opm-simulators/opm/autodiff/NewtonIterationBlackoilCPR.cpp
Atgeirr Flø Rasmussen bbf11c42c6 Pass elliptic matrix part to CPR preconditioner.
For now, the top left part is passed with no summing of equations or checks
for diagonal dominance.
2014-05-15 15:49:14 +02:00

383 lines
14 KiB
C++

/*
Copyright 2014 SINTEF ICT, Applied Mathematics.
This file is part of the Open Porous Media project (OPM).
OPM is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
OPM is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with OPM. If not, see <http://www.gnu.org/licenses/>.
*/
#include <config.h>
#include <opm/autodiff/NewtonIterationBlackoilCPR.hpp>
#include <opm/autodiff/CPRPreconditioner.hpp>
#include <opm/autodiff/AutoDiffHelpers.hpp>
#include <opm/core/utility/ErrorMacros.hpp>
#include <opm/core/linalg/LinearSolverFactory.hpp>
#include "disable_warning_pragmas.h"
#include <dune/istl/bvector.hh>
#include <dune/istl/bcrsmatrix.hh>
#include <dune/istl/operators.hh>
#include <dune/istl/io.hh>
#include <dune/istl/owneroverlapcopy.hh>
#include <dune/istl/preconditioners.hh>
#include <dune/istl/schwarz.hh>
#include <dune/istl/solvers.hh>
#include <dune/istl/paamg/amg.hh>
#include <dune/istl/paamg/kamg.hh>
#include <dune/istl/paamg/pinfo.hh>
#include "reenable_warning_pragmas.h"
namespace Opm
{
typedef AutoDiffBlock<double> ADB;
typedef ADB::V V;
typedef ADB::M M;
typedef Dune::FieldVector<double, 1 > VectorBlockType;
typedef Dune::FieldMatrix<double, 1, 1> MatrixBlockType;
typedef Dune::BCRSMatrix <MatrixBlockType> Mat;
typedef Dune::BlockVector<VectorBlockType> Vector;
namespace {
/// Eliminate a variable via Schur complement.
/// \param[in] eqs set of equations with Jacobians
/// \param[in] n index of equation/variable to eliminate.
/// \return new set of equations, one smaller than eqs.
/// Note: this method requires the eliminated variable to have the same size
/// as the equation in the corresponding position (that also will be eliminated).
/// It also required the jacobian block n of equation n to be diagonal.
std::vector<ADB> eliminateVariable(const std::vector<ADB>& eqs, const int n);
/// Recover that value of a variable previously eliminated.
/// \param[in] equation previously eliminated equation.
/// \param[in] partial_solution solution to the remainder system after elimination.
/// \param[in] n index of equation/variable that was eliminated.
/// \return solution to complete system.
V recoverVariable(const ADB& equation, const V& partial_solution, const int n);
/// Determine diagonality of a sparse matrix.
/// If there are off-diagonal elements in the sparse
/// structure, this function returns true if they are all
/// equal to zero.
/// \param[in] matrix the matrix under consideration
/// \return true if matrix is diagonal
bool isDiagonal(const M& matrix);
/// Create a dune-istl matrix from an Eigen matrix.
/// \param[in] matrix input Eigen::SparseMatrix
/// \return output Dune::BCRSMatrix
Mat makeIstlMatrix(const Eigen::SparseMatrix<double, Eigen::RowMajor>& matrix);
} // anonymous namespace
/// Construct a system solver.
/// \param[in] linsolver linear solver to use
NewtonIterationBlackoilCPR::NewtonIterationBlackoilCPR(const parameter::ParameterGroup& param)
{
parameter::ParameterGroup cpr_elliptic = param.getDefault("cpr_elliptic", param);
linsolver_elliptic_.reset(new LinearSolverFactory(cpr_elliptic));
parameter::ParameterGroup cpr_full = param.getDefault("cpr_full", param);
linsolver_full_.reset(new LinearSolverFactory(cpr_full));
}
/// Solve the linear system Ax = b, with A being the
/// combined derivative matrix of the residual and b
/// being the residual itself.
/// \param[in] residual residual object containing A and b.
/// \return the solution x
NewtonIterationBlackoilCPR::SolutionVector
NewtonIterationBlackoilCPR::computeNewtonIncrement(const LinearisedBlackoilResidual& residual) const
{
// Build the vector of equations.
const int np = residual.material_balance_eq.size();
std::vector<ADB> eqs;
eqs.reserve(np + 2);
for (int phase = 0; phase < np; ++phase) {
eqs.push_back(residual.material_balance_eq[phase]);
}
eqs.push_back(residual.well_flux_eq);
eqs.push_back(residual.well_eq);
// Eliminate the well-related unknowns, and corresponding equations.
std::vector<ADB> elim_eqs;
elim_eqs.reserve(2);
elim_eqs.push_back(eqs[np]);
eqs = eliminateVariable(eqs, np); // Eliminate well flux unknowns.
elim_eqs.push_back(eqs[np]);
eqs = eliminateVariable(eqs, np); // Eliminate well bhp unknowns.
assert(int(eqs.size()) == np);
// Combine in single block.
ADB total_residual = eqs[0];
for (int phase = 1; phase < np; ++phase) {
total_residual = vertcat(total_residual, eqs[phase]);
}
total_residual = collapseJacs(total_residual);
// Solve reduced system.
const Eigen::SparseMatrix<double, Eigen::RowMajor> matr = total_residual.derivative()[0];
SolutionVector dx(SolutionVector::Zero(total_residual.size()));
Opm::LinearSolverInterface::LinearSolverReport rep
= linsolver_full_->solve(matr.rows(), matr.nonZeros(),
matr.outerIndexPtr(), matr.innerIndexPtr(), matr.valuePtr(),
total_residual.value().data(), dx.data());
if (!rep.converged) {
OPM_THROW(std::runtime_error,
"FullyImplicitBlackoilSolver::solveJacobianSystem(): "
"Linear solver convergence failure.");
}
// Create ISTL matrix.
Mat A = makeIstlMatrix(matr);
// Create ISTL matrix for elliptic part.
const int nc = residual.material_balance_eq[0].size();
Mat Ae = makeIstlMatrix(matr.topLeftCorner(nc, nc));
// Construct operator, scalar product and vectors needed.
typedef Dune::MatrixAdapter<Mat,Vector,Vector> Operator;
Operator opA(A);
Dune::SeqScalarProduct<Vector> sp;
// Right hand side.
Vector b(opA.getmat().N());
std::copy_n(total_residual.value().data(), b.size(), b.begin());
// System solution
Vector x(opA.getmat().M());
x = 0.0;
// Construct preconditioner.
// typedef Dune::SeqILU0<Mat,Vector,Vector> Preconditioner;
typedef Opm::CPRPreconditioner<Mat,Vector,Vector> Preconditioner;
const double relax = 1.0;
Preconditioner precond(A, Ae, relax);
// Construct linear solver.
const double tolerance = 1e-8;
const int maxit = 5000;
const int verbosity = 1;
Dune::BiCGSTABSolver<Vector> linsolve(opA, sp, precond, tolerance, maxit, verbosity);
// Solve system.
Dune::InverseOperatorResult result;
linsolve.apply(x, b, result);
// Output results.
LinearSolverInterface::LinearSolverReport res;
res.converged = result.converged;
res.iterations = result.iterations;
res.residual_reduction = result.reduction;
// std::copy(x.begin(), x.end(), dx.data());
// Compute full solution using the eliminated equations.
// Recovery in inverse order of elimination.
dx = recoverVariable(elim_eqs[1], dx, np);
dx = recoverVariable(elim_eqs[0], dx, np);
return dx;
}
namespace
{
std::vector<ADB> eliminateVariable(const std::vector<ADB>& eqs, const int n)
{
// Check that the variable index to eliminate is within bounds.
const int num_eq = eqs.size();
const int num_vars = eqs[0].derivative().size();
if (num_eq != num_vars) {
OPM_THROW(std::logic_error, "eliminateVariable() requires the same number of variables and equations.");
}
if (n >= num_eq) {
OPM_THROW(std::logic_error, "Trying to eliminate variable from too small set of equations.");
}
// Schur complement of (A B ; C D) wrt. D is A - B*inv(D)*C.
// This is applied to all 2x2 block submatrices.
// We require that D is diagonal.
const M& D = eqs[n].derivative()[n];
if (!isDiagonal(D)) {
// std::cout << "++++++++++++++++++++++++++++++++++++++++++++\n"
// << D
// << "++++++++++++++++++++++++++++++++++++++++++++\n" << std::endl;
OPM_THROW(std::logic_error, "Cannot do Schur complement with respect to non-diagonal block.");
}
V diag = D.diagonal();
Eigen::DiagonalMatrix<double, Eigen::Dynamic> invD = (1.0 / diag).matrix().asDiagonal();
std::vector<V> vals(num_eq); // Number n will remain empty.
std::vector<std::vector<M>> jacs(num_eq); // Number n will remain empty.
for (int eq = 0; eq < num_eq; ++eq) {
if (eq == n) {
continue;
}
jacs[eq].reserve(num_eq - 1);
const M& B = eqs[eq].derivative()[n];
for (int var = 0; var < num_eq; ++var) {
if (var == n) {
continue;
}
// Create new jacobians.
M schur_jac = eqs[eq].derivative()[var] - B * (invD * eqs[n].derivative()[var]);
jacs[eq].push_back(schur_jac);
}
// Update right hand side.
vals[eq] = eqs[eq].value().matrix() - B * (invD * eqs[n].value().matrix());
}
// Create return value.
std::vector<ADB> retval;
retval.reserve(num_eq - 1);
for (int eq = 0; eq < num_eq; ++eq) {
if (eq == n) {
continue;
}
retval.push_back(ADB::function(vals[eq], jacs[eq]));
}
return retval;
}
V recoverVariable(const ADB& equation, const V& partial_solution, const int n)
{
// The equation to solve for the unknown y (to be recovered) is
// Cx + Dy = b
// y = inv(D) (b - Cx)
// where D is the eliminated block, C is the jacobian of
// the eliminated equation with respect to the
// non-eliminated unknowms, b is the right-hand side of
// the eliminated equation, and x is the partial solution
// of the non-eliminated unknowns.
// We require that D is diagonal.
// Find inv(D).
const M& D = equation.derivative()[n];
if (!isDiagonal(D)) {
OPM_THROW(std::logic_error, "Cannot do Schur complement with respect to non-diagonal block.");
}
V diag = D.diagonal();
Eigen::DiagonalMatrix<double, Eigen::Dynamic> invD = (1.0 / diag).matrix().asDiagonal();
// Build C.
std::vector<M> C_jacs = equation.derivative();
C_jacs.erase(C_jacs.begin() + n);
ADB eq_coll = collapseJacs(ADB::function(equation.value(), C_jacs));
const M& C = eq_coll.derivative()[0];
// Compute value of eliminated variable.
V elim_var = invD * (equation.value().matrix() - C * partial_solution.matrix());
// Find the relevant sizes to use when reconstructing the full solution.
const int nelim = equation.size();
const int npart = partial_solution.size();
assert(C.cols() == npart);
const int full_size = nelim + npart;
int start = 0;
for (int i = 0; i < n; ++i) {
start += equation.derivative()[i].cols();
}
assert(start < full_size);
// Reconstruct complete solution vector.
V sol(full_size);
std::copy_n(partial_solution.data(), start, sol.data());
std::copy_n(elim_var.data(), nelim, sol.data() + start);
std::copy_n(partial_solution.data() + start, npart - start, sol.data() + start + nelim);
return sol;
}
bool isDiagonal(const M& matr)
{
M matrix = matr;
matrix.makeCompressed();
for (int k = 0; k < matrix.outerSize(); ++k) {
for (M::InnerIterator it(matrix, k); it; ++it) {
if (it.col() != it.row()) {
// Off-diagonal element.
if (it.value() != 0.0) {
// Nonzero off-diagonal element.
// std::cout << "off-diag: " << it.row() << ' ' << it.col() << std::endl;
return false;
}
}
}
}
return true;
}
Mat makeIstlMatrix(const Eigen::SparseMatrix<double, Eigen::RowMajor>& matrix)
{
// Create ISTL matrix.
const int size = matrix.rows();
const int nonzeros = matrix.nonZeros();
const int* ia = matrix.outerIndexPtr();
const int* ja = matrix.innerIndexPtr();
const double* sa = matrix.valuePtr();
Mat A(size, size, nonzeros, Mat::row_wise);
for (Mat::CreateIterator row = A.createbegin(); row != A.createend(); ++row) {
const int ri = row.index();
for (int i = ia[ri]; i < ia[ri + 1]; ++i) {
row.insert(ja[i]);
}
}
for (int ri = 0; ri < size; ++ri) {
for (int i = ia[ri]; i < ia[ri + 1]; ++i) {
A[ri][ja[i]] = sa[i];
}
}
return A;
}
} // anonymous namespace
} // namespace Opm