NekLinSys.hpp

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///////////////////////////////////////////////////////////////////////////////
//
// File: NekLinSys.hpp
//
// For more information, please see: http://www.nektar.info
//
// The MIT License
//
// Copyright (c) 2006 Division of Applied Mathematics, Brown University (USA),
// Department of Aeronautics, Imperial College London (UK), and Scientific
// Computing and Imaging Institute, University of Utah (USA).
//
// Permission is hereby granted, free of charge, to any person obtaining a
// copy of this software and associated documentation files (the "Software"),
// to deal in the Software without restriction, including without limitation
// the rights to use, copy, modify, merge, publish, distribute, sublicense,
// and/or sell copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following conditions:
//
// The above copyright notice and this permission notice shall be included
// in all copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS
// OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL
// THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER
// DEALINGS IN THE SOFTWARE.
//
// Description:
//
///////////////////////////////////////////////////////////////////////////////
 
#ifndef NEKTAR_LIB_UTILITIES_LINEAR_ALGEBRA_NEK_LINSYS_HPP
#define NEKTAR_LIB_UTILITIES_LINEAR_ALGEBRA_NEK_LINSYS_HPP
 
#include <LibUtilities/BasicConst/NektarUnivTypeDefs.hpp>
#include <LibUtilities/BasicUtils/ConsistentObjectAccess.hpp>
#include <LibUtilities/BasicUtils/RawType.hpp>
#include <LibUtilities/LinearAlgebra/Lapack.hpp>
#include <LibUtilities/LinearAlgebra/MatrixType.h>
#include <LibUtilities/LinearAlgebra/NekLinSys.hpp>
#include <LibUtilities/LinearAlgebra/NekMatrix.hpp>
#include <LibUtilities/LinearAlgebra/NekVector.hpp>
#include <iostream>
 
#include <type_traits>
 
#ifdef max
#undef max
#endif
 
#ifdef min
#undef min
#endif
 
namespace Nektar
{
template <typename DataType> struct IsSharedPointer : public std::false_type
{
};
 
template <typename DataType>
struct IsSharedPointer<std::shared_ptr<DataType>> : public std::true_type
{
};
 
// The solving of the linear system is located in this class instead of in the
// LinearSystem class because XCode gcc 4.2 didn't compile it correctly when it
// was moved to the LinearSystem class.
struct LinearSystemSolver
{
    template <typename BVectorType, typename XVectorType>
    static void Solve(const BVectorType &b, XVectorType &x,
                      MatrixStorage m_matrixType,
                      const Array<OneD, const int> &m_ipivot, unsigned int n,
                      const Array<OneD, const double> &A, char m_transposeFlag,
                      unsigned int m_numberOfSubDiagonals,
                      unsigned int m_numberOfSuperDiagonals)
    {
        switch (m_matrixType)
        {
            case eFULL:
            {
                x        = b;
                int info = 0;
                Lapack::Dgetrs('N', n, 1, A.get(), n, (int *)m_ipivot.get(),
                               x.GetRawPtr(), n, info);
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dgetrs";
                    ASSERTL0(false, message.c_str());
                }
            }
            break;
            case eDIAGONAL:
                for (unsigned int i = 0; i < A.size(); ++i)
                {
                    x[i] = b[i] * A[i];
                }
                break;
            case eUPPER_TRIANGULAR:
            {
                x        = b;
                int info = 0;
                Lapack::Dtptrs('U', m_transposeFlag, 'N', n, 1, A.get(),
                               x.GetRawPtr(), n, info);
 
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dtptrs";
                    ASSERTL0(false, message.c_str());
                }
                else if (info > 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th diagonal element of A is 0 for dtptrs";
                    ASSERTL0(false, message.c_str());
                }
            }
            break;
            case eLOWER_TRIANGULAR:
            {
                x        = b;
                int info = 0;
                Lapack::Dtptrs('L', m_transposeFlag, 'N', n, 1, A.get(),
                               x.GetRawPtr(), n, info);
 
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dtptrs";
                    ASSERTL0(false, message.c_str());
                }
                else if (info > 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th diagonal element of A is 0 for dtptrs";
                    ASSERTL0(false, message.c_str());
                }
            }
            break;
            case eSYMMETRIC:
            {
                x        = b;
                int info = 0;
                Lapack::Dsptrs('U', n, 1, A.get(), m_ipivot.get(),
                               x.GetRawPtr(), x.GetRows(), info);
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dsptrs";
                    ASSERTL0(false, message.c_str());
                }
            }
            break;
            case ePOSITIVE_DEFINITE_SYMMETRIC:
            {
                x        = b;
                int info = 0;
                Lapack::Dpptrs('U', n, 1, A.get(), x.GetRawPtr(), x.GetRows(),
                               info);
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dpptrs";
                    ASSERTL0(false, message.c_str());
                }
            }
            break;
            case eBANDED:
            {
                x        = b;
                int KL   = m_numberOfSubDiagonals;
                int KU   = m_numberOfSuperDiagonals;
                int info = 0;
 
                Lapack::Dgbtrs(m_transposeFlag, n, KL, KU, 1, A.get(),
                               2 * KL + KU + 1, m_ipivot.get(), x.GetRawPtr(),
                               n, info);
 
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dgbtrs";
                    ASSERTL0(false, message.c_str());
                }
            }
            break;
            case ePOSITIVE_DEFINITE_SYMMETRIC_BANDED:
            {
                x        = b;
                int KU   = m_numberOfSuperDiagonals;
                int info = 0;
 
                Lapack::Dpbtrs('U', n, KU, 1, A.get(), KU + 1, x.GetRawPtr(), n,
                               info);
 
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dpbtrs";
                    ASSERTL0(false, message.c_str());
                }
            }
            break;
            case eSYMMETRIC_BANDED:
                NEKERROR(ErrorUtil::efatal, "Unhandled matrix type");
                break;
            case eUPPER_TRIANGULAR_BANDED:
                NEKERROR(ErrorUtil::efatal, "Unhandled matrix type");
                break;
            case eLOWER_TRIANGULAR_BANDED:
                NEKERROR(ErrorUtil::efatal, "Unhandled matrix type");
                break;
 
            default:
                NEKERROR(ErrorUtil::efatal, "Unhandled matrix type");
        }
    }
 
    template <typename BVectorType, typename XVectorType>
    static void SolveTranspose(const BVectorType &b, XVectorType &x,
                               MatrixStorage m_matrixType,
                               const Array<OneD, const int> &m_ipivot,
                               unsigned int n,
                               const Array<OneD, const double> &A,
                               char m_transposeFlag,
                               unsigned int m_numberOfSubDiagonals,
                               unsigned int m_numberOfSuperDiagonals)
    {
        switch (m_matrixType)
        {
            case eFULL:
            {
                x        = b;
                int info = 0;
                Lapack::Dgetrs('T', n, 1, A.get(), n, (int *)m_ipivot.get(),
                               x.GetRawPtr(), n, info);
 
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dgetrs";
                    ASSERTL0(false, message.c_str());
                }
            }
 
            break;
            case eDIAGONAL:
                Solve(b, x, m_matrixType, m_ipivot, n, A, m_transposeFlag,
                      m_numberOfSubDiagonals, m_numberOfSuperDiagonals);
                break;
            case eUPPER_TRIANGULAR:
            {
                char trans = m_transposeFlag;
                if (trans == 'N')
                {
                    trans = 'T';
                }
                else
                {
                    trans = 'N';
                }
 
                x        = b;
                int info = 0;
                Lapack::Dtptrs('U', trans, 'N', n, 1, A.get(), x.GetRawPtr(), n,
                               info);
 
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dtptrs";
                    ASSERTL0(false, message.c_str());
                }
                else if (info > 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th diagonal element of A is 0 for dtptrs";
                    ASSERTL0(false, message.c_str());
                }
            }
 
            break;
            case eLOWER_TRIANGULAR:
            {
                char trans = m_transposeFlag;
                if (trans == 'N')
                {
                    trans = 'T';
                }
                else
                {
                    trans = 'N';
                }
 
                x        = b;
                int info = 0;
                Lapack::Dtptrs('L', trans, 'N', n, 1, A.get(), x.GetRawPtr(), n,
                               info);
 
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dtptrs";
                    ASSERTL0(false, message.c_str());
                }
                else if (info > 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th diagonal element of A is 0 for dtptrs";
                    ASSERTL0(false, message.c_str());
                }
            }
            break;
            case eSYMMETRIC:
            case ePOSITIVE_DEFINITE_SYMMETRIC:
            case ePOSITIVE_DEFINITE_SYMMETRIC_BANDED:
                Solve(b, x, m_matrixType, m_ipivot, n, A, m_transposeFlag,
                      m_numberOfSubDiagonals, m_numberOfSuperDiagonals);
                break;
            case eBANDED:
            {
                x        = b;
                int KL   = m_numberOfSubDiagonals;
                int KU   = m_numberOfSuperDiagonals;
                int info = 0;
 
                Lapack::Dgbtrs(m_transposeFlag, n, KL, KU, 1, A.get(),
                               2 * KL + KU + 1, m_ipivot.get(), x.GetRawPtr(),
                               n, info);
 
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dgbtrs";
                    ASSERTL0(false, message.c_str());
                }
            }
            break;
            case eSYMMETRIC_BANDED:
                NEKERROR(ErrorUtil::efatal, "Unhandled matrix type");
                break;
            case eUPPER_TRIANGULAR_BANDED:
                NEKERROR(ErrorUtil::efatal, "Unhandled matrix type");
                break;
            case eLOWER_TRIANGULAR_BANDED:
                NEKERROR(ErrorUtil::efatal, "Unhandled matrix type");
                break;
 
            default:
                NEKERROR(ErrorUtil::efatal, "Unhandled matrix type");
        }
    }
};
 
class LinearSystem
{
public:
    template <typename MatrixType>
    explicit LinearSystem(const std::shared_ptr<MatrixType> &theA,
                          PointerWrapper wrapperType = eCopy)
        : n(theA->GetRows()), A(theA->GetPtr(), eVECTOR_WRAPPER), m_ipivot(),
          m_numberOfSubDiagonals(theA->GetNumberOfSubDiagonals()),
          m_numberOfSuperDiagonals(theA->GetNumberOfSuperDiagonals()),
          m_matrixType(theA->GetType()),
          m_transposeFlag(theA->GetTransposeFlag())
    {
        // At some point we should fix this.  We should upate the copy of
        // A to be transposd for this to work.
        ASSERTL0(theA->GetTransposeFlag() == 'N',
                 "LinearSystem requires a non-transposed matrix.");
        ASSERTL0((wrapperType == eWrapper && theA->GetType() != eBANDED) ||
                     wrapperType == eCopy,
                 "Banded matrices can't be wrapped");
 
        if (wrapperType == eCopy)
        {
            A = Array<OneD, double>(theA->GetPtr().size());
            CopyArray(theA->GetPtr(), A);
        }
 
        FactorMatrix(*theA);
    }
 
    template <typename MatrixType>
    explicit LinearSystem(const MatrixType &theA,
                          PointerWrapper wrapperType = eCopy)
        : n(theA.GetRows()), A(theA.GetPtr(), eVECTOR_WRAPPER), m_ipivot(),
          m_numberOfSubDiagonals(theA.GetNumberOfSubDiagonals()),
          m_numberOfSuperDiagonals(theA.GetNumberOfSuperDiagonals()),
          m_matrixType(theA.GetType()), m_transposeFlag(theA.GetTransposeFlag())
    {
        // At some point we should fix this.  We should upate the copy of
        // A to be transposd for this to work.
        ASSERTL0(theA.GetTransposeFlag() == 'N',
                 "LinearSystem requires a non-transposed matrix.");
        ASSERTL0((wrapperType == eWrapper && theA.GetType() != eBANDED) ||
                     wrapperType == eCopy,
                 "Banded matrices can't be wrapped");
 
        if (wrapperType == eCopy)
        {
            A = Array<OneD, double>(theA.GetPtr().size());
            CopyArray(theA.GetPtr(), A);
        }
 
        FactorMatrix(theA);
    }
 
    LinearSystem(const LinearSystem &rhs)
        : n(rhs.n), A(rhs.A), m_ipivot(rhs.m_ipivot),
          m_numberOfSubDiagonals(rhs.m_numberOfSubDiagonals),
          m_numberOfSuperDiagonals(rhs.m_numberOfSuperDiagonals),
          m_matrixType(rhs.m_matrixType), m_transposeFlag(rhs.m_transposeFlag)
    {
    }
 
    LinearSystem &operator=(const LinearSystem &rhs)
    {
        LinearSystem temp(rhs);
        swap(temp);
        return *this;
    }
 
    ~LinearSystem()
    {
    }
 
    // In the following calls to Solve, VectorType must be a NekVector.
    // Anything else won't compile.
    template <typename VectorType>
    RawType_t<VectorType> Solve(const VectorType &b)
    {
        RawType_t<VectorType> x(
            ConsistentObjectAccess<VectorType>::const_reference(b).GetRows());
        LinearSystemSolver::Solve(
            ConsistentObjectAccess<VectorType>::const_reference(b), x,
            m_matrixType, m_ipivot, n, A, m_transposeFlag,
            m_numberOfSubDiagonals, m_numberOfSuperDiagonals);
        return x;
    }
 
    template <typename BType, typename XType>
    void Solve(const BType &b, XType &x) const
    {
        LinearSystemSolver::Solve(
            ConsistentObjectAccess<BType>::const_reference(b),
            ConsistentObjectAccess<XType>::reference(x), m_matrixType, m_ipivot,
            n, A, m_transposeFlag, m_numberOfSubDiagonals,
            m_numberOfSuperDiagonals);
    }
 
    // Transpose variant of solve
    template <typename VectorType>
    RawType_t<VectorType> SolveTranspose(const VectorType &b)
    {
        RawType_t<VectorType> x(
            ConsistentObjectAccess<VectorType>::const_reference(b).GetRows());
        LinearSystemSolver::SolveTranspose(
            ConsistentObjectAccess<VectorType>::const_reference(b), x,
            m_matrixType, m_ipivot, n, A, m_transposeFlag,
            m_numberOfSubDiagonals, m_numberOfSuperDiagonals);
        return x;
    }
 
    template <typename BType, typename XType>
    void SolveTranspose(const BType &b, XType &x) const
    {
        LinearSystemSolver::SolveTranspose(
            ConsistentObjectAccess<BType>::const_reference(b),
            ConsistentObjectAccess<XType>::reference(x), m_matrixType, m_ipivot,
            n, A, m_transposeFlag, m_numberOfSubDiagonals,
            m_numberOfSuperDiagonals);
    }
 
    unsigned int GetRows() const
    {
        return n;
    }
    unsigned int GetColumns() const
    {
        return n;
    }
 
private:
    template <typename MatrixType> void FactorMatrix(const MatrixType &theA)
    {
        switch (m_matrixType)
        {
            case eFULL:
            {
                int m = theA.GetRows();
                int n = theA.GetColumns();
 
                int pivotSize = std::max(1, std::min(m, n));
                int info      = 0;
                m_ipivot      = Array<OneD, int>(pivotSize);
 
                Lapack::Dgetrf(m, n, A.get(), m, m_ipivot.get(), info);
 
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dgetrf";
                    ASSERTL0(false, message.c_str());
                }
                else if (info > 0)
                {
                    std::string message =
                        "ERROR: Element u_" + std::to_string(info) +
                        std::to_string(info) + " is 0 from dgetrf";
                    ASSERTL0(false, message.c_str());
                }
            }
            break;
            case eDIAGONAL:
                for (unsigned int i = 0; i < theA.GetColumns(); ++i)
                {
                    A[i] = 1.0 / theA(i, i);
                }
                break;
            case eUPPER_TRIANGULAR:
            case eLOWER_TRIANGULAR:
                break;
            case eSYMMETRIC:
            {
                int info      = 0;
                int pivotSize = theA.GetRows();
                m_ipivot      = Array<OneD, int>(pivotSize);
 
                Lapack::Dsptrf('U', theA.GetRows(), A.get(), m_ipivot.get(),
                               info);
 
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dsptrf";
                    NEKERROR(ErrorUtil::efatal, message.c_str());
                }
                else if (info > 0)
                {
                    std::string message =
                        "ERROR: Element u_" + std::to_string(info) +
                        std::to_string(info) + " is 0 from dsptrf";
                    NEKERROR(ErrorUtil::efatal, message.c_str());
                }
            }
            break;
            case ePOSITIVE_DEFINITE_SYMMETRIC:
            {
                int info = 0;
                Lapack::Dpptrf('U', theA.GetRows(), A.get(), info);
 
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dpptrf";
                    NEKERROR(ErrorUtil::efatal, message.c_str());
                }
                else if (info > 0)
                {
                    std::string message =
                        "ERROR: The leading minor of order " +
                        std::to_string(info) +
                        " is not positive definite from dpptrf";
                    NEKERROR(ErrorUtil::efatal, message.c_str());
                }
            }
            break;
            case eBANDED:
            {
                int M  = n;
                int N  = n;
                int KL = m_numberOfSubDiagonals;
                int KU = m_numberOfSuperDiagonals;
 
                // The array we pass in to dgbtrf must have enough space for KL
                // subdiagonals and KL+KU superdiagonals (see lapack users
                // guide, in the section discussing band storage.
                unsigned int requiredStorageSize =
                    BandedMatrixFuncs::GetRequiredStorageSize(n, n, KL,
                                                              KL + KU);
 
                unsigned int rawRows = KL + KU + 1;
                A                    = Array<OneD, double>(requiredStorageSize);
 
                // Put the extra elements up front.
                for (unsigned int i = 0; i < theA.GetColumns(); ++i)
                {
                    std::copy(theA.GetRawPtr() + i * rawRows,
                              theA.GetRawPtr() + (i + 1) * rawRows,
                              A.get() + (i + 1) * KL + i * rawRows);
                }
 
                int info      = 0;
                int pivotSize = theA.GetRows();
                m_ipivot      = Array<OneD, int>(pivotSize);
 
                Lapack::Dgbtrf(M, N, KL, KU, A.get(), 2 * KL + KU + 1,
                               m_ipivot.get(), info);
 
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dgbtrf";
                    NEKERROR(ErrorUtil::efatal, message.c_str());
                }
                else if (info > 0)
                {
                    std::string message =
                        "ERROR: Element u_" + std::to_string(info) +
                        std::to_string(info) + " is 0 from dgbtrf";
                    NEKERROR(ErrorUtil::efatal, message.c_str());
                }
            }
            break;
            case ePOSITIVE_DEFINITE_SYMMETRIC_BANDED:
            {
                ASSERTL1(
                    m_numberOfSuperDiagonals == m_numberOfSuperDiagonals,
                    std::string("Number of sub- and superdiagonals should ") +
                        std::string("be equal for a symmetric banded matrix"));
 
                int KU   = m_numberOfSuperDiagonals;
                int info = 0;
                Lapack::Dpbtrf('U', theA.GetRows(), KU, A.get(), KU + 1, info);
 
                if (info < 0)
                {
                    std::string message =
                        "ERROR: The " + std::to_string(-info) +
                        "th parameter had an illegal parameter for dpbtrf";
                    NEKERROR(ErrorUtil::efatal, message.c_str());
                }
                else if (info > 0)
                {
                    std::string message =
                        "ERROR: The leading minor of order " +
                        std::to_string(info) +
                        " is not positive definite from dpbtrf";
                    NEKERROR(ErrorUtil::efatal, message.c_str());
                }
            }
            break;
            case eSYMMETRIC_BANDED:
                NEKERROR(ErrorUtil::efatal, "Unhandled matrix type");
                break;
            case eUPPER_TRIANGULAR_BANDED:
                NEKERROR(ErrorUtil::efatal, "Unhandled matrix type");
                break;
            case eLOWER_TRIANGULAR_BANDED:
                NEKERROR(ErrorUtil::efatal, "Unhandled matrix type");
                break;
 
            default:
                NEKERROR(ErrorUtil::efatal, "Unhandled matrix type");
        }
    }
 
    void swap(LinearSystem &rhs)
    {
        std::swap(n, rhs.n);
        std::swap(A, rhs.A);
        std::swap(m_ipivot, rhs.m_ipivot);
        std::swap(m_numberOfSubDiagonals, rhs.m_numberOfSubDiagonals);
        std::swap(m_numberOfSuperDiagonals, rhs.m_numberOfSuperDiagonals);
        std::swap(m_matrixType, rhs.m_matrixType);
        std::swap(m_transposeFlag, rhs.m_transposeFlag);
    }
 
    unsigned int n;
    Array<OneD, double> A;
    Array<OneD, int> m_ipivot;
    unsigned int m_numberOfSubDiagonals;
    unsigned int m_numberOfSuperDiagonals;
    MatrixStorage m_matrixType;
    char m_transposeFlag;
};
} // namespace Nektar
 
#endif // NEKTAR_LIB_UTILITIES_LINEAR_ALGEBRA_NEK_LINSYS_HPP