问deepseek: 如何用CUDA实现PBiCGSTAB稀疏矩阵迭代算法,写段示例代码
要在CUDA中实现PBiCGSTAB(预处理双共轭梯度稳定法)稀疏矩阵迭代算法,首先需要理解PBiCGSTAB算法的基本步骤,并将其与CUDA的并行计算能力结合。以下是一个简单的示例代码,展示了如何在CUDA中实现PBiCGSTAB算法。
1. PBiCGSTAB算法概述
PBiCGSTAB是一种用于求解大型稀疏线性方程组的迭代算法。其主要步骤包括:
- 初始化
- 预处理
- 迭代求解
- 收敛判断
2. CUDA实现
在CUDA中,稀疏矩阵通常使用CSR(Compressed Sparse Row)格式存储。我们需要在CUDA中实现矩阵向量乘法、向量加减法等基本操作。
3. 示例代码
#include <iostream>
#include <cuda_runtime.h>
#include <cusparse.h>
// 定义矩阵大小
const int N = 1000;
// CUDA核函数:矩阵向量乘法 (CSR格式)
__global__ void csrMatVecMult(int n, const double *values, const int *rowPtr, const int *colInd, const double *x, double *y) {
int row = blockIdx.x * blockDim.x + threadIdx.x;
if (row < n) {
double sum = 0.0;
int row_start = rowPtr[row];
int row_end = rowPtr[row + 1];
for (int j = row_start; j < row_end; j++) {
sum += values[j] * x[colInd[j]];
}
y[row] = sum;
}
}
// CUDA核函数:向量加法
__global__ void vectorAdd(int n, const double *a, const double *b, double *c) {
int idx = blockIdx.x * blockDim.x + threadIdx.x;
if (idx < n) {
c[idx] = a[idx] + b[idx];
}
}
// CUDA核函数:向量减法
__global__ void vectorSub(int n, const double *a, const double *b, double *c) {
int idx = blockIdx.x * blockDim.x + threadIdx.x;
if (idx < n) {
c[idx] = a[idx] - b[idx];
}
}
// CUDA核函数:向量点积
__global__ void dotProduct(int n, const double *a, const double *b, double *result) {
__shared__ double cache[256];
int tid = threadIdx.x + blockIdx.x * blockDim.x;
int cacheIndex = threadIdx.x;
double temp = 0.0;
while (tid < n) {
temp += a[tid] * b[tid];
tid += blockDim.x * gridDim.x;
}
cache[cacheIndex] = temp;
__syncthreads();
// 归约
int i = blockDim.x / 2;
while (i != 0) {
if (cacheIndex < i) {
cache[cacheIndex] += cache[cacheIndex + i];
}
__syncthreads();
i /= 2;
}
if (cacheIndex == 0) {
result[blockIdx.x] = cache[0];
}
}
// PBiCGSTAB算法
void PBiCGSTAB(int n, const double *values, const int *rowPtr, const int *colInd, const double *b, double *x, double tol, int max_iter) {
double *r, *r0, *p, *v, *s, *t;
double *d_r, *d_r0, *d_p, *d_v, *d_s, *d_t, *d_x, *d_b, *d_values;
int *d_rowPtr, *d_colInd;
// 分配主机内存
r = (double *)malloc(n * sizeof(double));
r0 = (double *)malloc(n * sizeof(double));
p = (double *)malloc(n * sizeof(double));
v = (double *)malloc(n * sizeof(double));
s = (double *)malloc(n * sizeof(double));
t = (double *)malloc(n * sizeof(double));
// 分配设备内存
cudaMalloc((void **)&d_r, n * sizeof(double));
cudaMalloc((void **)&d_r0, n * sizeof(double));
cudaMalloc((void **)&d_p, n * sizeof(double));
cudaMalloc((void **)&d_v, n * sizeof(double));
cudaMalloc((void **)&d_s, n * sizeof(double));
cudaMalloc((void **)&d_t, n * sizeof(double));
cudaMalloc((void **)&d_x, n * sizeof(double));
cudaMalloc((void **)&d_b, n * sizeof(double));
cudaMalloc((void **)&d_values, (rowPtr[n]) * sizeof(double));
cudaMalloc((void **)&d_rowPtr, (n + 1) * sizeof(int));
cudaMalloc((void **)&d_colInd, (rowPtr[n]) * sizeof(int));
// 拷贝数据到设备
cudaMemcpy(d_x, x, n * sizeof(double), cudaMemcpyHostToDevice);
cudaMemcpy(d_b, b, n * sizeof(double), cudaMemcpyHostToDevice);
cudaMemcpy(d_values, values, (rowPtr[n]) * sizeof(double), cudaMemcpyHostToDevice);
cudaMemcpy(d_rowPtr, rowPtr, (n + 1) * sizeof(int), cudaMemcpyHostToDevice);
cudaMemcpy(d_colInd, colInd, (rowPtr[n]) * sizeof(int), cudaMemcpyHostToDevice);
// 初始化残差 r = b - A*x
csrMatVecMult<<<(n + 255) / 256, 256>>>(n, d_values, d_rowPtr, d_colInd, d_x, d_r);
vectorSub<<<(n + 255) / 256, 256>>>(n, d_b, d_r, d_r);
cudaMemcpy(r, d_r, n * sizeof(double), cudaMemcpyDeviceToHost);
// 初始化 r0 = r
cudaMemcpy(d_r0, d_r, n * sizeof(double), cudaMemcpyDeviceToDevice);
double rho = 1.0, alpha = 1.0, omega = 1.0;
double *dot_result;
cudaMalloc((void **)&dot_result, sizeof(double));
for (int iter = 0; iter < max_iter; iter++) {
double rho_old = rho;
// rho = dot(r0, r)
dotProduct<<<1, 256>>>(n, d_r0, d_r, dot_result);
cudaMemcpy(&rho, dot_result, sizeof(double), cudaMemcpyDeviceToHost);
if (rho == 0.0) break;
if (iter > 0) {
double beta = (rho / rho_old) * (alpha / omega);
// p = r + beta * (p - omega * v)
vectorSub<<<(n + 255) / 256, 256>>>(n, d_p, d_v, d_p);
vectorAdd<<<(n + 255) / 256, 256>>>(n, d_r, d_p, d_p);
} else {
// p = r
cudaMemcpy(d_p, d_r, n * sizeof(double), cudaMemcpyDeviceToDevice);
}
// v = A * p
csrMatVecMult<<<(n + 255) / 256, 256>>>(n, d_values, d_rowPtr, d_colInd, d_p, d_v);
// alpha = rho / dot(r0, v)
dotProduct<<<1, 256>>>(n, d_r0, d_v, dot_result);
cudaMemcpy(&alpha, dot_result, sizeof(double), cudaMemcpyDeviceToHost);
alpha = rho / alpha;
// s = r - alpha * v
vectorSub<<<(n + 255) / 256, 256>>>(n, d_r, d_v, d_s);
// t = A * s
csrMatVecMult<<<(n + 255) / 256, 256>>>(n, d_values, d_rowPtr, d_colInd, d_s, d_t);
// omega = dot(t, s) / dot(t, t)
dotProduct<<<1, 256>>>(n, d_t, d_s, dot_result);
double numerator, denominator;
cudaMemcpy(&numerator, dot_result, sizeof(double), cudaMemcpyDeviceToHost);
dotProduct<<<1, 256>>>(n, d_t, d_t, dot_result);
cudaMemcpy(&denominator, dot_result, sizeof(double), cudaMemcpyDeviceToHost);
omega = numerator / denominator;
// x = x + alpha * p + omega * s
vectorAdd<<<(n + 255) / 256, 256>>>(n, d_x, d_p, d_x);
vectorAdd<<<(n + 255) / 256, 256>>>(n, d_x, d_s, d_x);
// r = s - omega * t
vectorSub<<<(n + 255) / 256, 256>>>(n, d_s, d_t, d_r);
// 检查收敛
double norm_r;
dotProduct<<<1, 256>>>(n, d_r, d_r, dot_result);
cudaMemcpy(&norm_r, dot_result, sizeof(double), cudaMemcpyDeviceToHost);
norm_r = sqrt(norm_r);
if (norm_r < tol) break;
}
// 拷贝结果回主机
cudaMemcpy(x, d_x, n * sizeof(double), cudaMemcpyDeviceToHost);
// 释放设备内存
cudaFree(d_r);
cudaFree(d_r0);
cudaFree(d_p);
cudaFree(d_v);
cudaFree(d_s);
cudaFree(d_t);
cudaFree(d_x);
cudaFree(d_b);
cudaFree(d_values);
cudaFree(d_rowPtr);
cudaFree(d_colInd);
cudaFree(dot_result);
// 释放主机内存
free(r);
free(r0);
free(p);
free(v);
free(s);
free(t);
}
int main() {
// 示例矩阵和向量
int n = 1000;
double *values = (double *)malloc(3 * n * sizeof(double));
int *rowPtr = (int *)malloc((n + 1) * sizeof(int));
int *colInd = (int *)malloc(3 * n * sizeof(int));
double *b = (double *)malloc(n * sizeof(double));
double *x = (double *)malloc(n * sizeof(double));
// 初始化矩阵和向量
for (int i = 0; i < n; i++) {
rowPtr[i] = 3 * i;
colInd[3 * i] = i;
colInd[3 * i + 1] = (i + 1) % n;
colInd[3 * i + 2] = (i - 1 + n) % n;
values[3 * i] = 4.0;
values[3 * i + 1] = -1.0;
values[3 * i + 2] = -1.0;
b[i] = 1.0;
x[i] = 0.0;
}
rowPtr[n] = 3 * n;
// 调用PBiCGSTAB算法
PBiCGSTAB(n, values, rowPtr, colInd, b, x, 1e-6, 1000);
// 输出结果
std::cout << "Solution vector x:" << std::endl;
for (int i = 0; i < 10; i++) {
std::cout << x[i] << " ";
}
std::cout << std::endl;
// 释放内存
free(values);
free(rowPtr);
free(colInd);
free(b);
free(x);
return 0;
}
4. 代码说明
- CSR格式矩阵向量乘法:
csrMatVecMult
核函数实现了CSR格式的矩阵向量乘法。 - 向量操作:
vectorAdd
、vectorSub
和dotProduct
核函数分别实现了向量加法、减法和点积操作。 - PBiCGSTAB算法:
PBiCGSTAB
函数实现了PBiCGSTAB算法的核心逻辑,包括初始化、迭代求解和收敛判断。
5. 注意事项
- 代码中的矩阵和向量大小是固定的,实际应用中可能需要动态调整。
- 代码中没有实现预处理步骤,实际应用中可能需要根据具体问题选择合适的预处理方法。
- 代码中的CUDA核函数和内存管理可能需要根据具体硬件和问题进行优化。
这个示例代码展示了如何在CUDA中实现PBiCGSTAB算法的基本框架,实际应用中可能需要根据具体问题进行进一步的优化和调整。