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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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Iterative refinement (IR) is an iterative method that uses another coarse method to approximate the error of the current solution via the current residual. More...
#include <ginkgo/core/solver/ir.hpp>
Classes | |
| class | Factory |
| struct | parameters_type |
Public Types | |
| using | value_type = ValueType |
| using | transposed_type = Ir< 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... | |
| std::shared_ptr< const LinOp > | get_solver () const |
| Returns the solver operator used as the inner solver. More... | |
| void | set_solver (std::shared_ptr< const LinOp > new_solver) |
| Sets the solver operator used as the inner solver. More... | |
| Ir & | operator= (const Ir &) |
| Copy-assigns an IR solver. More... | |
| Ir & | operator= (Ir &&) |
| Move-assigns an IR solver. More... | |
| Ir (const Ir &) | |
| Copy-constructs an IR solver. More... | |
| Ir (Ir &&) | |
| Move-constructs an IR solver. 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::EnableSolverBase< Ir< 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< Ir< 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... | |
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... | |
Friends | |
| class | EnableApplyWithInitialGuess< Ir > |
Iterative refinement (IR) is an iterative method that uses another coarse method to approximate the error of the current solution via the current residual.
Moreover, it can be also considered as preconditioned Richardson iteration with relaxation factor = 1.
Let \( x_k \) be the approximation of the solution of \( A x = b \) after \( k \) iterations and let \( x \) denote the exact solution. The residual and the error of \( x_k \) are
\[ r_k = b - A x_k, \qquad e_k = x - x_k, \]
and they are linked by the residual equation \( A e_k = A x - A x_k = b - A x_k = r_k \). Knowing \( e_k \) exactly would give the exact solution in a single update \( x = x_k + e_k \). Instead of solving \( A e_k = r_k \) exactly, IR approximates \( e_k \) by \( \tilde e_k \) using a cheap inner solver, applies that correction with a relaxation factor \( \alpha \),
\[ x_{k+1} = x_k + \alpha \tilde e_k, \]
and repeats the process with the updated iterate. Written with the names used below, \( x_k \) is solution, \( r_k \) is residual and \( \tilde e_k \) is error:
With relaxation_factor equal to 1 (default), the solver is Iterative Refinement, with relaxation_factor equal to a value other than 1, the solver is a Richardson iteration, with possibility for additional preconditioning.
Assume \( \alpha = 1 \) and that solver has accuracy \( c \), i.e. \( \| e_k - \tilde e_k \| \le c \| e_k \| \). Then iterative refinement converges with a convergence rate of \( c \): from \( e_k - \tilde e_k = (x - x_k) - \tilde e_k = x - x_{k+1} \) it follows that \( \| x - x_{k+1} \| \le c \| x - x_k \| \).
Unless otherwise specified via the solver factory parameter, this implementation uses the identity operator (i.e. the solver that approximates the solution of a system \( A x = b \) by setting \( x := b \)) as the default inner solver. It leaves the residual unchanged, \( \tilde e_k = r_k \), so the iteration reduces to the Richardson iteration \( x_{k+1} = x_k + \alpha r_k \), which converges for every initial guess if and only if \( | 1 - \alpha \lambda | < 1 \) holds for every eigenvalue \( \lambda \) of \( A \).
| ValueType | precision of matrix elements |
| gko::solver::Ir< ValueType >::Ir | ( | const Ir< ValueType > & | ) |
Copy-constructs an IR solver.
Inherits the executor, shallow-copies inner solver, stopping criterion and system matrix.
| gko::solver::Ir< ValueType >::Ir | ( | Ir< ValueType > && | ) |
Move-constructs an IR solver.
Preserves the executor, moves inner solver, stopping criterion and system matrix. The moved-from object is empty (0x0 and nullptr inner solver, stopping criterion and system matrix)
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inlineoverridevirtual |
Return true as iterative solvers use the data in x as an initial guess.
Reimplemented from gko::LinOp.
References gko::solver::provided.
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overridevirtual |
Returns a LinOp representing the conjugate transpose of the Transposable object.
Implements gko::Transposable.
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inline |
Returns the solver operator used as the inner solver.
| Ir& gko::solver::Ir< ValueType >::operator= | ( | const Ir< ValueType > & | ) |
Copy-assigns an IR solver.
Preserves the executor, shallow-copies inner solver, stopping criterion and system matrix. If the executors mismatch, clones inner solver, stopping criterion and system matrix onto this executor.
| Ir& gko::solver::Ir< ValueType >::operator= | ( | Ir< ValueType > && | ) |
Move-assigns an IR solver.
Preserves the executor, moves inner solver, stopping criterion and system matrix. If the executors mismatch, clones inner solver, stopping criterion and system matrix onto this executor. The moved-from object is empty (0x0 and nullptr inner solver, stopping criterion and system matrix)
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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. |
| void gko::solver::Ir< ValueType >::set_solver | ( | std::shared_ptr< const LinOp > | new_solver | ) |
Sets the solver operator used as the inner solver.
| new_solver | the new inner solver |
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overridevirtual |
Returns a LinOp representing the transpose of the Transposable object.
Implements gko::Transposable.
1.8.16