Merge branch 'fix/minres-preconditioned-initial-defect' into 'master'

[minres] Compute preconditioned residual also for initial residual

See merge request !454

CHANGELOG.md

 # Master (will become release 2.9)
 
+- MINRES: The algorithm computes the preconditioned defect during the iterations. However, the initial
+  defect was computed as the defect of the original/non-preconditioned system. This is now changed so
+  that the initial defect is also computed as the preconditioned defect (this is also in line with GMRes).
+  In some numerical tests with a Stokes system this lead to earlier termination when using the same
+  termination criterion.
+
 # Release 2.8
 
 - Extended the MatrixMarket IO functions for reading and writing vectors with

dune/istl/solvers.hh

@@ -623,11 +623,16 @@ namespace Dune {
       _prec->pre(x,b);
 
       // overwrite rhs with defect
-      _op->applyscaleadd(-1,x,b);
+      _op->applyscaleadd(-1.0,x,b); // b -= Ax
 
-      // compute residual norm
-      real_type def = _sp->norm(b);
-      if(iteration.step(0, def)){
+      // some temporary vectors
+      X z(b), dummy(b);
+      z = 0.0;
+
+      // calculate preconditioned defect
+      _prec->apply(z,b); // r = W^-1 (b - Ax)
+      real_type def = _sp->norm(z);
+      if (iteration.step(0, def)){
         _prec->post(x);
         return;
       }
@@ -645,13 +650,6 @@ namespace Dune {
       // the rhs vector of the min problem
       std::array<field_type,2> xi{{1.0,0.0}};
 
-      // some temporary vectors
-      X z(b), dummy(b);
-
-      // initialize and clear correction
-      z = 0.0;
-      _prec->apply(z,b);
-
       // beta is real and positive in exact arithmetic
       // since it is the norm of the basis vectors (in unpreconditioned case)
       beta = sqrt(_sp->dot(b,z));
@@ -741,8 +739,8 @@ namespace Dune {
         }
       } // end for
 
-        // postprocess preconditioner
-        _prec->post(x);
+      // postprocess preconditioner
+      _prec->post(x);
     }
 
   private: