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Ginkgo
Generated from pipelines/2837190956 branch based on develop. Ginkgo version 2.0.0
A numerical linear algebra library targeting many-core architectures
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CGS or the conjugate gradient square method is an iterative type Krylov subspace method which is suitable for general systems. More...
#include <ginkgo/core/solver/cgs.hpp>
Classes | |
| class | Factory |
| struct | parameters_type |
Public Types | |
| using | value_type = ValueType |
| using | transposed_type = Cgs< ValueType > |
Public Member Functions | |
| std::unique_ptr< LinOp > | transpose () const override |
| Returns a LinOp representing the transpose of the Transposable object. More... | |
| std::unique_ptr< LinOp > | conj_transpose () const override |
| Returns a LinOp representing the conjugate transpose of the Transposable object. More... | |
| bool | apply_uses_initial_guess () const override |
| Return true as iterative solvers use the data in x as an initial guess. More... | |
| const parameters_type & | get_parameters () const |
Public Member Functions inherited from gko::LinOp | |
| void | apply (ptr_param< const LinOp > b, ptr_param< LinOp > x) const |
| Applies a linear operator to a vector (or a sequence of vectors). More... | |
| void | apply (ptr_param< const LinOp > alpha, ptr_param< const LinOp > b, ptr_param< const LinOp > beta, ptr_param< LinOp > x) const |
| Performs the operation x = alpha * op(b) + beta * x. More... | |
| const dim< 2 > & | get_size () const noexcept |
| Returns the size of the operator. More... | |
| LinOp & | operator= (const LinOp &)=default |
| Copy-assigns a LinOp. More... | |
| LinOp & | operator= (LinOp &&other) |
| Move-assigns a LinOp. More... | |
| LinOp (const LinOp &)=default | |
| Copy-constructs a LinOp. More... | |
| LinOp (LinOp &&other) | |
| Move-constructs a LinOp. More... | |
Public Member Functions inherited from gko::PolymorphicObject | |
| virtual void | validate_data () const |
| Throws gko::InvalidData exception if we found the data inside the object does not fulfill certain property up to our knowledge. | |
| PolymorphicObject & | operator= (const PolymorphicObject &) |
| std::shared_ptr< const Executor > | get_executor () const noexcept |
| Returns the Executor of the object. More... | |
Public Member Functions inherited from gko::log::EnableLogging< PolymorphicObject > | |
| void | add_logger (std::shared_ptr< const Logger > logger) override |
| void | remove_logger (const Logger *logger) override |
| void | remove_logger (ptr_param< const Logger > logger) |
| const std::vector< std::shared_ptr< const Logger > > & | get_loggers () const override |
| void | clear_loggers () override |
Public Member Functions inherited from gko::log::Loggable | |
| void | remove_logger (ptr_param< const Logger > logger) |
Public Member Functions inherited from gko::solver::EnablePreconditionedIterativeSolver< ValueType, Cgs< ValueType > > | |
| EnablePreconditionedIterativeSolver (std::shared_ptr< const LinOp > system_matrix, std::shared_ptr< const stop::CriterionFactory > stop_factory, std::shared_ptr< const LinOp > preconditioner) | |
| EnablePreconditionedIterativeSolver (std::shared_ptr< const LinOp > system_matrix, const FactoryParameters ¶ms) | |
Public Member Functions inherited from gko::solver::EnableSolverBase< Cgs< ValueType > > | |
| EnableSolverBase & | operator= (const EnableSolverBase &other) |
| Creates a shallow copy of the provided system matrix, clones it onto this executor if executors don't match. | |
| EnableSolverBase & | operator= (EnableSolverBase &&other) |
| Moves the provided system matrix, clones it onto this executor if executors don't match. More... | |
| EnableSolverBase (std::shared_ptr< const LinOp > system_matrix) | |
| EnableSolverBase (const EnableSolverBase &other) | |
| Creates a shallow copy of the provided system matrix. | |
| EnableSolverBase (EnableSolverBase &&other) | |
| Moves the provided system matrix. More... | |
| int | get_num_workspace_ops () const override |
| std::vector< std::string > | get_workspace_op_names () const override |
| std::vector< int > | get_workspace_scalars () const override |
| Returns the IDs of all scalars (workspace vectors with system dimension-independent size, usually 1 x num_rhs). | |
| std::vector< int > | get_workspace_vectors () const override |
| Returns the IDs of all vectors (workspace vectors with system dimension-dependent size, usually system_matrix_size x num_rhs). | |
Public Member Functions inherited from gko::solver::SolverBase< LinOp > | |
| std::shared_ptr< const LinOp > | get_system_matrix () const |
| Returns the system matrix, with its concrete type, used by the solver. More... | |
Public Member Functions inherited from gko::solver::EnableIterativeBase< Cgs< ValueType > > | |
| EnableIterativeBase & | operator= (const EnableIterativeBase &other) |
| Creates a shallow copy of the provided stopping criterion, clones it onto this executor if executors don't match. | |
| EnableIterativeBase & | operator= (EnableIterativeBase &&other) |
| Moves the provided stopping criterion, clones it onto this executor if executors don't match. More... | |
| EnableIterativeBase (std::shared_ptr< const stop::CriterionFactory > stop_factory) | |
| EnableIterativeBase (const EnableIterativeBase &other) | |
| Creates a shallow copy of the provided stopping criterion. | |
| EnableIterativeBase (EnableIterativeBase &&other) | |
| Moves the provided stopping criterion. More... | |
| void | set_stop_criterion_factory (std::shared_ptr< const stop::CriterionFactory > new_stop_factory) override |
| Sets the stopping criterion of the solver. More... | |
Public Member Functions inherited from gko::solver::IterativeBase | |
| std::shared_ptr< const stop::CriterionFactory > | get_stop_criterion_factory () const |
| Gets the stopping criterion factory of the solver. More... | |
Public Member Functions inherited from gko::solver::EnablePreconditionable< Cgs< ValueType > > | |
| void | set_preconditioner (std::shared_ptr< const LinOp > new_precond) override |
| Sets the preconditioner operator used by the Preconditionable. More... | |
| EnablePreconditionable & | operator= (const EnablePreconditionable &other) |
| Creates a shallow copy of the provided preconditioner, clones it onto this executor if executors don't match. | |
| EnablePreconditionable & | operator= (EnablePreconditionable &&other) |
| Moves the provided preconditioner, clones it onto this executor if executors don't match. More... | |
| EnablePreconditionable (std::shared_ptr< const LinOp > preconditioner) | |
| EnablePreconditionable (const EnablePreconditionable &other) | |
| Creates a shallow copy of the provided preconditioner. | |
| EnablePreconditionable (EnablePreconditionable &&other) | |
| Moves the provided preconditioner. More... | |
Public Member Functions inherited from gko::Preconditionable | |
| virtual std::shared_ptr< const LinOp > | get_preconditioner () const |
| Returns the preconditioner operator used by the Preconditionable. More... | |
Static Public Member Functions | |
| static auto | build () -> decltype(Factory ::create()) |
| static parameters_type | parse (const config::pnode &config, const config::registry &context, const config::type_descriptor &td_for_child=config::make_type_descriptor< ValueType >()) |
| Create the parameters from the property_tree. More... | |
CGS or the conjugate gradient square method is an iterative type Krylov subspace method which is suitable for general systems.
CGS rests on the identity that BiCG produces a residual of the form \( r_k^{\mathrm{BiCG}} = \psi_k(A) r_0 \), where \( \psi_k \) is the residual polynomial. Squaring this polynomial yields the CGS residual
\[ r_k^{\mathrm{CGS}} = \psi_k(A)^2 r_0, \]
so the iteration avoids the explicit \( A^H \) apply that BiCG requires, and it contracts the residual twice as fast per step when BiCG converges.
Starting from \( r_0 = b - A x_0 \), a shadow residual \( \tilde r_0 \) (Ginkgo uses \( \tilde r_0 = r_0 \)), \( q_{-1} = p_{-1} = 0 \) and \( \rho_{-1} = 1 \), one iteration with the preconditioner \( M \approx A^{-1} \) reads
\[ \begin{aligned} \rho_k &= \langle \tilde r_0, r_k \rangle, &\qquad \beta_k &= \rho_k / \rho_{k-1}, \\ u_k &= r_k + \beta_k q_{k-1}, &\qquad p_k &= u_k + \beta_k (q_{k-1} + \beta_k p_{k-1}), \\ \hat v_k &= A M p_k, &\qquad \alpha_k &= \rho_k / \langle \tilde r_0, \hat v_k \rangle, \\ q_k &= u_k - \alpha_k \hat v_k, &\qquad \hat u_k &= M (u_k + q_k), \\ x_{k+1} &= x_k + \alpha_k \hat u_k, &\qquad r_{k+1} &= r_k - \alpha_k A \hat u_k. \end{aligned} \]
The pair \( u_k, q_k \) takes the place of the single BiCG search direction, which is why the update of \( x \) uses their sum. The trade-off for dropping \( A^H \) is that the squared polynomial also squares the error: the residuals lose monotonicity and can oscillate strongly on poorly conditioned systems. When this matters in practice, BiCGSTAB replaces the second application of \( \psi_k \) by a locally minimizing polynomial for the same number of operator applies and one extra inner product.
The implementation in Ginkgo makes use of the merged kernel to make the best use of data locality. The inner operations in one iteration of CGS are merged into 3 separate steps.
| ValueType | precision of matrix elements |
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inlineoverridevirtual |
Return true as iterative solvers use the data in x as an initial guess.
Reimplemented from gko::LinOp.
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overridevirtual |
Returns a LinOp representing the conjugate transpose of the Transposable object.
Implements gko::Transposable.
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static |
Create the parameters from the property_tree.
Because this is directly tied to the specific type, the value/index type settings within config are ignored and type_descriptor is only used for children configs.
| config | the property tree for setting |
| context | the registry |
| td_for_child | the type descriptor for children configs. The default uses the value type of this class. |
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overridevirtual |
Returns a LinOp representing the transpose of the Transposable object.
Implements gko::Transposable.
1.8.16