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sillyCgSolve_serial.cpp
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00001 // @HEADER
00002 // ***********************************************************************
00003 // 
00004 //    Thyra: Interfaces and Support for Abstract Numerical Algorithms
00005 //                 Copyright (2004) Sandia Corporation
00006 // 
00007 // Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
00008 // license for use of this work by or on behalf of the U.S. Government.
00009 // 
00010 // This library is free software; you can redistribute it and/or modify
00011 // it under the terms of the GNU Lesser General Public License as
00012 // published by the Free Software Foundation; either version 2.1 of the
00013 // License, or (at your option) any later version.
00014 //  
00015 // This library is distributed in the hope that it will be useful, but
00016 // WITHOUT ANY WARRANTY; without even the implied warranty of
00017 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
00018 // Lesser General Public License for more details.
00019 //  
00020 // You should have received a copy of the GNU Lesser General Public
00021 // License along with this library; if not, write to the Free Software
00022 // Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
00023 // USA
00024 // Questions? Contact Michael A. Heroux (maherou@sandia.gov) 
00025 // 
00026 // ***********************************************************************
00027 // @HEADER
00028 
00029 #include "ExampleTridiagSerialLinearOp.hpp"
00030 #include "sillyCgSolve.hpp"
00031 #include "Thyra_DefaultScaledAdjointLinearOp.hpp"
00032 #include "Thyra_DefaultMultipliedLinearOp.hpp"
00033 #include "Thyra_VectorStdOps.hpp"
00034 #include "Thyra_TestingTools.hpp"
00035 #include "Thyra_LinearOpTester.hpp"
00036 #include "Teuchos_GlobalMPISession.hpp"
00037 #include "Teuchos_CommandLineProcessor.hpp"
00038 #include "Teuchos_VerboseObject.hpp"
00039 #include "Teuchos_Time.hpp"
00040 #include "Teuchos_StandardCatchMacros.hpp"
00041 
00042 
00043 //
00044 // This example program is meant to show how easy it is to create
00045 // serial Thyra objects and use them with an ANA (CG in this case).
00046 //
00047 // This example uses a silly concrete tridiagonal matrix class called
00048 // ExampleSpmdTridiagLinearOp that demonstrates how to write and use such
00049 // subclasses.
00050 //
00051 template<class Scalar>
00052 bool runCgSolveExample(
00053   const int dim,
00054   const Scalar diagScale,
00055   const bool symOp,
00056   const bool showAllTests,
00057   const typename Teuchos::ScalarTraits<Scalar>::magnitudeType tolerance,
00058   const int maxNumIters
00059   )
00060 {
00061 
00062   using Teuchos::as;
00063   using Teuchos::null;
00064   using Teuchos::RCP;
00065   using Teuchos::rcp;
00066   using Teuchos::OSTab;
00067   typedef Teuchos::ScalarTraits<Scalar> ST;
00068   using Thyra::multiply;
00069   using Thyra::scale;
00070   typedef typename ST::magnitudeType  ScalarMag;
00071   bool success = true;
00072   bool result;
00073   Teuchos::RCP<Teuchos::FancyOStream> out =
00074     Teuchos::VerboseObjectBase::getDefaultOStream();
00075   *out << "\n***\n*** Running silly CG solver using scalar type = \'"
00076        << ST::name() << "\' ...\n***\n";
00077   Teuchos::Time timer("");
00078   timer.start(true);
00079 
00080   //
00081   // (A) Setup a simple linear system with tridiagonal operator:
00082   //
00083   //       [   a*2   -1                         ]
00084   //       [ -r(1)  a*2       -1                ]
00085   //  A =  [          .        .        .       ]
00086   //       [             -r(n-2)      a*2    -1 ]
00087   //       [                      -r(n-1)   a*2 ]
00088   //
00089 
00090   // (A.1) Create the tridiagonal matrix operator
00091   *out << "\nConstructing tridiagonal matrix A of dimension = " << dim
00092        << " and diagonal multiplier = " << diagScale << " ...\n";
00093   Teuchos::Array<Scalar> lower(dim-1), diag(dim), upper(dim-1);
00094   const Scalar
00095     up = -ST::one(),
00096     diagTerm = as<Scalar>(2.0) * diagScale * ST::one(),
00097     low = -(symOp ? ST::one() : ST::random());
00098   int k = 0;
00099   // First row
00100   diag[k] = diagTerm; upper[k] = up;
00101   // Middle rows
00102   for( k = 1; k < dim - 1; ++k ) {
00103     lower[k-1] = low; diag[k] = diagTerm; upper[k] = up;
00104   }
00105   // Last row
00106   lower[k-1] = low; diag[k] = diagTerm;
00107   RCP<const Thyra::LinearOpBase<Scalar> > A =
00108     rcp(new ExampleTridiagSerialLinearOp<Scalar>(dim, lower, diag, upper));
00109 
00110   // (A.2) Testing the linear operator constructed linear operator
00111   *out << "\nTesting the constructed linear operator A ...\n";
00112   Thyra::LinearOpTester<Scalar> linearOpTester;
00113   linearOpTester.enable_all_tests(false);
00114   linearOpTester.check_linear_properties(true);
00115   linearOpTester.set_all_error_tol(tolerance);
00116   linearOpTester.set_all_warning_tol(1e-2*tolerance);
00117   linearOpTester.show_all_tests(showAllTests);
00118   result = linearOpTester.check(*A, out.ptr());
00119   if(!result) success = false;
00120 
00121   // (A.3) Create RHS vector b and set to a random value
00122   RCP<Thyra::VectorBase<Scalar> > b = createMember(A->range());
00123   Thyra::seed_randomize<Scalar>(0);
00124   Thyra::randomize( -ST::one(), +ST::one(), b.ptr() );
00125 
00126   // (A.4) Create LHS vector x and set to zero
00127   RCP<Thyra::VectorBase<Scalar> > x = createMember(A->domain());
00128   Thyra::V_S( x.ptr(), ST::zero() );
00129 
00130   // (A.5) Create the final linear system
00131   if(!symOp) {
00132     *out << "\nSetting up normal equations for unsymmetric system A^H*(A*x-b) => new A*x = b ...\n";
00133     // A^H*A
00134     RCP<const Thyra::LinearOpBase<Scalar> > AtA = multiply(adjoint(A), A);
00135     // A^H*b
00136     RCP<Thyra::VectorBase<Scalar> > nb = createMember(AtA->range());
00137     Thyra::apply<Scalar>(*A, Thyra::CONJTRANS, *b, nb.ptr());
00138     A = AtA;
00139     b = nb;
00140   }
00141 
00142   // (A.6) Testing the linear operator used with the solve
00143   *out << "\nTesting the linear operator used with the solve ...\n";
00144   linearOpTester.check_for_symmetry(true);
00145   result = linearOpTester.check(*A, out.ptr());
00146   if(!result) success = false;
00147 
00148   //
00149   // (B) Solve the linear system with the silly CG solver
00150   //
00151   *out << "\nSolving the linear system with sillyCgSolve(...) ...\n";
00152   {
00153     OSTab tab2(out);
00154     result = sillyCgSolve(*A, *b, maxNumIters, tolerance, x.ptr(), *out);
00155   }
00156   if(!result) success = false;
00157 
00158   //
00159   // (C) Check that the linear system was solved to the specified tolerance
00160   //
00161   RCP<Thyra::VectorBase<Scalar> > r = createMember(A->range());                     
00162   // r = b
00163   Thyra::V_V(r.ptr(), *b);
00164    // r = -A*x + r
00165   Thyra::apply<Scalar>(*A, Thyra::NOTRANS, *x, r.ptr(), -ST::one(), ST::one());
00166   const ScalarMag r_nrm = Thyra::norm(*r), b_nrm = Thyra::norm(*b);
00167   const ScalarMag rel_err = r_nrm/b_nrm, relaxTol = 10.0*tolerance;
00168   result = rel_err <= relaxTol;
00169   if(!result) success = false;
00170   *out << "\nChecking the residual ourselves ...\n";
00171   {
00172     OSTab tab(out);
00173     *out
00174       << "\n||b-A*x||/||b|| = "<<r_nrm<<"/"<<b_nrm<<" = "<<rel_err<<(result?" <= ":" > ")
00175       <<"10.0*tolerance = "<<relaxTol<<": "<<(result?"passed":"failed")<<std::endl;
00176   }
00177   timer.stop();
00178   *out << "\nTotal time = " << timer.totalElapsedTime() << " sec\n";
00179   
00180   return success;
00181 
00182 } // end runCgSolveExample()
00183 
00184 
00185 //
00186 // Actual main driver program
00187 //
00188 int main(int argc, char *argv[])
00189 {
00190   
00191   using Teuchos::CommandLineProcessor;
00192 
00193   bool success = true;
00194   bool result;
00195 
00196   Teuchos::GlobalMPISession mpiSession(&argc,&argv);
00197   // Above is needed to run in an MPI build with some MPI implementations
00198 
00199   Teuchos::RCP<Teuchos::FancyOStream>
00200     out = Teuchos::VerboseObjectBase::getDefaultOStream();
00201 
00202   try {
00203 
00204     //
00205     // Read in command-line options
00206     //
00207 
00208 
00209     CommandLineProcessor  clp;
00210     clp.throwExceptions(false);
00211     clp.addOutputSetupOptions(true);
00212 
00213     int dim = 500;
00214     clp.setOption( "dim", &dim,
00215       "Dimension of the linear system." );
00216 
00217     double diagScale = 1.001;
00218     clp.setOption( "diag-scale", &diagScale,
00219       "Scaling of the diagonal to improve conditioning." );
00220 
00221     bool symOp = true;
00222     clp.setOption( "sym-op", "unsym-op", &symOp,
00223       "Determines if the operator is symmetric or not." );
00224 
00225     bool showAllTests = false;
00226     clp.setOption( "show-all-tests", "show-summary-only", &showAllTests,
00227       "Show all LinearOpTester tests or not" );
00228 
00229     double tolerance = 1e-4;
00230     clp.setOption( "tol", &tolerance,
00231       "Relative tolerance for linear system solve." );
00232 
00233     int maxNumIters = 300;
00234     clp.setOption( "max-num-iters", &maxNumIters,
00235       "Maximum of CG iterations." );
00236 
00237     CommandLineProcessor::EParseCommandLineReturn parse_return = clp.parse(argc,argv);
00238     if( parse_return != CommandLineProcessor::PARSE_SUCCESSFUL ) return parse_return;
00239 
00240     TEST_FOR_EXCEPTION( dim < 2, std::logic_error, "Error, dim=" << dim << " < 2 is not allowed!" );
00241 
00242 #if defined(HAVE_THYRA_FLOAT)
00243     result = runCgSolveExample<float>(dim, diagScale, symOp, showAllTests,
00244       tolerance, maxNumIters);
00245     if(!result) success = false;
00246 #endif
00247 
00248     result = runCgSolveExample<double>(dim, diagScale, symOp, showAllTests,
00249       tolerance, maxNumIters);
00250     if(!result) success = false;
00251 
00252 #ifdef HAVE_THYRA_COMPLEX
00253 
00254 #if defined(HAVE_THYRA_FLOAT)
00255     result = runCgSolveExample<std::complex<float> >(dim, diagScale, symOp, showAllTests,
00256       tolerance, maxNumIters);
00257     if(!result) success = false;
00258 #endif
00259 
00260     result = runCgSolveExample<std::complex<double> >(dim, diagScale, symOp, showAllTests,
00261       tolerance, maxNumIters);
00262     if(!result) success = false;
00263 
00264 #endif // HAVE_THYRA_COMPLEX
00265 
00266 #ifdef HAVE_TEUCHOS_GNU_MP
00267 
00268     result = runCgSolveExample<mpf_class>(dim, diagScale, symOp, showAllTests, 
00269       tolerance, maxNumIters);
00270     if(!result) success = false;
00271 
00272 #ifdef HAVE_THYRA_COMPLEX
00273 
00274     //result = runCgSolveExample<std::complex<mpf_class> >(dim, mpf_class(diagScale), symOp,
00275     showAllTests, mpf_class(tolerance), maxNumIters);
00276     //if(!result) success = false;
00277     //The above commented-out code throws a floating-point exception?
00278 
00279 #endif // HAVE_THYRA_COMPLEX
00280 
00281 #endif // HAVE_TEUCHOS_GNU_MP
00282 
00283   }
00284   TEUCHOS_STANDARD_CATCH_STATEMENTS(true,*out,success)
00285 
00286     if(success)
00287       *out << "\nCongratulations! All of the tests checked out!\n";
00288     else
00289       *out << "\nOh no! At least one of the tests failed!\n";
00290   
00291   return success ? 0 : 1;
00292 
00293 } // end main()
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