Actual source code: lsqr.c

petsc-3.11.4 2019-09-28
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  2: /* lourens.vanzanen@shell.com contributed the standard error estimates of the solution, Jul 25, 2006 */
  3: /* Bas van't Hof contributed the preconditioned aspects Feb 10, 2010 */

  5: #define SWAP(a,b,c) { c = a; a = b; b = c; }

  7:  #include <petsc/private/kspimpl.h>

  9: typedef struct {
 10:   PetscInt  nwork_n,nwork_m;
 11:   Vec       *vwork_m;   /* work vectors of length m, where the system is size m x n */
 12:   Vec       *vwork_n;   /* work vectors of length n */
 13:   Vec       se;         /* Optional standard error vector */
 14:   PetscBool se_flg;     /* flag for -ksp_lsqr_set_standard_error */
 15:   PetscBool exact_norm; /* flag for -ksp_lsqr_exact_mat_norm */
 16:   PetscReal arnorm;     /* Good estimate of norm((A*inv(Pmat))'*r), where r = A*x - b, used in specific stopping criterion */
 17:   PetscReal anorm;      /* Poor estimate of norm(A*inv(Pmat),'fro') used in specific stopping criterion */
 18: } KSP_LSQR;

 20: static PetscErrorCode  VecSquare(Vec v)
 21: {
 23:   PetscScalar    *x;
 24:   PetscInt       i, n;

 27:   VecGetLocalSize(v, &n);
 28:   VecGetArray(v, &x);
 29:   for (i = 0; i < n; i++) x[i] *= PetscConj(x[i]);
 30:   VecRestoreArray(v, &x);
 31:   return(0);
 32: }

 34: static PetscErrorCode KSPSetUp_LSQR(KSP ksp)
 35: {
 37:   KSP_LSQR       *lsqr = (KSP_LSQR*)ksp->data;
 38:   PetscBool      nopreconditioner;

 41:   PetscObjectTypeCompare((PetscObject)ksp->pc,PCNONE,&nopreconditioner);

 43:   if (lsqr->vwork_m) {
 44:     VecDestroyVecs(lsqr->nwork_m,&lsqr->vwork_m);
 45:   }

 47:   if (lsqr->vwork_n) {
 48:     VecDestroyVecs(lsqr->nwork_n,&lsqr->vwork_n);
 49:   }

 51:   lsqr->nwork_m = 2;
 52:   if (nopreconditioner) lsqr->nwork_n = 4;
 53:   else lsqr->nwork_n = 5;
 54:   KSPCreateVecs(ksp,lsqr->nwork_n,&lsqr->vwork_n,lsqr->nwork_m,&lsqr->vwork_m);

 56:   if (lsqr->se_flg && !lsqr->se) {
 57:     VecDuplicate(lsqr->vwork_n[0],&lsqr->se);
 58:     VecSet(lsqr->se,PETSC_INFINITY);
 59:   } else if (!lsqr->se_flg) {
 60:     VecDestroy(&lsqr->se);
 61:   }
 62:   return(0);
 63: }

 65: static PetscErrorCode KSPSolve_LSQR(KSP ksp)
 66: {
 68:   PetscInt       i,size1,size2;
 69:   PetscScalar    rho,rhobar,phi,phibar,theta,c,s,tmp,tau;
 70:   PetscReal      beta,alpha,rnorm;
 71:   Vec            X,B,V,V1,U,U1,TMP,W,W2,Z = NULL;
 72:   Mat            Amat,Pmat;
 73:   KSP_LSQR       *lsqr = (KSP_LSQR*)ksp->data;
 74:   PetscBool      diagonalscale,nopreconditioner;

 77:   PCGetDiagonalScale(ksp->pc,&diagonalscale);
 78:   if (diagonalscale) SETERRQ1(PetscObjectComm((PetscObject)ksp),PETSC_ERR_SUP,"Krylov method %s does not support diagonal scaling",((PetscObject)ksp)->type_name);

 80:   PCGetOperators(ksp->pc,&Amat,&Pmat);
 81:   PetscObjectTypeCompare((PetscObject)ksp->pc,PCNONE,&nopreconditioner);

 83:   /* vectors of length m, where system size is mxn */
 84:   B  = ksp->vec_rhs;
 85:   U  = lsqr->vwork_m[0];
 86:   U1 = lsqr->vwork_m[1];

 88:   /* vectors of length n */
 89:   X  = ksp->vec_sol;
 90:   W  = lsqr->vwork_n[0];
 91:   V  = lsqr->vwork_n[1];
 92:   V1 = lsqr->vwork_n[2];
 93:   W2 = lsqr->vwork_n[3];
 94:   if (!nopreconditioner) Z = lsqr->vwork_n[4];

 96:   /* standard error vector */
 97:   if (lsqr->se) {
 98:     VecSet(lsqr->se,0.0);
 99:   }

101:   /* Compute initial residual, temporarily use work vector u */
102:   if (!ksp->guess_zero) {
103:     KSP_MatMult(ksp,Amat,X,U);       /*   u <- b - Ax     */
104:     VecAYPX(U,-1.0,B);
105:   } else {
106:     VecCopy(B,U);            /*   u <- b (x is 0) */
107:   }

109:   /* Test for nothing to do */
110:   VecNorm(U,NORM_2,&rnorm);
111:   KSPCheckNorm(ksp,rnorm);
112:   PetscObjectSAWsTakeAccess((PetscObject)ksp);
113:   ksp->its   = 0;
114:   ksp->rnorm = rnorm;
115:   PetscObjectSAWsGrantAccess((PetscObject)ksp);
116:   KSPLogResidualHistory(ksp,rnorm);
117:   KSPMonitor(ksp,0,rnorm);
118:   (*ksp->converged)(ksp,0,rnorm,&ksp->reason,ksp->cnvP);
119:   if (ksp->reason) return(0);

121:   beta = rnorm;
122:   VecScale(U,1.0/beta);
123:   KSP_MatMultTranspose(ksp,Amat,U,V);
124:   if (nopreconditioner) {
125:     VecNorm(V,NORM_2,&alpha);
126:     KSPCheckNorm(ksp,rnorm);
127:   } else {
128:     /* this is an application of the preconditioner for the normal equations; not the operator, see the manual page */
129:     PCApply(ksp->pc,V,Z);
130:     VecDotRealPart(V,Z,&alpha);
131:     if (alpha <= 0.0) {
132:       ksp->reason = KSP_DIVERGED_BREAKDOWN;
133:       return(0);
134:     }
135:     alpha = PetscSqrtReal(alpha);
136:     VecScale(Z,1.0/alpha);
137:   }
138:   VecScale(V,1.0/alpha);

140:   if (nopreconditioner) {
141:     VecCopy(V,W);
142:   } else {
143:     VecCopy(Z,W);
144:   }

146:   if (lsqr->exact_norm) {
147:     MatNorm(Amat,NORM_FROBENIUS,&lsqr->anorm);
148:   } else lsqr->anorm = 0.0;

150:   lsqr->arnorm = alpha * beta;
151:   phibar       = beta;
152:   rhobar       = alpha;
153:   i            = 0;
154:   do {
155:     if (nopreconditioner) {
156:       KSP_MatMult(ksp,Amat,V,U1);
157:     } else {
158:       KSP_MatMult(ksp,Amat,Z,U1);
159:     }
160:     VecAXPY(U1,-alpha,U);
161:     VecNorm(U1,NORM_2,&beta);
162:     KSPCheckNorm(ksp,beta);
163:     if (beta > 0.0) {
164:       VecScale(U1,1.0/beta); /* beta*U1 = Amat*V - alpha*U */
165:       if (!lsqr->exact_norm) {
166:         lsqr->anorm = PetscSqrtScalar(PetscSqr(lsqr->anorm) + PetscSqr(alpha) + PetscSqr(beta));
167:       }
168:     }

170:     KSP_MatMultTranspose(ksp,Amat,U1,V1);
171:     VecAXPY(V1,-beta,V);
172:     if (nopreconditioner) {
173:       VecNorm(V1,NORM_2,&alpha);
174:       KSPCheckNorm(ksp,alpha);
175:     } else {
176:       PCApply(ksp->pc,V1,Z);
177:       VecDotRealPart(V1,Z,&alpha);
178:       if (alpha <= 0.0) {
179:         ksp->reason = KSP_DIVERGED_BREAKDOWN;
180:         break;
181:       }
182:       alpha = PetscSqrtReal(alpha);
183:       VecScale(Z,1.0/alpha);
184:     }
185:     VecScale(V1,1.0/alpha); /* alpha*V1 = Amat^T*U1 - beta*V */
186:     rho    = PetscSqrtScalar(rhobar*rhobar + beta*beta);
187:     c      = rhobar / rho;
188:     s      = beta / rho;
189:     theta  = s * alpha;
190:     rhobar = -c * alpha;
191:     phi    = c * phibar;
192:     phibar = s * phibar;
193:     tau    = s * phi;

195:     VecAXPY(X,phi/rho,W);  /*    x <- x + (phi/rho) w   */

197:     if (lsqr->se) {
198:       VecCopy(W,W2);
199:       VecSquare(W2);
200:       VecScale(W2,1.0/(rho*rho));
201:       VecAXPY(lsqr->se, 1.0, W2); /* lsqr->se <- lsqr->se + (w^2/rho^2) */
202:     }
203:     if (nopreconditioner) {
204:       VecAYPX(W,-theta/rho,V1);  /* w <- v - (theta/rho) w */
205:     } else {
206:       VecAYPX(W,-theta/rho,Z);   /* w <- z - (theta/rho) w */
207:     }

209:     lsqr->arnorm = alpha*PetscAbsScalar(tau);
210:     rnorm        = PetscRealPart(phibar);

212:     PetscObjectSAWsTakeAccess((PetscObject)ksp);
213:     ksp->its++;
214:     ksp->rnorm = rnorm;
215:     PetscObjectSAWsGrantAccess((PetscObject)ksp);
216:     KSPLogResidualHistory(ksp,rnorm);
217:     KSPMonitor(ksp,i+1,rnorm);
218:     (*ksp->converged)(ksp,i+1,rnorm,&ksp->reason,ksp->cnvP);
219:     if (ksp->reason) break;
220:     SWAP(U1,U,TMP);
221:     SWAP(V1,V,TMP);

223:     i++;
224:   } while (i<ksp->max_it);
225:   if (i >= ksp->max_it && !ksp->reason) ksp->reason = KSP_DIVERGED_ITS;

227:   /* Finish off the standard error estimates */
228:   if (lsqr->se) {
229:     tmp  = 1.0;
230:     MatGetSize(Amat,&size1,&size2);
231:     if (size1 > size2) tmp = size1 - size2;
232:     tmp  = rnorm / PetscSqrtScalar(tmp);
233:     VecSqrtAbs(lsqr->se);
234:     VecScale(lsqr->se,tmp);
235:   }
236:   return(0);
237: }


240: PetscErrorCode KSPDestroy_LSQR(KSP ksp)
241: {
242:   KSP_LSQR       *lsqr = (KSP_LSQR*)ksp->data;

246:   /* Free work vectors */
247:   if (lsqr->vwork_n) {
248:     VecDestroyVecs(lsqr->nwork_n,&lsqr->vwork_n);
249:   }
250:   if (lsqr->vwork_m) {
251:     VecDestroyVecs(lsqr->nwork_m,&lsqr->vwork_m);
252:   }
253:   VecDestroy(&lsqr->se);
254:   PetscFree(ksp->data);
255:   return(0);
256: }

258: /*@
259:    KSPLSQRSetComputeStandardErrorVec - Compute vector of standard error estimates during KSPSolve_LSQR().

261:    Not Collective

263:    Input Parameters:
264: +  ksp   - iterative context
265: -  flg   - compute the vector of standard estimates or not

267:    Developer notes:
268:    Vaclav: I'm not sure whether this vector is useful for anything.

270:    Level: intermediate

272: .keywords: KSP, KSPLSQR

274: .seealso: KSPSolve(), KSPLSQR, KSPLSQRGetStandardErrorVec()
275: @*/
276: PetscErrorCode  KSPLSQRSetComputeStandardErrorVec(KSP ksp, PetscBool flg)
277: {
278:   KSP_LSQR       *lsqr = (KSP_LSQR*)ksp->data;

281:   lsqr->se_flg = flg;
282:   return(0);
283: }

285: /*@
286:    KSPLSQRSetExactMatNorm - Compute exact matrix norm instead of iteratively refined estimate.

288:    Not Collective

290:    Input Parameters:
291: +  ksp   - iterative context
292: -  flg   - compute exact matrix norm or not

294:    Notes:
295:    By default, flg=PETSC_FALSE. This is usually preferred to avoid possibly expensive computation of the norm.
296:    For flg=PETSC_TRUE, we call MatNorm(Amat,NORM_FROBENIUS,&lsqr->anorm) which will work only for some types of explicitly assembled matrices.
297:    This can affect convergence rate as KSPLSQRConvergedDefault() assumes different value of ||A|| used in normal equation stopping criterion.

299:    Level: intermediate

301: .keywords: KSP, KSPLSQR

303: .seealso: KSPSolve(), KSPLSQR, KSPLSQRGetNorms(), KSPLSQRConvergedDefault()
304: @*/
305: PetscErrorCode  KSPLSQRSetExactMatNorm(KSP ksp, PetscBool flg)
306: {
307:   KSP_LSQR       *lsqr = (KSP_LSQR*)ksp->data;

310:   lsqr->exact_norm = flg;
311:   return(0);
312: }

314: /*@
315:    KSPLSQRGetStandardErrorVec - Get vector of standard error estimates.
316:    Only available if -ksp_lsqr_set_standard_error was set to true
317:    or KSPLSQRSetComputeStandardErrorVec(ksp, PETSC_TRUE) was called.
318:    Otherwise returns NULL.

320:    Not Collective

322:    Input Parameters:
323: .  ksp   - iterative context

325:    Output Parameters:
326: .  se - vector of standard estimates

328:    Options Database Keys:
329: .   -ksp_lsqr_set_standard_error  - set standard error estimates of solution

331:    Developer notes:
332:    Vaclav: I'm not sure whether this vector is useful for anything.

334:    Level: intermediate

336: .keywords: KSP, KSPLSQR

338: .seealso: KSPSolve(), KSPLSQR, KSPLSQRSetComputeStandardErrorVec()
339: @*/
340: PetscErrorCode  KSPLSQRGetStandardErrorVec(KSP ksp,Vec *se)
341: {
342:   KSP_LSQR *lsqr = (KSP_LSQR*)ksp->data;

345:   *se = lsqr->se;
346:   return(0);
347: }

349: /*@
350:    KSPLSQRGetNorms - Get norm estimates that LSQR computes internally during KSPSolve().

352:    Not Collective

354:    Input Parameters:
355: .  ksp   - iterative context

357:    Output Parameters:
358: +  arnorm - good estimate of norm((A*inv(Pmat))'*r), where r = A*x - b, used in specific stopping criterion
359: -  anorm - poor estimate of norm(A*inv(Pmat),'fro') used in specific stopping criterion

361:    Notes:
362:    Output parameters are meaningful only after KSPSolve().
363:    These are the same quantities as normar and norma in MATLAB's lsqr(), whose output lsvec is a vector of normar / norma for all iterations.
364:    If -ksp_lsqr_exact_mat_norm is set or KSPLSQRSetExactMatNorm(ksp, PETSC_TRUE) called, then anorm is exact Frobenius norm.

366:    Level: intermediate

368: .keywords: KSP, KSPLSQR

370: .seealso: KSPSolve(), KSPLSQR, KSPLSQRSetExactMatNorm()
371: @*/
372: PetscErrorCode  KSPLSQRGetNorms(KSP ksp,PetscReal *arnorm, PetscReal *anorm)
373: {
374:   KSP_LSQR       *lsqr = (KSP_LSQR*)ksp->data;

377:   if (arnorm)   *arnorm = lsqr->arnorm;
378:   if (anorm)    *anorm = lsqr->anorm;
379:   return(0);
380: }

382: /*@C
383:    KSPLSQRMonitorDefault - Print the residual norm at each iteration of the LSQR method,
384:    norm of the residual of the normal equations A'*A x = A' b, and estimate of matrix norm ||A||.

386:    Collective on KSP

388:    Input Parameters:
389: +  ksp   - iterative context
390: .  n     - iteration number
391: .  rnorm - 2-norm (preconditioned) residual value (may be estimated).
392: -  dummy - viewer and format context

394:    Level: intermediate

396: .keywords: KSP, KSPLSQR, default, monitor, residual

398: .seealso: KSPLSQR, KSPMonitorSet(), KSPMonitorTrueResidualNorm(), KSPMonitorLGResidualNormCreate(), KSPMonitorDefault()
399: @*/
400: PetscErrorCode  KSPLSQRMonitorDefault(KSP ksp,PetscInt n,PetscReal rnorm,PetscViewerAndFormat *dummy)
401: {
403:   PetscViewer    viewer = dummy->viewer;
404:   KSP_LSQR       *lsqr  = (KSP_LSQR*)ksp->data;

407:   PetscViewerPushFormat(viewer,dummy->format);
408:   PetscViewerASCIIAddTab(viewer,((PetscObject)ksp)->tablevel);
409:   if (!n && ((PetscObject)ksp)->prefix) {
410:     PetscViewerASCIIPrintf(viewer,"  Residual norm, norm of normal equations, and matrix norm for %s solve.\n",((PetscObject)ksp)->prefix);
411:   }

413:   if (!n) {
414:     PetscViewerASCIIPrintf(viewer,"%3D KSP resid norm %14.12e\n",n,(double)rnorm);
415:   } else {
416:     PetscViewerASCIIPrintf(viewer,"%3D KSP resid norm %14.12e normal eq resid norm %14.12e matrix norm %14.12e\n",n,(double)rnorm,(double)lsqr->arnorm,(double)lsqr->anorm);
417:   }

419:   PetscViewerASCIISubtractTab(viewer,((PetscObject)ksp)->tablevel);
420:   PetscViewerPopFormat(viewer);
421:   return(0);
422: }

424: PetscErrorCode KSPSetFromOptions_LSQR(PetscOptionItems *PetscOptionsObject,KSP ksp)
425: {
427:   KSP_LSQR       *lsqr = (KSP_LSQR*)ksp->data;

430:   PetscOptionsHead(PetscOptionsObject,"KSP LSQR Options");
431:   PetscOptionsBool("-ksp_lsqr_compute_standard_error","Set Standard Error Estimates of Solution","KSPLSQRSetComputeStandardErrorVec",lsqr->se_flg,&lsqr->se_flg,NULL);
432:   PetscOptionsBool("-ksp_lsqr_exact_mat_norm","Compute exact matrix norm instead of iteratively refined estimate","KSPLSQRSetExactMatNorm",lsqr->exact_norm,&lsqr->exact_norm,NULL);
433:   KSPMonitorSetFromOptions(ksp,"-ksp_lsqr_monitor","Monitor residual norm and norm of residual of normal equations","KSPMonitorSet",KSPLSQRMonitorDefault);
434:   PetscOptionsTail();
435:   return(0);
436: }

438: PetscErrorCode KSPView_LSQR(KSP ksp,PetscViewer viewer)
439: {
440:   KSP_LSQR       *lsqr = (KSP_LSQR*)ksp->data;
442:   PetscBool      iascii;

445:   PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);
446:   if (iascii) {
447:     if (lsqr->se) {
448:       PetscReal rnorm;
449:       VecNorm(lsqr->se,NORM_2,&rnorm);
450:       PetscViewerASCIIPrintf(viewer,"  norm of standard error %g, iterations %d\n",(double)rnorm,ksp->its);
451:     } else {
452:       PetscViewerASCIIPrintf(viewer,"  standard error not computed\n");
453:     }
454:     if (lsqr->exact_norm) {
455:       PetscViewerASCIIPrintf(viewer,"  using exact matrix norm\n");
456:     } else {
457:       PetscViewerASCIIPrintf(viewer,"  using inexact matrix norm\n");
458:     }
459:   }
460:   return(0);
461: }

463: /*@C
464:    KSPLSQRConvergedDefault - Determines convergence of the LSQR Krylov method.

466:    Collective on KSP

468:    Input Parameters:
469: +  ksp   - iterative context
470: .  n     - iteration number
471: .  rnorm - 2-norm residual value (may be estimated)
472: -  ctx - convergence context which must be created by KSPConvergedDefaultCreate()

474:    reason is set to:
475: +   positive - if the iteration has converged;
476: .   negative - if residual norm exceeds divergence threshold;
477: -   0 - otherwise.

479:    Notes:
480:    KSPConvergedDefault() is called first to check for convergence in A*x=b.
481:    If that does not determine convergence then checks convergence for the least squares problem, i.e. in min{|b-A*x|}.
482:    Possible convergence for the least squares problem (which is based on the residual of the normal equations) are KSP_CONVERGED_RTOL_NORMAL norm and KSP_CONVERGED_ATOL_NORMAL.
483:    KSP_CONVERGED_RTOL_NORMAL is returned if ||A'*r|| < rtol * ||A|| * ||r||.
484:    Matrix norm ||A|| is iteratively refined estimate, see KSPLSQRGetNorms().
485:    This criterion is now largely compatible with that in MATLAB lsqr().

487:    Level: intermediate

489: .keywords: KSP, KSPLSQR, default, convergence, residual

491: .seealso: KSPLSQR, KSPSetConvergenceTest(), KSPSetTolerances(), KSPConvergedSkip(), KSPConvergedReason, KSPGetConvergedReason(),
492:           KSPConvergedDefaultSetUIRNorm(), KSPConvergedDefaultSetUMIRNorm(), KSPConvergedDefaultCreate(), KSPConvergedDefaultDestroy(), KSPConvergedDefault(), KSPLSQRGetNorms(), KSPLSQRSetExactMatNorm()
493: @*/
494: PetscErrorCode  KSPLSQRConvergedDefault(KSP ksp,PetscInt n,PetscReal rnorm,KSPConvergedReason *reason,void *ctx)
495: {
497:   KSP_LSQR       *lsqr = (KSP_LSQR*)ksp->data;

500:   /* check for convergence in A*x=b */
501:   KSPConvergedDefault(ksp,n,rnorm,reason,ctx);
502:   if (!n || *reason) return(0);

504:   /* check for convergence in min{|b-A*x|} */
505:   if (lsqr->arnorm < ksp->abstol) {
506:     PetscInfo3(ksp,"LSQR solver has converged. Normal equation residual %14.12e is less than absolute tolerance %14.12e at iteration %D\n",(double)lsqr->arnorm,(double)ksp->abstol,n);
507:     *reason = KSP_CONVERGED_ATOL_NORMAL;
508:   } else if (lsqr->arnorm < ksp->rtol * lsqr->anorm * rnorm) {
509:     PetscInfo6(ksp,"LSQR solver has converged. Normal equation residual %14.12e is less than rel. tol. %14.12e times %s Frobenius norm of matrix %14.12e times residual %14.12e at iteration %D\n",(double)lsqr->arnorm,(double)ksp->rtol,lsqr->exact_norm?"exact":"approx.",(double)lsqr->anorm,(double)rnorm,n);
510:     *reason = KSP_CONVERGED_RTOL_NORMAL;
511:   }
512:   return(0);
513: }

515: /*MC
516:      KSPLSQR - This implements LSQR

518:    Options Database Keys:
519: +   -ksp_lsqr_set_standard_error  - set standard error estimates of solution, see KSPLSQRSetComputeStandardErrorVec() and KSPLSQRGetStandardErrorVec()
520: .   -ksp_lsqr_exact_mat_norm - compute exact matrix norm instead of iteratively refined estimate, see KSPLSQRSetExactMatNorm()
521: -   -ksp_lsqr_monitor - monitor residual norm, norm of residual of normal equations A'*A x = A' b, and estimate of matrix norm ||A||

523:    Level: beginner

525:    Notes:
526:      Supports non-square (rectangular) matrices.

528:      This varient, when applied with no preconditioning is identical to the original algorithm in exact arithematic; however, in practice, with no preconditioning
529:      due to inexact arithematic, it can converge differently. Hence when no preconditioner is used (PCType PCNONE) it automatically reverts to the original algorithm.

531:      With the PETSc built-in preconditioners, such as ICC, one should call KSPSetOperators(ksp,A,A'*A)) since the preconditioner needs to work
532:      for the normal equations A'*A.

534:      Supports only left preconditioning.

536:      For least squares problems wit nonzero residual A*x - b, there are additional convergence tests for the residual of the normal equations, A'*(b - Ax), see KSPLSQRConvergedDefault().

538:    References:
539: .  1. - The original unpreconditioned algorithm can be found in Paige and Saunders, ACM Transactions on Mathematical Software, Vol 8, 1982.

541:      In exact arithmetic the LSQR method (with no preconditioning) is identical to the KSPCG algorithm applied to the normal equations.
542:      The preconditioned variant was implemented by Bas van't Hof and is essentially a left preconditioning for the Normal Equations. It appears the implementation with preconditioner
543:      track the true norm of the residual and uses that in the convergence test.

545:    Developer Notes:
546:     How is this related to the KSPCGNE implementation? One difference is that KSPCGNE applies
547:             the preconditioner transpose times the preconditioner,  so one does not need to pass A'*A as the third argument to KSPSetOperators().



551: .seealso:  KSPCreate(), KSPSetType(), KSPType (for list of available types), KSP, KSPSolve(), KSPLSQRConvergedDefault(), KSPLSQRSetComputeStandardErrorVec(), KSPLSQRGetStandardErrorVec(), KSPLSQRSetExactMatNorm()

553: M*/
554: PETSC_EXTERN PetscErrorCode KSPCreate_LSQR(KSP ksp)
555: {
556:   KSP_LSQR       *lsqr;
557:   void           *ctx;

561:   PetscNewLog(ksp,&lsqr);
562:   lsqr->se     = NULL;
563:   lsqr->se_flg = PETSC_FALSE;
564:   lsqr->exact_norm = PETSC_FALSE;
565:   lsqr->anorm  = -1.0;
566:   lsqr->arnorm = -1.0;
567:   ksp->data    = (void*)lsqr;
568:   KSPSetSupportedNorm(ksp,KSP_NORM_UNPRECONDITIONED,PC_LEFT,3);

570:   ksp->ops->setup          = KSPSetUp_LSQR;
571:   ksp->ops->solve          = KSPSolve_LSQR;
572:   ksp->ops->destroy        = KSPDestroy_LSQR;
573:   ksp->ops->setfromoptions = KSPSetFromOptions_LSQR;
574:   ksp->ops->view           = KSPView_LSQR;

576:   KSPConvergedDefaultCreate(&ctx);
577:   KSPSetConvergenceTest(ksp,KSPLSQRConvergedDefault,ctx,KSPConvergedDefaultDestroy);
578:   return(0);
579: }