Matrix-free conjugate gradient solver for the Poisson equation

This demo illustrates how to solve the Poisson equation using a matrix-free conjugate gradient (CG) solver. In particular, it illustrates how to

  • Solve a linear partial differential equation using a matrix-free conjugate gradient (CG) solver

  • Create and apply Dirichlet boundary conditions

  • Compute approximation error as compared with a known exact solution,

Python script
Jupyter notebook


This demo illustrates the use of a matrix-free conjugate gradient solver. Many practical problems will also require a preconditioner to create an efficient solver. This is not covered here.

Problem definition

For a domain \(\Omega \subset \mathbb{R}^n\) with boundary \(\partial \Omega\), the Poisson equation with Dirichlet boundary conditions reads:

\[\begin{split} \begin{align} - \nabla^{2} u &= f \quad {\rm in} \ \Omega, \\ u &= u_{\rm D} \; {\rm on} \ \partial\Omega. \end{align} \end{split}\]

The variational problem reads: Given a suitable function space satisfying the essential boundary condition (\(u = u_{\rm D} \ {\rm on} \ \partial\Omega\)), \(V\), and its homogenised counterpart, \(V_0\), find \(u \in V\) such that

\[ a(u, v) = L(v) \quad \forall \ v \in V_0, \]

where the bilinear and linear formulations are

\[\begin{split} \begin{align} a(u, v) &:= \int_{\Omega} \nabla u \cdot \nabla v \, {\rm d} x, \\ L(v) &:= \int_{\Omega} f v \, {\rm d} x, \end{align} \end{split}\]

respectively. In this demo we select:

  • \(\Omega = [0,1] \times [0,1]\) (a square)

  • \(u_{\rm D} = 1 + x^2 + 2y^2\)

  • \(f = -6\)

The function \(u_{\rm D}\) is futher the exact solution of the posed problem.


The modules that will be used are imported:

from mpi4py import MPI
import numpy as np
import dolfinx
import ufl
from dolfinx import fem, la
from ufl import action, dx, grad, inner

We begin by using create_rectangle to create a rectangular Mesh of the domain, and creating a finite element FunctionSpace on the mesh.

dtype = dolfinx.default_scalar_type
real_type = np.real(dtype(0.0)).dtype
mesh = dolfinx.mesh.create_rectangle(comm, [[0.0, 0.0], [1.0, 1.0]], [10, 10], dtype=real_type)
# Create function space
degree = 2
V = fem.functionspace(mesh, ("Lagrange", degree))

The second argument to functionspace is a tuple consisting of (family, degree), where family is the finite element family, and degree specifies the polynomial degree. In this case V consists of third-order, continuous Lagrange finite element functions.

Next, we locate the mesh facets that lie on the domain boundary \(\partial\Omega\). We do this by first calling create_connectivity and then retrieving all facets on the boundary using exterior_facet_indices.

tdim = mesh.topology.dim
mesh.topology.create_connectivity(tdim - 1, tdim)
facets = dolfinx.mesh.exterior_facet_indices(mesh.topology)

We now find the degrees of freedom that are associated with the boundary facets using locate_dofs_topological

dofs = fem.locate_dofs_topological(V=V, entity_dim=tdim - 1, entities=facets)

and use dirichletbc to define the essential boundary condition. On the boundary we prescribe the Function uD, which we create by interpolating the expression \(u_{\rm D}\) in the finite element space \(V\).

uD = fem.Function(V, dtype=dtype)
uD.interpolate(lambda x: 1 + x[0] ** 2 + 2 * x[1] ** 2)
bc = fem.dirichletbc(value=uD, dofs=dofs)

Next, we express the variational problem using UFL.

x = ufl.SpatialCoordinate(mesh)
u = ufl.TrialFunction(V)
v = ufl.TestFunction(V)
f = fem.Constant(mesh, dtype(-6.0))
a = inner(grad(u), grad(v)) * dx
L = inner(f, v) * dx
L_fem = fem.form(L, dtype=dtype)

For the matrix-free solvers we also define a second linear form M as the action of the bilinear form \(a\) on an arbitrary Function ui. This linear form is defined as

\[ M(v) = a(u_i, v) \quad \text{for} \; \ u_i \in V. \]
ui = fem.Function(V, dtype=dtype)
M = action(a, ui)
M_fem = fem.form(M, dtype=dtype)

Matrix-free conjugate gradient solver

The right hand side vector \(b - A x_{\rm bc}\) is the assembly of the linear form \(L\) where the essential Dirichlet boundary conditions are implemented using lifting. Since we want to avoid assembling the matrix A, we compute the necessary matrix-vector product using the linear form M explicitly.

# Apply lifting: b <- b - A * x_bc
b = fem.assemble_vector(L_fem)
ui.x.array[:] = 0.0
fem.set_bc(ui.x.array, [bc], scale=-1.0)
fem.assemble_vector(b.array, M_fem)
# Set BC dofs to zero on right hand side
fem.set_bc(b.array, [bc], scale=0.0)

To implement the matrix-free CG solver using DOLFINx vectors, we define the function action_A to compute the matrix-vector product \(y = A x\).

def action_A(x, y):
    # Set coefficient vector of the linear form M and ensure it is updated
    # across processes
    ui.x.array[:] = x.array

    # Compute action of A on ui using the linear form M
    y.array[:] = 0.0
    fem.assemble_vector(y.array, M_fem)

    # Set BC dofs to zero
    fem.set_bc(y.array, [bc], scale=0.0)

Basic conjugate gradient solver

Solves the problem A x = b, using the function action_A as the operator, x as an initial guess of the solution, and b as the right hand side vector. comm is the MPI Communicator, max_iter is the maximum number of iterations, rtol is the relative tolerance.

def cg(comm, action_A, x: la.Vector, b: la.Vector, max_iter: int = 200, rtol: float = 1e-6):
    rtol2 = rtol**2

    nr = b.index_map.size_local

    def _global_dot(comm, v0, v1):
        # Only use the owned dofs in vector (up to nr)
        return comm.allreduce(np.vdot(v0[:nr], v1[:nr]), MPI.SUM)

    # Get initial y = A.x
    y = la.vector(b.index_map, 1, dtype)
    action_A(x, y)

    # Copy residual to p
    r = b.array - y.array
    p = la.vector(b.index_map, 1, dtype)
    p.array[:] = r

    # Iterations of CG
    rnorm0 = _global_dot(comm, r, r)
    rnorm = rnorm0
    for k in range(max_iter):
        action_A(p, y)
        alpha = rnorm / _global_dot(comm, p.array, y.array)

        x.array[:] += alpha * p.array
        r -= alpha * y.array
        rnorm_new = _global_dot(comm, r, r)
        beta = rnorm_new / rnorm
        rnorm = rnorm_new
        if comm.rank == 0:
            print(k, np.sqrt(rnorm / rnorm0))
        if rnorm / rnorm0 < rtol2:
            return k
        p.array[:] = beta * p.array + r

    raise RuntimeError(f"Solver exceeded max iterations ({max_iter}).")

This matrix-free solver is now used to compute the finite element solution. The finite element solution’s approximation error as compared with the exact solution is measured in the \(L_2\)-norm.

rtol = 1e-6
u = fem.Function(V, dtype=dtype)
iter_cg1 = cg(mesh.comm, action_A, u.x, b, max_iter=200, rtol=rtol)
# Set BC values in the solution vector
fem.set_bc(u.x.array, [bc], scale=1.0)
def L2Norm(u):
    val = fem.assemble_scalar(fem.form(inner(u, u) * dx, dtype=dtype))
    return np.sqrt(comm.allreduce(val, op=MPI.SUM))
# Print CG iteration number and error
error_L2_cg1 = L2Norm(u - uD)
if mesh.comm.rank == 0:
    print("Matrix-free CG solver using DOLFINx vectors:")
    print(f"CG iterations until convergence:  {iter_cg1}")
    print(f"L2 approximation error:  {error_L2_cg1:.4e}")