Program Listing for File SolverLamg.hpp

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/*
 * SolverLamg.hpp
 *
 *  Created on: 12.01.2015
 *      Author: Michael
 */

#ifndef NETWORKIT_NUMERICS_LAMG_SOLVER_LAMG_HPP_
#define NETWORKIT_NUMERICS_LAMG_SOLVER_LAMG_HPP_

#include <cmath>
#include <vector>

#include <networkit/algebraic/DenseMatrix.hpp>
#include <networkit/auxiliary/Timer.hpp>
#include <networkit/numerics/LAMG/LevelHierarchy.hpp>
#include <networkit/numerics/Smoother.hpp>

namespace NetworKit {

struct LAMGSolverStatus {
    // in
    count maxIters = std::numeric_limits<count>::max(); // maximum number of iterations
    // Maximum time in milliseconds spent to solve the system
    count maxConvergenceTime = std::numeric_limits<count>::max();
    // Desired reduction of the initial residual (finalResidual <= desiredResReduction *
    // initialResidual)
    double desiredResidualReduction = 1e-8;
    count numPreSmoothIters = 1;  // number of pre smoothing iterations
    count numPostSmoothIters = 2; // number of post smoothing iterations

    // out
    count numIters = 0; // number of iterations needed during solve phase
    double residual = std::numeric_limits<double>::infinity(); // absolute final residual
    bool converged = false;                                    // flag of conversion status
    std::vector<double> residualHistory;                       // history of absolute residuals
};

template <class Matrix>
class SolverLamg {
private:
    const LevelHierarchy<Matrix> &hierarchy;
    const Smoother<Matrix> &smoother;

    // data structures for iterate recombination
    std::vector<std::vector<Vector>> history;
    std::vector<std::vector<Vector>> rHistory;
    std::vector<index> latestIterate;
    std::vector<count> numActiveIterates;

    // bStages for Elimination Levels
    std::vector<std::vector<Vector>> bStages;

    void solveCycle(Vector &x, const Vector &b, int finest, LAMGSolverStatus &status);
    void cycle(Vector &x, const Vector &b, int finest, int coarsest, std::vector<count> &numVisits,
               std::vector<Vector> &X, std::vector<Vector> &B, const LAMGSolverStatus &status);
    void saveIterate(index level, const Vector &x, const Vector &r);
    void clearHistory(index level);
    void minRes(index level, Vector &x, const Vector &r) const;

public:
    SolverLamg(const LevelHierarchy<Matrix> &hierarchy, const Smoother<Matrix> &smoother)
        : hierarchy(hierarchy), smoother(smoother),
          bStages(hierarchy.size(), std::vector<Vector>()) {}

    SolverLamg(const SolverLamg<Matrix> &other) = default;

    SolverLamg(SolverLamg<Matrix> &&other) noexcept = default;

    virtual ~SolverLamg() = default;

    SolverLamg &operator=(SolverLamg<Matrix> &&other) noexcept = default;

    SolverLamg &operator=(const SolverLamg<Matrix> &other) = default;

    void solve(Vector &x, const Vector &b, LAMGSolverStatus &status);
};

template <class Matrix>
void SolverLamg<Matrix>::solve(Vector &x, const Vector &b, LAMGSolverStatus &status) {
    bStages = std::vector<std::vector<Vector>>(hierarchy.size(), std::vector<Vector>());
    if (hierarchy.size() >= 2) {
        Vector bc = b;
        Vector xc = x;
        int finest = 0;

        if (hierarchy.getType(1) == ELIMINATION) {
            hierarchy.at(1).restrict(b, bc, bStages[1]);
            if (hierarchy.at(1).getLaplacian().numberOfRows() == 1) {
                x = 0.0;
                return;
            } else {
                hierarchy.at(1).coarseType(x, xc);
                finest = 1;
            }
        }
        solveCycle(xc, bc, finest, status);

        // interpolate from finest == ELIMINATION level back to actual finest level
        if (finest == 1) {
            hierarchy.at(1).interpolate(xc, x, bStages[1]);
        } else {
            x = xc;
        }
    } else {
        solveCycle(x, b, 0, status);
    }

    double residual = (b - hierarchy.at(0).getLaplacian() * x).length();
    status.residual = residual;
}

template <class Matrix>
void SolverLamg<Matrix>::solveCycle(Vector &x, const Vector &b, const int finest,
                                    LAMGSolverStatus &status) {
    Aux::Timer timer;
    timer.start();

    // data structures for iterate recombination
    history = std::vector<std::vector<Vector>>(hierarchy.size());
    rHistory = std::vector<std::vector<Vector>>(hierarchy.size());
    latestIterate = std::vector<index>(hierarchy.size(), 0);
    numActiveIterates = std::vector<count>(hierarchy.size(), 0);
    int coarsest = hierarchy.size() - 1;
    std::vector<count> numVisits(coarsest);
    std::vector<Vector> X(hierarchy.size());
    std::vector<Vector> B(hierarchy.size());

    for (index i = 0; i < hierarchy.size(); ++i) {
        history[i] =
            std::vector<Vector>(MAX_COMBINED_ITERATES, Vector(hierarchy.at(i).getNumberOfNodes()));
        rHistory[i] =
            std::vector<Vector>(MAX_COMBINED_ITERATES, Vector(hierarchy.at(i).getNumberOfNodes()));
    }

    Vector r = b - hierarchy.at(finest).getLaplacian() * x;
    double residual = r.length();
    double finalResidual = residual * status.desiredResidualReduction;
    double bestResidual = std::numeric_limits<double>::max();

    count iterations = 0;
    status.residualHistory.emplace_back(residual);
    count noResReduction = 0;
    while (residual > finalResidual && noResReduction < 5 && iterations < status.maxIters
           && timer.elapsedMilliseconds() <= status.maxConvergenceTime) {
        cycle(x, b, finest, coarsest, numVisits, X, B, status);
        r = b - hierarchy.at(finest).getLaplacian() * x;
        residual = r.length();
        status.residualHistory.emplace_back(residual);
        if (residual < bestResidual) {
            noResReduction = 0;
            bestResidual = residual;
        } else {
            ++noResReduction;
        }
        iterations++;
    }

    timer.stop();

    status.numIters = iterations;
    status.residual = r.length();
    status.converged = r.length() <= finalResidual;
}

template <class Matrix>
void SolverLamg<Matrix>::cycle(Vector &x, const Vector &b, const int finest, const int coarsest,
                               std::vector<count> &numVisits, std::vector<Vector> &X,
                               std::vector<Vector> &B, const LAMGSolverStatus &status) {
    std::fill(numVisits.begin(), numVisits.end(), 0);
    X[finest] = x;
    B[finest] = b;

    int currLvl = finest;
    int nextLvl = finest;
    double maxVisits = 0.0;

    saveIterate(currLvl, X[currLvl],
                B[currLvl] - hierarchy.at(currLvl).getLaplacian() * X[currLvl]);
    while (true) {
        if (currLvl == coarsest) {
            nextLvl = currLvl - 1;
            if (currLvl == finest) { // finest level
                X[currLvl] = smoother.relax(hierarchy.at(currLvl).getLaplacian(), B[currLvl],
                                            X[currLvl], status.numPreSmoothIters);
            } else {
                Vector bCoarse(B[currLvl].getDimension() + 1, 0.0);
                for (index i = 0; i < B[currLvl].getDimension(); ++i) {
                    bCoarse[i] = B[currLvl][i];
                }

                Vector xCoarse = DenseMatrix::LUSolve(hierarchy.getCoarseMatrix(), bCoarse);
                for (index i = 0; i < X[currLvl].getDimension(); ++i) {
                    X[currLvl][i] = xCoarse[i];
                }
            }
        } else {
            if (currLvl == finest) {
                maxVisits = 1.0;
            } else {
                maxVisits = hierarchy.cycleIndex(currLvl) * numVisits[currLvl - 1];
            }

            if (numVisits[currLvl] < static_cast<count>(maxVisits)) {
                nextLvl = currLvl + 1;
            } else {
                nextLvl = currLvl - 1;
            }
        }

        if (nextLvl < finest)
            break;

        if (nextLvl > currLvl) { // preProcess
            numVisits[currLvl]++;

            if (hierarchy.getType(nextLvl) != ELIMINATION) {
                X[currLvl] = smoother.relax(hierarchy.at(currLvl).getLaplacian(), B[currLvl],
                                            X[currLvl], status.numPreSmoothIters);
            }

            if (hierarchy.getType(nextLvl) == ELIMINATION) {
                hierarchy.at(nextLvl).restrict(B[currLvl], B[nextLvl], bStages[nextLvl]);
            } else {
                hierarchy.at(nextLvl).restrict(
                    B[currLvl] - hierarchy.at(currLvl).getLaplacian() * X[currLvl], B[nextLvl]);
            }

            hierarchy.at(nextLvl).coarseType(X[currLvl], X[nextLvl]);

            clearHistory(nextLvl);
        } else { // postProcess
            if (currLvl == coarsest || hierarchy.getType(currLvl + 1) != ELIMINATION) {
                minRes(currLvl, X[currLvl],
                       B[currLvl] - hierarchy.at(currLvl).getLaplacian() * X[currLvl]);
            }

            if (nextLvl > finest) {
                saveIterate(nextLvl, X[nextLvl],
                            B[nextLvl] - hierarchy.at(nextLvl).getLaplacian() * X[nextLvl]);
            }

            if (hierarchy.getType(currLvl) == ELIMINATION) {
                hierarchy.at(currLvl).interpolate(X[currLvl], X[nextLvl], bStages[currLvl]);
            } else {
                Vector xf = X[nextLvl];
                hierarchy.at(currLvl).interpolate(X[currLvl], xf);
                X[nextLvl] += xf;
            }

            if (hierarchy.getType(currLvl) != ELIMINATION) {
                X[nextLvl] = smoother.relax(hierarchy.at(nextLvl).getLaplacian(), B[nextLvl],
                                            X[nextLvl], status.numPostSmoothIters);
            }
        }

        currLvl = nextLvl;
    } // while

    // post-cycle finest
    if ((int64_t)hierarchy.size() > finest + 1 && hierarchy.getType(finest + 1) != ELIMINATION) {
        // Do an iterate recombination on calculated solutions
        minRes(finest, X[finest], B[finest] - hierarchy.at(finest).getLaplacian() * X[finest]);
    }

    X[finest] -= X[finest].mean();
    x = X[finest];
}

template <class Matrix>
void SolverLamg<Matrix>::saveIterate(const index level, const Vector &x, const Vector &r) {
    // update latest pointer
    index i = latestIterate[level];
    latestIterate[level] = (i + 1) % MAX_COMBINED_ITERATES;

    // update numIterates
    if (numActiveIterates[level] < MAX_COMBINED_ITERATES) {
        numActiveIterates[level]++;
    }

    // update history array
    history[level][i] = x;
    rHistory[level][i] = r;
}

template <class Matrix>
void SolverLamg<Matrix>::clearHistory(const index level) {
    latestIterate[level] = 0;
    numActiveIterates[level] = 0;
}

} /* namespace NetworKit */

#endif // NETWORKIT_NUMERICS_LAMG_SOLVER_LAMG_HPP_