source: issm/trunk-jpl/src/c/modules/Solverx/SolverxSeq.cpp@ 13512

/*!\file SolverxSeq
 * \brief implementation of sequential solver using the GSL librarie
 */

#ifdef HAVE_CONFIG_H
        #include <config.h>
#else
#error "Cannot compile with HAVE_CONFIG_H symbol! run configure first!"
#endif
#include <cstring>

#include "./Solverx.h"
#include "../../shared/shared.h"
#include "../../include/include.h"
#include "../../io/io.h"

#ifdef _HAVE_GSL_
#include <gsl/gsl_linalg.h>
#endif

#ifdef _HAVE_ADOLC_
#include "../../shared/Numerics/adolc_edf.h"
#endif

void SolverxSeq(SeqVec<IssmDouble>** puf,SeqMat<IssmDouble>* Kff, SeqVec<IssmDouble>* pf, Parameters* parameters){/*{{{*/

#ifdef _HAVE_GSL_
        /*Intermediary: */
        int M,N,N2,s;
        SeqVec<IssmDouble> *uf = NULL;

        Kff->GetSize(&M,&N);
        pf->GetSize(&N2);

        if(N!=N2)_error_("Right hand side vector of size " << N2 << ", when matrix is of size " << M << "-" << N << " !");
        if(M!=N)_error_("Stiffness matrix should be square!");
#ifdef _HAVE_ADOLC_
        ensureContiguousLocations(N);
#endif
        IssmDouble *x  = xNew<IssmDouble>(N);
#ifdef _HAVE_ADOLC_
        SolverxSeq(x,Kff->matrix,pf->vector,N,parameters);
#else
        SolverxSeq(x,Kff->matrix,pf->vector,N);
#endif

        uf=new SeqVec<IssmDouble>(x,N);
        xDelete(x);

        /*Assign output pointers:*/
        *puf=uf;

#else
        _error_("GSL support not compiled in!");
#endif

}/*}}}*/
void SolverxSeq(IssmPDouble **pX, IssmPDouble *A, IssmPDouble *B,int n){ /*{{{*/

        /*Allocate output*/
        double* X = xNew<double>(n); 

        /*Solve*/
        SolverxSeq(X,A,B,n);

        /*Assign output pointer*/
        *pX=X;
}
/*}}}*/

#ifdef _HAVE_ADOLC_
int EDF_for_solverx(int n, IssmPDouble *x, int m, IssmPDouble *y){ /*{{{*/
    SolverxSeq(y,x, x+m*m, m); // x is where the matrix starts, x+m*m is where the right-hand side starts
    return 0;
} /*}}}*/
int EDF_fos_forward_for_solverx(int n, IssmPDouble *inVal, IssmPDouble *inDeriv, int m, IssmPDouble *outVal, IssmPDouble *outDeriv) { /*{{{*/
#ifdef _HAVE_GSL_
//  for (int i=0; i<m*m; ++i) std::cout << "EDF_fos_forward_for_solverx A["<< i << "]=" << inVal[i] << std::endl;
//  for (int i=0; i<m; ++i) std::cout << "EDF_fos_forward_for_solverx b["<< i << "]=" << inVal[i+m*m] << std::endl;
  // the matrix will be modified by LU decomposition. Use gsl_A copy
  double* Acopy = xNew<double>(m*m);
  xMemCpy(Acopy,inVal,m*m);
  /*Initialize gsl matrices and vectors: */
  gsl_matrix_view gsl_A = gsl_matrix_view_array (Acopy,m,m);
  gsl_vector_view gsl_b = gsl_vector_view_array (inVal+m*m,m); // the right hand side starts at address inVal+m*m
  gsl_permutation *perm_p = gsl_permutation_alloc (m);
  int  signPerm;
  // factorize
  gsl_linalg_LU_decomp (&gsl_A.matrix, perm_p, &signPerm);
  gsl_vector *gsl_x_p = gsl_vector_alloc (m);
  // solve for the value
  gsl_linalg_LU_solve (&gsl_A.matrix, perm_p, &gsl_b.vector, gsl_x_p);
  /*Copy result*/
  xMemCpy(outVal,gsl_vector_ptr(gsl_x_p,0),m);
  gsl_vector_free(gsl_x_p);
//  for (int i=0; i<m; ++i) std::cout << "EDF_fos_forward_for_solverx x["<< i << "]=" << outVal[i] << std::endl;
  // solve for the derivatives acc. to A * dx = r  with r=db - dA * x
  // compute the RHS
  double* r=xNew<double>(m);
  for (int i=0; i<m; i++) {
    r[i]=inDeriv[m*m+i]; // this is db[i]
    for (int j=0;j<m; j++) {
      r[i]-=inDeriv[i*m+j]*outVal[j]; // this is dA[i][j]*x[j]
    }
  }
  gsl_vector_view gsl_r=gsl_vector_view_array(r,m);
  gsl_vector *gsl_dx_p = gsl_vector_alloc(m);
  gsl_linalg_LU_solve (&gsl_A.matrix, perm_p, &gsl_r.vector, gsl_dx_p);
  xMemCpy(outDeriv,gsl_vector_ptr(gsl_dx_p,0),m);
  gsl_vector_free(gsl_dx_p);
  xDelete(r);
  gsl_permutation_free(perm_p);
  xDelete(Acopy);
  #endif
  return 0;
} /*}}}*/
int EDF_fov_forward_for_solverx(int n, IssmPDouble *inVal, int directionCount, IssmPDouble **inDeriv, int m, IssmPDouble *outVal, IssmPDouble **outDeriv) { /*{{{*/
#ifdef _HAVE_GSL_
  // the matrix will be modified by LU decomposition. Use gsl_A copy
  double* Acopy = xNew<double>(m*m);
  xMemCpy(Acopy,inVal,m*m);
  /*Initialize gsl matrices and vectors: */
  gsl_matrix_view gsl_A = gsl_matrix_view_array (Acopy,m,m);
  gsl_vector_view gsl_b = gsl_vector_view_array (inVal+m*m,m); // the right hand side starts at address inVal+m*m
  gsl_permutation *perm_p = gsl_permutation_alloc (m);
  int  signPerm;
  // factorize
  gsl_linalg_LU_decomp (&gsl_A.matrix, perm_p, &signPerm);
  gsl_vector *gsl_x_p = gsl_vector_alloc (m);
  // solve for the value
  gsl_linalg_LU_solve (&gsl_A.matrix, perm_p, &gsl_b.vector, gsl_x_p);
  /*Copy result*/
  xMemCpy(outVal,gsl_vector_ptr(gsl_x_p,0),m);
  gsl_vector_free(gsl_x_p);
  // solve for the derivatives acc. to A * dx = r  with r=db - dA * x
  double* r=xNew<double>(m);
  gsl_vector *gsl_dx_p = gsl_vector_alloc(m);
  for (int dir=0;dir<directionCount;++dir) {
    // compute the RHS
    for (int i=0; i<m; i++) {
      r[i]=inDeriv[m*m+i][dir]; // this is db[i]
      for (int j=0;j<m; j++) {
        r[i]-=inDeriv[i*m+j][dir]*outVal[j]; // this is dA[i][j]*x[j]
      }
    }
    gsl_vector_view gsl_r=gsl_vector_view_array(r,m);
    gsl_linalg_LU_solve (&gsl_A.matrix, perm_p, &gsl_r.vector, gsl_dx_p);
    // reuse r
    xMemCpy(r,gsl_vector_ptr(gsl_dx_p,0),m);
    for (int i=0; i<m; i++) {
      outDeriv[i][dir]=r[i];
    }
  }
  gsl_vector_free(gsl_dx_p);
  xDelete(r);
  gsl_permutation_free(perm_p);
  xDelete(Acopy);
  #endif
  return 0;
}
/*}}}*/
int EDF_fos_reverse_for_solverx(int m, double *dp_U, int n, double *dp_Z, double* dp_x, double* dp_y) { /*{{{*/
  // copy to transpose the matrix
  double* transposed=xNew<double>(m*m);
  for (int i=0; i<m; ++i) for (int j=0; j<m; ++j) transposed[j*m+i]=dp_x[i*m+j];
  gsl_matrix_view aTransposed = gsl_matrix_view_array (transposed,m,m);
  // the adjoint of the solution is our right-hand side
  gsl_vector_view x_bar=gsl_vector_view_array(dp_U,m);
  // the last m elements of dp_Z representing the adjoint of the right-hand side we want to compute:
  gsl_vector_view b_bar=gsl_vector_view_array(dp_Z+m*m,m);
  gsl_permutation *p = gsl_permutation_alloc (m);
  int permSign;
  gsl_linalg_LU_decomp (&aTransposed.matrix, p, &permSign);
  gsl_linalg_LU_solve (&aTransposed.matrix, p, &x_bar.vector, &b_bar.vector);
  // now do the adjoint of the matrix
  for (int i=0; i<m; ++i) for (int j=0; j<m; ++j) dp_Z[i*m+j]-=dp_Z[m*m+i]*dp_y[j];
  gsl_permutation_free(p);
  xDelete(transposed);
  return 0;
}
/*}}}*/
int EDF_fov_reverse_for_solverx(int m, int p, double **dpp_U, int n, double **dpp_Z, double* dp_x, double* dp_y) { /*{{{*/
        // copy to transpose the matrix
        double* transposed=xNew<double>(m*m);
        for (int i=0; i<m; ++i) for (int j=0; j<m; ++j) transposed[j*m+i]=dp_x[i*m+j];
        gsl_matrix_view aTransposed = gsl_matrix_view_array (transposed,m,m);
        gsl_permutation *perm_p = gsl_permutation_alloc (m);
        int permSign;
        gsl_linalg_LU_decomp (&aTransposed.matrix, perm_p, &permSign);
        for (int weightsRowIndex=0;weightsRowIndex<p;++weightsRowIndex) {
                // the adjoint of the solution is our right-hand side
                gsl_vector_view x_bar=gsl_vector_view_array(dpp_U[weightsRowIndex],m);
                // the last m elements of dp_Z representing the adjoint of the right-hand side we want to compute:
                gsl_vector_view b_bar=gsl_vector_view_array(dpp_Z[weightsRowIndex]+m*m,m);
                gsl_linalg_LU_solve (&aTransposed.matrix, perm_p, &x_bar.vector, &b_bar.vector);
                // now do the adjoint of the matrix
                for (int i=0; i<m; ++i) for (int j=0; j<m; ++j) dpp_Z[weightsRowIndex][i*m+j]-=dpp_Z[weightsRowIndex][m*m+i]*dp_y[j];
        }
        gsl_permutation_free(perm_p);
        xDelete(transposed);
        return 0;
}
/*}}}*/
void SolverxSeq(IssmDouble *X,IssmDouble *A,IssmDouble *B,int n, Parameters* parameters){/*{{{*/
        // pack inputs to conform to the EDF-prescribed interface
        // ensure a contiguous block of locations:
        ensureContiguousLocations(n*(n+1));
        IssmDouble*  adoubleEDFin=xNew<IssmDouble>(n*(n+1));  // packed inputs, i.e. matrix and right hand side
        for(int i=0; i<n*n;i++)adoubleEDFin[i]    =A[i];      // pack matrix
        for(int i=0; i<n;  i++)adoubleEDFin[i+n*n]=B[i];      // pack the right hand side
        IssmPDouble* pdoubleEDFin=xNew<IssmPDouble>(n*(n+1)); // provide space to transfer inputs during call_ext_fct
        IssmPDouble* pdoubleEDFout=xNew<IssmPDouble>(n);           // provide space to transfer outputs during call_ext_fct
        // call the wrapped solver through the registry entry we retrieve from parameters
        call_ext_fct(dynamic_cast<GenericParam<Adolc_edf> * >(parameters->FindParamObject(AdolcParamEnum))->GetParameterValue().myEDF_for_solverx_p,
                     n*(n+1), pdoubleEDFin, adoubleEDFin,
                     n, pdoubleEDFout,X);
        // for(int i=0; i<n;  i++) {ADOLC_DUMP_MACRO(X[i]);}
        xDelete(adoubleEDFin);
        xDelete(pdoubleEDFin);
        xDelete(pdoubleEDFout);
}
/*}}}*/
#endif
void SolverxSeq(IssmPDouble *X, IssmPDouble *A, IssmPDouble *B,int n){ /*{{{*/
#ifdef _HAVE_GSL_
        /*GSL Matrices and vectors: */
        int              s;
        gsl_matrix_view  a;
        gsl_vector_view  b,x;
        gsl_permutation *p = NULL;
//      for (int i=0; i<n*n; ++i) std::cout << "SolverxSeq A["<< i << "]=" << A[i] << std::endl;
//      for (int i=0; i<n; ++i) std::cout << "SolverxSeq b["<< i << "]=" << B[i] << std::endl;
        /*A will be modified by LU decomposition. Use copy*/
        double* Acopy = xNew<double>(n*n);
        xMemCpy(Acopy,A,n*n);

        /*Initialize gsl matrices and vectors: */
        a = gsl_matrix_view_array (Acopy,n,n);
        b = gsl_vector_view_array (B,n);
        x = gsl_vector_view_array (X,n);

        /*Run LU and solve: */
        p = gsl_permutation_alloc (n);
        gsl_linalg_LU_decomp (&a.matrix, p, &s);
        gsl_linalg_LU_solve (&a.matrix, p, &b.vector, &x.vector);

        /*Clean up and assign output pointer*/
        xDelete(Acopy);
        gsl_permutation_free(p);
#endif
}
/*}}}*/