*DECK DCG SUBROUTINE DCG(N, B, X, NELT, IA, JA, A, ISYM, MATVEC, MSOLVE, $ ITOL, TOL, ITMAX, ITER, ERR, IERR, IUNIT, R, Z, P, DZ, $ RWORK, IWORK ) C***BEGIN PROLOGUE DCG C***DATE WRITTEN 890404 (YYMMDD) C***REVISION DATE 890404 (YYMMDD) C***CATEGORY NO. D2B4 C***KEYWORDS LIBRARY=SLATEC(SLAP), C TYPE=DOUBLE PRECISION(DCG-D), C Symmetric Linear system, Sparse, 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 Preconditioned Conjugate Gradient iterative Ax=b solver. C Routine to solve a symmetric positive definite linear C system Ax = b using the Preconditioned Conjugate C 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) C DOUBLE PRECISION P(N), DZ(N), RWORK(USER DEFINABLE) C EXTERNAL MATVEC, MSOLVE C C CALL DCG(N, B, X, NELT, IA, JA, A, ISYM, MATVEC, MSLOVE, C $ ITOL, TOL, ITMAX, ITER, ERR, IERR, IUNIT, R, Z, P, DZ, C $ 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 Integer A(NELT). C These arrays contain the matrix data structure for A. C It could take any form. See ``Description'', below C 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 MATVEC :EXT External. C Name of a routine which performs the matrix vector multiply C Y = A*X given A and X. The name of the MATVEC routine must C be declared external in the calling program. The calling C sequence to MATVEC is: C C CALL MATVEC( N, X, Y, NELT, IA, JA, A, ISYM ) C C Where N is the number of unknowns, Y is the product A*X C upon return X is an input vector, NELT is the number of C non-zeros in the SLAP IA, JA, A storage for the matrix A. C ISYM is a flag which, if non-zero, denotest that A is C symmetric and only the lower or upper triangle is stored. C MSOLVE :EXT External. C Name of a routine which solves a linear system MZ = R for C Z given R with the preconditioning matrix M (M is supplied via C RWORK and IWORK arrays). The name of the MSOLVE routine must C be declared external in the calling program. The calling C sequence to MSLOVE is: C C CALL MSOLVE(N, R, Z, NELT, IA, JA, A, ISYM, RWORK, IWORK) C C Where N is the number of unknowns, R is the right-hand side C vector, and Z is the solution upon return. RWORK is a double C precision C array that can be used to pass necessary preconditioning C information and/or workspace to MSOLVE. IWORK is an integer C work array for the 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*R1MACH(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 DZ :WORK Double Precision DZ(N). C RWORK :WORK Double Precision RWORK(USER DEFINABLE). C Double Precision array that can be used by MSOLVE. C IWORK :WORK Integer IWORK(USER DEFINABLE). C Integer array that can be used by MSOLVE. 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 DSDCG and DSICCG 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 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 DSDCG, DSICCG C***REFERENCES 1. Louis Hageman \& David Young, ``Applied Iterative C Methods'', Academic Press, New York (1981) ISBN C 0-12-313340-8. C C 2. Concus, Golub \& O'Leary, ``A Generalized Conjugate C Gradient Method for the Numerical Solution of C Elliptic Partial Differential Equations,'' in Sparse C Matrix Computations (Bunch \& Rose, Eds.), Academic C Press, New York (1979). C***ROUTINES CALLED MATVEC, MSOLVE, ISDCG, DCOPY, DDOT, DAXPY, D1MACH C***END PROLOGUE DCG IMPLICIT DOUBLE PRECISION(A-H,O-Z) INTEGER N, NELT, IA(NELT), JA(NELT), ISYM, ITOL, ITMAX, ITER INTEGER IUNIT, IERR, IWORK(*) DOUBLE PRECISION B(N), X(N), A(NELT), TOL, ERR, R(N), Z(N), P(N) DOUBLE PRECISION DZ(N), RWORK(*) EXTERNAL MATVEC, MSOLVE C C Check some of the input data. C***FIRST EXECUTABLE STATEMENT DCG ITER = 0 IERR = 0 IF( N.LT.1 ) THEN IERR = 3 RETURN ENDIF TOLMIN = 500.0*D1MACH(3) 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) 10 CONTINUE CALL MSOLVE(N, R, Z, NELT, IA, JA, A, ISYM, RWORK, IWORK) C IF( ISDCG(N, B, X, NELT, IA, JA, A, ISYM, MSOLVE, ITOL, TOL, $ ITMAX, ITER, ERR, IERR, IUNIT, R, Z, P, 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 vector p. BKNUM = DDOT(N, Z, 1, R, 1) IF( BKNUM.LE.0.0D0 ) THEN IERR = 5 RETURN ENDIF IF(ITER .EQ. 1) THEN CALL DCOPY(N, Z, 1, P, 1) ELSE BK = BKNUM/BKDEN DO 20 I = 1, N P(I) = Z(I) + BK*P(I) 20 CONTINUE ENDIF BKDEN = BKNUM C C Calculate coefficient ak, new iterate x, new residual r, C and new pseudo-residual z. CALL MATVEC(N, P, Z, NELT, IA, JA, A, ISYM) AKDEN = DDOT(N, P, 1, Z, 1) IF( AKDEN.LE.0.0D0 ) THEN IERR = 6 RETURN ENDIF AK = BKNUM/AKDEN CALL DAXPY(N, AK, P, 1, X, 1) CALL DAXPY(N, -AK, Z, 1, R, 1) CALL MSOLVE(N, R, Z, NELT, IA, JA, A, ISYM, RWORK, IWORK) C C check stopping criterion. IF( ISDCG(N, B, X, NELT, IA, JA, A, ISYM, MSOLVE, ITOL, TOL, $ ITMAX, ITER, ERR, IERR, IUNIT, R, Z, P, 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 END *DECK DSDCG SUBROUTINE DSDCG(N, B, X, NELT, IA, JA, A, ISYM, ITOL, TOL, $ ITMAX, ITER, ERR, IERR, IUNIT, RWORK, LENW, IWORK, LENIW ) C***BEGIN PROLOGUE DSDCG C***DATE WRITTEN 890404 (YYMMDD) C***REVISION DATE 890404 (YYMMDD) C***CATEGORY NO. D2B4 C***KEYWORDS LIBRARY=SLATEC(SLAP), C TYPE=DOUBLE PRECISION(DSDCG-D), C Symmetric Linear system, Sparse, 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 Conjugate Gradient Sparse Ax=b Solver. C Routine to solve a symmetric positive definite linear C system Ax = b using the Preconditioned Conjugate C Gradient method. The preconditioner is diagonal C 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(5*N) C C CALL DSDCG(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 Integer 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. LENW >= 5*N. C IWORK :WORK Integer IWORK(LENIW). C Used to hold pointers into the double precision workspace, C RWORK. Upon return the following locations of IWORK hold C information 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. LENIW >= 10. C C *Description: C This routine performs preconditioned conjugate gradient C method on the symmetric positive definite linear system C Ax=b. The preconditioner is M = DIAG(A), the diagonal of C the matrix A. This is the simplest of preconditioners and C vectorizes very well. This routine is simply a driver for C the DCG routine. It calls the DSDS routine to set up the C preconditioning and then calls DCG with the appropriate C MATVEC and MSOLVE 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 DCG, DSICCG C***REFERENCES 1. Louis Hageman \& David Young, ``Applied Iterative C Methods'', Academic Press, New York (1981) ISBN C 0-12-313340-8. C 2. Concus, Golub \& O'Leary, ``A Generalized Conjugate C Gradient Method for the Numerical Solution of C Elliptic Partial Differential Equations,'' in Sparse C Matrix Computations (Bunch \& Rose, Eds.), Academic C Press, New York (1979). C***ROUTINES CALLED DS2Y, DCHKW, DSDS, DCG C***END PROLOGUE DSDCG IMPLICIT DOUBLE PRECISION(A-H,O-Z) INTEGER N, NELT, IA(NELT), JA(NELT), ISYM, ITOL INTEGER ITMAX, ITER, IERR, IUNIT, LENW, IWORK(LENIW), LENIW DOUBLE PRECISION B(N), X(N), A(NELT), TOL, ERR, RWORK(LENW) EXTERNAL DSMV, DSDI PARAMETER (LOCRB=1, LOCIB=11) C C Modify the SLAP matrix data structure to YSMP-Column. C***FIRST EXECUTABLE STATEMENT DSDCG 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 work arrays. C Compute the inverse of the diagonal of the matrix. This C will be used as the preconditioner. LOCIW = LOCIB C LOCD = LOCRB LOCR = LOCD + N LOCZ = LOCR + N LOCP = LOCZ + N LOCDZ = LOCP + N LOCW = LOCDZ + N C C Check the workspace allocations. CALL DCHKW( 'DSDCG', LOCIW, LENIW, LOCW, LENW, IERR, ITER, ERR ) IF( IERR.NE.0 ) RETURN C IWORK(4) = LOCD IWORK(9) = LOCIW IWORK(10) = LOCW C CALL DSDS(N, NELT, IA, JA, A, ISYM, RWORK(LOCD)) C C Do the Preconditioned Conjugate Gradient. CALL DCG(N, B, X, NELT, IA, JA, A, ISYM, DSMV, DSDI, $ ITOL, TOL, ITMAX, ITER, ERR, IERR, IUNIT, RWORK(LOCR), $ RWORK(LOCZ), RWORK(LOCP), RWORK(LOCDZ), RWORK, IWORK) RETURN C------------- LAST LINE OF DSDCG FOLLOWS ----------------------------- END *DECK DSICCG SUBROUTINE DSICCG(N, B, X, NELT, IA, JA, A, ISYM, ITOL, TOL, $ ITMAX, ITER, ERR, IERR, IUNIT, RWORK, LENW, IWORK, LENIW ) C***BEGIN PROLOGUE DSICCG C***DATE WRITTEN 890404 (YYMMDD) C***REVISION DATE 890404 (YYMMDD) C***CATEGORY NO. D2B4 C***KEYWORDS LIBRARY=SLATEC(SLAP), C TYPE=DOUBLE PRECISION(DSICCG-D), C Symmetric Linear system, Sparse, C Iterative Precondition, Incomplete Cholesky 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 Cholesky Conjugate Gradient Sparse Ax=b Solver. C Routine to solve a symmetric positive definite linear C system Ax = b using the incomplete Cholesky C Preconditioned Conjugate Gradient method. C C***DESCRIPTION C *Usage: C INTEGER N, NELT, IA(NELT), JA(NELT), ISYM, ITOL, ITMAX C INTEGER ITER, IERR, IUNIT, LENW, IWORK(NEL+2*n+1), LENIW C DOUBLE PRECISION B(N), X(N), A(NELT), TOL, ERR, RWORK(NEL+5*N) C C CALL DSICCG(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 Integer 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 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) C LENW :IN Integer. C Length of the double precision workspace, RWORK. C LENW >= NEL+5*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). 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. LENIW >= NEL+N+11. C C *Description: C This routine performs preconditioned conjugate gradient C method on the symmetric positive definite linear system C Ax=b. The preconditioner is the incomplete Cholesky (IC) C factorization of the matrix A. See DSICS for details about C the incomplete factorization algorithm. One should note C here however, that the IC factorization is a slow process C and that one should save factorizations for reuse, if C possible. The MSOLVE operation (handled in DSLLTI) does C vectorize on machines with hardware gather/scatter and is C quite fast. 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 be C the SLAP Column format. See above. C C *See Also: C DCG, DSLLTI C***REFERENCES 1. Louis Hageman \& David Young, ``Applied Iterative C Methods'', Academic Press, New York (1981) ISBN C 0-12-313340-8. C 2. Concus, Golub \& O'Leary, ``A Generalized Conjugate C Gradient Method for the Numerical Solution of C Elliptic Partial Differential Equations,'' in Sparse C Matrix Computations (Bunch \& Rose, Eds.), Academic C Press, New York (1979). C***ROUTINES CALLED DS2Y, DCHKW, DSICS, XERRWV, DCG C***END PROLOGUE DSICCG IMPLICIT DOUBLE PRECISION(A-H,O-Z) INTEGER N, NELT, IA(NELT), JA(NELT), ISYM, ITOL INTEGER ITMAX, ITER, IUNIT, LENW, IWORK(LENIW), LENIW DOUBLE PRECISION B(N), X(N), A(NELT), TOL, ERR, RWORK(LENW) EXTERNAL DSMV, DSLLTI PARAMETER (LOCRB=1, LOCIB=11) C C Change the SLAP input matrix IA, JA, A to SLAP-Column format. C***FIRST EXECUTABLE STATEMENT DSICCG 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 elements in lower triangle of the matrix. C Then set up the work arrays. IF( ISYM.EQ.0 ) THEN NEL = (NELT + N)/2 ELSE NEL = NELT ENDIF C LOCJEL = LOCIB LOCIEL = LOCJEL + NEL LOCIW = LOCIEL + N + 1 C LOCEL = LOCRB LOCDIN = LOCEL + NEL LOCR = LOCDIN + N LOCZ = LOCR + N LOCP = LOCZ + N LOCDZ = LOCP + N LOCW = LOCDZ + N C C Check the workspace allocations. CALL DCHKW( 'DSICCG', LOCIW, LENIW, LOCW, LENW, IERR, ITER, ERR ) IF( IERR.NE.0 ) RETURN C IWORK(1) = NEL IWORK(2) = LOCJEL IWORK(3) = LOCIEL IWORK(4) = LOCEL IWORK(5) = LOCDIN IWORK(9) = LOCIW IWORK(10) = LOCW C C Compute the Incomplete Cholesky decomposition. C CALL DSICS(N, NELT, IA, JA, A, ISYM, NEL, IWORK(LOCIEL), $ IWORK(LOCJEL), RWORK(LOCEL), RWORK(LOCDIN), $ RWORK(LOCR), IERR ) IF( IERR.NE.0 ) THEN CALL XERRWV('DSICCG: Warning...IC factorization broke down '// $ 'on step i1. Diagonal was set to unity and '// $ 'factorization proceeded.', 113, 1, 1, 1, IERR, 0, $ 0, 0.0, 0.0 ) IERR = 7 ENDIF C C Do the Preconditioned Conjugate Gradient. CALL DCG(N, B, X, NELT, IA, JA, A, ISYM, DSMV, DSLLTI, $ ITOL, TOL, ITMAX, ITER, ERR, IERR, IUNIT, RWORK(LOCR), $ RWORK(LOCZ), RWORK(LOCP), RWORK(LOCDZ), RWORK(1), $ IWORK(1)) RETURN C------------- LAST LINE OF DSICCG FOLLOWS ---------------------------- END *DECK ISDCG FUNCTION ISDCG(N, B, X, NELT, IA, JA, A, ISYM, MSOLVE, ITOL, $ TOL, ITMAX, ITER, ERR, IERR, IUNIT, R, Z, P, DZ, $ RWORK, IWORK, AK, BK, BNRM, SOLNRM) C***BEGIN PROLOGUE ISDCG C***REFER TO DCG, DSDCG, DSICCG C***DATE WRITTEN 890404 (YYMMDD) C***REVISION DATE 890404 (YYMMDD) C***CATEGORY NO. D2B4 C***KEYWORDS LIBRARY=SLATEC(SLAP), C TYPE=DOUBLE PRECISION(ISDCG-D), C Linear system, Sparse, 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 Conjugate Gradient Stop Test. C This routine calculates the stop test for the Conjugate 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) C DOUBLE PRECISION P(N), DZ(N), RWORK(USER DEFINED), AK, BK C DOUBLE PRECISION BNRM, SOLNRM C EXTERNAL MSOLVE C C IF( ISDCG(N, B, X, NELT, IA, JA, A, ISYM, MSOLVE, ITOL, TOL, C $ ITMAX, ITER, ERR, IERR, IUNIT, R, Z, P, DZ, RWORK, IWORK, C $ AK, BK, BNRM, SOLNRM) .NE. 0 ) 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 :IN Double Precision X(N). C The current approximate solution vector. 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 should hold the matrix A in either the SLAP C Triad format or the SLAP Column format. See ``Description'' C in the DCG, DSDCG or DSICCG routines. 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 C Z given R with the preconditioning matrix M (M is supplied via C RWORK and IWORK arrays). The name of the MSOLVE routine must C be declared external in the calling program. The calling C sequence to 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. RWORK is a double C precision C array that can be used to pass necessary preconditioning C information and/or workspace to MSOLVE. IWORK is an integer C work array for the 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 :IN Integer. C The iteration for which to check for convergence. C ERR :OUT Double Precision. C Error estimate of error in the X(N) 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 Workspace used to hold the pseudo-residual M Z = R. C P :IN Double Precision P(N). C The conjugate direction vector. C DZ :WORK Double Precision DZ(N). C Workspace used to hold temporary vector(s). C RWORK :WORK Double Precision RWORK(USER DEFINABLE). C Double Precision array that can be used by MSOLVE. C IWORK :WORK Integer IWORK(USER DEFINABLE). C Integer array that can be used by MSOLVE. 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 *See Also: C DCG, DSDCG, DSICCG C C *Cautions: C This routine will attempt to write to the fortran logical output C unit IUNIT, if IUNIT .ne. 0. Thus, the user must make sure that C this logical unit must be attached to a file or terminal C before calling this routine with a non-zero value for IUNIT. C This routine does not check for the validity of a non-zero IUNIT C unit number. C***REFERENCES (NONE) C***ROUTINES CALLED MSOLVE, DNRM2 C***COMMON BLOCKS SOLBLK C***END PROLOGUE ISDCG 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) DOUBLE PRECISION Z(N), P(N), DZ(N), RWORK(*) EXTERNAL MSOLVE COMMON /SOLBLK/ SOLN(1) C C***FIRST EXECUTABLE STATEMENT ISDCG ISDCG = 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, R, Z, 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) ISDCG = 1 RETURN 1000 FORMAT(' Preconditioned Conjugate 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 ISDCG FOLLOWS ------------------------------ END