Date: 2021-02-01T14:42:06+00:00

Actual source code: cross.c
slepc-3.14.2 2021-02-01
Report Typos and Errors

      1: /*
      2:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      3:    SLEPc - Scalable Library for Eigenvalue Problem Computations
      4:    Copyright (c) 2002-2020, Universitat Politecnica de Valencia, Spain

      6:    This file is part of SLEPc.
      7:    SLEPc is distributed under a 2-clause BSD license (see LICENSE).
      8:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      9: */
     10: /*
     11:    SLEPc singular value solver: "cross"

     13:    Method: Uses a Hermitian eigensolver for A^T*A
     14: */

     16: #include <slepc/private/svdimpl.h>
     17: #include <slepc/private/epsimpl.h>

     19: typedef struct {
     20:   PetscBool explicitmatrix;
     21:   EPS       eps;
     22:   PetscBool usereps;
     23:   Mat       mat;
     24:   Vec       w,diag;
     25: } SVD_CROSS;

     27: static PetscErrorCode MatMult_Cross(Mat B,Vec x,Vec y)
     28: {
     30:   SVD            svd;
     31:   SVD_CROSS      *cross;

     34:   MatShellGetContext(B,(void**)&svd);
     35:   cross = (SVD_CROSS*)svd->data;
     36:   SVDMatMult(svd,PETSC_FALSE,x,cross->w);
     37:   SVDMatMult(svd,PETSC_TRUE,cross->w,y);
     38:   return(0);
     39: }

     41: static PetscErrorCode MatCreateVecs_Cross(Mat B,Vec *right,Vec *left)
     42: {
     44:   SVD            svd;

     47:   MatShellGetContext(B,(void**)&svd);
     48:   if (right) {
     49:     SVDMatCreateVecs(svd,right,NULL);
     50:     if (left) { VecDuplicate(*right,left); }
     51:   } else {
     52:     SVDMatCreateVecs(svd,left,NULL);
     53:   }
     54:   return(0);
     55: }

     57: static PetscErrorCode MatGetDiagonal_Cross(Mat B,Vec d)
     58: {
     59:   PetscErrorCode    ierr;
     60:   SVD               svd;
     61:   SVD_CROSS         *cross;
     62:   PetscMPIInt       len;
     63:   PetscInt          N,n,i,j,start,end,ncols;
     64:   PetscScalar       *work1,*work2,*diag;
     65:   const PetscInt    *cols;
     66:   const PetscScalar *vals;

     69:   MatShellGetContext(B,(void**)&svd);
     70:   cross = (SVD_CROSS*)svd->data;
     71:   if (!cross->diag) {
     72:     /* compute diagonal from rows and store in cross->diag */
     73:     VecDuplicate(d,&cross->diag);
     74:     SVDMatGetSize(svd,NULL,&N);
     75:     SVDMatGetLocalSize(svd,NULL,&n);
     76:     PetscCalloc2(N,&work1,N,&work2);
     77:     if (svd->AT) {
     78:       MatGetOwnershipRange(svd->AT,&start,&end);
     79:       for (i=start;i<end;i++) {
     80:         MatGetRow(svd->AT,i,&ncols,NULL,&vals);
     81:         for (j=0;j<ncols;j++)
     82:           work1[i] += vals[j]*vals[j];
     83:         MatRestoreRow(svd->AT,i,&ncols,NULL,&vals);
     84:       }
     85:     } else {
     86:       MatGetOwnershipRange(svd->A,&start,&end);
     87:       for (i=start;i<end;i++) {
     88:         MatGetRow(svd->A,i,&ncols,&cols,&vals);
     89:         for (j=0;j<ncols;j++)
     90:           work1[cols[j]] += vals[j]*vals[j];
     91:         MatRestoreRow(svd->A,i,&ncols,&cols,&vals);
     92:       }
     93:     }
     94:     PetscMPIIntCast(N,&len);
     95:     MPIU_Allreduce(work1,work2,len,MPIU_SCALAR,MPIU_SUM,PetscObjectComm((PetscObject)svd));
     96:     VecGetOwnershipRange(cross->diag,&start,&end);
     97:     VecGetArray(cross->diag,&diag);
     98:     for (i=start;i<end;i++) diag[i-start] = work2[i];
     99:     VecRestoreArray(cross->diag,&diag);
    100:     PetscFree2(work1,work2);
    101:   }
    102:   VecCopy(cross->diag,d);
    103:   return(0);
    104: }

    106: PetscErrorCode SVDSetUp_Cross(SVD svd)
    107: {
    109:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;
    110:   PetscInt       n;
    111:   PetscBool      trackall;

    114:   if (!cross->mat) {
    115:     if (cross->explicitmatrix) {
    116:       if (svd->A && svd->AT) {  /* explicit transpose */
    117:         MatProductCreate(svd->AT,svd->A,NULL,&cross->mat);
    118:         MatProductSetType(cross->mat,MATPRODUCT_AB);
    119:       } else {  /* implicit transpose */
    120: #if defined(PETSC_USE_COMPLEX)
    121:         SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_SUP,"Must use explicit transpose with complex scalars");
    122: #else
    123:         if (svd->A) {
    124:           MatProductCreate(svd->A,svd->A,NULL,&cross->mat);
    125:           MatProductSetType(cross->mat,MATPRODUCT_AtB);
    126:         } else {
    127:           MatProductCreate(svd->AT,svd->AT,NULL,&cross->mat);
    128:           MatProductSetType(cross->mat,MATPRODUCT_ABt);
    129:         }
    130: #endif
    131:       }
    132:       MatProductSetFromOptions(cross->mat);
    133:       MatProductSymbolic(cross->mat);
    134:       MatProductNumeric(cross->mat);
    135:     } else {
    136:       SVDMatGetLocalSize(svd,NULL,&n);
    137:       MatCreateShell(PetscObjectComm((PetscObject)svd),n,n,PETSC_DETERMINE,PETSC_DETERMINE,svd,&cross->mat);
    138:       MatShellSetOperation(cross->mat,MATOP_MULT,(void(*)(void))MatMult_Cross);
    139:       MatShellSetOperation(cross->mat,MATOP_CREATE_VECS,(void(*)(void))MatCreateVecs_Cross);
    140:       MatShellSetOperation(cross->mat,MATOP_GET_DIAGONAL,(void(*)(void))MatGetDiagonal_Cross);
    141:       SVDMatCreateVecs(svd,NULL,&cross->w);
    142:       PetscLogObjectParent((PetscObject)svd,(PetscObject)cross->w);
    143:     }
    144:     PetscLogObjectParent((PetscObject)svd,(PetscObject)cross->mat);
    145:   }

    147:   if (!cross->eps) { SVDCrossGetEPS(svd,&cross->eps); }
    148:   EPSSetOperators(cross->eps,cross->mat,NULL);
    149:   EPSSetProblemType(cross->eps,EPS_HEP);
    150:   if (!cross->usereps) {
    151:     EPSSetWhichEigenpairs(cross->eps,svd->which==SVD_LARGEST?EPS_LARGEST_REAL:EPS_SMALLEST_REAL);
    152:     EPSSetDimensions(cross->eps,svd->nsv,svd->ncv,svd->mpd);
    153:     EPSSetTolerances(cross->eps,svd->tol==PETSC_DEFAULT?SLEPC_DEFAULT_TOL/10.0:svd->tol,svd->max_it);
    154:     switch (svd->conv) {
    155:     case SVD_CONV_ABS:
    156:       EPSSetConvergenceTest(cross->eps,EPS_CONV_ABS);break;
    157:     case SVD_CONV_REL:
    158:       EPSSetConvergenceTest(cross->eps,EPS_CONV_REL);break;
    159:     case SVD_CONV_USER:
    160:       SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_SUP,"User-defined convergence test not supported in this solver");
    161:     }
    162:   }
    163:   SVDCheckUnsupported(svd,SVD_FEATURE_STOPPING);
    164:   /* Transfer the trackall option from svd to eps */
    165:   SVDGetTrackAll(svd,&trackall);
    166:   EPSSetTrackAll(cross->eps,trackall);
    167:   /* Transfer the initial space from svd to eps */
    168:   if (svd->nini<0) {
    169:     EPSSetInitialSpace(cross->eps,-svd->nini,svd->IS);
    170:     SlepcBasisDestroy_Private(&svd->nini,&svd->IS);
    171:   }
    172:   EPSSetUp(cross->eps);
    173:   EPSGetDimensions(cross->eps,NULL,&svd->ncv,&svd->mpd);
    174:   EPSGetTolerances(cross->eps,NULL,&svd->max_it);
    175:   if (svd->tol==PETSC_DEFAULT) svd->tol = SLEPC_DEFAULT_TOL;

    177:   svd->leftbasis = PETSC_FALSE;
    178:   SVDAllocateSolution(svd,0);
    179:   return(0);
    180: }

    182: PetscErrorCode SVDSolve_Cross(SVD svd)
    183: {
    185:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;
    186:   PetscInt       i;
    187:   PetscScalar    lambda;
    188:   PetscReal      sigma;
    189:   Vec            v;

    192:   EPSSolve(cross->eps);
    193:   EPSGetConverged(cross->eps,&svd->nconv);
    194:   EPSGetIterationNumber(cross->eps,&svd->its);
    195:   EPSGetConvergedReason(cross->eps,(EPSConvergedReason*)&svd->reason);
    196:   for (i=0;i<svd->nconv;i++) {
    197:     BVGetColumn(svd->V,i,&v);
    198:     EPSGetEigenpair(cross->eps,i,&lambda,NULL,v,NULL);
    199:     BVRestoreColumn(svd->V,i,&v);
    200:     sigma = PetscRealPart(lambda);
    201:     if (sigma<-10*PETSC_MACHINE_EPSILON) SETERRQ1(PetscObjectComm((PetscObject)svd),1,"Negative eigenvalue computed by EPS: %g",sigma);
    202:     if (sigma<0.0) {
    203:       PetscInfo1(svd,"Negative eigenvalue computed by EPS: %g, resetting to 0\n",sigma);
    204:       sigma = 0.0;
    205:     }
    206:     svd->sigma[i] = PetscSqrtReal(sigma);
    207:   }
    208:   return(0);
    209: }

    211: static PetscErrorCode EPSMonitor_Cross(EPS eps,PetscInt its,PetscInt nconv,PetscScalar *eigr,PetscScalar *eigi,PetscReal *errest,PetscInt nest,void *ctx)
    212: {
    213:   PetscInt       i;
    214:   SVD            svd = (SVD)ctx;
    215:   PetscScalar    er,ei;

    219:   for (i=0;i<PetscMin(nest,svd->ncv);i++) {
    220:     er = eigr[i]; ei = eigi[i];
    221:     STBackTransform(eps->st,1,&er,&ei);
    222:     svd->sigma[i] = PetscSqrtReal(PetscAbsReal(PetscRealPart(er)));
    223:     svd->errest[i] = errest[i];
    224:   }
    225:   SVDMonitor(svd,its,nconv,svd->sigma,svd->errest,nest);
    226:   return(0);
    227: }

    229: PetscErrorCode SVDSetFromOptions_Cross(PetscOptionItems *PetscOptionsObject,SVD svd)
    230: {
    232:   PetscBool      set,val;
    233:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;
    234:   ST             st;

    237:   PetscOptionsHead(PetscOptionsObject,"SVD Cross Options");

    239:     PetscOptionsBool("-svd_cross_explicitmatrix","Use cross explicit matrix","SVDCrossSetExplicitMatrix",cross->explicitmatrix,&val,&set);
    240:     if (set) { SVDCrossSetExplicitMatrix(svd,val); }

    242:   PetscOptionsTail();

    244:   if (!cross->eps) { SVDCrossGetEPS(svd,&cross->eps); }
    245:   if (!cross->explicitmatrix && !cross->usereps) {
    246:     /* use as default an ST with shell matrix and Jacobi */
    247:     EPSGetST(cross->eps,&st);
    248:     STSetMatMode(st,ST_MATMODE_SHELL);
    249:   }
    250:   EPSSetFromOptions(cross->eps);
    251:   return(0);
    252: }

    254: static PetscErrorCode SVDCrossSetExplicitMatrix_Cross(SVD svd,PetscBool explicitmatrix)
    255: {
    256:   SVD_CROSS *cross = (SVD_CROSS*)svd->data;

    259:   if (cross->explicitmatrix != explicitmatrix) {
    260:     cross->explicitmatrix = explicitmatrix;
    261:     svd->state = SVD_STATE_INITIAL;
    262:   }
    263:   return(0);
    264: }

    266: /*@
    267:    SVDCrossSetExplicitMatrix - Indicate if the eigensolver operator A^T*A must
    268:    be computed explicitly.

    270:    Logically Collective on svd

    272:    Input Parameters:
    273: +  svd      - singular value solver
    274: -  explicit - boolean flag indicating if A^T*A is built explicitly

    276:    Options Database Key:
    277: .  -svd_cross_explicitmatrix <boolean> - Indicates the boolean flag

    279:    Level: advanced

    281: .seealso: SVDCrossGetExplicitMatrix()
    282: @*/
    283: PetscErrorCode SVDCrossSetExplicitMatrix(SVD svd,PetscBool explicitmatrix)
    284: {

    290:   PetscTryMethod(svd,"SVDCrossSetExplicitMatrix_C",(SVD,PetscBool),(svd,explicitmatrix));
    291:   return(0);
    292: }

    294: static PetscErrorCode SVDCrossGetExplicitMatrix_Cross(SVD svd,PetscBool *explicitmatrix)
    295: {
    296:   SVD_CROSS *cross = (SVD_CROSS*)svd->data;

    299:   *explicitmatrix = cross->explicitmatrix;
    300:   return(0);
    301: }

    303: /*@
    304:    SVDCrossGetExplicitMatrix - Returns the flag indicating if A^T*A is built explicitly.

    306:    Not Collective

    308:    Input Parameter:
    309: .  svd  - singular value solver

    311:    Output Parameter:
    312: .  explicit - the mode flag

    314:    Level: advanced

    316: .seealso: SVDCrossSetExplicitMatrix()
    317: @*/
    318: PetscErrorCode SVDCrossGetExplicitMatrix(SVD svd,PetscBool *explicitmatrix)
    319: {

    325:   PetscUseMethod(svd,"SVDCrossGetExplicitMatrix_C",(SVD,PetscBool*),(svd,explicitmatrix));
    326:   return(0);
    327: }

    329: static PetscErrorCode SVDCrossSetEPS_Cross(SVD svd,EPS eps)
    330: {
    332:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;

    335:   PetscObjectReference((PetscObject)eps);
    336:   EPSDestroy(&cross->eps);
    337:   cross->eps = eps;
    338:   cross->usereps = PETSC_TRUE;
    339:   PetscLogObjectParent((PetscObject)svd,(PetscObject)cross->eps);
    340:   svd->state = SVD_STATE_INITIAL;
    341:   return(0);
    342: }

    344: /*@
    345:    SVDCrossSetEPS - Associate an eigensolver object (EPS) to the
    346:    singular value solver.

    348:    Collective on svd

    350:    Input Parameters:
    351: +  svd - singular value solver
    352: -  eps - the eigensolver object

    354:    Level: advanced

    356: .seealso: SVDCrossGetEPS()
    357: @*/
    358: PetscErrorCode SVDCrossSetEPS(SVD svd,EPS eps)
    359: {

    366:   PetscTryMethod(svd,"SVDCrossSetEPS_C",(SVD,EPS),(svd,eps));
    367:   return(0);
    368: }

    370: static PetscErrorCode SVDCrossGetEPS_Cross(SVD svd,EPS *eps)
    371: {
    372:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;

    376:   if (!cross->eps) {
    377:     EPSCreate(PetscObjectComm((PetscObject)svd),&cross->eps);
    378:     PetscObjectIncrementTabLevel((PetscObject)cross->eps,(PetscObject)svd,1);
    379:     EPSSetOptionsPrefix(cross->eps,((PetscObject)svd)->prefix);
    380:     EPSAppendOptionsPrefix(cross->eps,"svd_cross_");
    381:     PetscLogObjectParent((PetscObject)svd,(PetscObject)cross->eps);
    382:     PetscObjectSetOptions((PetscObject)cross->eps,((PetscObject)svd)->options);
    383:     EPSSetWhichEigenpairs(cross->eps,EPS_LARGEST_REAL);
    384:     EPSMonitorSet(cross->eps,EPSMonitor_Cross,svd,NULL);
    385:   }
    386:   *eps = cross->eps;
    387:   return(0);
    388: }

    390: /*@
    391:    SVDCrossGetEPS - Retrieve the eigensolver object (EPS) associated
    392:    to the singular value solver.

    394:    Not Collective

    396:    Input Parameter:
    397: .  svd - singular value solver

    399:    Output Parameter:
    400: .  eps - the eigensolver object

    402:    Level: advanced

    404: .seealso: SVDCrossSetEPS()
    405: @*/
    406: PetscErrorCode SVDCrossGetEPS(SVD svd,EPS *eps)
    407: {

    413:   PetscUseMethod(svd,"SVDCrossGetEPS_C",(SVD,EPS*),(svd,eps));
    414:   return(0);
    415: }

    417: PetscErrorCode SVDView_Cross(SVD svd,PetscViewer viewer)
    418: {
    420:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;
    421:   PetscBool      isascii;

    424:   PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);
    425:   if (isascii) {
    426:     if (!cross->eps) { SVDCrossGetEPS(svd,&cross->eps); }
    427:     PetscViewerASCIIPrintf(viewer,"  %s matrix\n",cross->explicitmatrix?"explicit":"implicit");
    428:     PetscViewerASCIIPushTab(viewer);
    429:     EPSView(cross->eps,viewer);
    430:     PetscViewerASCIIPopTab(viewer);
    431:   }
    432:   return(0);
    433: }

    435: PetscErrorCode SVDReset_Cross(SVD svd)
    436: {
    438:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;

    441:   EPSReset(cross->eps);
    442:   MatDestroy(&cross->mat);
    443:   VecDestroy(&cross->w);
    444:   VecDestroy(&cross->diag);
    445:   return(0);
    446: }

    448: PetscErrorCode SVDDestroy_Cross(SVD svd)
    449: {
    451:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;

    454:   EPSDestroy(&cross->eps);
    455:   PetscFree(svd->data);
    456:   PetscObjectComposeFunction((PetscObject)svd,"SVDCrossSetEPS_C",NULL);
    457:   PetscObjectComposeFunction((PetscObject)svd,"SVDCrossGetEPS_C",NULL);
    458:   PetscObjectComposeFunction((PetscObject)svd,"SVDCrossSetExplicitMatrix_C",NULL);
    459:   PetscObjectComposeFunction((PetscObject)svd,"SVDCrossGetExplicitMatrix_C",NULL);
    460:   return(0);
    461: }

    463: SLEPC_EXTERN PetscErrorCode SVDCreate_Cross(SVD svd)
    464: {
    466:   SVD_CROSS      *cross;

    469:   PetscNewLog(svd,&cross);
    470:   svd->data = (void*)cross;

    472:   svd->ops->solve          = SVDSolve_Cross;
    473:   svd->ops->setup          = SVDSetUp_Cross;
    474:   svd->ops->setfromoptions = SVDSetFromOptions_Cross;
    475:   svd->ops->destroy        = SVDDestroy_Cross;
    476:   svd->ops->reset          = SVDReset_Cross;
    477:   svd->ops->view           = SVDView_Cross;
    478:   PetscObjectComposeFunction((PetscObject)svd,"SVDCrossSetEPS_C",SVDCrossSetEPS_Cross);
    479:   PetscObjectComposeFunction((PetscObject)svd,"SVDCrossGetEPS_C",SVDCrossGetEPS_Cross);
    480:   PetscObjectComposeFunction((PetscObject)svd,"SVDCrossSetExplicitMatrix_C",SVDCrossSetExplicitMatrix_Cross);
    481:   PetscObjectComposeFunction((PetscObject)svd,"SVDCrossGetExplicitMatrix_C",SVDCrossGetExplicitMatrix_Cross);
    482:   return(0);
    483: }