feat(nonlinear-static-newton-raphson): step 6 - backend-neutral-tangent-solver

This commit is contained in:
KOKO\Mimi
2026-08-24 14:25:05 +09:00
parent 162f84e71b
commit 6c995e0ec8
7 changed files with 500 additions and 0 deletions
@@ -0,0 +1,32 @@
#ifndef FESA_SOLVERS_LINEAR_MKL_PARDISO_TANGENT_SOLVER_H_
#define FESA_SOLVERS_LINEAR_MKL_PARDISO_TANGENT_SOLVER_H_
#include <memory>
#include "fesa/solvers/linear/tangent_solver.h"
namespace fesa {
/// @brief Adapts full-CSR unsymmetric oneMKL PARDISO tangent solves.
class MklPardisoTangentSolver final : public TangentSolver {
public:
/// @brief Constructs an empty, unfactorized PARDISO tangent adapter.
MklPardisoTangentSolver();
/// @brief Releases retained PARDISO tangent backend state.
~MklPardisoTangentSolver() override;
/// @brief Validates and factorizes one fresh nonlinear tangent matrix.
Status FactorizeFresh(const SparseMatrix& matrix) override;
/// @brief Solves one correction without refactorizing the tangent.
Status SolveCorrection(const Vector& rhs, Vector& correction) const override;
private:
class Impl;
std::unique_ptr<Impl> impl_;
};
} // namespace fesa
#endif // FESA_SOLVERS_LINEAR_MKL_PARDISO_TANGENT_SOLVER_H_
@@ -0,0 +1,31 @@
#ifndef FESA_SOLVERS_LINEAR_TANGENT_SOLVER_H_
#define FESA_SOLVERS_LINEAR_TANGENT_SOLVER_H_
#include "fesa/core/status.h"
namespace fesa {
class SparseMatrix;
class Vector;
/// @brief Factorizes one nonlinear tangent and solves its correction.
class TangentSolver {
public:
/// @brief Destroys a backend-neutral nonlinear tangent solver.
virtual ~TangentSolver() = default;
/// @brief Replaces any retained state with a fresh tangent factorization.
/// @return Success or a structured solver failure.
virtual Status FactorizeFresh(const SparseMatrix& matrix) = 0;
/// @brief Solves one correction using the current tangent factorization.
/// @param rhs Immutable free-DOF residual right-hand side.
/// @param correction Updated only after successful finite substitution.
/// @return Success or a structured solver failure.
virtual Status SolveCorrection(const Vector& rhs, Vector& correction) const =
0;
};
} // namespace fesa
#endif // FESA_SOLVERS_LINEAR_TANGENT_SOLVER_H_
+1
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@@ -53,6 +53,7 @@ add_library(
results/result_recovery.cpp
results/shell_result_recovery.cpp
solvers/linear/mkl_pardiso_solver.cpp
solvers/linear/mkl_pardiso_tangent_solver.cpp
)
target_include_directories(
@@ -0,0 +1,294 @@
#include "fesa/solvers/linear/mkl_pardiso_tangent_solver.h"
#include <mkl.h>
#include <array>
#include <cmath>
#include <cstddef>
#include <limits>
#include <memory>
#include <string>
#include <utility>
#include <vector>
#include "fesa/math/sparse_matrix.h"
#include "fesa/math/vector.h"
namespace fesa {
namespace {
/// @brief Builds a structured nonlinear tangent-solver failure.
Status SolverFailure(const std::string& code, const std::string& identity,
const std::string& message) {
return Status::Failure(
FailureCategory::kSolver,
{{Severity::kError, code, {{}, 0U}, "PARDISO", identity, message}});
}
/// @brief Translates a PARDISO phase error into the stable solver taxonomy.
Status PardisoFailure(const MKL_INT phase, const MKL_INT error) {
std::string code;
std::string reason;
switch (error) {
case -4:
code = "pardiso-zero-or-negative-pivot";
reason = "zero or negative pivot";
break;
case -7:
code = "pardiso-singular-diagonal";
reason = "singular diagonal";
break;
case -8:
code = "pardiso-integer-overflow";
reason = "32-bit backend integer overflow";
break;
case 21:
case 22:
case 23:
case 24:
code = "pardiso-invalid-csr";
reason = "matrix checker rejected the CSR indices";
break;
default:
code = phase == 11 ? "pardiso-analysis-failed"
: phase == 22 ? "pardiso-factorization-failed"
: phase == 33 ? "pardiso-solve-failed"
: "pardiso-release-failed";
reason = "backend error";
break;
}
const std::string phase_text = std::to_string(phase);
const std::string error_text = std::to_string(error);
return SolverFailure(code, "phase=" + phase_text + ",error=" + error_text,
"oneMKL PARDISO phase " + phase_text +
" failed with error " + error_text + " (" + reason +
").");
}
/// @brief Reports whether a public size fits the private MKL integer type.
bool ConvertsToMklInt(const std::size_t value) {
return value <=
static_cast<std::size_t>((std::numeric_limits<MKL_INT>::max)());
}
} // namespace
class MklPardisoTangentSolver::Impl {
public:
Impl() = default;
~Impl() { static_cast<void>(Release()); }
/// @brief Replaces any retained state with one validated full-CSR tangent.
Status FactorizeFresh(const SparseMatrix& matrix) {
const MKL_INT release_error = Release();
if (release_error != 0) {
return PardisoFailure(-1, release_error);
}
const Status csr_status = matrix.Validate();
if (!csr_status.IsOk()) {
return SolverFailure("solver-invalid-csr", "public-csr",
"The public sparse matrix failed CSR validation.");
}
if (matrix.Rows() != matrix.Columns()) {
return SolverFailure("solver-matrix-not-square", "matrix-shape",
"PARDISO factorization requires a square matrix.");
}
if (matrix.Rows() == 0U) {
// PARDISO does not accept n=0, but a fully constrained nonlinear
// correction remains a valid factorize/solve lifecycle.
factorized_ = true;
return Status::Ok();
}
if (!ConvertsToMklInt(matrix.Rows()) ||
!ConvertsToMklInt(matrix.Values().size())) {
return SolverFailure(
"solver-dimension-overflow", "matrix-shape",
"Sparse matrix dimensions exceed the oneMKL integer range.");
}
const Status copy_status = CopyValidatedFullCsr(matrix);
if (!copy_status.IsOk()) {
ClearOwnedArrays();
return copy_status;
}
// The nonlinear tangent is generally nonsymmetric, so PARDISO consumes
// the complete public CSR with mtype=11 instead of an SPD triangle.
pt_.fill(nullptr);
iparm_.fill(0);
pardisoinit(pt_.data(), &mtype_, iparm_.data());
iparm_[26] = 1; // Validate sorted CSR integer arrays.
iparm_[34] = 1; // Consume the project's native zero-based CSR.
permutation_.assign(static_cast<std::size_t>(equation_count_), 0);
owns_pardiso_state_ = true;
MKL_INT phase = 11;
MKL_INT error = 0;
CallPardiso(phase, nullptr, nullptr, error);
if (error != 0) {
const Status failure = PardisoFailure(phase, error);
static_cast<void>(Release());
return failure;
}
phase = 22;
error = 0;
CallPardiso(phase, nullptr, nullptr, error);
if (error != 0) {
const Status failure = PardisoFailure(phase, error);
static_cast<void>(Release());
return failure;
}
if (iparm_[13] != 0) {
const Status failure = SolverFailure(
"pardiso-perturbed-pivot", "phase=22",
"oneMKL PARDISO perturbed one or more tangent pivots.");
static_cast<void>(Release());
return failure;
}
factorized_ = true;
return Status::Ok();
}
/// @brief Solves one correction while preserving caller output on failure.
Status SolveCorrection(const Vector& rhs, Vector& correction) {
if (!factorized_) {
return SolverFailure(
"solver-not-factorized", "factorization-state",
"Substitution requires a successful retained factorization.");
}
const std::size_t size = static_cast<std::size_t>(equation_count_);
if (rhs.Size() != size || correction.Size() != size) {
return SolverFailure(
"solver-vector-dimension-mismatch", "rhs-or-correction",
"RHS and correction dimensions must match the factorized matrix.");
}
for (std::size_t index = 0U; index < rhs.Size(); ++index) {
if (!std::isfinite(rhs[index])) {
return SolverFailure("nonfinite-solver-rhs", std::to_string(index),
"PARDISO RHS values must be finite.");
}
}
if (size == 0U) {
return Status::Ok();
}
std::vector<double> rhs_copy(rhs.Data(), rhs.Data() + rhs.Size());
Vector candidate{size};
MKL_INT phase = 33;
MKL_INT error = 0;
CallPardiso(phase, rhs_copy.data(), candidate.Data(), error);
if (error != 0) {
return PardisoFailure(phase, error);
}
for (std::size_t index = 0U; index < candidate.Size(); ++index) {
if (!std::isfinite(candidate[index])) {
return SolverFailure(
"nonfinite-solver-solution", std::to_string(index),
"PARDISO substitution produced a nonfinite solution.");
}
}
correction = std::move(candidate);
return Status::Ok();
}
private:
/// @brief Copies validated public CSR without symmetry or diagonal filtering.
Status CopyValidatedFullCsr(const SparseMatrix& matrix) {
equation_count_ = static_cast<MKL_INT>(matrix.Rows());
row_offsets_.clear();
column_indices_.clear();
values_.clear();
row_offsets_.reserve(matrix.RowOffsets().size());
column_indices_.reserve(matrix.ColumnIndices().size());
values_.reserve(matrix.Values().size());
for (const std::size_t offset : matrix.RowOffsets()) {
if (!ConvertsToMklInt(offset)) {
return SolverFailure("solver-dimension-overflow", "row-offsets",
"CSR row offsets exceed the oneMKL integer "
"range.");
}
row_offsets_.push_back(static_cast<MKL_INT>(offset));
}
for (const std::size_t column : matrix.ColumnIndices()) {
if (!ConvertsToMklInt(column)) {
return SolverFailure("solver-dimension-overflow", "column-indices",
"CSR indices exceed the oneMKL integer range.");
}
column_indices_.push_back(static_cast<MKL_INT>(column));
}
values_ = matrix.Values();
return Status::Ok();
}
/// @brief Calls PARDISO with retained private arrays and phase state.
void CallPardiso(const MKL_INT phase, double* rhs, double* correction,
MKL_INT& error) {
pardiso(pt_.data(), &max_factorizations_, &matrix_number_, &mtype_, &phase,
&equation_count_, values_.data(), row_offsets_.data(),
column_indices_.data(), permutation_.data(), &rhs_count_,
iparm_.data(), &message_level_, rhs, correction, &error);
}
/// @brief Releases backend state and resets every retained array.
MKL_INT Release() noexcept {
MKL_INT error = 0;
if (owns_pardiso_state_) {
const MKL_INT phase = -1;
double placeholder = 0.0;
CallPardiso(phase, &placeholder, &placeholder, error);
}
owns_pardiso_state_ = false;
factorized_ = false;
pt_.fill(nullptr);
iparm_.fill(0);
permutation_.clear();
ClearOwnedArrays();
return error;
}
/// @brief Clears FESA-owned CSR arrays without touching backend state.
void ClearOwnedArrays() noexcept {
equation_count_ = 0;
row_offsets_.clear();
column_indices_.clear();
values_.clear();
}
std::array<void*, 64U> pt_{};
std::array<MKL_INT, 64U> iparm_{};
std::vector<MKL_INT> row_offsets_;
std::vector<MKL_INT> column_indices_;
std::vector<MKL_INT> permutation_;
std::vector<double> values_;
MKL_INT equation_count_{0};
MKL_INT max_factorizations_{1};
MKL_INT matrix_number_{1};
MKL_INT mtype_{11};
MKL_INT rhs_count_{1};
MKL_INT message_level_{0};
bool owns_pardiso_state_{false};
bool factorized_{false};
};
MklPardisoTangentSolver::MklPardisoTangentSolver()
: impl_{std::make_unique<Impl>()} {}
MklPardisoTangentSolver::~MklPardisoTangentSolver() = default;
Status MklPardisoTangentSolver::FactorizeFresh(const SparseMatrix& matrix) {
return impl_->FactorizeFresh(matrix);
}
Status MklPardisoTangentSolver::SolveCorrection(const Vector& rhs,
Vector& correction) const {
return impl_->SolveCorrection(rhs, correction);
}
} // namespace fesa
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@@ -48,6 +48,7 @@ add_executable(
unit/results/results_writer_test.cpp
unit/solvers/linear/linear_solver_test.cpp
unit/solvers/linear/mkl_pardiso_solver_test.cpp
unit/solvers/linear/tangent_solver_test.cpp
)
target_include_directories(
@@ -123,6 +123,15 @@ TEST(MklPardisoSolver, ReusesOneFactorizationForRepeatedRhs) {
EXPECT_LE(NormalizedResidual(matrix, second, rhs_second), 1.0e-10);
}
TEST(MklPardisoSolver, StillRejectsNonsymmetricPublicCsr) {
const auto nonsymmetric = MakeDenseCsr(2U, {2.0, 1.0, 0.0, 3.0});
fesa::MklPardisoSolver solver;
const auto status = solver.Factorize(nonsymmetric);
ExpectStructuredSolverFailure(status);
EXPECT_EQ(status.Diagnostics()[0U].code, "solver-matrix-not-symmetric");
}
TEST(MklPardisoSolver, RefactorizesWithoutLeakingState) {
const auto first_matrix = MakeDenseCsr(2U, {4.0, 1.0, 1.0, 3.0});
const auto second_matrix = MakeDenseCsr(2U, {2.0, 0.0, 0.0, 5.0});
@@ -0,0 +1,132 @@
#include "fesa/solvers/linear/mkl_pardiso_tangent_solver.h"
#include <gtest/gtest.h>
#include <cstddef>
#include <initializer_list>
#include <limits>
#include <type_traits>
#include <utility>
#include <vector>
#include "fesa/fem/dof_manager.h"
#include "fesa/math/sparse_matrix.h"
#include "fesa/math/vector.h"
#include "fesa/solvers/linear/tangent_solver.h"
namespace {
fesa::SparseMatrix MakeDenseCsr(const std::size_t size,
const std::vector<double>& values) {
EXPECT_EQ(values.size(), size * size);
fesa::SparsePattern pattern;
std::vector<fesa::CooContribution> contributions;
pattern.row_offsets.reserve(size + 1U);
pattern.row_offsets.push_back(0U);
for (std::size_t row = 0U; row < size; ++row) {
for (std::size_t column = 0U; column < size; ++column) {
pattern.column_indices.push_back(column);
contributions.push_back(
{row, column, values[row * size + column], row, column});
}
pattern.row_offsets.push_back(pattern.column_indices.size());
}
auto matrix = fesa::SparseMatrix::FromCoo(size, size,
std::move(contributions), pattern);
EXPECT_TRUE(matrix.HasValue());
return std::move(matrix.Value());
}
fesa::Vector MakeVector(const std::initializer_list<double> values) {
fesa::Vector result{values.size()};
std::size_t index = 0U;
for (const double value : values) {
result[index++] = value;
}
return result;
}
void ExpectSolverFailure(const fesa::Status& status) {
EXPECT_FALSE(status.IsOk());
EXPECT_EQ(status.Category(), fesa::FailureCategory::kSolver);
ASSERT_EQ(status.Diagnostics().size(), 1U);
EXPECT_EQ(status.Diagnostics().front().severity, fesa::Severity::kError);
}
TEST(TangentSolver, SolvesNonsymmetricKnownCorrection) {
static_assert(
std::is_base_of_v<fesa::TangentSolver, fesa::MklPardisoTangentSolver>);
static_assert(std::has_virtual_destructor_v<fesa::TangentSolver>);
const auto matrix = MakeDenseCsr(2U, {2.0, 1.0, 0.0, 3.0});
const auto rhs = MakeVector({4.0, 6.0});
fesa::MklPardisoTangentSolver concrete_solver;
fesa::TangentSolver& solver = concrete_solver;
ASSERT_TRUE(solver.FactorizeFresh(matrix).IsOk());
fesa::Vector correction{2U};
ASSERT_TRUE(solver.SolveCorrection(rhs, correction).IsOk());
EXPECT_NEAR(correction[0U], 1.0, 1.0e-14);
EXPECT_NEAR(correction[1U], 2.0, 1.0e-14);
}
TEST(TangentSolver, SolvesTrivialZeroEquationSystem) {
const auto matrix = MakeDenseCsr(0U, {});
fesa::MklPardisoTangentSolver solver;
ASSERT_TRUE(solver.FactorizeFresh(matrix).IsOk());
fesa::Vector correction{0U};
EXPECT_TRUE(solver.SolveCorrection(fesa::Vector{0U}, correction).IsOk());
EXPECT_EQ(correction.Size(), 0U);
}
TEST(TangentSolver, RejectsNonfiniteInputsWithoutModifyingCorrection) {
const fesa::SparsePattern pattern{{0U, 1U}, {0U}};
const auto nonfinite_matrix = fesa::SparseMatrix::FromCoo(
1U, 1U,
{{0U, 0U, (std::numeric_limits<double>::quiet_NaN)(), 0U, 0U}},
pattern);
EXPECT_FALSE(nonfinite_matrix.HasValue());
EXPECT_EQ(nonfinite_matrix.GetStatus().Diagnostics().front().code,
"nonfinite-sparse-value");
fesa::MklPardisoTangentSolver solver;
ASSERT_TRUE(solver.FactorizeFresh(MakeDenseCsr(2U, {2.0, 1.0, 0.0, 3.0}))
.IsOk());
auto rhs = MakeVector({4.0, 6.0});
rhs[1U] = (std::numeric_limits<double>::infinity)();
fesa::Vector correction = MakeVector({17.0, -4.0});
const auto status = solver.SolveCorrection(rhs, correction);
ExpectSolverFailure(status);
EXPECT_EQ(status.Diagnostics().front().code, "nonfinite-solver-rhs");
EXPECT_DOUBLE_EQ(correction[0U], 17.0);
EXPECT_DOUBLE_EQ(correction[1U], -4.0);
}
TEST(TangentSolver, ReportsSingularFactorizationDeterministically) {
fesa::MklPardisoTangentSolver solver;
const auto status =
solver.FactorizeFresh(MakeDenseCsr(2U, {0.0, 0.0, 0.0, 0.0}));
ASSERT_FALSE(status.IsOk());
ExpectSolverFailure(status);
EXPECT_EQ(status.Diagnostics().front().code, "pardiso-perturbed-pivot");
EXPECT_EQ(status.Diagnostics().front().entity_identity, "phase=22");
}
TEST(TangentSolver, RejectsSolveBeforeSuccessfulFactorization) {
fesa::MklPardisoTangentSolver solver;
fesa::Vector correction = MakeVector({23.0, -9.0});
const auto status =
solver.SolveCorrection(MakeVector({1.0, 2.0}), correction);
ExpectSolverFailure(status);
EXPECT_EQ(status.Diagnostics().front().code, "solver-not-factorized");
EXPECT_DOUBLE_EQ(correction[0U], 23.0);
EXPECT_DOUBLE_EQ(correction[1U], -9.0);
}
} // namespace