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Initial infrasctructure for preconditioners
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struct JacobiPreconditioner{T, Tv} <: AbstractPreconditioner{T} | ||
d::Tv | ||
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JacobiPreconditioner(d::Tv) where{T, Tv<:AbstractVector{T}} = new{T, Tv}(d) | ||
end | ||
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op(P::JacobiPreconditioner) = Diagonal(P.d) | ||
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# Code for Jacobi preconditioners | ||
function update_preconditioner(kkt::KrylovSPD{T, F, Tv, Ta, Tp}) where{T, F, Tv, Ta<:SparseMatrixCSC, Tp<:JacobiPreconditioner{T, Tv}} | ||
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A = kkt.A | ||
d = kkt.P.d | ||
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# S = A (Θ⁻¹ + Rp)⁻¹ A' + Rd, so its diagonal writes | ||
# S[i, i] = Σ_j=1..n D[j, j] * A[i, j] ^2, | ||
# where D = (Θ⁻¹ + Rp)⁻¹ | ||
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_d = one(T) ./ (kkt.θ .+ kkt.regP) | ||
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rows = rowvals(A) | ||
vals = nonzeros(A) | ||
m, n = size(A) | ||
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d .= zero(T) | ||
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for j = 1:n | ||
_a = zero(T) | ||
dj = _d[j] | ||
for i in nzrange(A, j) | ||
row = rows[i] | ||
a_ij = vals[i] | ||
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d[row] += dj * a_ij ^2 | ||
end | ||
end | ||
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# I think putting this afterwards is more numerics-friendly | ||
d .+= kkt.regD | ||
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# Invert | ||
d .\= one(T) | ||
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return nothing | ||
end |
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abstract type AbstractPreconditioner{T} end | ||
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update_preconditioner(::AbstractKKTSolver) = nothing | ||
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struct IdentityPreconditioner end | ||
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op(::IdentityPreconditioner) = LO.opEye() | ||
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include("jacobi.jl") |