Date: 2016-03-29T14:59:41+00:00

Actual source code: svdimpl.h
slepc-3.6.3 2016-03-29
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      1: /*
      2:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      3:    SLEPc - Scalable Library for Eigenvalue Problem Computations
      4:    Copyright (c) 2002-2015, Universitat Politecnica de Valencia, Spain

      6:    This file is part of SLEPc.

      8:    SLEPc is free software: you can redistribute it and/or modify it under  the
      9:    terms of version 3 of the GNU Lesser General Public License as published by
     10:    the Free Software Foundation.

     12:    SLEPc  is  distributed in the hope that it will be useful, but WITHOUT  ANY
     13:    WARRANTY;  without even the implied warranty of MERCHANTABILITY or  FITNESS
     14:    FOR  A  PARTICULAR PURPOSE. See the GNU Lesser General Public  License  for
     15:    more details.

     17:    You  should have received a copy of the GNU Lesser General  Public  License
     18:    along with SLEPc. If not, see <http://www.gnu.org/licenses/>.
     19:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     20: */

     22: #if !defined(_SVDIMPL)
     23: #define _SVDIMPL

     25: #include <slepcsvd.h>
     26: #include <slepc/private/slepcimpl.h>

     28: PETSC_EXTERN PetscBool SVDRegisterAllCalled;
     29: PETSC_EXTERN PetscErrorCode SVDRegisterAll(void);
     30: PETSC_EXTERN PetscLogEvent SVD_SetUp,SVD_Solve;

     32: typedef struct _SVDOps *SVDOps;

     34: struct _SVDOps {
     35:   PetscErrorCode (*solve)(SVD);
     36:   PetscErrorCode (*setup)(SVD);
     37:   PetscErrorCode (*setfromoptions)(PetscOptions*,SVD);
     38:   PetscErrorCode (*publishoptions)(SVD);
     39:   PetscErrorCode (*destroy)(SVD);
     40:   PetscErrorCode (*reset)(SVD);
     41:   PetscErrorCode (*view)(SVD,PetscViewer);
     42: };

     44: /*
     45:      Maximum number of monitors you can run with a single SVD
     46: */
     47: #define MAXSVDMONITORS 5

     49: typedef enum { SVD_STATE_INITIAL,
     50:                SVD_STATE_SETUP,
     51:                SVD_STATE_SOLVED,
     52:                SVD_STATE_VECTORS } SVDStateType;

     54: /*
     55:    Defines the SVD data structure.
     56: */
     57: struct _p_SVD {
     58:   PETSCHEADER(struct _SVDOps);
     59:   /*------------------------- User parameters ---------------------------*/
     60:   Mat              OP;          /* problem matrix */
     61:   PetscInt         max_it;      /* max iterations */
     62:   PetscInt         nsv;         /* number of requested values */
     63:   PetscInt         ncv;         /* basis size */
     64:   PetscInt         mpd;         /* maximum dimension of projected problem */
     65:   PetscInt         nini,ninil;  /* number of initial vectors (negative means not copied yet) */
     66:   PetscReal        tol;         /* tolerance */
     67:   SVDWhich         which;       /* which singular values are computed */
     68:   PetscBool        impltrans;   /* implicit transpose mode */
     69:   PetscBool        trackall;    /* whether all the residuals must be computed */

     71:   /*-------------- User-provided functions and contexts -----------------*/
     72:   PetscErrorCode   (*monitor[MAXSVDMONITORS])(SVD,PetscInt,PetscInt,PetscReal*,PetscReal*,PetscInt,void*);
     73:   PetscErrorCode   (*monitordestroy[MAXSVDMONITORS])(void**);
     74:   void             *monitorcontext[MAXSVDMONITORS];
     75:   PetscInt         numbermonitors;

     77:   /*----------------- Child objects and working data -------------------*/
     78:   DS               ds;          /* direct solver object */
     79:   BV               U,V;         /* left and right singular vectors */
     80:   PetscRandom      rand;        /* random number generator */
     81:   SlepcSC          sc;          /* sorting criterion data */
     82:   Mat              A;           /* problem matrix (m>n) */
     83:   Mat              AT;          /* transposed matrix */
     84:   Vec              *IS,*ISL;    /* placeholder for references to user-provided initial space */
     85:   PetscReal        *sigma;      /* singular values */
     86:   PetscInt         *perm;       /* permutation for singular value ordering */
     87:   PetscReal        *errest;     /* error estimates */
     88:   void             *data;       /* placeholder for solver-specific stuff */

     90:   /* ----------------------- Status variables -------------------------- */
     91:   SVDStateType     state;       /* initial -> setup -> solved -> vectors */
     92:   PetscInt         nconv;       /* number of converged values */
     93:   PetscInt         its;         /* iteration counter */
     94:   PetscBool        leftbasis;   /* if U is filled by the solver */
     95:   SVDConvergedReason reason;
     96: };

     98: /*
     99:     Macros to test valid SVD arguments
    100: */
    101: #if !defined(PETSC_USE_DEBUG)

    103: #define SVDCheckSolved(h,arg) do {} while (0)

    105: #else

    107: #define SVDCheckSolved(h,arg) \
    108:   do { \
    109:     if (h->state<SVD_STATE_SOLVED) SETERRQ1(PetscObjectComm((PetscObject)h),PETSC_ERR_ARG_WRONGSTATE,"Must call SVDSolve() first: Parameter #%d",arg); \
    110:   } while (0)

    112: #endif

    116: PETSC_STATIC_INLINE PetscErrorCode SVDMatMult(SVD svd,PetscBool trans,Vec x,Vec y)
    117: {

    121:   if (trans) {
    122:     if (svd->AT) {
    123:       MatMult(svd->AT,x,y);
    124:     } else {
    125: #if defined(PETSC_USE_COMPLEX)
    126:       MatMultHermitianTranspose(svd->A,x,y);
    127: #else
    128:       MatMultTranspose(svd->A,x,y);
    129: #endif
    130:     }
    131:   } else {
    132:     if (svd->A) {
    133:       MatMult(svd->A,x,y);
    134:     } else {
    135: #if defined(PETSC_USE_COMPLEX)
    136:       MatMultHermitianTranspose(svd->AT,x,y);
    137: #else
    138:       MatMultTranspose(svd->AT,x,y);
    139: #endif
    140:     }
    141:   }
    142:   return(0);
    143: }

    147: PETSC_STATIC_INLINE PetscErrorCode SVDMatCreateVecs(SVD svd,Vec *x,Vec *y)
    148: {

    152:   if (svd->A) {
    153:     MatCreateVecs(svd->A,x,y);
    154:   } else {
    155:     MatCreateVecs(svd->AT,y,x);
    156:   }
    157:   return(0);
    158: }

    162: PETSC_STATIC_INLINE PetscErrorCode SVDMatGetSize(SVD svd,PetscInt *m,PetscInt *n)
    163: {

    167:   if (svd->A) {
    168:     MatGetSize(svd->A,m,n);
    169:   } else {
    170:     MatGetSize(svd->AT,n,m);
    171:   }
    172:   return(0);
    173: }

    177: PETSC_STATIC_INLINE PetscErrorCode SVDMatGetLocalSize(SVD svd,PetscInt *m,PetscInt *n)
    178: {

    182:   if (svd->A) {
    183:     MatGetLocalSize(svd->A,m,n);
    184:   } else {
    185:     MatGetLocalSize(svd->AT,n,m);
    186:   }
    187:   return(0);
    188: }

    190: PETSC_INTERN PetscErrorCode SVDTwoSideLanczos(SVD,PetscReal*,PetscReal*,BV,BV,PetscInt,PetscInt);
    191: PETSC_INTERN PetscErrorCode SVDSetDimensions_Default(SVD);
    192: PETSC_INTERN PetscErrorCode SVDComputeVectors(SVD);

    194: #endif