Hi Rick,
have you verified that your matrices are positive definite? The problems
with 'nan' usually stem from the lack of positive definiteness or zeros
on the diagonal (as they often show up in saddle point problems).
The code snippet you provide looks fine. 2000000 are a lot of
iterations, though ;-)
Best regards,
Karli
On 2/4/20 9:53 PM, Rick Fenrich wrote:
Hello all,
I am solving large sparse symmetric systems. As a result I have been
using the CG solver. However the only preconditioner that seems to work
robustly across different matrices is the row_scaling preconditioner. I
have tried jacobi_precond and chow_patel_icc_precond with the CG solver
and while they work for some symmetric problems, they either fail to
converge or give NaNs for other symmetric problems. The same problem
converges just fine without the preconditioners or when using the
row_scaling preconditioner.
Are there additional special settings beyond what is provided in the
documentation needed to successfully use these preconditioners? Are
there other limitations of these preconditioners?
My matrices regularly contain non-zero entries O(10^6). I have verified
they are symmetric. I am using an NVIDIA GeForce GTX 1080 Ti GPU and
ViennaCL 1.7.1.
Exemplary code is:
vector<map<unsigned int, double>> AA; /* Sparse matrix. */
vector<double> b; /* Right hand side vector. */
// Assemble AA and b here
// ...
// Get context ctx here (NVIDIA GeForce GTX 1080 Ti GPU)
// ...
// Copy data to GPU
viennacl::compressed_matrix<double> A0(ctx);
viennacl::copy(AA, A0);
viennacl::vector<double> b0(b.size(), ctx);
viennacl::copy(b, b0);
// Instantiate solver
viennacl::linalg::cg_tag my_cg_tag0(1e-5, 2000000);
viennacl::linalg::cg_solver<viennacl::vector<double>>
my_cg_solver0(my_cg_tag0);
// Setup preconditioner
viennacl::linalg::chow_patel_tag chow_patel_ilu_config;
chow_patel_ilu_config.sweeps(3);
chow_patel_ilu_config.jacobi_iters(2);
viennacl::linalg::chow_patel_icc_precond<viennacl::compressed_matrix<double>>
preconditioner(A0, chow_patel_ilu_config);
// Solve system
auto v0 = my_cg_solver0(A0, b0, preconditioner);
Many thanks in advance,
Rick
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