/// <summary>
/// Soves a linear system using a direct solver.
/// </summary>
/// <param name="Matrix">the matrix of the linear problem.</param>
/// <param name="X">Output, (hopefully) the solution.</param>
/// <param name="B">Input, the right-hand-side.</param>
/// <returns>Actual number of iterations.</returns>
static public void Solve_Direct <V, W>(this IMutableMatrixEx Matrix, V X, W B)
where V : IList <double>
where W : IList <double> //
{
using (var slv = new ilPSP.LinSolvers.PARDISO.PARDISOSolver()) {
slv.DefineMatrix(Matrix);
var SolRes = slv.Solve(X, B.ToArray());
}
}
/// <summary>
/// Solution of the system
/// <see cref="LaplaceMtx"/>*<see cref="T"/> + <see cref="LaplaceAffine"/> = <see cref="RHS"/>
/// using a black-box solver
/// </summary>
private void ClassicSolve(out double mintime, out double maxtime, out bool Converged, out int NoOfIter)
{
mintime = double.MaxValue;
maxtime = double.MinValue;
Converged = false;
NoOfIter = int.MaxValue;
for (int i = 0; i < base.Control.NoOfSolverRuns; i++)
{
// create sparse solver
// --------------------
ISparseSolver ipSolver;
LinearSolverCode solvercodes = LinearSolverCode.classic_pardiso;
switch (solvercodes)
{
case LinearSolverCode.classic_pardiso:
ipSolver = new ilPSP.LinSolvers.PARDISO.PARDISOSolver()
{
CacheFactorization = true,
UseDoublePrecision = true
};
break;
case LinearSolverCode.classic_mumps:
ipSolver = new ilPSP.LinSolvers.MUMPS.MUMPSSolver();
break;
case LinearSolverCode.classic_cg:
ipSolver = new ilPSP.LinSolvers.monkey.CG()
{
MaxIterations = 1000000,
Tolerance = 1.0e-10,
DevType = ilPSP.LinSolvers.monkey.DeviceType.Cuda
};
break;
default:
throw new ArgumentException();
}
ipSolver.DefineMatrix(LaplaceMtx);
// call solver
// -----------
T.Clear();
Console.WriteLine("RUN " + i + ": solving system...");
var RHSvec = RHS.CoordinateVector.ToArray();
BLAS.daxpy(RHSvec.Length, -1.0, this.LaplaceAffine, 1, RHSvec, 1);
T.Clear();
SolverResult solRes = ipSolver.Solve(T.CoordinateVector, RHSvec);
mintime = Math.Min(solRes.RunTime.TotalSeconds, mintime);
maxtime = Math.Max(solRes.RunTime.TotalSeconds, maxtime);
Converged = solRes.Converged;
NoOfIter = solRes.NoOfIterations;
Console.WriteLine("Pardiso phase 11: " + ilPSP.LinSolvers.PARDISO.PARDISOSolver.Phase_11.Elapsed.TotalSeconds);
Console.WriteLine("Pardiso phase 22: " + ilPSP.LinSolvers.PARDISO.PARDISOSolver.Phase_22.Elapsed.TotalSeconds);
Console.WriteLine("Pardiso phase 33: " + ilPSP.LinSolvers.PARDISO.PARDISOSolver.Phase_33.Elapsed.TotalSeconds);
ipSolver.Dispose();
}
}
private void ClassicSolve(out double mintime, out double maxtime, out bool Converged, out int NoOfIter)
{
/*
* double rnk, condNo, det;
* bool isPosDef;
* {
* MultidimensionalArray output = MultidimensionalArray.Create(1,5);
* var bmc = new BatchmodeConnector(_Flav:BatchmodeConnector.Flavor.Octave, MatlabExecuteable: "d:\\cygwin64\\bin\\bash.exe");
* //var bmc = new BatchmodeConnector(_Flav: BatchmodeConnector.Flavor.Matlab);
* bmc.PutSparseMatrix(this.LaplaceMtx, "Mtx");
* bmc.Cmd("condNo = condest(Mtx);");
* bmc.Cmd("rnk = rank(Mtx);");
* //bmc.Cmd("rnk = 0;");
* bmc.Cmd("[V,r]=chol(-0.5*(Mtx+Mtx'));");
* //bmc.Cmd("deti = det(Mtx);");
* bmc.Cmd("output = [condNo,rnk,0.0,4.0,r];");
* bmc.GetMatrix(output, "output");
* bmc.Execute(false);
* condNo = output[0, 0];
* rnk = output[0, 1];
* det = output[0, 2];
* Debug.Assert(output[0, 3] == 4.0);
* isPosDef = output[0, 4] == 0;
* }
* Console.WriteLine("Matrix:");
* Console.WriteLine(" size: " + this.LaplaceMtx.NoOfRows);
* Console.WriteLine(" rank: " + rnk);
* Console.WriteLine(" det: " + det);
* Console.WriteLine(" cond. No.: {0:0.####E-00}", condNo);
* Console.WriteLine(" pos. def.: " + isPosDef);
*/
// create sparse solver
// --------------------
ISparseSolver ipSolver;
{
ipSolver = new ilPSP.LinSolvers.PARDISO.PARDISOSolver();
//ipSolver = new ilPSP.LinSolvers.monkey.CG();
//((ilPSP.LinSolvers.monkey.CG)ipSolver).MaxIterations = 50000;
//((ilPSP.LinSolvers.monkey.CG)ipSolver).Tolerance = 1.0e-10;
ipSolver.DefineMatrix(LaplaceMtx);
}
// call solver
// -----------
mintime = double.MaxValue;
maxtime = double.MinValue;
SolverResult solRes = default(SolverResult);
int NoOfSolverRuns = base.Control.NoOfSolverRuns;
for (int i = 0; i < NoOfSolverRuns; i++)
{
T.Clear();
Console.WriteLine("RUN " + i + ": solving system...");
var RHSvec = RHS.CoordinateVector.ToArray();
//RHSvec.SaveToTextFile("DG" + this.T.Basis.Degree + "_RHS.txt");
BLAS.daxpy(RHSvec.Length, -1.0, this.LaplaceAffine, 1, RHSvec, 1);
T.Clear();
T.InitRandom();
solRes = ipSolver.Solve(T.CoordinateVector, RHSvec);
mintime = Math.Min(solRes.RunTime.TotalSeconds, mintime);
maxtime = Math.Max(solRes.RunTime.TotalSeconds, maxtime);
System.GC.Collect();
//T.CoordinatesAsVector.SaveToTextFile("DG" + this.T.Basis.Degree + "_SOLUTION.txt");
}
Converged = solRes.Converged;
NoOfIter = solRes.NoOfIterations;
ipSolver.Dispose();
}
