annotate liboctave/cruft/daspk/dspigm.f @ 19627:446c46af4b42 stable

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author John W. Eaton <jwe@octave.org>
date Tue, 20 Jan 2015 08:26:57 -0500
parents 648dabbb4c6b
children
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1 C Work performed under the auspices of the U.S. Department of Energy
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2 C by Lawrence Livermore National Laboratory under contract number
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3 C W-7405-Eng-48.
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4 C
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5 SUBROUTINE DSPIGM (NEQ, TN, Y, YPRIME, SAVR, R, WGHT, MAXL,
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6 * MAXLP1, KMP, EPLIN, CJ, RES, IRES, NRE, PSOL, NPSL, Z, V,
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7 * HES, Q, LGMR, WP, IWP, WK, DL, RHOK, IFLAG, IRST, NRSTS,
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8 * RPAR, IPAR)
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9 C
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10 C***BEGIN PROLOGUE DSPIGM
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11 C***DATE WRITTEN 890101 (YYMMDD)
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12 C***REVISION DATE 900926 (YYMMDD)
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13 C***REVISION DATE 940927 Removed MNEWT and added RHOK in call list.
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14 C
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15 C
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16 C-----------------------------------------------------------------------
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17 C***DESCRIPTION
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18 C
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19 C This routine solves the linear system A * Z = R using a scaled
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20 C preconditioned version of the generalized minimum residual method.
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21 C An initial guess of Z = 0 is assumed.
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22 C
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23 C On entry
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24 C
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25 C NEQ = Problem size, passed to PSOL.
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26 C
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27 C TN = Current Value of T.
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28 C
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29 C Y = Array Containing current dependent variable vector.
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30 C
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31 C YPRIME = Array Containing current first derivative of Y.
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32 C
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33 C SAVR = Array containing current value of G(T,Y,YPRIME).
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34 C
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35 C R = The right hand side of the system A*Z = R.
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36 C R is also used as work space when computing
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37 C the final approximation and will therefore be
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38 C destroyed.
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39 C (R is the same as V(*,MAXL+1) in the call to DSPIGM.)
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40 C
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41 C WGHT = The vector of length NEQ containing the nonzero
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42 C elements of the diagonal scaling matrix.
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43 C
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44 C MAXL = The maximum allowable order of the matrix H.
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45 C
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46 C MAXLP1 = MAXL + 1, used for dynamic dimensioning of HES.
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47 C
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48 C KMP = The number of previous vectors the new vector, VNEW,
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49 C must be made orthogonal to. (KMP .LE. MAXL.)
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50 C
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51 C EPLIN = Tolerance on residuals R-A*Z in weighted rms norm.
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52 C
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53 C CJ = Scalar proportional to current value of
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54 C 1/(step size H).
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55 C
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56 C WK = Real work array used by routine DATV and PSOL.
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57 C
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58 C DL = Real work array used for calculation of the residual
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59 C norm RHO when the method is incomplete (KMP.LT.MAXL)
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60 C and/or when using restarting.
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61 C
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62 C WP = Real work array used by preconditioner PSOL.
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63 C
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64 C IWP = Integer work array used by preconditioner PSOL.
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65 C
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66 C IRST = Method flag indicating if restarting is being
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67 C performed. IRST .GT. 0 means restarting is active,
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68 C while IRST = 0 means restarting is not being used.
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69 C
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70 C NRSTS = Counter for the number of restarts on the current
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71 C call to DSPIGM. If NRSTS .GT. 0, then the residual
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72 C R is already scaled, and so scaling of R is not
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73 C necessary.
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74 C
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75 C
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76 C On Return
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77 C
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78 C Z = The final computed approximation to the solution
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79 C of the system A*Z = R.
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80 C
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81 C LGMR = The number of iterations performed and
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82 C the current order of the upper Hessenberg
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83 C matrix HES.
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84 C
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85 C NRE = The number of calls to RES (i.e. DATV)
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86 C
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87 C NPSL = The number of calls to PSOL.
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88 C
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89 C V = The neq by (LGMR+1) array containing the LGMR
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90 C orthogonal vectors V(*,1) to V(*,LGMR).
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91 C
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92 C HES = The upper triangular factor of the QR decomposition
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93 C of the (LGMR+1) by LGMR upper Hessenberg matrix whose
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94 C entries are the scaled inner-products of A*V(*,I)
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95 C and V(*,K).
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96 C
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97 C Q = Real array of length 2*MAXL containing the components
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98 C of the givens rotations used in the QR decomposition
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99 C of HES. It is loaded in DHEQR and used in DHELS.
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100 C
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101 C IRES = Error flag from RES.
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102 C
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103 C DL = Scaled preconditioned residual,
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104 C (D-inverse)*(P-inverse)*(R-A*Z). Only loaded when
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105 C performing restarts of the Krylov iteration.
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106 C
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107 C RHOK = Weighted norm of final preconditioned residual.
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108 C
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109 C IFLAG = Integer error flag..
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110 C 0 Means convergence in LGMR iterations, LGMR.LE.MAXL.
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111 C 1 Means the convergence test did not pass in MAXL
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112 C iterations, but the new residual norm (RHO) is
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113 C .LT. the old residual norm (RNRM), and so Z is
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114 C computed.
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115 C 2 Means the convergence test did not pass in MAXL
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116 C iterations, new residual norm (RHO) .GE. old residual
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117 C norm (RNRM), and the initial guess, Z = 0, is
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118 C returned.
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119 C 3 Means there was a recoverable error in PSOL
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120 C caused by the preconditioner being out of date.
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121 C -1 Means there was an unrecoverable error in PSOL.
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122 C
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123 C-----------------------------------------------------------------------
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124 C***ROUTINES CALLED
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125 C PSOL, DNRM2, DSCAL, DATV, DORTH, DHEQR, DCOPY, DHELS, DAXPY
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126 C
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127 C***END PROLOGUE DSPIGM
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128 C
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129 INTEGER NEQ,MAXL,MAXLP1,KMP,IRES,NRE,NPSL,LGMR,IWP,
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130 1 IFLAG,IRST,NRSTS,IPAR
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131 DOUBLE PRECISION TN,Y,YPRIME,SAVR,R,WGHT,EPLIN,CJ,Z,V,HES,Q,WP,WK,
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132 1 DL,RHOK,RPAR
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133 DIMENSION Y(*), YPRIME(*), SAVR(*), R(*), WGHT(*), Z(*),
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134 1 V(NEQ,*), HES(MAXLP1,*), Q(*), WP(*), IWP(*), WK(*), DL(*),
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135 2 RPAR(*), IPAR(*)
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136 INTEGER I, IER, INFO, IP1, I2, J, K, LL, LLP1
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137 DOUBLE PRECISION RNRM,C,DLNRM,PROD,RHO,S,SNORMW,DNRM2,TEM
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138 EXTERNAL RES, PSOL
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139 C
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140 IER = 0
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141 IFLAG = 0
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142 LGMR = 0
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143 NPSL = 0
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144 NRE = 0
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145 C-----------------------------------------------------------------------
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146 C The initial guess for Z is 0. The initial residual is therefore
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147 C the vector R. Initialize Z to 0.
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148 C-----------------------------------------------------------------------
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149 DO 10 I = 1,NEQ
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150 10 Z(I) = 0.0D0
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151 C-----------------------------------------------------------------------
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152 C Apply inverse of left preconditioner to vector R if NRSTS .EQ. 0.
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153 C Form V(*,1), the scaled preconditioned right hand side.
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154 C-----------------------------------------------------------------------
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155 IF (NRSTS .EQ. 0) THEN
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156 CALL PSOL (NEQ, TN, Y, YPRIME, SAVR, WK, CJ, WGHT, WP, IWP,
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157 1 R, EPLIN, IER, RPAR, IPAR)
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158 NPSL = 1
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159 IF (IER .NE. 0) GO TO 300
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160 DO 30 I = 1,NEQ
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161 30 V(I,1) = R(I)*WGHT(I)
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162 ELSE
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163 DO 35 I = 1,NEQ
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164 35 V(I,1) = R(I)
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165 ENDIF
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166 C-----------------------------------------------------------------------
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167 C Calculate norm of scaled vector V(*,1) and normalize it
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168 C If, however, the norm of V(*,1) (i.e. the norm of the preconditioned
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169 C residual) is .le. EPLIN, then return with Z=0.
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170 C-----------------------------------------------------------------------
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171 RNRM = DNRM2 (NEQ, V, 1)
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172 IF (RNRM .LE. EPLIN) THEN
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173 RHOK = RNRM
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174 RETURN
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175 ENDIF
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176 TEM = 1.0D0/RNRM
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177 CALL DSCAL (NEQ, TEM, V(1,1), 1)
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178 C-----------------------------------------------------------------------
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179 C Zero out the HES array.
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180 C-----------------------------------------------------------------------
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181 DO 65 J = 1,MAXL
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182 DO 60 I = 1,MAXLP1
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183 60 HES(I,J) = 0.0D0
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184 65 CONTINUE
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185 C-----------------------------------------------------------------------
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186 C Main loop to compute the vectors V(*,2) to V(*,MAXL).
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187 C The running product PROD is needed for the convergence test.
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188 C-----------------------------------------------------------------------
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189 PROD = 1.0D0
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190 DO 90 LL = 1,MAXL
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191 LGMR = LL
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192 C-----------------------------------------------------------------------
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193 C Call routine DATV to compute VNEW = ABAR*V(LL), where ABAR is
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194 C the matrix A with scaling and inverse preconditioner factors applied.
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195 C Call routine DORTH to orthogonalize the new vector VNEW = V(*,LL+1).
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196 C call routine DHEQR to update the factors of HES.
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197 C-----------------------------------------------------------------------
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198 CALL DATV (NEQ, Y, TN, YPRIME, SAVR, V(1,LL), WGHT, Z,
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199 1 RES, IRES, PSOL, V(1,LL+1), WK, WP, IWP, CJ, EPLIN,
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200 1 IER, NRE, NPSL, RPAR, IPAR)
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201 IF (IRES .LT. 0) RETURN
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202 IF (IER .NE. 0) GO TO 300
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203 CALL DORTH (V(1,LL+1), V, HES, NEQ, LL, MAXLP1, KMP, SNORMW)
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204 HES(LL+1,LL) = SNORMW
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205 CALL DHEQR (HES, MAXLP1, LL, Q, INFO, LL)
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206 IF (INFO .EQ. LL) GO TO 120
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207 C-----------------------------------------------------------------------
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208 C Update RHO, the estimate of the norm of the residual R - A*ZL.
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209 C If KMP .LT. MAXL, then the vectors V(*,1),...,V(*,LL+1) are not
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210 C necessarily orthogonal for LL .GT. KMP. The vector DL must then
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211 C be computed, and its norm used in the calculation of RHO.
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212 C-----------------------------------------------------------------------
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213 PROD = PROD*Q(2*LL)
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214 RHO = ABS(PROD*RNRM)
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215 IF ((LL.GT.KMP) .AND. (KMP.LT.MAXL)) THEN
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216 IF (LL .EQ. KMP+1) THEN
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217 CALL DCOPY (NEQ, V(1,1), 1, DL, 1)
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218 DO 75 I = 1,KMP
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219 IP1 = I + 1
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220 I2 = I*2
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221 S = Q(I2)
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222 C = Q(I2-1)
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223 DO 70 K = 1,NEQ
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224 70 DL(K) = S*DL(K) + C*V(K,IP1)
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225 75 CONTINUE
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226 ENDIF
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227 S = Q(2*LL)
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228 C = Q(2*LL-1)/SNORMW
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229 LLP1 = LL + 1
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230 DO 80 K = 1,NEQ
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231 80 DL(K) = S*DL(K) + C*V(K,LLP1)
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232 DLNRM = DNRM2 (NEQ, DL, 1)
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233 RHO = RHO*DLNRM
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234 ENDIF
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235 C-----------------------------------------------------------------------
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236 C Test for convergence. If passed, compute approximation ZL.
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237 C If failed and LL .LT. MAXL, then continue iterating.
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238 C-----------------------------------------------------------------------
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239 IF (RHO .LE. EPLIN) GO TO 200
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240 IF (LL .EQ. MAXL) GO TO 100
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241 C-----------------------------------------------------------------------
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242 C Rescale so that the norm of V(1,LL+1) is one.
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243 C-----------------------------------------------------------------------
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244 TEM = 1.0D0/SNORMW
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245 CALL DSCAL (NEQ, TEM, V(1,LL+1), 1)
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246 90 CONTINUE
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247 100 CONTINUE
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248 IF (RHO .LT. RNRM) GO TO 150
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249 120 CONTINUE
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250 IFLAG = 2
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251 DO 130 I = 1,NEQ
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252 130 Z(I) = 0.D0
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253 RETURN
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254 150 IFLAG = 1
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255 C-----------------------------------------------------------------------
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256 C The tolerance was not met, but the residual norm was reduced.
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257 C If performing restarting (IRST .gt. 0) calculate the residual vector
19627
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258 C RL and store it in the DL array. If the incomplete version is
3911
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259 C being used (KMP .lt. MAXL) then DL has already been calculated.
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260 C-----------------------------------------------------------------------
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261 IF (IRST .GT. 0) THEN
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262 IF (KMP .EQ. MAXL) THEN
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263 C
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264 C Calculate DL from the V(I)'s.
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265 C
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266 CALL DCOPY (NEQ, V(1,1), 1, DL, 1)
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267 MAXLM1 = MAXL - 1
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268 DO 175 I = 1,MAXLM1
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269 IP1 = I + 1
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270 I2 = I*2
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271 S = Q(I2)
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272 C = Q(I2-1)
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273 DO 170 K = 1,NEQ
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274 170 DL(K) = S*DL(K) + C*V(K,IP1)
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275 175 CONTINUE
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276 S = Q(2*MAXL)
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277 C = Q(2*MAXL-1)/SNORMW
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278 DO 180 K = 1,NEQ
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279 180 DL(K) = S*DL(K) + C*V(K,MAXLP1)
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280 ENDIF
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281 C
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282 C Scale DL by RNRM*PROD to obtain the residual RL.
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283 C
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284 TEM = RNRM*PROD
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285 CALL DSCAL(NEQ, TEM, DL, 1)
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286 ENDIF
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287 C-----------------------------------------------------------------------
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288 C Compute the approximation ZL to the solution.
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289 C Since the vector Z was used as work space, and the initial guess
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290 C of the Newton correction is zero, Z must be reset to zero.
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291 C-----------------------------------------------------------------------
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292 200 CONTINUE
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293 LL = LGMR
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294 LLP1 = LL + 1
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295 DO 210 K = 1,LLP1
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296 210 R(K) = 0.0D0
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297 R(1) = RNRM
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298 CALL DHELS (HES, MAXLP1, LL, Q, R)
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299 DO 220 K = 1,NEQ
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300 220 Z(K) = 0.0D0
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301 DO 230 I = 1,LL
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302 CALL DAXPY (NEQ, R(I), V(1,I), 1, Z, 1)
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303 230 CONTINUE
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304 DO 240 I = 1,NEQ
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305 240 Z(I) = Z(I)/WGHT(I)
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306 C Load RHO into RHOK.
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diff changeset
307 RHOK = RHO
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308 RETURN
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309 C-----------------------------------------------------------------------
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310 C This block handles error returns forced by routine PSOL.
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311 C-----------------------------------------------------------------------
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312 300 CONTINUE
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313 IF (IER .LT. 0) IFLAG = -1
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314 IF (IER .GT. 0) IFLAG = 3
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315 C
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316 RETURN
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317 C
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318 C------END OF SUBROUTINE DSPIGM-----------------------------------------
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319 END