*DECK DBCG SUBROUTINE DBCG(N, B, X, NELT, IA, JA, A, ISYM, MATVEC, MTTVEC, $ MSOLVE, MTSOLV, ITOL, TOL, ITMAX, ITER, ERR, IERR, IUNIT, $ R, Z, P, RR, ZZ, PP, DZ, RWORK, IWORK) C***BEGIN PROLOGUE DBCG C***DATE WRITTEN 890404 (YYMMDD) C***REVISION DATE 890404 (YYMMDD) C***CATEGORY NO. D2A4 C***KEYWORDS LIBRARY=SLATEC(SLAP), C TYPE=DOUBLE PRECISION(DBCG-D), C Non-Symmetric Linear system, Sparse, C Iterative Precondition, BiConjugate Gradient C***AUTHOR Greenbaum, Anne, Courant Institute C Seager, Mark K., (LLNL) C Lawrence Livermore National Laboratory C PO BOX 808, L-300 C Livermore, CA 94550 (415) 423-3141 C seager@lll-crg.llnl.gov C***PURPOSE Preconditioned BiConjugate Gradient Sparse Ax=b solver. C Routine to solve a Non-Symmetric linear system Ax = b C using the Preconditioned BiConjugate Gradient method. C***DESCRIPTION C *Usage: C INTEGER N, NELT, IA(NELT), JA(NELT), ISYM, ITOL, ITMAX C INTEGER ITER, IERR, IUNIT, IWORK(USER DEFINABLE) C DOUBLE PRECISION B(N), X(N), A(NELT), TOL, ERR, R(N), Z(N), P(N) C DOUBLE PRECISION RR(N), ZZ(N), PP(N), DZ(N) C DOUBLE PRECISION RWORK(USER DEFINABLE) C EXTERNAL MATVEC, MTTVEC, MSOLVE, MTSOLV C C CALL DBCG(N, B, X, NELT, IA, JA, A, ISYM, MATVEC, MTTVEC, C $ MSOLVE, MTSOLV, ITOL, TOL, ITMAX, ITER, ERR, IERR, IUNIT, C $ R, Z, P, RR, ZZ, PP, DZ, RWORK, IWORK) C C *Arguments: C N :IN Integer C Order of the Matrix. C B :IN Double Precision B(N). C Right-hand side vector. C X :INOUT Double Precision X(N). C On input X is your initial guess for solution vector. C On output X is the final approximate solution. C NELT :IN Integer. C Number of Non-Zeros stored in A. C IA :IN Integer IA(NELT). C JA :IN Integer JA(NELT). C A :IN Double Precision A(NELT). C These arrays contain the matrix data structure for A. C It could take any form. See "Description", below for more C late breaking details... C ISYM :IN Integer. C Flag to indicate symmetric storage format. C If ISYM=0, all nonzero entries of the matrix are stored. C If ISYM=1, the matrix is symmetric, and only the upper C or lower triangle of the matrix is stored. C MATVEC :EXT External. C Name of a routine which performs the matrix vector multiply C operation Y = A*X given A and X. The name of the MATVEC C routine must be declared external in the calling program. C The calling sequence of MATVEC is: C CALL MATVEC( N, X, Y, NELT, IA, JA, A, ISYM ) C Where N is the number of unknowns, Y is the product A*X upon C return, X is an input vector. NELT, IA, JA, A and ISYM C define the SLAP matrix data structure: see Description,below. C MTTVEC :EXT External. C Name of a routine which performs the matrix transpose vector C multiply y = A'*X given A and X (where ' denotes transpose). C The name of the MTTVEC routine must be declared external in C the calling program. The calling sequence to MTTVEC is the C same as that for MTTVEC, viz.: C CALL MTTVEC( N, X, Y, NELT, IA, JA, A, ISYM ) C Where N is the number of unknowns, Y is the product A'*X C upon return, X is an input vector. NELT, IA, JA, A and ISYM C define the SLAP matrix data structure: see Description,below. C MSOLVE :EXT External. C Name of a routine which solves a linear system MZ = R for Z C given R with the preconditioning matrix M (M is supplied via C RWORK and IWORK arrays). The name of the MSOLVE routine C must be declared external in the calling program. The C calling sequence of MSLOVE is: C CALL MSOLVE(N, R, Z, NELT, IA, JA, A, ISYM, RWORK, IWORK) C Where N is the number of unknowns, R is the right-hand side C vector, and Z is the solution upon return. NELT, IA, JA, A C and ISYM define the SLAP matrix data structure: see C Description, below. RWORK is a double precision array that C can be used C to pass necessary preconditioning information and/or C workspace to MSOLVE. IWORK is an integer work array for the C same purpose as RWORK. C MTSOLV :EXT External. T C Name of a routine which solves a linear system M ZZ = RR for C ZZ given RR with the preconditioning matrix M (M is supplied C via RWORK and IWORK arrays). The name of the MTSOLV routine C must be declared external in the calling program. The call- C ing sequence to MTSOLV is: C CALL MTSOLV(N, RR, ZZ, NELT, IA, JA, A, ISYM, RWORK, IWORK) C Where N is the number of unknowns, RR is the right-hand side C vector, and ZZ is the solution upon return. NELT, IA, JA, A C and ISYM define the SLAP matrix data structure: see C Description, below. RWORK is a double precision array that C can be used C to pass necessary preconditioning information and/or C workspace to MTSOLV. IWORK is an integer work array for the C same purpose as RWORK. C ITOL :IN Integer. C Flag to indicate type of convergence criterion. C If ITOL=1, iteration stops when the 2-norm of the residual C divided by the 2-norm of the right-hand side is less than TOL. C If ITOL=2, iteration stops when the 2-norm of M-inv times the C residual divided by the 2-norm of M-inv times the right hand C side is less than TOL, where M-inv is the inverse of the C diagonal of A. C ITOL=11 is often useful for checking and comparing different C routines. For this case, the user must supply the "exact" C solution or a very accurate approximation (one with an error C much less than TOL) through a common block, C COMMON /SOLBLK/ SOLN(1) C if ITOL=11, iteration stops when the 2-norm of the difference C between the iterative approximation and the user-supplied C solution divided by the 2-norm of the user-supplied solution C is less than TOL. Note that this requires the user to set up C the "COMMON /SOLBLK/ SOLN(LENGTH)" in the calling routine. C The routine with this declaration should be loaded before the C stop test so that the correct length is used by the loader. C This procedure is not standard Fortran and may not work C correctly on your system (although it has worked on every C system the authors have tried). If ITOL is not 11 then this C common block is indeed standard Fortran. C TOL :IN Double Precision. C Convergence criterion, as described above. C ITMAX :IN Integer. C Maximum number of iterations. C ITER :OUT Integer. C Number of iterations required to reach convergence, or C ITMAX+1 if convergence criterion could not be achieved in C ITMAX iterations. C ERR :OUT Double Precision. C Error estimate of error in final approximate solution, as C defined by ITOL. C IERR :OUT Integer. C Return error flag. C IERR = 0 => All went well. C IERR = 1 => Insufficient storage allocated C for WORK or IWORK. C IERR = 2 => Method failed to converge in C ITMAX steps. C IERR = 3 => Error in user input. Check input C value of N, ITOL. C IERR = 4 => User error tolerance set too tight. C Reset to 500.0*D1MACH(3). Iteration proceeded. C IERR = 5 => Preconditioning matrix, M, is not C Positive Definite. $(r,z) < 0.0$. C IERR = 6 => Matrix A is not Positive Definite. C $(p,Ap) < 0.0$. C IUNIT :IN Integer. C Unit number on which to write the error at each iteration, C if this is desired for monitoring convergence. If unit C number is 0, no writing will occur. C R :WORK Double Precision R(N). C Z :WORK Double Precision Z(N). C P :WORK Double Precision P(N). C RR :WORK Double Precision RR(N). C ZZ :WORK Double Precision ZZ(N). C PP :WORK Double Precision PP(N). C DZ :WORK Double Precision DZ(N). C RWORK :WORK Double Precision RWORK(USER DEFINED). C Double Precision array that can be used for workspace in C MSOLVE and MTSOLV. C IWORK :WORK Integer IWORK(USER DEFINED). C Integer array that can be used for workspace in MSOLVE C and MTSOLV. C C *Description C This routine does not care what matrix data structure is C used for A and M. It simply calls the MATVEC and MSOLVE C routines, with the arguments as described above. The user C could write any type of structure and the appropriate MATVEC C and MSOLVE routines. It is assumed that A is stored in the C IA, JA, A arrays in some fashion and that M (or INV(M)) is C stored in IWORK and RWORK in some fashion. The SLAP C routines SDBCG and DSLUBC are examples of this procedure. C C Two examples of matrix data structures are the: 1) SLAP C Triad format and 2) SLAP Column format. C C =================== S L A P Triad format =================== C In this format only the non-zeros are stored. They may C appear in *ANY* order. The user supplies three arrays of C length NELT, where NELT is the number of non-zeros in the C matrix: (IA(NELT), JA(NELT), A(NELT)). For each non-zero C the user puts the row and column index of that matrix C element in the IA and JA arrays. The value of the non-zero C matrix element is placed in the corresponding location of C the A array. This is an extremely easy data structure to C generate. On the other hand it is not too efficient on C vector computers for the iterative solution of linear C systems. Hence, SLAP changes this input data structure to C the SLAP Column format for the iteration (but does not C change it back). C C Here is an example of the SLAP Triad storage format for a C 5x5 Matrix. Recall that the entries may appear in any order. C C 5x5 Matrix SLAP Triad format for 5x5 matrix on left. C 1 2 3 4 5 6 7 8 9 10 11 C |11 12 0 0 15| A: 51 12 11 33 15 53 55 22 35 44 21 C |21 22 0 0 0| IA: 5 1 1 3 1 5 5 2 3 4 2 C | 0 0 33 0 35| JA: 1 2 1 3 5 3 5 2 5 4 1 C | 0 0 0 44 0| C |51 0 53 0 55| C C =================== S L A P Column format ================== C This routine requires that the matrix A be stored in the C SLAP Column format. In this format the non-zeros are stored C counting down columns (except for the diagonal entry, which C must appear first in each "column") and are stored in the C double precision array A. In other words, for each column C in the matrix put the diagonal entry in A. Then put in the C other non-zero elements going down the column (except the C diagonal) in order. The IA array holds the row index for C each non-zero. The JA array holds the offsets into the IA, C A arrays for the beginning of each column. That is, C IA(JA(ICOL)), A(JA(ICOL)) points to the beginning of the C ICOL-th column in IA and A. IA(JA(ICOL+1)-1), C A(JA(ICOL+1)-1) points to the end of the ICOL-th column. C Note that we always have JA(N+1) = NELT+1, where N is the C number of columns in the matrix and NELT is the number of C non-zeros in the matrix. C C Here is an example of the SLAP Column storage format for a C 5x5 Matrix (in the A and IA arrays '|' denotes the end of a C column): C C 5x5 Matrix SLAP Column format for 5x5 matrix on left. C 1 2 3 4 5 6 7 8 9 10 11 C |11 12 0 0 15| A: 11 21 51 | 22 12 | 33 53 | 44 | 55 15 35 C |21 22 0 0 0| IA: 1 2 5 | 2 1 | 3 5 | 4 | 5 1 3 C | 0 0 33 0 35| JA: 1 4 6 8 9 12 C | 0 0 0 44 0| C |51 0 53 0 55| C C *Precision: Double Precision C *See Also: C SDBCG, DSLUBC C***REFERENCES (NONE) C***ROUTINES CALLED MATVEC, MTTVEC, MSOLVE, MTSOLV, ISDBCG, C DCOPY, DDOT, DAXPY, D1MACH C***END PROLOGUE DBCG IMPLICIT DOUBLE PRECISION(A-H,O-Z) INTEGER N, NELT, IA(NELT), JA(NELT), ISYM, ITOL, ITMAX INTEGER ITER, IERR, IUNIT, IWORK(*) DOUBLE PRECISION B(N), X(N), A(NELT), TOL, ERR, R(N), Z(N), P(N) DOUBLE PRECISION RR(N), ZZ(N), PP(N), DZ(N), RWORK(*) EXTERNAL MATVEC, MTTVEC, MSOLVE, MTSOLV C C Check some of the input data. C***FIRST EXECUTABLE STATEMENT DBCG ITER = 0 IERR = 0 IF( N.LT.1 ) THEN IERR = 3 RETURN ENDIF FUZZ = D1MACH(3) TOLMIN = 500.0*FUZZ FUZZ = FUZZ*FUZZ IF( TOL.LT.TOLMIN ) THEN TOL = TOLMIN IERR = 4 ENDIF C C Calculate initial residual and pseudo-residual, and check C stopping criterion. CALL MATVEC(N, X, R, NELT, IA, JA, A, ISYM) DO 10 I = 1, N R(I) = B(I) - R(I) RR(I) = R(I) 10 CONTINUE CALL MSOLVE(N, R, Z, NELT, IA, JA, A, ISYM, RWORK, IWORK) CALL MTSOLV(N, RR, ZZ, NELT, IA, JA, A, ISYM, RWORK, IWORK) C IF( ISDBCG(N, B, X, NELT, IA, JA, A, ISYM, MSOLVE, ITOL, TOL, $ ITMAX, ITER, ERR, IERR, IUNIT, R, Z, P, RR, ZZ, PP, $ DZ, RWORK, IWORK, AK, BK, BNRM, SOLNRM) .NE. 0 ) $ GO TO 200 IF( IERR.NE.0 ) RETURN C C ***** iteration loop ***** C DO 100 K=1,ITMAX ITER = K C C Calculate coefficient BK and direction vectors P and PP. BKNUM = DDOT(N, Z, 1, RR, 1) IF( ABS(BKNUM).LE.FUZZ ) THEN IERR = 6 RETURN ENDIF IF(ITER .EQ. 1) THEN CALL DCOPY(N, Z, 1, P, 1) CALL DCOPY(N, ZZ, 1, PP, 1) ELSE BK = BKNUM/BKDEN DO 20 I = 1, N P(I) = Z(I) + BK*P(I) PP(I) = ZZ(I) + BK*PP(I) 20 CONTINUE ENDIF BKDEN = BKNUM C C Calculate coefficient AK, new iterate X, new resids R and RR, C and new pseudo-resids Z and ZZ. CALL MATVEC(N, P, Z, NELT, IA, JA, A, ISYM) AKDEN = DDOT(N, PP, 1, Z, 1) AK = BKNUM/AKDEN IF( ABS(AKDEN).LE.FUZZ ) THEN IERR = 6 RETURN ENDIF CALL DAXPY(N, AK, P, 1, X, 1) CALL DAXPY(N, -AK, Z, 1, R, 1) CALL MTTVEC(N, PP, ZZ, NELT, IA, JA, A, ISYM) CALL DAXPY(N, -AK, ZZ, 1, RR, 1) CALL MSOLVE(N, R, Z, NELT, IA, JA, A, ISYM, RWORK, IWORK) CALL MTSOLV(N, RR, ZZ, NELT, IA, JA, A, ISYM, RWORK, IWORK) C C check stopping criterion. IF( ISDBCG(N, B, X, NELT, IA, JA, A, ISYM, MSOLVE, ITOL, TOL, $ ITMAX, ITER, ERR, IERR, IUNIT, R, Z, P, RR, ZZ, $ PP, DZ, RWORK, IWORK, AK, BK, BNRM, SOLNRM) .NE. 0 ) $ GO TO 200 C 100 CONTINUE C C ***** end of loop ***** C C stopping criterion not satisfied. ITER = ITMAX + 1 IERR = 2 C 200 RETURN C------------- LAST LINE OF DBCG FOLLOWS ---------------------------- END *DECK DSDBCG SUBROUTINE DSDBCG(N, B, X, NELT, IA, JA, A, ISYM, ITOL, TOL, $ ITMAX, ITER, ERR, IERR, IUNIT, RWORK, LENW, IWORK, LENIW ) C***BEGIN PROLOGUE DSDBCG C***DATE WRITTEN 890404 (YYMMDD) C***REVISION DATE 890404 (YYMMDD) C***CATEGORY NO. D2A4 C***KEYWORDS LIBRARY=SLATEC(SLAP), C TYPE=DOUBLE PRECISION(SSDBCG-D), C Non-Symmetric Linear system, Sparse, C Iterative Precondition C***AUTHOR Greenbaum, Anne, Courant Institute C Seager, Mark K., (LLNL) C Lawrence Livermore National Laboratory C PO BOX 808, L-300 C Livermore, CA 94550 (415) 423-3141 C seager@lll-crg.llnl.gov C***PURPOSE Diagonally Scaled BiConjugate Gradient Sparse Ax=b solver. C Routine to solve a linear system Ax = b using the C BiConjugate Gradient method with diagonal scaling. C***DESCRIPTION C *Usage: C INTEGER N, NELT, IA(NELT), JA(NELT), ISYM, ITOL, ITMAX C INTEGER ITER, IERR, IUNIT, LENW, IWORK(10), LENIW C DOUBLE PRECISION B(N), X(N), A(NELT), TOL, ERR, RWORK(8*N) C C CALL DSDBCG(N, B, X, NELT, IA, JA, A, ISYM, ITOL, TOL, C $ ITMAX, ITER, ERR, IERR, IUNIT, RWORK, LENW, IWORK, LENIW ) C C *Arguments: C N :IN Integer C Order of the Matrix. C B :IN Double Precision B(N). C Right-hand side vector. C X :INOUT Double Precision X(N). C On input X is your initial guess for solution vector. C On output X is the final approximate solution. C NELT :IN Integer. C Number of Non-Zeros stored in A. C IA :INOUT Integer IA(NELT). C JA :INOUT Integer JA(NELT). C A :INOUT Double Precision A(NELT). C These arrays should hold the matrix A in either the SLAP C Triad format or the SLAP Column format. See "Description", C below. If the SLAP Triad format is chosen it is changed C internally to the SLAP Column format. C ISYM :IN Integer. C Flag to indicate symmetric storage format. C If ISYM=0, all nonzero entries of the matrix are stored. C If ISYM=1, the matrix is symmetric, and only the upper C or lower triangle of the matrix is stored. C ITOL :IN Integer. C Flag to indicate type of convergence criterion. C If ITOL=1, iteration stops when the 2-norm of the residual C divided by the 2-norm of the right-hand side is less than TOL. C If ITOL=2, iteration stops when the 2-norm of M-inv times the C residual divided by the 2-norm of M-inv times the right hand C side is less than TOL, where M-inv is the inverse of the C diagonal of A. C ITOL=11 is often useful for checking and comparing different C routines. For this case, the user must supply the "exact" C solution or a very accurate approximation (one with an error C much less than TOL) through a common block, C COMMON /SOLBLK/ SOLN(1) C if ITOL=11, iteration stops when the 2-norm of the difference C between the iterative approximation and the user-supplied C solution divided by the 2-norm of the user-supplied solution C is less than TOL. Note that this requires the user to set up C the "COMMON /SOLBLK/ SOLN(LENGTH)" in the calling routine. C The routine with this declaration should be loaded before the C stop test so that the correct length is used by the loader. C This procedure is not standard Fortran and may not work C correctly on your system (although it has worked on every C system the authors have tried). If ITOL is not 11 then this C common block is indeed standard Fortran. C TOL :IN Double Precision. C Convergence criterion, as described above. C ITMAX :IN Integer. C Maximum number of iterations. C ITER :OUT Integer. C Number of iterations required to reach convergence, or C ITMAX+1 if convergence criterion could not be achieved in C ITMAX iterations. C ERR :OUT Double Precision. C Error estimate of error in final approximate solution, as C defined by ITOL. C IERR :OUT Integer. C Return error flag. C IERR = 0 => All went well. C IERR = 1 => Insufficient storage allocated C for WORK or IWORK. C IERR = 2 => Method failed to converge in C ITMAX steps. C IERR = 3 => Error in user input. Check input C value of N, ITOL. C IERR = 4 => User error tolerance set too tight. C Reset to 500.0*D1MACH(3). Iteration proceeded. C IERR = 5 => Preconditioning matrix, M, is not C Positive Definite. $(r,z) < 0.0$. C IERR = 6 => Matrix A is not Positive Definite. C $(p,Ap) < 0.0$. C IUNIT :IN Integer. C Unit number on which to write the error at each iteration, C if this is desired for monitoring convergence. If unit C number is 0, no writing will occur. C RWORK :WORK Double Precision RWORK(LENW). C Double Precision array used for workspace. C LENW :IN Integer. C Length of the double precision workspace, RWORK. C LENW >= 8*N. C IWORK :WORK Integer IWORK(LENIW). C Used to hold pointers into the RWORK array. C LENIW :IN Integer. C Length of the integer workspace, IWORK. LENIW >= 10. C Upon return the following locations of IWORK hold information C which may be of use to the user: C IWORK(9) Amount of Integer workspace actually used. C IWORK(10) Amount of Double Precision workspace actually used. C C *Description: C This routine performs preconditioned BiConjugate gradient C method on the Non-Symmetric positive definite linear system C Ax=b. The preconditioner is M = DIAG(A), the diagonal of the C matrix A. This is the simplest of preconditioners and C vectorizes very well. C C The Sparse Linear Algebra Package (SLAP) utilizes two matrix C data structures: 1) the SLAP Triad format or 2) the SLAP C Column format. The user can hand this routine either of the C of these data structures and SLAP will figure out which on C is being used and act accordingly. C C =================== S L A P Triad format =================== C C This routine requires that the matrix A be stored in the C SLAP Triad format. In this format only the non-zeros are C stored. They may appear in *ANY* order. The user supplies C three arrays of length NELT, where NELT is the number of C non-zeros in the matrix: (IA(NELT), JA(NELT), A(NELT)). For C each non-zero the user puts the row and column index of that C matrix element in the IA and JA arrays. The value of the C non-zero matrix element is placed in the corresponding C location of the A array. This is an extremely easy data C structure to generate. On the other hand it is not too C efficient on vector computers for the iterative solution of C linear systems. Hence, SLAP changes this input data C structure to the SLAP Column format for the iteration (but C does not change it back). C C Here is an example of the SLAP Triad storage format for a C 5x5 Matrix. Recall that the entries may appear in any order. C C 5x5 Matrix SLAP Triad format for 5x5 matrix on left. C 1 2 3 4 5 6 7 8 9 10 11 C |11 12 0 0 15| A: 51 12 11 33 15 53 55 22 35 44 21 C |21 22 0 0 0| IA: 5 1 1 3 1 5 5 2 3 4 2 C | 0 0 33 0 35| JA: 1 2 1 3 5 3 5 2 5 4 1 C | 0 0 0 44 0| C |51 0 53 0 55| C C =================== S L A P Column format ================== C This routine requires that the matrix A be stored in the C SLAP Column format. In this format the non-zeros are stored C counting down columns (except for the diagonal entry, which C must appear first in each "column") and are stored in the C double precision array A. In other words, for each column C in the matrix put the diagonal entry in A. Then put in the C other non-zero elements going down the column (except the C diagonal) in order. The IA array holds the row index for C each non-zero. The JA array holds the offsets into the IA, C A arrays for the beginning of each column. That is, C IA(JA(ICOL)), A(JA(ICOL)) points to the beginning of the C ICOL-th column in IA and A. IA(JA(ICOL+1)-1), C A(JA(ICOL+1)-1) points to the end of the ICOL-th column. C Note that we always have JA(N+1) = NELT+1, where N is the C number of columns in the matrix and NELT is the number of C non-zeros in the matrix. C C Here is an example of the SLAP Column storage format for a C 5x5 Matrix (in the A and IA arrays '|' denotes the end of a C column): C C 5x5 Matrix SLAP Column format for 5x5 matrix on left. C 1 2 3 4 5 6 7 8 9 10 11 C |11 12 0 0 15| A: 11 21 51 | 22 12 | 33 53 | 44 | 55 15 35 C |21 22 0 0 0| IA: 1 2 5 | 2 1 | 3 5 | 4 | 5 1 3 C | 0 0 33 0 35| JA: 1 4 6 8 9 12 C | 0 0 0 44 0| C |51 0 53 0 55| C C *Precision: Double Precision C *Side Effects: C The SLAP Triad format (IA, JA, A) is modified internally to C be the SLAP Column format. See above. C C *See Also: C DBCG, DLUBCG C***REFERENCES (NONE) C***ROUTINES CALLED DS2Y, DCHKW, DSDS, DBCG C***END PROLOGUE DSDBCG IMPLICIT DOUBLE PRECISION(A-H,O-Z) INTEGER N, NELT, IA(NELT), JA(NELT), ISYM, ITOL, ITMAX, ITER INTEGER IERR, LENW, IWORK(LENIW), LENIW DOUBLE PRECISION B(N), X(N), A(N), TOL, ERR, RWORK(LENW) EXTERNAL DSMV, DSMTV, DSDI PARAMETER (LOCRB=1, LOCIB=11) C C Change the SLAP input matrix IA, JA, A to SLAP-Column format. C***FIRST EXECUTABLE STATEMENT DSDBCG IERR = 0 IF( N.LT.1 .OR. NELT.LT.1 ) THEN IERR = 3 RETURN ENDIF CALL DS2Y( N, NELT, IA, JA, A, ISYM ) C C Set up the workspace. Compute the inverse of the C diagonal of the matrix. LOCIW = LOCIB C LOCDIN = LOCRB LOCR = LOCDIN + N LOCZ = LOCR + N LOCP = LOCZ + N LOCRR = LOCP + N LOCZZ = LOCRR + N LOCPP = LOCZZ + N LOCDZ = LOCPP + N LOCW = LOCDZ + N C C Check the workspace allocations. CALL DCHKW( 'DSDBCG', LOCIW, LENIW, LOCW, LENW, IERR, ITER, ERR ) IF( IERR.NE.0 ) RETURN C IWORK(4) = LOCDIN IWORK(9) = LOCIW IWORK(10) = LOCW C CALL DSDS(N, NELT, IA, JA, A, ISYM, RWORK(LOCDIN)) C C Perform the Diagonally Scaled BiConjugate gradient algorithm. CALL DBCG(N, B, X, NELT, IA, JA, A, ISYM, DSMV, DSMTV, $ DSDI, DSDI, ITOL, TOL, ITMAX, ITER, ERR, IERR, IUNIT, $ RWORK(LOCR), RWORK(LOCZ), RWORK(LOCP), $ RWORK(LOCRR), RWORK(LOCZZ), RWORK(LOCPP), $ RWORK(LOCDZ), RWORK(1), IWORK(1)) RETURN C------------- LAST LINE OF DSDBCG FOLLOWS ---------------------------- END *DECK DSLUBC SUBROUTINE DSLUBC(N, B, X, NELT, IA, JA, A, ISYM, ITOL, TOL, $ ITMAX, ITER, ERR, IERR, IUNIT, RWORK, LENW, IWORK, LENIW ) C***BEGIN PROLOGUE DSLUBC C***DATE WRITTEN 890404 (YYMMDD) C***REVISION DATE 890404 (YYMMDD) C***CATEGORY NO. D2A4 C***KEYWORDS LIBRARY=SLATEC(SLAP), C TYPE=DOUBLE PRECISION(SSLUBC-D), C Non-Symmetric Linear system, Sparse, C Iterative incomplete LU Precondition C***AUTHOR Greenbaum, Anne, Courant Institute C Seager, Mark K., (LLNL) C Lawrence Livermore National Laboratory C PO BOX 808, L-300 C Livermore, CA 94550 (415) 423-3141 C seager@lll-crg.llnl.gov C***PURPOSE Incomplete LU BiConjugate Gradient Sparse Ax=b solver. C Routine to solve a linear system Ax = b using the C BiConjugate Gradient method with Incomplete LU C decomposition preconditioning. C***DESCRIPTION C *Usage: C INTEGER N, NELT, IA(NELT), JA(NELT), ISYM, ITOL, ITMAX C INTEGER ITER, IERR, IUNIT, LENW, IWORK(NEL+NU+4*N+2), LENIW C DOUBLE PRECISION B(N), X(N), A(NELT), TOL, ERR, RWORK(NEL+NU+8*N) C C CALL DSLUBC(N, B, X, NELT, IA, JA, A, ISYM, ITOL, TOL, C $ ITMAX, ITER, ERR, IERR, IUNIT, RWORK, LENW, IWORK, LENIW) C C *Arguments: C N :IN Integer. C Order of the Matrix. C B :IN Double Precision B(N). C Right-hand side vector. C X :INOUT Double Precision X(N). C On input X is your initial guess for solution vector. C On output X is the final approximate solution. C NELT :IN Integer. C Number of Non-Zeros stored in A. C IA :INOUT Integer IA(NELT). C JA :INOUT Integer JA(NELT). C A :INOUT Double Precision A(NELT). C These arrays should hold the matrix A in either the SLAP C Triad format or the SLAP Column format. See "Description", C below. If the SLAP Triad format is chosen it is changed C internally to the SLAP Column format. C ISYM :IN Integer. C Flag to indicate symmetric storage format. C If ISYM=0, all nonzero entries of the matrix are stored. C If ISYM=1, the matrix is symmetric, and only the upper C or lower triangle of the matrix is stored. C ITOL :IN Integer. C Flag to indicate type of convergence criterion. C If ITOL=1, iteration stops when the 2-norm of the residual C divided by the 2-norm of the right-hand side is less than TOL. C If ITOL=2, iteration stops when the 2-norm of M-inv times the C residual divided by the 2-norm of M-inv times the right hand C side is less than TOL, where M-inv is the inverse of the C diagonal of A. C ITOL=11 is often useful for checking and comparing different C routines. For this case, the user must supply the "exact" C solution or a very accurate approximation (one with an error C much less than TOL) through a common block, C COMMON /SOLBLK/ SOLN( ) C if ITOL=11, iteration stops when the 2-norm of the difference C between the iterative approximation and the user-supplied C solution divided by the 2-norm of the user-supplied solution C is less than TOL. C TOL :IN Double Precision. C Convergence criterion, as described above. C ITMAX :IN Integer. C Maximum number of iterations. C ITER :OUT Integer. C Number of iterations required to reach convergence, or C ITMAX+1 if convergence criterion could not be achieved in C ITMAX iterations. C ERR :OUT Double Precision. C Error estimate of error in final approximate solution, as C defined by ITOL. C IERR :OUT Integer. C Return error flag. C IERR = 0 => All went well. C IERR = 1 => Insufficient storage allocated C for WORK or IWORK. C IERR = 2 => Method failed to converge in C ITMAX steps. C IERR = 3 => Error in user input. Check input C value of N, ITOL. C IERR = 4 => User error tolerance set too tight. C Reset to 500.0*D1MACH(3). Iteration proceeded. C IERR = 5 => Preconditioning matrix, M, is not C Positive Definite. $(r,z) < 0.0$. C IERR = 6 => Matrix A is not Positive Definite. C $(p,Ap) < 0.0$. C IERR = 7 => Incomplete factorization broke down C and was fudged. Resulting preconditioning may C be less than the best. C IUNIT :IN Integer. C Unit number on which to write the error at each iteration, C if this is desired for monitoring convergence. If unit C number is 0, no writing will occur. C RWORK :WORK Double Precision RWORK(LENW). C Double Precision array used for workspace. NEL is the C number of non- C zeros in the lower triangle of the matrix (including the C diagonal). NU is the number of nonzeros in the upper C triangle of the matrix (including the diagonal). C LENW :IN Integer. C Length of the double precision workspace, RWORK. C LENW >= NEL+NU+8*N. C IWORK :WORK Integer IWORK(LENIW). C Integer array used for workspace. NEL is the number of non- C zeros in the lower triangle of the matrix (including the C diagonal). NU is the number of nonzeros in the upper C triangle of the matrix (including the diagonal). C Upon return the following locations of IWORK hold information C which may be of use to the user: C IWORK(9) Amount of Integer workspace actually used. C IWORK(10) Amount of Double Precision workspace actually used. C LENIW :IN Integer. C Length of the integer workspace, IWORK. C LENIW >= NEL+NU+4*N+12. C C *Description: C This routine is simply a driver for the DBCGN routine. It C calls the DSILUS routine to set up the preconditioning and C then calls DBCGN with the appropriate MATVEC, MTTVEC and C MSOLVE, MTSOLV routines. C C The Sparse Linear Algebra Package (SLAP) utilizes two matrix C data structures: 1) the SLAP Triad format or 2) the SLAP C Column format. The user can hand this routine either of the C of these data structures and SLAP will figure out which on C is being used and act accordingly. C C =================== S L A P Triad format =================== C C This routine requires that the matrix A be stored in the C SLAP Triad format. In this format only the non-zeros are C stored. They may appear in *ANY* order. The user supplies C three arrays of length NELT, where NELT is the number of C non-zeros in the matrix: (IA(NELT), JA(NELT), A(NELT)). For C each non-zero the user puts the row and column index of that C matrix element in the IA and JA arrays. The value of the C non-zero matrix element is placed in the corresponding C location of the A array. This is an extremely easy data C structure to generate. On the other hand it is not too C efficient on vector computers for the iterative solution of C linear systems. Hence, SLAP changes this input data C structure to the SLAP Column format for the iteration (but C does not change it back). C C Here is an example of the SLAP Triad storage format for a C 5x5 Matrix. Recall that the entries may appear in any order. C C 5x5 Matrix SLAP Triad format for 5x5 matrix on left. C 1 2 3 4 5 6 7 8 9 10 11 C |11 12 0 0 15| A: 51 12 11 33 15 53 55 22 35 44 21 C |21 22 0 0 0| IA: 5 1 1 3 1 5 5 2 3 4 2 C | 0 0 33 0 35| JA: 1 2 1 3 5 3 5 2 5 4 1 C | 0 0 0 44 0| C |51 0 53 0 55| C C =================== S L A P Column format ================== C This routine requires that the matrix A be stored in the C SLAP Column format. In this format the non-zeros are stored C counting down columns (except for the diagonal entry, which C must appear first in each "column") and are stored in the C double precision array A. In other words, for each column C in the matrix put the diagonal entry in A. Then put in the C other non-zero elements going down the column (except the C diagonal) in order. The IA array holds the row index for C each non-zero. The JA array holds the offsets into the IA, C A arrays for the beginning of each column. That is, C IA(JA(ICOL)), A(JA(ICOL)) points to the beginning of the C ICOL-th column in IA and A. IA(JA(ICOL+1)-1), C A(JA(ICOL+1)-1) points to the end of the ICOL-th column. C Note that we always have JA(N+1) = NELT+1, where N is the C number of columns in the matrix and NELT is the number of C non-zeros in the matrix. C C Here is an example of the SLAP Column storage format for a C 5x5 Matrix (in the A and IA arrays '|' denotes the end of a C column): C C 5x5 Matrix SLAP Column format for 5x5 matrix on left. C 1 2 3 4 5 6 7 8 9 10 11 C |11 12 0 0 15| A: 11 21 51 | 22 12 | 33 53 | 44 | 55 15 35 C |21 22 0 0 0| IA: 1 2 5 | 2 1 | 3 5 | 4 | 5 1 3 C | 0 0 33 0 35| JA: 1 4 6 8 9 12 C | 0 0 0 44 0| C |51 0 53 0 55| C C *Precision: Double Precision C *Side Effects: C The SLAP Triad format (IA, JA, A) is modified internally to C be the SLAP Column format. See above. C C *See Also: C DBCG, SDBCG C***REFERENCES (NONE) C***ROUTINES CALLED DS2Y, DCHKW, DSILUS, DBCG, DSMV, DSMTV C***END PROLOGUE DSLUBC IMPLICIT DOUBLE PRECISION(A-H,O-Z) INTEGER N, NELT, IA(NELT), JA(NELT), ISYM, ITOL, ITMAX, ITER INTEGER IERR, IUNIT, LENW, IWORK(LENIW), LENIW DOUBLE PRECISION B(N), X(N), A(NELT), TOL, ERR, RWORK(LENW) EXTERNAL DSMV, DSMTV, DSLUI, DSLUTI PARAMETER (LOCRB=1, LOCIB=11) C C Change the SLAP input matrix IA, JA, A to SLAP-Column format. C***FIRST EXECUTABLE STATEMENT DSLUBC IERR = 0 IF( N.LT.1 .OR. NELT.LT.1 ) THEN IERR = 3 RETURN ENDIF CALL DS2Y( N, NELT, IA, JA, A, ISYM ) C C Count number of Non-Zero elements preconditioner ILU matrix. C Then set up the work arrays. NL = 0 NU = 0 DO 20 ICOL = 1, N C Don't count diagonal. JBGN = JA(ICOL)+1 JEND = JA(ICOL+1)-1 IF( JBGN.LE.JEND ) THEN CVD$ NOVECTOR DO 10 J = JBGN, JEND IF( IA(J).GT.ICOL ) THEN NL = NL + 1 IF( ISYM.NE.0 ) NU = NU + 1 ELSE NU = NU + 1 ENDIF 10 CONTINUE ENDIF 20 CONTINUE C LOCIL = LOCIB LOCJL = LOCIL + N+1 LOCIU = LOCJL + NL LOCJU = LOCIU + NU LOCNR = LOCJU + N+1 LOCNC = LOCNR + N LOCIW = LOCNC + N C LOCL = LOCRB LOCDIN = LOCL + NL LOCU = LOCDIN + N LOCR = LOCU + NU LOCZ = LOCR + N LOCP = LOCZ + N LOCRR = LOCP + N LOCZZ = LOCRR + N LOCPP = LOCZZ + N LOCDZ = LOCPP + N LOCW = LOCDZ + N C C Check the workspace allocations. CALL DCHKW( 'DSLUBC', LOCIW, LENIW, LOCW, LENW, IERR, ITER, ERR ) IF( IERR.NE.0 ) RETURN C IWORK(1) = LOCIL IWORK(2) = LOCJL IWORK(3) = LOCIU IWORK(4) = LOCJU IWORK(5) = LOCL IWORK(6) = LOCDIN IWORK(7) = LOCU IWORK(9) = LOCIW IWORK(10) = LOCW C C Compute the Incomplete LU decomposition. CALL DSILUS( N, NELT, IA, JA, A, ISYM, NL, IWORK(LOCIL), $ IWORK(LOCJL), RWORK(LOCL), RWORK(LOCDIN), NU, IWORK(LOCIU), $ IWORK(LOCJU), RWORK(LOCU), IWORK(LOCNR), IWORK(LOCNC) ) C C Perform the incomplete LU preconditioned C BiConjugate Gradient algorithm. CALL DBCG(N, B, X, NELT, IA, JA, A, ISYM, DSMV, DSMTV, $ DSLUI, DSLUTI, ITOL, TOL, ITMAX, ITER, ERR, IERR, IUNIT, $ RWORK(LOCR), RWORK(LOCZ), RWORK(LOCP), $ RWORK(LOCRR), RWORK(LOCZZ), RWORK(LOCPP), $ RWORK(LOCDZ), RWORK, IWORK ) RETURN C------------- LAST LINE OF DSLUBC FOLLOWS ---------------------------- END *DECK ISDBCG FUNCTION ISDBCG(N, B, X, NELT, IA, JA, A, ISYM, MSOLVE, ITOL, $ TOL, ITMAX, ITER, ERR, IERR, IUNIT, R, Z, P, RR, ZZ, PP, DZ, $ RWORK, IWORK, AK, BK, BNRM, SOLNRM) C***BEGIN PROLOGUE ISDBCG C***REFER TO DBCG, DSDBCG, DSLUBC C***DATE WRITTEN 890404 (YYMMDD) C***REVISION DATE 890404 (YYMMDD) C***CATEGORY NO. D2A4 C***KEYWORDS LIBRARY=SLATEC(SLAP), C TYPE=DOUBLE PRECISION(ISDBCG-D), C Non-Symmetric Linear system, Sparse, C Iterative Precondition, Stop Test C***AUTHOR Greenbaum, Anne, Courant Institute C Seager, Mark K., (LLNL) C Lawrence Livermore National Laboratory C PO BOX 808, L-300 C Livermore, CA 94550 (415) 423-3141 C seager@lll-crg.llnl.gov C***PURPOSE Preconditioned BiConjugate Gradient Stop Test. C This routine calculates the stop test for the BiConjugate C Gradient iteration scheme. It returns a nonzero if the C error estimate (the type of which is determined by ITOL) C is less than the user specified tolerance TOL. C***DESCRIPTION C *Usage: C INTEGER N, NELT, IA(NELT), JA(NELT), ISYM, ITOL, ITMAX, ITER C INTEGER IERR, IUNIT, IWORK(USER DEFINED) C DOUBLE PRECISION B(N), X(N), A(N), TOL, ERR, R(N), Z(N), P(N) C DOUBLE PRECISION RR(N), ZZ(N), PP(N), DZ(N) C DOUBLE PRECISION RWORK(USER DEFINED), AK, BK, BNRM, SOLNRM C EXTERNAL MSOLVE C C IF( ISDBCG(N, B, X, NELT, IA, JA, A, ISYM, MSOLVE, ITOL, TOL, C $ ITMAX, ITER, ERR, IERR, IUNIT, R, Z, P, RR, ZZ, PP, DZ, C $ RWORK, IWORK, AK, BK, BNRM, SOLNRM) .NE. 0 ) C $ THEN ITERATION DONE C C *Arguments: C N :IN Integer C Order of the Matrix. C B :IN Double Precision B(N). C Right-hand side vector. C X :INOUT Double Precision X(N). C On input X is your initial guess for solution vector. C On output X is the final approximate solution. C NELT :IN Integer. C Number of Non-Zeros stored in A. C IA :IN Integer IA(NELT). C JA :IN Integer JA(NELT). C A :IN Double Precision A(NELT). C These arrays contain the matrix data structure for A. C It could take any form. See "Description", in the SLAP C routine DBCG for more late breaking details... C ISYM :IN Integer. C Flag to indicate symmetric storage format. C If ISYM=0, all nonzero entries of the matrix are stored. C If ISYM=1, the matrix is symmetric, and only the upper C or lower triangle of the matrix is stored. C MSOLVE :EXT External. C Name of a routine which solves a linear system MZ = R for Z C given R with the preconditioning matrix M (M is supplied via C RWORK and IWORK arrays). The name of the MSOLVE routine C must be declared external in the calling program. The C calling sequence of MSLOVE is: C CALL MSOLVE(N, R, Z, NELT, IA, JA, A, ISYM, RWORK, IWORK) C Where N is the number of unknowns, R is the right-hand side C vector, and Z is the solution upon return. NELT, IA, JA, A C and ISYM define the SLAP matrix data structure: see C Description, below. RWORK is a double precision array that C can be used C to pass necessary preconditioning information and/or C workspace to MSOLVE. IWORK is an integer work array for the C same purpose as RWORK. C ITOL :IN Integer. C Flag to indicate type of convergence criterion. C If ITOL=1, iteration stops when the 2-norm of the residual C divided by the 2-norm of the right-hand side is less than TOL. C If ITOL=2, iteration stops when the 2-norm of M-inv times the C residual divided by the 2-norm of M-inv times the right hand C side is less than tol, where M-inv is the inverse of the C diagonal of A. C ITOL=11 is often useful for checking and comparing different C routines. For this case, the user must supply the "exact" C solution or a very accurate approximation (one with an error C much less than tol) through a common block, C COMMON /SOLBLK/ SOLN( ) C if ITOL=11, iteration stops when the 2-norm of the difference C between the iterative approximation and the user-supplied C solution divided by the 2-norm of the user-supplied solution C is less than tol. C TOL :IN Double Precision. C Convergence criterion, as described above. C ITMAX :IN Integer. C Maximum number of iterations. C ITER :OUT Integer. C Number of iterations required to reach convergence, or C ITMAX+1 if convergence criterion could not be achieved in C ITMAX iterations. C ERR :OUT Double Precision. C Error estimate of error in final approximate solution, as C defined by ITOL. C IERR :OUT Integer. C Error flag. IERR is set to 3 if ITOL is not on of the C acceptable values, see above. C IUNIT :IN Integer. C Unit number on which to write the error at each iteration, C if this is desired for monitoring convergence. If unit C number is 0, no writing will occur. C R :IN Double Precision R(N). C The residual r = b - Ax. C Z :WORK Double Precision Z(N). C P :DUMMY Double Precision P(N). C RR :DUMMY Double Precision RR(N). C ZZ :DUMMY Double Precision ZZ(N). C PP :DUMMY Double Precision PP(N). C DZ :WORK Double Precision DZ(N). C If ITOL.eq.0 then DZ is used to hold M-inv * B on the first C call. If ITOL.eq.11 then DZ is used to hold X-SOLN. C RWORK :WORK Double Precision RWORK(USER DEFINED). C Double Precision array that can be used for workspace in C MSOLVE and MTSOLV. C IWORK :WORK Integer IWORK(USER DEFINED). C Integer array that can be used for workspace in MSOLVE C and MTSOLV. C AK :IN Double Precision. C Current iterate BiConjugate Gradient iteration parameter. C BK :IN Double Precision. C Current iterate BiConjugate Gradient iteration parameter. C BNRM :INOUT Double Precision. C Norm of the right hand side. Type of norm depends on ITOL. C Calculated only on the first call. C SOLNRM :INOUT Double Precision. C 2-Norm of the true solution, SOLN. Only computed and used C if ITOL = 11. C C *Function Return Values: C 0 : Error estimate (determined by ITOL) is *NOT* less than the C specified tolerance, TOL. The iteration must continue. C 1 : Error estimate (determined by ITOL) is less than the C specified tolerance, TOL. The iteration can be considered C complete. C C *Precision: Double Precision C***REFERENCES (NONE) C***ROUTINES CALLED MSOLVE, DNRM2 C***COMMON BLOCKS SOLBLK C***END PROLOGUE ISDBCG IMPLICIT DOUBLE PRECISION(A-H,O-Z) INTEGER N, NELT, IA(NELT), JA(NELT), ISYM, ITOL, ITMAX INTEGER ITER, IERR, IUNIT, IWORK(1) DOUBLE PRECISION B(N), X(N), A(NELT), TOL, ERR, R(N), Z(N), P(N) DOUBLE PRECISION RR(N), ZZ(N), PP(N), DZ(N), RWORK(*) DOUBLE PRECISION AK, BK, BNRM, SOLNRM COMMON /SOLBLK/ SOLN(1) EXTERNAL MSOLVE C C***FIRST EXECUTABLE STATEMENT ISDBCG ISDBCG = 0 C IF( ITOL.EQ.1 ) THEN C err = ||Residual||/||RightHandSide|| (2-Norms). IF(ITER .EQ. 0) BNRM = DNRM2(N, B, 1) ERR = DNRM2(N, R, 1)/BNRM ELSE IF( ITOL.EQ.2 ) THEN C -1 -1 C err = ||M Residual||/||M RightHandSide|| (2-Norms). IF(ITER .EQ. 0) THEN CALL MSOLVE(N, B, DZ, NELT, IA, JA, A, ISYM, RWORK, IWORK) BNRM = DNRM2(N, DZ, 1) ENDIF ERR = DNRM2(N, Z, 1)/BNRM ELSE IF( ITOL.EQ.11 ) THEN C err = ||x-TrueSolution||/||TrueSolution|| (2-Norms). IF(ITER .EQ. 0) SOLNRM = DNRM2(N, SOLN, 1) DO 10 I = 1, N DZ(I) = X(I) - SOLN(I) 10 CONTINUE ERR = DNRM2(N, DZ, 1)/SOLNRM ELSE C C If we get here ITOL is not one of the acceptable values. ERR = 1.0E10 IERR = 3 ENDIF C IF(IUNIT .NE. 0) THEN IF( ITER.EQ.0 ) THEN WRITE(IUNIT,1000) N, ITOL ENDIF WRITE(IUNIT,1010) ITER, ERR, AK, BK ENDIF IF(ERR .LE. TOL) ISDBCG = 1 C RETURN 1000 FORMAT(' Preconditioned BiConjugate Gradient for N, ITOL = ', $ I5,I5,/' ITER',' Error Estimate',' Alpha', $ ' Beta') 1010 FORMAT(1X,I4,1X,E16.7,1X,E16.7,1X,E16.7) C------------- LAST LINE OF ISDBCG FOLLOWS ---------------------------- END