.h>
@@ -40,19 +41,19 @@ update( const MatrixPointer& matrixPointer )
L_rowLengths.setSize( N );
U_rowLengths.setSize( N );
for( IndexType i = 0; i < N; i++ ) {
- const auto row = matrixPointer->getRow( i );
- const auto max_length = matrixPointer->getRowLength( i );
- IndexType L_entries = 0;
- IndexType U_entries = 0;
- for( IndexType j = 0; j < max_length; j++ ) {
- const auto column = row.getElementColumn( j );
- if( column < i )
- L_entries++;
- else if( column < N )
- U_entries++;
- else
- break;
- }
+ const auto row = matrixPointer->getRow( i );
+ const auto max_length = matrixPointer->getRowLength( i );
+ IndexType L_entries = 0;
+ IndexType U_entries = 0;
+ for( IndexType j = 0; j < max_length; j++ ) {
+ const auto column = row.getElementColumn( j );
+ if( column < i )
+ L_entries++;
+ else if( column < N )
+ U_entries++;
+ else
+ break;
+ }
L_rowLengths[ i ] = L_entries;
U_rowLengths[ N - 1 - i ] = U_entries;
}
@@ -107,46 +108,11 @@ void
ILU0_impl< Matrix, Real, Devices::Host, Index >::
solve( ConstVectorViewType b, VectorViewType x ) const
{
- TNL_ASSERT_EQ( b.getSize(), L.getRows(), "wrong size of the right hand side" );
- TNL_ASSERT_EQ( x.getSize(), L.getRows(), "wrong size of the solution vector" );
-
- const IndexType N = x.getSize();
-
// Step 1: solve y from Ly = b
- for( IndexType i = 0; i < N; i++ ) {
- x[ i ] = b[ i ];
-
- const auto L_entries = L.getRowLength( i );
-
- // this condition is to avoid segfaults on empty L.getRow( i )
- if( L_entries > 0 ) {
- const auto L_i = L.getRow( i );
-
- // loop for j = 0, ..., i - 1; but only over the non-zero entries
- for( IndexType c_j = 0; c_j < L_entries; c_j++ ) {
- const auto j = L_i.getElementColumn( c_j );
- x[ i ] -= L_i.getElementValue( c_j ) * x[ j ];
- }
- }
- }
+ triangularSolveLower< true >( L, x, b );
// Step 2: solve x from Ux = y
- for( IndexType i = N - 1; i >= 0; i-- ) {
- const IndexType U_idx = N - 1 - i;
-
- const auto U_entries = U.getRowLength( U_idx );
- const auto U_i = U.getRow( U_idx );
-
- const auto U_ii = U_i.getElementValue( 0 );
-
- // loop for j = i+1, ..., N-1; but only over the non-zero entries
- for( IndexType c_j = 1; c_j < U_entries ; c_j++ ) {
- const auto j = U_i.getElementColumn( c_j );
- x[ i ] -= U_i.getElementValue( c_j ) * x[ j ];
- }
-
- x[ i ] /= U_ii;
- }
+ triangularSolveUpper< true, true >( U, x, x );
}
diff --git a/src/TNL/Solvers/Linear/Preconditioners/ILUT.h b/src/TNL/Solvers/Linear/Preconditioners/ILUT.h
index 3fbb1ee11c..fff6fd2967 100644
--- a/src/TNL/Solvers/Linear/Preconditioners/ILUT.h
+++ b/src/TNL/Solvers/Linear/Preconditioners/ILUT.h
@@ -71,8 +71,7 @@ protected:
Real tau = 1e-4;
// The factors L and U are stored separately and the rows of U are reversed.
- Matrices::CSR< RealType, DeviceType, IndexType > L;
- Matrices::CSR< RealType, DeviceType, IndexType > U;
+ Matrices::CSR< RealType, DeviceType, IndexType > L, U;
};
template< typename Matrix, typename Real, typename Index >
diff --git a/src/TNL/Solvers/Linear/Preconditioners/ILUT_impl.h b/src/TNL/Solvers/Linear/Preconditioners/ILUT_impl.h
index 4a7a724a5b..d0e6708351 100644
--- a/src/TNL/Solvers/Linear/Preconditioners/ILUT_impl.h
+++ b/src/TNL/Solvers/Linear/Preconditioners/ILUT_impl.h
@@ -15,6 +15,8 @@
#include <vector>
#include "ILUT.h"
+#include "TriangularSolve.h"
+
#include <TNL/Timer.h>
namespace TNL {
@@ -245,50 +247,11 @@ void
ILUT_impl< Matrix, Real, Devices::Host, Index >::
solve( ConstVectorViewType b, VectorViewType x ) const
{
- TNL_ASSERT_EQ( b.getSize(), L.getRows(), "wrong size of the right hand side" );
- TNL_ASSERT_EQ( x.getSize(), L.getRows(), "wrong size of the solution vector" );
-
- const IndexType N = x.getSize();
-
// Step 1: solve y from Ly = b
- for( IndexType i = 0; i < N; i++ ) {
- x[ i ] = b[ i ];
-
- const auto L_entries = L.getRowLength( i );
-
- // this condition is to avoid segfaults on empty L.getRow( i )
- if( L_entries > 0 ) {
- const auto L_i = L.getRow( i );
-
- // loop for j = 0, ..., i - 1; but only over the non-zero entries
- for( IndexType c_j = 0; c_j < L_entries; c_j++ ) {
- const auto j = L_i.getElementColumn( c_j );
- // we might have allocated more space than was actually needed due to dropping
- if( j >= N ) break;
- x[ i ] -= L_i.getElementValue( c_j ) * x[ j ];
- }
- }
- }
+ triangularSolveLower< false >( L, x, b );
// Step 2: solve x from Ux = y
- for( IndexType i = N - 1; i >= 0; i-- ) {
- const IndexType U_idx = N - 1 - i;
-
- const auto U_entries = U.getRowLength( U_idx );
- const auto U_i = U.getRow( U_idx );
-
- const auto U_ii = U_i.getElementValue( 0 );
-
- // loop for j = i+1, ..., N-1; but only over the non-zero entries
- for( IndexType c_j = 1; c_j < U_entries ; c_j++ ) {
- const auto j = U_i.getElementColumn( c_j );
- // we might have allocated more space than was actually needed due to dropping
- if( j >= N ) break;
- x[ i ] -= U_i.getElementValue( c_j ) * x[ j ];
- }
-
- x[ i ] /= U_ii;
- }
+ triangularSolveUpper< true, false >( U, x, x );
}
} // namespace Preconditioners
diff --git a/src/TNL/Solvers/Linear/Preconditioners/TriangularSolve.h b/src/TNL/Solvers/Linear/Preconditioners/TriangularSolve.h
new file mode 100644
index 0000000000..71f51a6ebf
--- /dev/null
+++ b/src/TNL/Solvers/Linear/Preconditioners/TriangularSolve.h
@@ -0,0 +1,117 @@
+/***************************************************************************
+ TriangularSolve.h - description
+ -------------------
+ begin : Sep 21, 2018
+ copyright : (C) 2018 by Tomas Oberhuber et al.
+ email : tomas.oberhuber@fjfi.cvut.cz
+ ***************************************************************************/
+
+/* See Copyright Notice in tnl/Copyright */
+
+// Implemented by: Jakub Klinkovsky
+
+#pragma once
+
+namespace TNL {
+namespace Solvers {
+namespace Linear {
+namespace Preconditioners {
+
+/*
+ * Solves `x` from `Lx = b`, where L is a square lower triangular matrix with
+ * implicit ones on the diagonal.
+ *
+ * Note that the solution can be updated in-place if `x` and `b` are passed
+ * as the same vector.
+ *
+ * If `fullStorage` is true, then it is assumed that all non-zero entries of the
+ * matrix are valid. Otherwise an explicit check is performed to detect padding
+ * zeros. This is useful for Ellpack-based formats or if more space than
+ * necessary was explicitly allocated.
+ */
+template< bool fullStorage = true, typename Matrix, typename Vector1, typename Vector2 >
+void triangularSolveLower( const Matrix& L, Vector1& x, const Vector2& b )
+{
+ TNL_ASSERT_EQ( b.getSize(), L.getRows(), "wrong size of the right hand side" );
+ TNL_ASSERT_EQ( x.getSize(), L.getRows(), "wrong size of the solution vector" );
+
+ using RealType = typename Vector1::RealType;
+ using IndexType = typename Vector1::IndexType;
+
+ const IndexType N = x.getSize();
+
+ for( IndexType i = 0; i < N; i++ ) {
+ RealType x_i = b[ i ];
+
+ const auto L_entries = L.getRowLength( i );
+
+ // this condition is to avoid segfaults on empty L.getRow( i )
+ if( L_entries > 0 ) {
+ const auto L_i = L.getRow( i );
+
+ // loop for j = 0, ..., i - 1; but only over the non-zero entries
+ for( IndexType c_j = 0; c_j < L_entries; c_j++ ) {
+ const auto j = L_i.getElementColumn( c_j );
+ // skip padding zeros
+ if( fullStorage == false && j >= N )
+ break;
+ x_i -= L_i.getElementValue( c_j ) * x[ j ];
+ }
+ }
+
+ x[ i ] = x_i;
+ }
+}
+
+/*
+ * Solves `x` from `Ux = b`, where U is a square upper triangular matrix.
+ *
+ * Note that the solution can be updated in-place if `x` and `b` are passed
+ * as the same vector.
+ *
+ * If `reversedRows` is true, the rows of `U` are indexed in reverse order.
+ *
+ * If `fullStorage` is true, then it is assumed that all non-zero entries of the
+ * matrix are valid. Otherwise an explicit check is performed to detect padding
+ * zeros. This is useful for Ellpack-based formats or if more space than
+ * necessary was explicitly allocated.
+ */
+template< bool reversedRows = false, bool fullStorage = true,
+ typename Matrix, typename Vector1, typename Vector2 >
+void triangularSolveUpper( const Matrix& U, Vector1& x, const Vector2& b )
+{
+ TNL_ASSERT_EQ( b.getSize(), U.getRows(), "wrong size of the right hand side" );
+ TNL_ASSERT_EQ( x.getSize(), U.getRows(), "wrong size of the solution vector" );
+
+ using RealType = typename Vector1::RealType;
+ using IndexType = typename Vector1::IndexType;
+
+ const IndexType N = x.getSize();
+
+ for( IndexType i = N - 1; i >= 0; i-- ) {
+ RealType x_i = b[ i ];
+
+ const IndexType U_idx = (reversedRows) ? N - 1 - i : i;
+
+ const auto U_entries = U.getRowLength( U_idx );
+ const auto U_i = U.getRow( U_idx );
+
+ const auto U_ii = U_i.getElementValue( 0 );
+
+ // loop for j = i+1, ..., N-1; but only over the non-zero entries
+ for( IndexType c_j = 1; c_j < U_entries ; c_j++ ) {
+ const auto j = U_i.getElementColumn( c_j );
+ // skip padding zeros
+ if( fullStorage == false && j >= N )
+ break;
+ x_i -= U_i.getElementValue( c_j ) * x[ j ];
+ }
+
+ x[ i ] = x_i / U_ii;
+ }
+}
+
+} // namespace Preconditioners
+} // namespace Linear
+} // namespace Solvers
+} // namespace TNL
--
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