Merge pull request #704 from Pressio/gmres

gmres for linear solver and matrix-free newton krylov solver

include/pressio/solvers_linear/impl/solvers_linear_eigen_iterative_matrix_free_impl.hpp

@@ -0,0 +1,222 @@
+/*
+//@HEADER
+// ************************************************************************
+//
+// solvers_linear_eigen_iterative_matrix_free_impl.hpp
+//                     		  Pressio
+//                             Copyright 2019
+//    National Technology & Engineering Solutions of Sandia, LLC (NTESS)
+//
+// Under the terms of Contract DE-NA0003525 with NTESS, the
+// U.S. Government retains certain rights in this software.
+//
+// Pressio is licensed under BSD-3-Clause terms of use:
+//
+// Redistribution and use in source and binary forms, with or without
+// modification, are permitted provided that the following conditions
+// are met:
+//
+// 1. Redistributions of source code must retain the above copyright
+// notice, this list of conditions and the following disclaimer.
+//
+// 2. Redistributions in binary form must reproduce the above copyright
+// notice, this list of conditions and the following disclaimer in the
+// documentation and/or other materials provided with the distribution.
+//
+// 3. Neither the name of the copyright holder nor the names of its
+// contributors may be used to endorse or promote products derived
+// from this software without specific prior written permission.
+//
+// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+// "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+// LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
+// FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
+// COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
+// INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+// (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+// SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
+// HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT,
+// STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING
+// IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+// POSSIBILITY OF SUCH DAMAGE.
+//
+// Questions? Contact Francesco Rizzi (fnrizzi@sandia.gov)
+//
+// ************************************************************************
+//@HEADER
+*/
+
+#ifndef PRESSIO_SOLVERS_LINEAR_IMPL_SOLVERS_LINEAR_EIGEN_ITERATIVE_MATRIX_FREE_IMPL_HPP_
+#define PRESSIO_SOLVERS_LINEAR_IMPL_SOLVERS_LINEAR_EIGEN_ITERATIVE_MATRIX_FREE_IMPL_HPP_
+
+#include "solvers_linear_iterative_base.hpp"
+#include <Eigen/Core>
+#include <Eigen/Dense>
+
+namespace pressio { namespace linearsolvers{
+
+template<typename UserDefinedLinearOperatorType>
+class OperatorWrapper;
+
+}}
+
+namespace Eigen {
+  namespace internal {
+    template<typename UserDefinedLinearOperatorType>
+    struct traits< pressio::linearsolvers::OperatorWrapper<UserDefinedLinearOperatorType> >
+      : public Eigen::internal::traits<
+      Eigen::Matrix<typename UserDefinedLinearOperatorType::scalar_type,-1,-1>
+      >
+    {};
+  }
+}
+
+namespace pressio { namespace linearsolvers{
+
+template<typename UserDefinedLinearOperatorType>
+class OperatorWrapper :
+    public Eigen::EigenBase<
+  OperatorWrapper<UserDefinedLinearOperatorType>
+  >
+{
+public:
+  using Scalar = typename UserDefinedLinearOperatorType::scalar_type;
+  using RealScalar = Scalar;
+  using StorageIndex = int;
+  enum {
+    ColsAtCompileTime = Eigen::Dynamic,
+    MaxColsAtCompileTime = Eigen::Dynamic,
+  };
+
+  OperatorWrapper() = default;
+
+  OperatorWrapper(UserDefinedLinearOperatorType const & valueIn)
+    : m_userOperator(&valueIn) {}
+
+
+  int rows() const { return m_userOperator->rows(); }
+  int cols() const { return m_userOperator->cols(); }
+
+  template<typename Rhs>
+  Eigen::Product<OperatorWrapper<UserDefinedLinearOperatorType>, Rhs, Eigen::AliasFreeProduct>
+  operator*(const Eigen::MatrixBase<Rhs>& x) const{
+    using r_t = Eigen::Product<
+      OperatorWrapper<UserDefinedLinearOperatorType>, Rhs, Eigen::AliasFreeProduct
+    >;
+    return r_t(*this, x.derived());
+  }
+
+  void replace(const UserDefinedLinearOperatorType & opIn) {
+    m_userOperator = &opIn;
+  }
+
+  template<class OperandT, class ResultT>
+  void applyAndAddTo(OperandT const & operand, ResultT & out) const {
+    // compute: out += operator * operand
+    m_userOperator->applyAndAddTo(operand, out);
+  }
+
+private:
+  UserDefinedLinearOperatorType const *m_userOperator = nullptr;
+};
+
+}} // end namespace pressio::linearsolvers
+
+namespace Eigen {
+  namespace internal {
+
+    template<typename Rhs, typename UserDefinedOpT>
+    struct generic_product_impl<
+      pressio::linearsolvers::OperatorWrapper<UserDefinedOpT>,
+      Rhs, DenseShape, DenseShape, GemvProduct
+      >
+      : generic_product_impl_base<
+        pressio::linearsolvers::OperatorWrapper<UserDefinedOpT>, Rhs,
+        generic_product_impl<pressio::linearsolvers::OperatorWrapper<UserDefinedOpT>, Rhs>
+      >
+    {
+      using Scalar = typename Product<
+	pressio::linearsolvers::OperatorWrapper<UserDefinedOpT>,
+	Rhs
+	>::Scalar;
+
+      template<typename Dest>
+      static void scaleAndAddTo(
+	 Dest& dst,
+	 const pressio::linearsolvers::OperatorWrapper<UserDefinedOpT> & lhs,
+	 const Rhs& rhs,
+	 const Scalar& alpha)
+      {
+	// This method should implement "dst += alpha * lhs * rhs" inplace,
+	// however, for iterative solvers, alpha is always equal to 1,
+	// so let's not bother about it.
+	assert(alpha==Scalar(1) && "scaling is not implemented");
+	EIGEN_ONLY_USED_FOR_DEBUG(alpha);
+
+	lhs.applyAndAddTo(rhs, dst);
+      }
+    };
+  }
+}
+
+namespace pressio { namespace linearsolvers{ namespace impl{
+
+template<typename TagType, typename UserDefinedLinearOperatorType>
+class EigenIterativeMatrixFree
+  : public IterativeBase<
+    EigenIterativeMatrixFree<TagType, UserDefinedLinearOperatorType>
+  >
+{
+
+public:
+  using this_type = EigenIterative<TagType, UserDefinedLinearOperatorType>;
+  using scalar_type = typename UserDefinedLinearOperatorType::scalar_type;
+  using solver_traits = ::pressio::linearsolvers::Traits<TagType>;
+  using op_wrapper_t = OperatorWrapper<UserDefinedLinearOperatorType>;
+  using native_solver_type = typename solver_traits::template eigen_solver_type<op_wrapper_t>;
+  using base_iterative_type = IterativeBase<this_type>;
+  using iteration_type = typename base_iterative_type::iteration_type;
+
+  static_assert(solver_traits::eigen_enabled == true,
+   "the native solver must be from Eigen to use in EigenIterativeMatrixFree");
+  static_assert(solver_traits::direct == false,
+   "The native eigen solver must be iterative to use in EigenIterativeMatrixFree");
+
+public:
+  EigenIterativeMatrixFree() = default;
+
+  iteration_type numIterationsExecuted() const{
+    return mysolver_.iterations();
+  }
+
+  scalar_type finalError() const{
+    return mysolver_.error();
+  }
+
+  void resetLinearSystem(const UserDefinedLinearOperatorType& A)
+  {
+    mysolver_.setMaxIterations(this->maxIters_);
+    m_wrapper.replace(A);
+    mysolver_.compute(m_wrapper);
+  }
+
+  template <typename T>
+  void solve(const T& b, T & y){
+    mysolver_.setMaxIterations(this->maxIters_);
+    y = mysolver_.solve(b);
+  }
+
+  template <typename T>
+  void solve(const UserDefinedLinearOperatorType & A, const T& b, T & y){
+    this->resetLinearSystem(A);
+    this->solve(b, y);
+  }
+
+private:
+  friend base_iterative_type;
+  native_solver_type mysolver_ = {};
+  op_wrapper_t m_wrapper;
+};
+
+}}} // end namespace pressio::solvers::iterarive::impl
+#endif

include/pressio/solvers_linear/impl/solvers_linear_solver_selector_impl.hpp

@@ -52,6 +52,7 @@
 #ifdef PRESSIO_ENABLE_TPL_EIGEN
 #include "solvers_linear_eigen_direct_impl.hpp"
 #include "solvers_linear_eigen_iterative_impl.hpp"
+#include "solvers_linear_eigen_iterative_matrix_free_impl.hpp"
 #endif
 #ifdef PRESSIO_ENABLE_TPL_KOKKOS
 #include "solvers_linear_kokkos_direct_geqrf_impl.hpp"
@@ -69,6 +70,16 @@ struct Selector{
 };
 
 #ifdef PRESSIO_ENABLE_TPL_EIGEN
+template<typename UserDefinedLinearOperatorType>
+struct Selector<
+  iterative::GMRES, UserDefinedLinearOperatorType, void
+  >
+{
+  using tag_t = iterative::GMRES;
+  using solver_traits = ::pressio::linearsolvers::Traits<tag_t>;
+  using type = EigenIterativeMatrixFree<tag_t, UserDefinedLinearOperatorType>;
+};
+
 template<typename TagType, typename MatrixType>
 struct Selector<
   TagType, MatrixType,

include/pressio/solvers_linear/impl/solvers_linear_traits.hpp

@@ -57,6 +57,7 @@
 #include <Eigen/Sparse>
 #include <Eigen/SparseQR>
 #include <Eigen/OrderingMethods>
+#include <unsupported/Eigen/IterativeSolvers>
 #endif
 
 namespace pressio{ namespace linearsolvers{
@@ -73,6 +74,23 @@ struct Traits {
 #endif
 };
 
+template <>
+struct Traits<::pressio::linearsolvers::iterative::GMRES>
+{
+  static constexpr bool direct        = false;
+  static constexpr bool iterative     = true;
+
+#ifdef PRESSIO_ENABLE_TPL_EIGEN
+  template <
+    typename MatrixOrOperatorT,
+    typename PrecT = Eigen::IdentityPreconditioner
+    >
+  using eigen_solver_type = Eigen::GMRES<MatrixOrOperatorT, PrecT>;
+
+  static constexpr bool eigen_enabled = true;
+#endif
+};
+
 template <>
 struct Traits<::pressio::linearsolvers::iterative::CG>
 {

include/pressio/solvers_linear/solvers_linear_tags.hpp

@@ -55,6 +55,7 @@ namespace iterative{
 struct CG {};
 struct LSCG {};
 struct Bicgstab {};
+struct GMRES{};
 }
 
 namespace direct{

include/pressio/solvers_nonlinear/impl/functions.hpp

@@ -38,6 +38,23 @@ void compute_residual(RegistryType & reg,
   system.residual(state, r);
 }
 
+#ifdef PRESSIO_ENABLE_CXX20
+template<class RegistryType, class SystemType>
+requires NonlinearSystem<SystemType>
+#else
+template<
+  class RegistryType, class SystemType,
+  std::enable_if_t< NonlinearSystem<SystemType>::value, int> = 0
+  >
+#endif
+void compute_residual(RegistryType & reg,
+		      const SystemType & system)
+{
+  const auto & state = reg.template get<StateTag>();
+  auto & r = reg.template get<ResidualTag>();
+  system.residual(state, r);
+}
+
 template<class RegistryType, class SystemType>
 void compute_residual_and_jacobian(RegistryType & reg,
 				   const SystemType & system)

include/pressio/solvers_nonlinear/impl/internal_tags.hpp

@@ -15,6 +15,7 @@ struct QTransposeResidualTag{};
 
 
 struct NewtonTag{};
+struct MatrixFreeNewtonTag{};
 struct GaussNewtonNormalEqTag{};
 struct WeightedGaussNewtonNormalEqTag{};
 struct LevenbergMarquardtNormalEqTag{};

include/pressio/solvers_nonlinear/impl/registries.hpp

@@ -61,6 +61,44 @@ class RegistryNewton
   GETMETHOD(6)
 };
 
+template<class SystemType, class LinearSolverTag>
+class RegistryMatrixFreeNewtonKrylov
+{
+  using state_t    = typename SystemType::state_type;
+  using r_t        = typename SystemType::residual_type;
+
+  using Tag1 = nonlinearsolvers::CorrectionTag;
+  using Tag2 = nonlinearsolvers::InitialGuessTag;
+  using Tag3 = nonlinearsolvers::ResidualTag;
+  using Tag4 = nonlinearsolvers::impl::SystemTag;
+
+  state_t d1_;
+  state_t d2_;
+  r_t d3_;
+  SystemType const * d4_;
+
+public:
+  using linear_solver_tag = LinearSolverTag;
+
+  RegistryMatrixFreeNewtonKrylov(const SystemType & system)
+    : d1_(system.createState()),
+      d2_(system.createState()),
+      d3_(system.createResidual()),
+      d4_(&system){}
+
+  template<class TagToFind>
+  static constexpr bool contains(){
+    return (mpl::variadic::find_if_binary_pred_t<TagToFind, std::is_same,
+	    Tag1, Tag2, Tag3, Tag4>::value) < 4;
+  }
+
+  GETMETHOD(1)
+  GETMETHOD(2)
+  GETMETHOD(3)
+  GETMETHOD(4)
+};
+
+
 template<class SystemType, class InnSolverType>
 class RegistryGaussNewtonNormalEqs
 {