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PreconditionChebyshev: report eigenvalue statistics
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tjhei committed Mar 22, 2020
1 parent 4e5f6cc commit c559680
Showing 1 changed file with 50 additions and 15 deletions.
65 changes: 50 additions & 15 deletions include/deal.II/lac/precondition.h
Original file line number Diff line number Diff line change
Expand Up @@ -1160,6 +1160,30 @@ class PreconditionChebyshev : public Subscriptor
size_type
n() const;

/**
* Struct that contains information about the eigenvalue estimation performed
* by this class.
*/
struct EigenvalueInformation
{
/**
* Estimate for the smallest eigenvalue.
*/
double min_eigenvalue;
/**
* Estimate for the largest eigenvalue.
*/
double max_eigenvalue;
/**
* Number of CG iterations performed or 0.
*/
unsigned int cg_iterations;
/**
* The degree (either as set or estimated).
*/
unsigned int degree;
};

/**
* Compute eigenvalue estimates required for the preconditioner.
*
Expand All @@ -1172,7 +1196,7 @@ class PreconditionChebyshev : public Subscriptor
* in AdditionalData, no computation is performed and the information given
* by the user is used.
*/
void
EigenvalueInformation
estimate_eigenvalues(const VectorType &src) const;

private:
Expand Down Expand Up @@ -2242,20 +2266,24 @@ PreconditionChebyshev<MatrixType, VectorType, PreconditionerType>::clear()


template <typename MatrixType, typename VectorType, typename PreconditionerType>
inline void
inline typename PreconditionChebyshev<MatrixType,
VectorType,
PreconditionerType>::EigenvalueInformation
PreconditionChebyshev<MatrixType, VectorType, PreconditionerType>::
estimate_eigenvalues(const VectorType &src) const
{
Assert(eigenvalues_are_initialized == false, ExcInternalError());
Assert(data.preconditioner.get() != nullptr, ExcNotInitialized());

PreconditionChebyshev<MatrixType, VectorType, PreconditionerType>::
EigenvalueInformation info{};

solution_old.reinit(src);
temp_vector1.reinit(src, true);

// calculate largest eigenvalue using a hand-tuned CG iteration on the
// matrix weighted by its diagonal. we start with a vector that consists of
// ones only, weighted by the length.
double max_eigenvalue, min_eigenvalue;
if (data.eig_cg_n_iterations > 0)
{
Assert(data.eig_cg_n_iterations > 2,
Expand Down Expand Up @@ -2297,25 +2325,28 @@ PreconditionChebyshev<MatrixType, VectorType, PreconditionerType>::

// read the eigenvalues from the attached eigenvalue tracker
if (eigenvalue_tracker.values.empty())
min_eigenvalue = max_eigenvalue = 1;
info.min_eigenvalue = info.max_eigenvalue = 1.;
else
{
min_eigenvalue = eigenvalue_tracker.values.front();
info.min_eigenvalue = eigenvalue_tracker.values.front();

// include a safety factor since the CG method will in general not
// be converged
max_eigenvalue = 1.2 * eigenvalue_tracker.values.back();
info.max_eigenvalue = 1.2 * eigenvalue_tracker.values.back();
}

info.cg_iterations = control.last_step();
}
else
{
max_eigenvalue = data.max_eigenvalue;
min_eigenvalue = data.max_eigenvalue / data.smoothing_range;
info.max_eigenvalue = data.max_eigenvalue;
info.min_eigenvalue = data.max_eigenvalue / data.smoothing_range;
}

const double alpha = (data.smoothing_range > 1. ?
max_eigenvalue / data.smoothing_range :
std::min(0.9 * max_eigenvalue, min_eigenvalue));
const double alpha =
(data.smoothing_range > 1. ?
info.max_eigenvalue / data.smoothing_range :
std::min(0.9 * info.max_eigenvalue, info.min_eigenvalue));

// in case the user set the degree to invalid unsigned int, we have to
// determine the number of necessary iterations from the Chebyshev error
Expand All @@ -2324,7 +2355,7 @@ PreconditionChebyshev<MatrixType, VectorType, PreconditionerType>::
// R. S. Varga, Matrix iterative analysis, 2nd ed., Springer, 2009
if (data.degree == numbers::invalid_unsigned_int)
{
const double actual_range = max_eigenvalue / alpha;
const double actual_range = info.max_eigenvalue / alpha;
const double sigma = (1. - std::sqrt(1. / actual_range)) /
(1. + std::sqrt(1. / actual_range));
const double eps = data.smoothing_range;
Expand All @@ -2333,16 +2364,18 @@ PreconditionChebyshev<MatrixType, VectorType, PreconditionerType>::
this)
->data.degree =
1 + static_cast<unsigned int>(
std::log(1. / eps + std::sqrt(1. / eps / eps - 1)) /
std::log(1. / eps + std::sqrt(1. / eps / eps - 1.)) /
std::log(1. / sigma));

info.degree = data.degree;
}

const_cast<
PreconditionChebyshev<MatrixType, VectorType, PreconditionerType> *>(this)
->delta = (max_eigenvalue - alpha) * 0.5;
->delta = (info.max_eigenvalue - alpha) * 0.5;
const_cast<
PreconditionChebyshev<MatrixType, VectorType, PreconditionerType> *>(this)
->theta = (max_eigenvalue + alpha) * 0.5;
->theta = (info.max_eigenvalue + alpha) * 0.5;

// We do not need the second temporary vector in case we have a
// DiagonalMatrix as preconditioner and use deal.II's own vectors
Expand All @@ -2368,6 +2401,8 @@ PreconditionChebyshev<MatrixType, VectorType, PreconditionerType>::
const_cast<
PreconditionChebyshev<MatrixType, VectorType, PreconditionerType> *>(this)
->eigenvalues_are_initialized = true;

return info;
}


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