source: branches/2925_AutoDiffForDynamicalModels/HeuristicLab.Problems.DynamicalSystemsModelling/3.3/sundials/include/sundials/sundials_linearsolver.h @ 16222

Last change on this file since 16222 was 16222, checked in by gkronber, 4 years ago

#2925:

  • added comments about parameter identification for differential equation models
  • added source code of cvodes library (part of sundials) which provides functionality to calculate gradients for the parameters of partial differential equation models efficiently using the 'adjoint state method'.
  • added compiled version of cvodes
File size: 15.7 KB
Line 
1/*
2 * -----------------------------------------------------------------
3 * Programmer(s): Daniel Reynolds @ SMU
4 *                David Gardner, Carol Woodward, Slaven Peles @ LLNL
5 * -----------------------------------------------------------------
6 * LLNS/SMU Copyright Start
7 * Copyright (c) 2017, Southern Methodist University and
8 * Lawrence Livermore National Security
9 *
10 * This work was performed under the auspices of the U.S. Department
11 * of Energy by Southern Methodist University and Lawrence Livermore
12 * National Laboratory under Contract DE-AC52-07NA27344.
13 * Produced at Southern Methodist University and the Lawrence
14 * Livermore National Laboratory.
15 *
16 * All rights reserved.
17 * For details, see the LICENSE file.
18 * LLNS/SMU Copyright End
19 * -----------------------------------------------------------------
20 * This is the header file for a generic linear solver package.
21 * It defines the SUNLinearSolver structure (_generic_SUNLinearSolver)
22 * which contains the following fields:
23 *   - an implementation-dependent 'content' field which contains
24 *     any internal data required by the solver
25 *   - an 'ops' filed which contains a structure listing operations
26 *     acting on/by such solvers
27 *
28 * We consider both direct linear solvers and iterative linear solvers
29 * as available implementations of this package; as a result some of
30 * the routines are applicable only to one type of linear solver (as
31 * noted in the comments below).
32 *
33 * For most of the iterative linear solvers, instead of solving the
34 * linear system A x = b directly, we apply the underlying iterative
35 * algorithm to the transformed system
36 *
37 *        Abar xbar = bbar
38 *
39 * where
40 *
41 *        Abar = S1 (P1-inverse) A (P2-inverse) (S2-inverse),
42 *        bbar = S1 (P1-inverse) b,
43 *        xbar = S2 P2 x,
44 *
45 * and where
46 *
47 *        P1 = left preconditioner
48 *        P2 = right preconditioner
49 *        S1 = diagonal matrix of scale factors for P1-inverse b
50 *        S2 = diagonal matrix of scale factors for P2 x.
51 *
52 * The stopping tolerance on iterative linear solvers is on the 
53 * 2-norm of the scaled preconditioned residual:
54 *      || bbar - Abar xbar ||_2  <  tol.
55 *
56 * We note that the Preconditioned Conjugate Gradient (PCG) solver
57 * considers S1=S2 and P1=P2 (where each is approximately A^{1/2}), and
58 * both scaling and preconditioning are applied symmetrically and
59 * simultaneously, so that the user-supplied S and P are in fact
60 * S1^2 and P1^2, i.e. P is approximately A and S is the corresponding
61 * diagonal matrix of scale factors for P.  As such, in the PCG solver the
62 * second scaling vector and the left/right "type" of P are ignored.
63 *
64 * -----------------------------------------------------------------
65 *
66 * Part I of this file contains enumeration constants for all
67 * SUNDIALS-defined linear solver types, as well as a generic type for
68 * user-supplied linear solver types.
69 *
70 * Part II of this file contains type declarations for the
71 * _generic_SUNLinearSolver and _generic_SUNLinearSolver_Ops structures,
72 * as well as references to pointers to such structures
73 * (SUNLinearSolver).
74 *
75 * Part III of this file contains the prototypes for the linear solver
76 * functions which operate on/by SUNLinearSolver objects.
77 *
78 * At a minimum, a particular implementation of a SUNLinearSolver must
79 * do the following:
80 *  - specify the 'content' field of SUNLinearSolver,
81 *  - implement the operations on/by those SUNLinearSolver,
82 *  - provide a constructor routine for new SUNLinearSolver objects
83 *
84 * Additionally, a SUNLinearSolver implementation may provide the
85 * following:
86 *  - "Set" routines to control solver-specific parameters/options
87 *  - "Get" routines to access solver-specific performance metrics
88 *
89 * Part IV of this file contains error codes that may be returned by
90 * SUNLinearSolver objects.
91 *
92 * -----------------------------------------------------------------
93 */
94
95#ifndef _SUNLINEARSOLVER_H
96#define _SUNLINEARSOLVER_H
97 
98#include <sundials/sundials_types.h>
99#include <sundials/sundials_iterative.h>
100#include <sundials/sundials_matrix.h>
101#include <sundials/sundials_nvector.h>
102 
103#ifdef __cplusplus  /* wrapper to enable C++ usage */
104extern "C" {
105#endif
106 
107 
108/*
109 * -----------------------------------------------------------------
110 * I. Implemented SUNLinearSolver types:
111 *
112 * These type names may be modified, but a at a minimum a client
113 * nonlinear solver and/or time integrator will want to know whether
114 * matrix/factorization information can be reused (hence the DIRECT
115 * and ITERATIVE types).
116 * -----------------------------------------------------------------
117 */
118 
119typedef enum {
120  SUNLINEARSOLVER_DIRECT,
121  SUNLINEARSOLVER_ITERATIVE,
122  SUNLINEARSOLVER_CUSTOM
123} SUNLinearSolver_Type;
124
125 
126/*
127 * -----------------------------------------------------------------
128 * II. Generic definition of SUNLinearSolver
129 * -----------------------------------------------------------------
130 */
131 
132/* Forward reference for pointer to SUNLinearSolver_Ops object */
133typedef struct _generic_SUNLinearSolver_Ops *SUNLinearSolver_Ops;
134 
135/* Forward reference for pointer to SUNLinearSolver object */
136typedef struct _generic_SUNLinearSolver *SUNLinearSolver;
137 
138/* Structure containing function pointers to linear solver operations */ 
139struct _generic_SUNLinearSolver_Ops {
140  SUNLinearSolver_Type (*gettype)(SUNLinearSolver);
141  int                  (*setatimes)(SUNLinearSolver, void*, ATimesFn);
142  int                  (*setpreconditioner)(SUNLinearSolver, void*,
143                                            PSetupFn, PSolveFn);
144  int                  (*setscalingvectors)(SUNLinearSolver,
145                                            N_Vector, N_Vector);
146  int                  (*initialize)(SUNLinearSolver);
147  int                  (*setup)(SUNLinearSolver, SUNMatrix);
148  int                  (*solve)(SUNLinearSolver, SUNMatrix, N_Vector,
149                                N_Vector, realtype);
150  int                  (*numiters)(SUNLinearSolver);
151  realtype             (*resnorm)(SUNLinearSolver);
152  long int             (*lastflag)(SUNLinearSolver);
153  int                  (*space)(SUNLinearSolver, long int*, long int*);
154  N_Vector             (*resid)(SUNLinearSolver);
155  int                  (*free)(SUNLinearSolver);
156};
157 
158/* A linear solver is a structure with an implementation-dependent
159   'content' field, and a pointer to a structure of linear solver
160   operations corresponding to that implementation. */
161struct _generic_SUNLinearSolver {
162  void *content;
163  struct _generic_SUNLinearSolver_Ops *ops;
164};
165
166 
167/*
168 * -----------------------------------------------------------------
169 * III. Functions exported by SUNLinearSolver module
170 *
171 * SUNLinSolGetType
172 *   Returns an identifier for the linear solver type from
173 *   enumeration SUNLinearSolver_Type.
174 *
175 * SUNLinSolSetATimes (iterative methods only)
176 *   Sets the function pointer for ATimes inside of an iterative
177 *   linear solver object.  This function should only be called by a
178 *   main integrator, who will either provide this via
179 *   difference-quotients and vector operations, or by translating
180 *   between the generic ATimes call and the integrator-specific,
181 *   user-supplied routines.  This should return zero for a
182 *   successful call, and a negative value for a failure.  Ideally,
183 *   this should return one of the generic SUNLS_* error codes
184 *   listed at the bottom of this file.
185 *
186 * SUNLinSolSetPreconditioner (iterative methods only)
187 *   Sets function pointers for PSetup and PSolve routines inside
188 *   of iterative linear solver objects.  This function should only
189 *   be called by a main integrator, who will provide translation
190 *   between the generic PSetup and PSolve calls and the integrator-
191 *   specific user-supplied routines.  This should return
192 *   zero for a successful call, and a negative value for a failure.
193 *   Ideally, this should return one of the generic SUNLS_* error
194 *   codes listed at the bottom of this file.
195 *
196 * SUNLinSolSetScalingVectors (iterative methods only)
197 *   Sets pointers to left/right scaling vectors for the linear
198 *   system solve.  Here, s1 is an N_Vector of positive scale factors
199 *   for P1-inv b, where P1 is the left preconditioner (the vector is
200 *   not tested for positivity).  Pass NULL if no scaling on P1-inv b
201 *   is required.  Similarly, s2 is an N_Vector of positive scale
202 *   factors for P2 x, where P2 is the right preconditioner (again
203 *   not tested for positivity). Pass NULL if no scaling on P2 x is
204 *   required.  This should return zero for a successful call, and a
205 *   negative value for a failure.  Ideally, this should return one of
206 *   the generic SUNLS_* error codes listed at the bottom of this file.
207 *
208 * SUNLinSolInitialize
209 *   Performs linear solver initialization (assumes that all
210 *   solver-specific options have been set).  This should return
211 *   zero for a successful call, and a negative value for a failure. 
212 *   Ideally, this should return one of the generic SUNLS_* error
213 *   codes listed at the bottom of this file.
214 *
215 * SUNLinSolSetup
216 *   Performs any linear solver setup needed, based on an updated
217 *   system matrix A.  This may be called frequently (e.g. with a
218 *   full Newton method) or infrequently (for a modified Newton
219 *   method), based on the type of integrator and/or nonlinear
220 *   solver requesting the solves.  This should return
221 *   zero for a successful call, a positive value for a recoverable
222 *   failure and a negative value for an unrecoverable failure. 
223 *   Ideally, this should return one of the generic SUNLS_* error
224 *   codes listed at the bottom of this file.
225 *
226 * SUNLinSolSolve
227 *   Solves a linear system A*x = b.  If the solver is scaled, it
228 *   uses the supplied scaling vectors.  If the solver is iterative,
229 *   it attempts to solve to the specified tolerance (weighted
230 *   2-norm).  If the solver is direct it ignores the input tolerance
231 *   and scaling vectors, and if the solver does not support scaling
232 *   then it should just use a 2-norm.  This should return zero for a
233 *   successful call, a positive value for a recoverable failure and
234 *   a negative value for an unrecoverable failure.  Ideally, this
235 *   should return one of the generic SUNLS_* error codes listed at
236 *   the bottom of this file.
237 *
238 * SUNLinSolNumIters (iterative methods only)
239 *   Returns the number of linear iterations performed in the last
240 *   'Solve' call. 
241 *
242 * SUNLinSolResNorm (iterative methods only)
243 *   Returns the final residual norm from the last 'Solve' call.
244 *
245 * SUNLinSolResid (iterative methods only)
246 *   If an iterative method computes the preconditioned initial
247 *   residual and returns with a successful solve without performing
248 *   any iterations (i.e. either the initial guess or the
249 *   preconditioner is sufficiently accurate), then this
250 *   function may be called.  It should return the N_Vector
251 *   containing the preconditioned initial residual.
252 *
253 * SUNLinSolLastFlag (optional)
254 *   Returns the last error flag encountered within the linear solver,
255 *   allowing the user to investigate linear solver issues after
256 *   failed solves.
257 *
258 * SUNLinSolSpace (optional)
259 *   Returns the integer and real workspace sizes for the linear
260 *   solver.
261 *
262 * SUNLinSolFree
263 *   Frees memory allocated by the linear solver.  This should return
264 *   zero for a successful call, and a negative value for a failure.
265 *
266 * ---------------------------------------------------------------
267 *
268 * The following table lists the linear solver functions used by
269 * different modules in SUNDIALS.  The symbols in the table have
270 * The following meaning:
271 * M - called by the modified Newton nonlinear solver
272 * I - called by the inexact Newton nonlinear solver
273 * P - called by the Picard nonlinear solver
274 * S - called by the integrator directly (and non-identity mass matrix)
275 *
276 *  LinearSolver
277 *  Functions           CVODE(S)  ARKode     IDA(S)      KINSOL
278 *  ------------------------------------------------------------
279 *  GetType             M I P#    M I P#     M I P#      M I P
280 *  SetATimes           I         I S+       I           I
281 *  SetPreconditioner   I*        I* S*      I*          I*
282 *  SetScalingVectors   I         I S+       I           I
283 *  Initialize          M I P#    M I P# S   M I P#      M I P
284 *  Setup               M I P#    M I P# S   M I P#      M I P     
285 *  Solve               M I P#    M I P# S   M I P#      M I P
286 *  NumIters            I         I S+       I           I
287 *  ResNorm             I         I S+       I           I
288 *  Resid                                    I
289 *  LastFlag^
290 *  Space               M I P#    M I P# S   M I P#      M I P
291 *  Free                M I P#    M I P# S   M I P#      M I P
292 *  ------------------------------------------------------------
293 * Notes: * -- only if user calls integrator-specific
294 *             preconditioner "set" routine
295 *        + -- only called when using a non-identity mass matrix
296 *             with an iterative linear solver
297 *        # -- planned (currently only available for KINSOL)         
298 *        ^ -- available for users to diagnose solver failures
299 * ---------------------------------------------------------------
300 */
301 
302SUNDIALS_EXPORT SUNLinearSolver_Type SUNLinSolGetType(SUNLinearSolver S);
303
304SUNDIALS_EXPORT int SUNLinSolSetATimes(SUNLinearSolver S, void* A_data,
305                                       ATimesFn ATimes);
306 
307SUNDIALS_EXPORT int SUNLinSolSetPreconditioner(SUNLinearSolver S, void* P_data,
308                                               PSetupFn Pset, PSolveFn Psol);
309 
310SUNDIALS_EXPORT int SUNLinSolSetScalingVectors(SUNLinearSolver S, N_Vector s1,
311                                               N_Vector s2);
312 
313SUNDIALS_EXPORT int SUNLinSolInitialize(SUNLinearSolver S);
314 
315SUNDIALS_EXPORT int SUNLinSolSetup(SUNLinearSolver S, SUNMatrix A);
316 
317SUNDIALS_EXPORT int SUNLinSolSolve(SUNLinearSolver S, SUNMatrix A, N_Vector x,
318                                   N_Vector b, realtype tol);
319 
320SUNDIALS_EXPORT int SUNLinSolNumIters(SUNLinearSolver S);
321 
322SUNDIALS_EXPORT realtype SUNLinSolResNorm(SUNLinearSolver S);
323 
324SUNDIALS_EXPORT N_Vector SUNLinSolResid(SUNLinearSolver S);
325 
326SUNDIALS_EXPORT long int SUNLinSolLastFlag(SUNLinearSolver S);
327 
328SUNDIALS_EXPORT int SUNLinSolSpace(SUNLinearSolver S, long int *lenrwLS,
329                                   long int *leniwLS);
330 
331SUNDIALS_EXPORT int SUNLinSolFree(SUNLinearSolver S);
332
333
334/*
335 * -----------------------------------------------------------------
336 * IV. SUNLinearSolver error codes
337 * ---------------------------------------------------------------
338 */
339
340#define SUNLS_SUCCESS             0  /* successful/converged          */
341
342#define SUNLS_MEM_NULL           -1  /* mem argument is NULL          */
343#define SUNLS_ILL_INPUT          -2  /* illegal function input        */
344#define SUNLS_MEM_FAIL           -3  /* failed memory access          */
345#define SUNLS_ATIMES_FAIL_UNREC  -4  /* atimes unrecoverable failure  */
346#define SUNLS_PSET_FAIL_UNREC    -5  /* pset unrecoverable failure    */
347#define SUNLS_PSOLVE_FAIL_UNREC  -6  /* psolve unrecoverable failure  */
348#define SUNLS_PACKAGE_FAIL_UNREC -7  /* external package unrec. fail  */
349#define SUNLS_GS_FAIL            -8  /* Gram-Schmidt failure          */       
350#define SUNLS_QRSOL_FAIL         -9  /* QRsol found singular R        */
351
352#define SUNLS_RES_REDUCED         1  /* nonconv. solve, resid reduced */
353#define SUNLS_CONV_FAIL           2  /* nonconvergent solve           */
354#define SUNLS_ATIMES_FAIL_REC     3  /* atimes failed recoverably     */
355#define SUNLS_PSET_FAIL_REC       4  /* pset failed recoverably       */
356#define SUNLS_PSOLVE_FAIL_REC     5  /* psolve failed recoverably     */
357#define SUNLS_PACKAGE_FAIL_REC    6  /* external package recov. fail  */
358#define SUNLS_QRFACT_FAIL         7  /* QRfact found singular matrix  */
359#define SUNLS_LUFACT_FAIL         8  /* LUfact found singular matrix  */
360
361#ifdef __cplusplus
362}
363#endif
364#endif
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