ViennaCL - The Vienna Computing Library  1.7.1
Free open-source GPU-accelerated linear algebra and solver library.
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ilu0.hpp
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1 #ifndef VIENNACL_LINALG_DETAIL_ILU0_HPP_
2 #define VIENNACL_LINALG_DETAIL_ILU0_HPP_
3 
4 /* =========================================================================
5  Copyright (c) 2010-2016, Institute for Microelectronics,
6  Institute for Analysis and Scientific Computing,
7  TU Wien.
8  Portions of this software are copyright by UChicago Argonne, LLC.
9 
10  -----------------
11  ViennaCL - The Vienna Computing Library
12  -----------------
13 
14  Project Head: Karl Rupp rupp@iue.tuwien.ac.at
15 
16  (A list of authors and contributors can be found in the manual)
17 
18  License: MIT (X11), see file LICENSE in the base directory
19 ============================================================================= */
20 
38 #include <vector>
39 #include <cmath>
40 #include <iostream>
41 #include "viennacl/forwards.h"
42 #include "viennacl/tools/tools.hpp"
46 
48 
49 #include <map>
50 
51 namespace viennacl
52 {
53 namespace linalg
54 {
55 
58 class ilu0_tag
59 {
60 public:
61  ilu0_tag(bool with_level_scheduling = false) : use_level_scheduling_(with_level_scheduling) {}
62 
63  bool use_level_scheduling() const { return use_level_scheduling_; }
64  void use_level_scheduling(bool b) { use_level_scheduling_ = b; }
65 
66 private:
67  bool use_level_scheduling_;
68 };
69 
70 
77 template<typename NumericT>
79 {
80  assert( (A.handle1().get_active_handle_id() == viennacl::MAIN_MEMORY) && bool("System matrix must reside in main memory for ILU0") );
81  assert( (A.handle2().get_active_handle_id() == viennacl::MAIN_MEMORY) && bool("System matrix must reside in main memory for ILU0") );
82  assert( (A.handle().get_active_handle_id() == viennacl::MAIN_MEMORY) && bool("System matrix must reside in main memory for ILU0") );
83 
84  NumericT * elements = viennacl::linalg::host_based::detail::extract_raw_pointer<NumericT>(A.handle());
85  unsigned int const * row_buffer = viennacl::linalg::host_based::detail::extract_raw_pointer<unsigned int>(A.handle1());
86  unsigned int const * col_buffer = viennacl::linalg::host_based::detail::extract_raw_pointer<unsigned int>(A.handle2());
87 
88  // Note: Line numbers in the following refer to the algorithm in Saad's book
89 
90  for (vcl_size_t i=1; i<A.size1(); ++i) // Line 1
91  {
92  unsigned int row_i_begin = row_buffer[i];
93  unsigned int row_i_end = row_buffer[i+1];
94  for (unsigned int buf_index_k = row_i_begin; buf_index_k < row_i_end; ++buf_index_k) //Note: We do not assume that the column indices within a row are sorted
95  {
96  unsigned int k = col_buffer[buf_index_k];
97  if (k >= i)
98  continue; //Note: We do not assume that the column indices within a row are sorted
99 
100  unsigned int row_k_begin = row_buffer[k];
101  unsigned int row_k_end = row_buffer[k+1];
102 
103  // get a_kk:
104  NumericT a_kk = 0;
105  for (unsigned int buf_index_akk = row_k_begin; buf_index_akk < row_k_end; ++buf_index_akk)
106  {
107  if (col_buffer[buf_index_akk] == k)
108  {
109  a_kk = elements[buf_index_akk];
110  break;
111  }
112  }
113 
114  NumericT & a_ik = elements[buf_index_k];
115  a_ik /= a_kk; //Line 3
116 
117  for (unsigned int buf_index_j = row_i_begin; buf_index_j < row_i_end; ++buf_index_j) //Note: We do not assume that the column indices within a row are sorted
118  {
119  unsigned int j = col_buffer[buf_index_j];
120  if (j <= k)
121  continue;
122 
123  // determine a_kj:
124  NumericT a_kj = 0;
125  for (unsigned int buf_index_akj = row_k_begin; buf_index_akj < row_k_end; ++buf_index_akj)
126  {
127  if (col_buffer[buf_index_akj] == j)
128  {
129  a_kj = elements[buf_index_akj];
130  break;
131  }
132  }
133 
134  //a_ij -= a_ik * a_kj
135  elements[buf_index_j] -= a_ik * a_kj; //Line 5
136  }
137  }
138  }
139 
140 }
141 
142 
145 template<typename MatrixT>
147 {
148  typedef typename MatrixT::value_type NumericType;
149 
150 public:
151  ilu0_precond(MatrixT const & mat, ilu0_tag const & tag) : tag_(tag), LU_()
152  {
153  //initialize preconditioner:
154  //std::cout << "Start CPU precond" << std::endl;
155  init(mat);
156  //std::cout << "End CPU precond" << std::endl;
157  }
158 
159  template<typename VectorT>
160  void apply(VectorT & vec) const
161  {
162  unsigned int const * row_buffer = viennacl::linalg::host_based::detail::extract_raw_pointer<unsigned int>(LU_.handle1());
163  unsigned int const * col_buffer = viennacl::linalg::host_based::detail::extract_raw_pointer<unsigned int>(LU_.handle2());
164  NumericType const * elements = viennacl::linalg::host_based::detail::extract_raw_pointer<NumericType>(LU_.handle());
165 
166  viennacl::linalg::host_based::detail::csr_inplace_solve<NumericType>(row_buffer, col_buffer, elements, vec, LU_.size2(), unit_lower_tag());
167  viennacl::linalg::host_based::detail::csr_inplace_solve<NumericType>(row_buffer, col_buffer, elements, vec, LU_.size2(), upper_tag());
168  }
169 
170 private:
171  void init(MatrixT const & mat)
172  {
174  viennacl::switch_memory_context(LU_, host_context);
175 
176  viennacl::copy(mat, LU_);
178  }
179 
180  ilu0_tag tag_;
182 };
183 
184 
189 template<typename NumericT, unsigned int AlignmentV>
190 class ilu0_precond< viennacl::compressed_matrix<NumericT, AlignmentV> >
191 {
193 
194 public:
195  ilu0_precond(MatrixType const & mat, ilu0_tag const & tag)
196  : tag_(tag),
197  LU_(mat.size1(), mat.size2(), viennacl::traits::context(mat))
198  {
199  //initialize preconditioner:
200  //std::cout << "Start GPU precond" << std::endl;
201  init(mat);
202  //std::cout << "End GPU precond" << std::endl;
203  }
204 
206  {
209  {
210  if (tag_.use_level_scheduling())
211  {
212  //std::cout << "Using multifrontal on GPU..." << std::endl;
214  multifrontal_L_row_index_arrays_,
215  multifrontal_L_row_buffers_,
216  multifrontal_L_col_buffers_,
217  multifrontal_L_element_buffers_,
218  multifrontal_L_row_elimination_num_list_);
219 
220  vec = viennacl::linalg::element_div(vec, multifrontal_U_diagonal_);
221 
223  multifrontal_U_row_index_arrays_,
224  multifrontal_U_row_buffers_,
225  multifrontal_U_col_buffers_,
226  multifrontal_U_element_buffers_,
227  multifrontal_U_row_elimination_num_list_);
228  }
229  else
230  {
231  viennacl::context old_context = viennacl::traits::context(vec);
232  viennacl::switch_memory_context(vec, host_context);
235  viennacl::switch_memory_context(vec, old_context);
236  }
237  }
238  else //apply ILU0 directly on CPU
239  {
240  if (tag_.use_level_scheduling())
241  {
242  //std::cout << "Using multifrontal..." << std::endl;
244  multifrontal_L_row_index_arrays_,
245  multifrontal_L_row_buffers_,
246  multifrontal_L_col_buffers_,
247  multifrontal_L_element_buffers_,
248  multifrontal_L_row_elimination_num_list_);
249 
250  vec = viennacl::linalg::element_div(vec, multifrontal_U_diagonal_);
251 
253  multifrontal_U_row_index_arrays_,
254  multifrontal_U_row_buffers_,
255  multifrontal_U_col_buffers_,
256  multifrontal_U_element_buffers_,
257  multifrontal_U_row_elimination_num_list_);
258  }
259  else
260  {
263  }
264  }
265  }
266 
267  vcl_size_t levels() const { return multifrontal_L_row_index_arrays_.size(); }
268 
269 private:
270  void init(MatrixType const & mat)
271  {
273  viennacl::switch_memory_context(LU_, host_context);
274  LU_ = mat;
276 
277  if (!tag_.use_level_scheduling())
278  return;
279 
280  // multifrontal part:
281  viennacl::switch_memory_context(multifrontal_U_diagonal_, host_context);
282  multifrontal_U_diagonal_.resize(LU_.size1(), false);
284 
286  multifrontal_U_diagonal_, //dummy
287  multifrontal_L_row_index_arrays_,
288  multifrontal_L_row_buffers_,
289  multifrontal_L_col_buffers_,
290  multifrontal_L_element_buffers_,
291  multifrontal_L_row_elimination_num_list_);
292 
293 
295  multifrontal_U_diagonal_,
296  multifrontal_U_row_index_arrays_,
297  multifrontal_U_row_buffers_,
298  multifrontal_U_col_buffers_,
299  multifrontal_U_element_buffers_,
300  multifrontal_U_row_elimination_num_list_);
301 
302  //
303  // Bring to device if necessary:
304  //
305 
306  // L:
307  for (typename std::list< viennacl::backend::mem_handle >::iterator it = multifrontal_L_row_index_arrays_.begin();
308  it != multifrontal_L_row_index_arrays_.end();
309  ++it)
310  viennacl::backend::switch_memory_context<unsigned int>(*it, viennacl::traits::context(mat));
311 
312  for (typename std::list< viennacl::backend::mem_handle >::iterator it = multifrontal_L_row_buffers_.begin();
313  it != multifrontal_L_row_buffers_.end();
314  ++it)
315  viennacl::backend::switch_memory_context<unsigned int>(*it, viennacl::traits::context(mat));
316 
317  for (typename std::list< viennacl::backend::mem_handle >::iterator it = multifrontal_L_col_buffers_.begin();
318  it != multifrontal_L_col_buffers_.end();
319  ++it)
320  viennacl::backend::switch_memory_context<unsigned int>(*it, viennacl::traits::context(mat));
321 
322  for (typename std::list< viennacl::backend::mem_handle >::iterator it = multifrontal_L_element_buffers_.begin();
323  it != multifrontal_L_element_buffers_.end();
324  ++it)
325  viennacl::backend::switch_memory_context<NumericT>(*it, viennacl::traits::context(mat));
326 
327 
328  // U:
329 
330  viennacl::switch_memory_context(multifrontal_U_diagonal_, viennacl::traits::context(mat));
331 
332  for (typename std::list< viennacl::backend::mem_handle >::iterator it = multifrontal_U_row_index_arrays_.begin();
333  it != multifrontal_U_row_index_arrays_.end();
334  ++it)
335  viennacl::backend::switch_memory_context<unsigned int>(*it, viennacl::traits::context(mat));
336 
337  for (typename std::list< viennacl::backend::mem_handle >::iterator it = multifrontal_U_row_buffers_.begin();
338  it != multifrontal_U_row_buffers_.end();
339  ++it)
340  viennacl::backend::switch_memory_context<unsigned int>(*it, viennacl::traits::context(mat));
341 
342  for (typename std::list< viennacl::backend::mem_handle >::iterator it = multifrontal_U_col_buffers_.begin();
343  it != multifrontal_U_col_buffers_.end();
344  ++it)
345  viennacl::backend::switch_memory_context<unsigned int>(*it, viennacl::traits::context(mat));
346 
347  for (typename std::list< viennacl::backend::mem_handle >::iterator it = multifrontal_U_element_buffers_.begin();
348  it != multifrontal_U_element_buffers_.end();
349  ++it)
350  viennacl::backend::switch_memory_context<NumericT>(*it, viennacl::traits::context(mat));
351 
352  }
353 
354  ilu0_tag tag_;
356 
357  std::list<viennacl::backend::mem_handle> multifrontal_L_row_index_arrays_;
358  std::list<viennacl::backend::mem_handle> multifrontal_L_row_buffers_;
359  std::list<viennacl::backend::mem_handle> multifrontal_L_col_buffers_;
360  std::list<viennacl::backend::mem_handle> multifrontal_L_element_buffers_;
361  std::list<vcl_size_t> multifrontal_L_row_elimination_num_list_;
362 
363  viennacl::vector<NumericT> multifrontal_U_diagonal_;
364  std::list<viennacl::backend::mem_handle> multifrontal_U_row_index_arrays_;
365  std::list<viennacl::backend::mem_handle> multifrontal_U_row_buffers_;
366  std::list<viennacl::backend::mem_handle> multifrontal_U_col_buffers_;
367  std::list<viennacl::backend::mem_handle> multifrontal_U_element_buffers_;
368  std::list<vcl_size_t> multifrontal_U_row_elimination_num_list_;
369 
370 };
371 
372 } // namespace linalg
373 } // namespace viennacl
374 
375 
376 #endif
377 
378 
379 
const vcl_size_t & size2() const
Returns the number of columns.
viennacl::vector_expression< const vector_base< T >, const vector_base< T >, op_element_binary< op_div > > element_div(vector_base< T > const &v1, vector_base< T > const &v2)
void inplace_solve(const matrix_base< NumericT > &A, matrix_base< NumericT > &B, SolverTagT)
Direct inplace solver for triangular systems with multiple right hand sides, i.e. A \ B (MATLAB notat...
ilu0_precond(MatrixT const &mat, ilu0_tag const &tag)
Definition: ilu0.hpp:151
ILU0 preconditioner class, can be supplied to solve()-routines.
Definition: ilu0.hpp:146
const vcl_size_t & size1() const
Returns the number of rows.
Various little tools used here and there in ViennaCL.
vcl_size_t size1(MatrixType const &mat)
Generic routine for obtaining the number of rows of a matrix (ViennaCL, uBLAS, etc.)
Definition: size.hpp:163
A tag for incomplete LU factorization with static pattern (ILU0)
Definition: ilu0.hpp:58
void precondition(viennacl::compressed_matrix< NumericT > &A, ilu0_tag const &)
Implementation of a ILU-preconditioner with static pattern. Optimized version for CSR matrices...
Definition: ilu0.hpp:78
This file provides the forward declarations for the main types used within ViennaCL.
void level_scheduling_setup_U(viennacl::compressed_matrix< NumericT, AlignmentV > const &LU, viennacl::vector< NumericT > const &diagonal_LU, std::list< viennacl::backend::mem_handle > &row_index_arrays, std::list< viennacl::backend::mem_handle > &row_buffers, std::list< viennacl::backend::mem_handle > &col_buffers, std::list< viennacl::backend::mem_handle > &element_buffers, std::list< vcl_size_t > &row_elimination_num_list)
Definition: common.hpp:208
result_of::size_type< MatrixType >::type size2(MatrixType const &mat)
Generic routine for obtaining the number of columns of a matrix (ViennaCL, uBLAS, etc...
Definition: size.hpp:201
void level_scheduling_substitute(viennacl::vector< NumericT > &vec, std::list< viennacl::backend::mem_handle > const &row_index_arrays, std::list< viennacl::backend::mem_handle > const &row_buffers, std::list< viennacl::backend::mem_handle > const &col_buffers, std::list< viennacl::backend::mem_handle > const &element_buffers, std::list< vcl_size_t > const &row_elimination_num_list)
Definition: common.hpp:224
const handle_type & handle() const
Returns the OpenCL handle to the matrix entry array.
const handle_type & handle1() const
Returns the OpenCL handle to the row index array.
float NumericT
Definition: bisect.cpp:40
Represents a generic 'context' similar to an OpenCL context, but is backend-agnostic and thus also su...
Definition: context.hpp:39
A tag class representing an upper triangular matrix.
Definition: forwards.h:854
Implementation of the compressed_matrix class.
const handle_type & handle2() const
Returns the OpenCL handle to the column index array.
std::size_t vcl_size_t
Definition: forwards.h:75
Common routines for single-threaded or OpenMP-enabled execution on CPU.
void apply(VectorT &vec) const
Definition: ilu0.hpp:160
void use_level_scheduling(bool b)
Definition: ilu0.hpp:64
viennacl::context context(T const &t)
Returns an ID for the currently active memory domain of an object.
Definition: context.hpp:40
bool use_level_scheduling() const
Definition: ilu0.hpp:63
void copy(std::vector< NumericT > &cpu_vec, circulant_matrix< NumericT, AlignmentV > &gpu_mat)
Copies a circulant matrix from the std::vector to the OpenCL device (either GPU or multi-core CPU) ...
A tag class representing a lower triangular matrix with unit diagonal.
Definition: forwards.h:859
void row_info(compressed_matrix< NumericT, AlignmentV > const &mat, vector_base< NumericT > &vec, viennacl::linalg::detail::row_info_types info_selector)
void level_scheduling_setup_L(viennacl::compressed_matrix< NumericT, AlignmentV > const &LU, viennacl::vector< NumericT > const &diagonal_LU, std::list< viennacl::backend::mem_handle > &row_index_arrays, std::list< viennacl::backend::mem_handle > &row_buffers, std::list< viennacl::backend::mem_handle > &col_buffers, std::list< viennacl::backend::mem_handle > &element_buffers, std::list< vcl_size_t > &row_elimination_num_list)
Definition: common.hpp:191
Common routines used within ILU-type preconditioners.
const handle_type & handle() const
Returns the memory handle.
Definition: vector_def.hpp:128
Main interface routines for memory management.
ilu0_tag(bool with_level_scheduling=false)
Definition: ilu0.hpp:61
memory_types get_active_handle_id() const
Returns an ID for the currently active memory buffer. Other memory buffers might contain old or no da...
Definition: mem_handle.hpp:118
void switch_memory_context(T &obj, viennacl::context new_ctx)
Generic convenience routine for migrating data of an object to a new memory domain.
Definition: memory.hpp:622