Commit Graph

4 Commits

Author SHA1 Message Date
Sameer Agarwal 93ba16fefc Simplify IterativeRefiner
Change the loop structure of IterativeRefiner to
unconditionally refine for max_num_iterations.

This is done for two reasons.

1. We expect to use this refinement for a small number of iterations
   where the convergence test is useless.
2. Eliminating the convergence test means we can restructure the loop
   and save on a sparse matrix-vector multiply, saving precious
   compute.

Change-Id: I6347f453a5d19d234af2a2eb1bce811048963e06
2018-04-11 21:15:02 -07:00
Sameer Agarwal f973e107d2 Enable mixed precision solves.
1. Add Solver::Options::use_mixed_precision_solves,
   and Solver::Options::max_num_refinement_iterations.
2. Make SparseCholesky::Create return a unique_ptr.
3. SparseCholesky::Create now takes LinearSolver::Options
   as an argument.
4. IterativeRefiner's constructor does not require num_cols
   as an argument.
5. SparseNormalCholeskySolver now uses a separate rhs vector.

This basic implementation results in a 10% reduction in solver time
and 30% reduction in linear solver memory usage.

Change-Id: I6830f32cae2febf082d2733262eb2c9f0482b0ea
2018-04-10 11:01:38 -07:00
Sameer Agarwal bdda32bb16 Add MixedSparseCholesky.
A simple class that composes SparseCholesky with IterativeRefiner.

Change-Id: I4a67b8ca33a604aaa7b6a4bf511dad9501815f5b
2018-04-09 17:40:34 -07:00
Sameer Agarwal 86814ab193 Add Iterative Refinement
Add a class IterativeRefiner which implements iterative refinement
for SPD linear systems.

Change-Id: I705d4e96cb7de9226ee35e2a9c11d98ffc0ee239
2018-04-06 16:51:14 -07:00