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fix scaling preconditioners #45

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Merged
merged 3 commits into from
Dec 14, 2021
Merged

fix scaling preconditioners #45

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6a27901
fix scaling preconditioners
ChrisRackauckas Dec 14, 2021
ce54cb1
fix tests
ChrisRackauckas Dec 14, 2021
d358ccc
get rid of Pardiso warning
ChrisRackauckas Dec 14, 2021
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9 changes: 2 additions & 7 deletions src/pardiso.jl
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Original file line number Diff line number Diff line change
@@ -1,10 +1,3 @@

## Pardiso

import Pardiso

export PardisoJL, MKLPardisoFactorize, MKLPardisoIterate

Base.@kwdef struct PardisoJL <: SciMLLinearSolveAlgorithm
nprocs::Union{Int, Nothing} = nothing
solver_type::Union{Int, Pardiso.Solver, Nothing} = nothing
Expand Down Expand Up @@ -93,3 +86,5 @@ function SciMLBase.solve(cache::LinearCache, alg::PardisoJL; kwargs...)

return SciMLBase.build_linear_solution(alg,cache.u,nothing)
end

export PardisoJL, MKLPardisoFactorize, MKLPardisoIterate
3 changes: 2 additions & 1 deletion src/wrappers.jl
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@@ -1,7 +1,8 @@

## Preconditioners

scaling_preconditioner(s) = I * s , I * (1/s)
scaling_preconditioner(s::Number) = I * (1/s), I * s
scaling_preconditioner(s::AbstractVector) = Diagonal(inv.(s)),Diagonal(s)

struct ComposePreconditioner{Ti,To}
inner::Ti
Expand Down
20 changes: 18 additions & 2 deletions test/runtests.jl
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Expand Up @@ -59,7 +59,7 @@ end
y = solve(_prob)
@test A1 * y ≈ b1


_prob = LinearProblem(sparse(A1.A), b1; u0=x1)
y = solve(_prob)
@test A1 * y ≈ b1
Expand Down Expand Up @@ -205,7 +205,7 @@ end
x = rand(n,n)
y = rand(n,n)

Pl, Pr = LinearSolve.scaling_preconditioner(s)
Pl, Pr = LinearSolve.scaling_preconditioner(1/s)

mul!(y, Pl, x); @test y ≈ s * x
mul!(y, Pr, x); @test y ≈ s \ x
Expand All @@ -215,7 +215,23 @@ end

ldiv!(y, Pl, x); @test y ≈ s \ x
ldiv!(y, Pr, x); @test y ≈ s * x
end

@testset "vector scaling_preconditioner" begin
s = rand(n)
Pl, Pr = LinearSolve.scaling_preconditioner(1 ./ s)

x = rand(n,n)
y = rand(n,n)

mul!(y, Pl, x); @test y ≈ s .* x
mul!(y, Pr, x); @test y ≈ s .\ x

y .= x; ldiv!(Pl, x); @test x ≈ s .\ y
y .= x; ldiv!(Pr, x); @test x ≈ s .* y

ldiv!(y, Pl, x); @test y ≈ s .\ x
ldiv!(y, Pr, x); @test y ≈ s .* x
end

@testset "ComposePreconditioenr" begin
Expand Down