Date: 2016-03-29T14:58:40+00:00

Actual source code: cyclic.c
slepc-3.6.3 2016-03-29
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      1: /*

      3:    SLEPc singular value solver: "cyclic"

      5:    Method: Uses a Hermitian eigensolver for H(A) = [ 0  A ; A^T 0 ]

      7:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      8:    SLEPc - Scalable Library for Eigenvalue Problem Computations
      9:    Copyright (c) 2002-2015, Universitat Politecnica de Valencia, Spain

     11:    This file is part of SLEPc.

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

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

     22:    You  should have received a copy of the GNU Lesser General  Public  License
     23:    along with SLEPc. If not, see <http://www.gnu.org/licenses/>.
     24:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     25: */

     27: #include <slepc/private/svdimpl.h>                /*I "slepcsvd.h" I*/
     28: #include <slepc/private/epsimpl.h>                /*I "slepceps.h" I*/

     30: typedef struct {
     31:   PetscBool explicitmatrix;
     32:   EPS       eps;
     33:   Mat       mat;
     34:   Vec       x1,x2,y1,y2;
     35: } SVD_CYCLIC;

     39: static PetscErrorCode MatMult_Cyclic(Mat B,Vec x,Vec y)
     40: {
     41:   PetscErrorCode    ierr;
     42:   SVD               svd;
     43:   SVD_CYCLIC        *cyclic;
     44:   const PetscScalar *px;
     45:   PetscScalar       *py;
     46:   PetscInt          m;

     49:   MatShellGetContext(B,(void**)&svd);
     50:   cyclic = (SVD_CYCLIC*)svd->data;
     51:   SVDMatGetLocalSize(svd,&m,NULL);
     52:   VecGetArrayRead(x,&px);
     53:   VecGetArray(y,&py);
     54:   VecPlaceArray(cyclic->x1,px);
     55:   VecPlaceArray(cyclic->x2,px+m);
     56:   VecPlaceArray(cyclic->y1,py);
     57:   VecPlaceArray(cyclic->y2,py+m);
     58:   SVDMatMult(svd,PETSC_FALSE,cyclic->x2,cyclic->y1);
     59:   SVDMatMult(svd,PETSC_TRUE,cyclic->x1,cyclic->y2);
     60:   VecResetArray(cyclic->x1);
     61:   VecResetArray(cyclic->x2);
     62:   VecResetArray(cyclic->y1);
     63:   VecResetArray(cyclic->y2);
     64:   VecRestoreArrayRead(x,&px);
     65:   VecRestoreArray(y,&py);
     66:   return(0);
     67: }

     71: static PetscErrorCode MatGetDiagonal_Cyclic(Mat B,Vec diag)
     72: {

     76:   VecSet(diag,0.0);
     77:   return(0);
     78: }

     82: PetscErrorCode SVDSetUp_Cyclic(SVD svd)
     83: {
     84:   PetscErrorCode    ierr;
     85:   SVD_CYCLIC        *cyclic = (SVD_CYCLIC*)svd->data;
     86:   PetscInt          M,N,m,n,i,isl,Istart,Iend;
     87:   const PetscScalar *isa;
     88:   PetscScalar       *va;
     89:   PetscBool         trackall;
     90:   Vec               v;
     91:   Mat               Zm,Zn;

     94:   SVDMatGetSize(svd,&M,&N);
     95:   SVDMatGetLocalSize(svd,&m,&n);
     96:   if (!cyclic->mat) {
     97:     if (cyclic->explicitmatrix) {
     98:       if (!svd->AT) SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_SUP,"Cannot use explicit cyclic matrix with implicit transpose");
     99:       MatCreate(PetscObjectComm((PetscObject)svd),&Zm);
    100:       MatSetSizes(Zm,m,m,M,M);
    101:       MatSetFromOptions(Zm);
    102:       MatSetUp(Zm);
    103:       MatGetOwnershipRange(Zm,&Istart,&Iend);
    104:       for (i=Istart;i<Iend;i++) {
    105:         MatSetValue(Zm,i,i,0.0,INSERT_VALUES);
    106:       }
    107:       MatAssemblyBegin(Zm,MAT_FINAL_ASSEMBLY);
    108:       MatAssemblyEnd(Zm,MAT_FINAL_ASSEMBLY);
    109:       MatCreate(PetscObjectComm((PetscObject)svd),&Zn);
    110:       MatSetSizes(Zn,n,n,N,N);
    111:       MatSetFromOptions(Zn);
    112:       MatSetUp(Zn);
    113:       MatGetOwnershipRange(Zn,&Istart,&Iend);
    114:       for (i=Istart;i<Iend;i++) {
    115:         MatSetValue(Zn,i,i,0.0,INSERT_VALUES);
    116:       }
    117:       MatAssemblyBegin(Zn,MAT_FINAL_ASSEMBLY);
    118:       MatAssemblyEnd(Zn,MAT_FINAL_ASSEMBLY);
    119:       SlepcMatTile(1.0,Zm,1.0,svd->A,1.0,svd->AT,1.0,Zn,&cyclic->mat);
    120:       PetscLogObjectParent((PetscObject)svd,(PetscObject)cyclic->mat);
    121:       MatDestroy(&Zm);
    122:       MatDestroy(&Zn);
    123:     } else {
    124:       VecCreateMPIWithArray(PetscObjectComm((PetscObject)svd),1,m,M,NULL,&cyclic->x1);
    125:       VecCreateMPIWithArray(PetscObjectComm((PetscObject)svd),1,n,N,NULL,&cyclic->x2);
    126:       VecCreateMPIWithArray(PetscObjectComm((PetscObject)svd),1,m,M,NULL,&cyclic->y1);
    127:       VecCreateMPIWithArray(PetscObjectComm((PetscObject)svd),1,n,N,NULL,&cyclic->y2);
    128:       PetscLogObjectParent((PetscObject)svd,(PetscObject)cyclic->x1);
    129:       PetscLogObjectParent((PetscObject)svd,(PetscObject)cyclic->x2);
    130:       PetscLogObjectParent((PetscObject)svd,(PetscObject)cyclic->y1);
    131:       PetscLogObjectParent((PetscObject)svd,(PetscObject)cyclic->y2);
    132:       MatCreateShell(PetscObjectComm((PetscObject)svd),m+n,m+n,M+N,M+N,svd,&cyclic->mat);
    133:       MatShellSetOperation(cyclic->mat,MATOP_MULT,(void(*)(void))MatMult_Cyclic);
    134:       MatShellSetOperation(cyclic->mat,MATOP_GET_DIAGONAL,(void(*)(void))MatGetDiagonal_Cyclic);
    135:     }
    136:     PetscLogObjectParent((PetscObject)svd,(PetscObject)cyclic->mat);
    137:   }

    139:   if (!cyclic->eps) { SVDCyclicGetEPS(svd,&cyclic->eps); }
    140:   EPSSetOperators(cyclic->eps,cyclic->mat,NULL);
    141:   EPSSetProblemType(cyclic->eps,EPS_HEP);
    142:   if (svd->which == SVD_LARGEST) {
    143:     EPSSetWhichEigenpairs(cyclic->eps,EPS_LARGEST_REAL);
    144:   } else {
    145:     EPSSetEigenvalueComparison(cyclic->eps,SlepcCompareSmallestPosReal,NULL);
    146:     EPSSetTarget(cyclic->eps,0.0);
    147:   }
    148:   EPSSetDimensions(cyclic->eps,svd->nsv,svd->ncv?svd->ncv:PETSC_DEFAULT,svd->mpd?svd->mpd:PETSC_DEFAULT);
    149:   EPSSetTolerances(cyclic->eps,svd->tol==PETSC_DEFAULT?SLEPC_DEFAULT_TOL/10.0:svd->tol,svd->max_it?svd->max_it:PETSC_DEFAULT);
    150:   /* Transfer the trackall option from svd to eps */
    151:   SVDGetTrackAll(svd,&trackall);
    152:   EPSSetTrackAll(cyclic->eps,trackall);
    153:   /* Transfer the initial subspace from svd to eps */
    154:   if (svd->nini<0 || svd->ninil<0) {
    155:     for (i=0;i<-PetscMin(svd->nini,svd->ninil);i++) {
    156:       MatCreateVecs(cyclic->mat,&v,NULL);
    157:       VecGetArray(v,&va);
    158:       if (i<-svd->ninil) {
    159:         VecGetSize(svd->ISL[i],&isl);
    160:         if (isl!=m) SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_SUP,"Size mismatch for left initial vector");
    161:         VecGetArrayRead(svd->ISL[i],&isa);
    162:         PetscMemcpy(va,isa,sizeof(PetscScalar)*m);
    163:         VecRestoreArrayRead(svd->IS[i],&isa);
    164:       } else {
    165:         PetscMemzero(&va,sizeof(PetscScalar)*m);
    166:       }
    167:       if (i<-svd->nini) {
    168:         VecGetSize(svd->IS[i],&isl);
    169:         if (isl!=n) SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_SUP,"Size mismatch for right initial vector");
    170:         VecGetArrayRead(svd->IS[i],&isa);
    171:         PetscMemcpy(va+m,isa,sizeof(PetscScalar)*n);
    172:         VecRestoreArrayRead(svd->IS[i],&isa);
    173:       } else {
    174:         PetscMemzero(va+m,sizeof(PetscScalar)*n);
    175:       }
    176:       VecRestoreArray(v,&va);
    177:       VecDestroy(&svd->IS[i]);
    178:       svd->IS[i] = v;
    179:     }
    180:     svd->nini = PetscMin(svd->nini,svd->ninil);
    181:     EPSSetInitialSpace(cyclic->eps,-svd->nini,svd->IS);
    182:     SlepcBasisDestroy_Private(&svd->nini,&svd->IS);
    183:     SlepcBasisDestroy_Private(&svd->ninil,&svd->ISL);
    184:   }
    185:   EPSSetUp(cyclic->eps);
    186:   EPSGetDimensions(cyclic->eps,NULL,&svd->ncv,&svd->mpd);
    187:   svd->ncv = PetscMin(svd->ncv,PetscMin(M,N));
    188:   EPSGetTolerances(cyclic->eps,NULL,&svd->max_it);
    189:   if (svd->tol==PETSC_DEFAULT) svd->tol = SLEPC_DEFAULT_TOL;

    191:   svd->leftbasis = PETSC_TRUE;
    192:   SVDAllocateSolution(svd,0);
    193:   return(0);
    194: }

    198: PetscErrorCode SVDSolve_Cyclic(SVD svd)
    199: {
    200:   PetscErrorCode    ierr;
    201:   SVD_CYCLIC        *cyclic = (SVD_CYCLIC*)svd->data;
    202:   PetscInt          i,j,M,N,m,n;
    203:   PetscScalar       sigma;
    204:   const PetscScalar *px;
    205:   Vec               x,x1,x2;

    208:   EPSSolve(cyclic->eps);
    209:   EPSGetConverged(cyclic->eps,&svd->nconv);
    210:   EPSGetIterationNumber(cyclic->eps,&svd->its);
    211:   EPSGetConvergedReason(cyclic->eps,(EPSConvergedReason*)&svd->reason);

    213:   MatCreateVecs(cyclic->mat,&x,NULL);
    214:   SVDMatGetSize(svd,&M,&N);
    215:   SVDMatGetLocalSize(svd,&m,&n);
    216:   VecCreateMPIWithArray(PetscObjectComm((PetscObject)svd),1,m,M,NULL,&x1);
    217:   VecCreateMPIWithArray(PetscObjectComm((PetscObject)svd),1,n,N,NULL,&x2);
    218:   for (i=0,j=0;i<svd->nconv;i++) {
    219:     EPSGetEigenpair(cyclic->eps,i,&sigma,NULL,x,NULL);
    220:     if (PetscRealPart(sigma) > 0.0) {
    221:       svd->sigma[j] = PetscRealPart(sigma);
    222:       VecGetArrayRead(x,&px);
    223:       VecPlaceArray(x1,px);
    224:       VecPlaceArray(x2,px+m);
    225:       BVInsertVec(svd->U,j,x1);
    226:       BVScaleColumn(svd->U,j,1.0/PetscSqrtReal(2.0));
    227:       BVInsertVec(svd->V,j,x2);
    228:       BVScaleColumn(svd->V,j,1.0/PetscSqrtReal(2.0));
    229:       VecResetArray(x1);
    230:       VecResetArray(x2);
    231:       VecRestoreArrayRead(x,&px);
    232:       j++;
    233:     }
    234:   }
    235:   svd->nconv = j;

    237:   VecDestroy(&x);
    238:   VecDestroy(&x1);
    239:   VecDestroy(&x2);
    240:   return(0);
    241: }

    245: static PetscErrorCode SVDMonitor_Cyclic(EPS eps,PetscInt its,PetscInt nconv,PetscScalar *eigr,PetscScalar *eigi,PetscReal *errest,PetscInt nest,void *ctx)
    246: {
    247:   PetscInt       i,j;
    248:   SVD            svd = (SVD)ctx;
    249:   PetscScalar    er,ei;

    253:   nconv = 0;
    254:   for (i=0,j=0;i<PetscMin(nest,svd->ncv);i++) {
    255:     er = eigr[i]; ei = eigi[i];
    256:     STBackTransform(eps->st,1,&er,&ei);
    257:     if (PetscRealPart(er) > 0.0) {
    258:       svd->sigma[j] = PetscRealPart(er);
    259:       svd->errest[j] = errest[i];
    260:       if (errest[i] < svd->tol) nconv++;
    261:       j++;
    262:     }
    263:   }
    264:   nest = j;
    265:   SVDMonitor(svd,its,nconv,svd->sigma,svd->errest,nest);
    266:   return(0);
    267: }

    271: PetscErrorCode SVDSetFromOptions_Cyclic(PetscOptions *PetscOptionsObject,SVD svd)
    272: {
    274:   PetscBool      set,val;
    275:   SVD_CYCLIC     *cyclic = (SVD_CYCLIC*)svd->data;
    276:   ST             st;

    279:   PetscOptionsHead(PetscOptionsObject,"SVD Cyclic Options");
    280:   PetscOptionsBool("-svd_cyclic_explicitmatrix","Use cyclic explicit matrix","SVDCyclicSetExplicitMatrix",cyclic->explicitmatrix,&val,&set);
    281:   if (set) {
    282:     SVDCyclicSetExplicitMatrix(svd,val);
    283:   }
    284:   if (!cyclic->eps) { SVDCyclicGetEPS(svd,&cyclic->eps); }
    285:   EPSSetFromOptions(cyclic->eps);
    286:   if (!cyclic->explicitmatrix) {
    287:     /* use as default an ST with shell matrix and Jacobi */
    288:     EPSGetST(cyclic->eps,&st);
    289:     STSetMatMode(st,ST_MATMODE_SHELL);
    290:   }
    291:   PetscOptionsTail();
    292:   return(0);
    293: }

    297: static PetscErrorCode SVDCyclicSetExplicitMatrix_Cyclic(SVD svd,PetscBool explicitmatrix)
    298: {
    299:   SVD_CYCLIC *cyclic = (SVD_CYCLIC*)svd->data;

    302:   cyclic->explicitmatrix = explicitmatrix;
    303:   return(0);
    304: }

    308: /*@
    309:    SVDCyclicSetExplicitMatrix - Indicate if the eigensolver operator
    310:    H(A) = [ 0  A ; A^T 0 ] must be computed explicitly.

    312:    Logically Collective on SVD

    314:    Input Parameters:
    315: +  svd      - singular value solver
    316: -  explicit - boolean flag indicating if H(A) is built explicitly

    318:    Options Database Key:
    319: .  -svd_cyclic_explicitmatrix <boolean> - Indicates the boolean flag

    321:    Level: advanced

    323: .seealso: SVDCyclicGetExplicitMatrix()
    324: @*/
    325: PetscErrorCode SVDCyclicSetExplicitMatrix(SVD svd,PetscBool explicitmatrix)
    326: {

    332:   PetscTryMethod(svd,"SVDCyclicSetExplicitMatrix_C",(SVD,PetscBool),(svd,explicitmatrix));
    333:   return(0);
    334: }

    338: static PetscErrorCode SVDCyclicGetExplicitMatrix_Cyclic(SVD svd,PetscBool *explicitmatrix)
    339: {
    340:   SVD_CYCLIC *cyclic = (SVD_CYCLIC*)svd->data;

    343:   *explicitmatrix = cyclic->explicitmatrix;
    344:   return(0);
    345: }

    349: /*@
    350:    SVDCyclicGetExplicitMatrix - Returns the flag indicating if H(A) is built explicitly

    352:    Not Collective

    354:    Input Parameter:
    355: .  svd  - singular value solver

    357:    Output Parameter:
    358: .  explicit - the mode flag

    360:    Level: advanced

    362: .seealso: SVDCyclicSetExplicitMatrix()
    363: @*/
    364: PetscErrorCode SVDCyclicGetExplicitMatrix(SVD svd,PetscBool *explicitmatrix)
    365: {

    371:   PetscTryMethod(svd,"SVDCyclicGetExplicitMatrix_C",(SVD,PetscBool*),(svd,explicitmatrix));
    372:   return(0);
    373: }

    377: static PetscErrorCode SVDCyclicSetEPS_Cyclic(SVD svd,EPS eps)
    378: {
    379:   PetscErrorCode  ierr;
    380:   SVD_CYCLIC      *cyclic = (SVD_CYCLIC*)svd->data;

    383:   PetscObjectReference((PetscObject)eps);
    384:   EPSDestroy(&cyclic->eps);
    385:   cyclic->eps = eps;
    386:   PetscLogObjectParent((PetscObject)svd,(PetscObject)cyclic->eps);
    387:   svd->state = SVD_STATE_INITIAL;
    388:   return(0);
    389: }

    393: /*@
    394:    SVDCyclicSetEPS - Associate an eigensolver object (EPS) to the
    395:    singular value solver.

    397:    Collective on SVD

    399:    Input Parameters:
    400: +  svd - singular value solver
    401: -  eps - the eigensolver object

    403:    Level: advanced

    405: .seealso: SVDCyclicGetEPS()
    406: @*/
    407: PetscErrorCode SVDCyclicSetEPS(SVD svd,EPS eps)
    408: {

    415:   PetscTryMethod(svd,"SVDCyclicSetEPS_C",(SVD,EPS),(svd,eps));
    416:   return(0);
    417: }

    421: static PetscErrorCode SVDCyclicGetEPS_Cyclic(SVD svd,EPS *eps)
    422: {
    424:   SVD_CYCLIC     *cyclic = (SVD_CYCLIC*)svd->data;

    427:   if (!cyclic->eps) {
    428:     EPSCreate(PetscObjectComm((PetscObject)svd),&cyclic->eps);
    429:     EPSSetOptionsPrefix(cyclic->eps,((PetscObject)svd)->prefix);
    430:     EPSAppendOptionsPrefix(cyclic->eps,"svd_");
    431:     PetscObjectIncrementTabLevel((PetscObject)cyclic->eps,(PetscObject)svd,1);
    432:     PetscLogObjectParent((PetscObject)svd,(PetscObject)cyclic->eps);
    433:     EPSSetWhichEigenpairs(cyclic->eps,EPS_LARGEST_REAL);
    434:     EPSMonitorSet(cyclic->eps,SVDMonitor_Cyclic,svd,NULL);
    435:   }
    436:   *eps = cyclic->eps;
    437:   return(0);
    438: }

    442: /*@
    443:    SVDCyclicGetEPS - Retrieve the eigensolver object (EPS) associated
    444:    to the singular value solver.

    446:    Not Collective

    448:    Input Parameter:
    449: .  svd - singular value solver

    451:    Output Parameter:
    452: .  eps - the eigensolver object

    454:    Level: advanced

    456: .seealso: SVDCyclicSetEPS()
    457: @*/
    458: PetscErrorCode SVDCyclicGetEPS(SVD svd,EPS *eps)
    459: {

    465:   PetscTryMethod(svd,"SVDCyclicGetEPS_C",(SVD,EPS*),(svd,eps));
    466:   return(0);
    467: }

    471: PetscErrorCode SVDView_Cyclic(SVD svd,PetscViewer viewer)
    472: {
    474:   SVD_CYCLIC     *cyclic = (SVD_CYCLIC*)svd->data;

    477:   if (!cyclic->eps) { SVDCyclicGetEPS(svd,&cyclic->eps); }
    478:   PetscViewerASCIIPrintf(viewer,"  Cyclic: %s matrix\n",cyclic->explicitmatrix?"explicit":"implicit");
    479:   PetscViewerASCIIPushTab(viewer);
    480:   EPSView(cyclic->eps,viewer);
    481:   PetscViewerASCIIPopTab(viewer);
    482:   return(0);
    483: }

    487: PetscErrorCode SVDReset_Cyclic(SVD svd)
    488: {
    490:   SVD_CYCLIC     *cyclic = (SVD_CYCLIC*)svd->data;

    493:   if (!cyclic->eps) { EPSReset(cyclic->eps); }
    494:   MatDestroy(&cyclic->mat);
    495:   VecDestroy(&cyclic->x1);
    496:   VecDestroy(&cyclic->x2);
    497:   VecDestroy(&cyclic->y1);
    498:   VecDestroy(&cyclic->y2);
    499:   return(0);
    500: }

    504: PetscErrorCode SVDDestroy_Cyclic(SVD svd)
    505: {
    507:   SVD_CYCLIC     *cyclic = (SVD_CYCLIC*)svd->data;

    510:   EPSDestroy(&cyclic->eps);
    511:   PetscFree(svd->data);
    512:   PetscObjectComposeFunction((PetscObject)svd,"SVDCyclicSetEPS_C",NULL);
    513:   PetscObjectComposeFunction((PetscObject)svd,"SVDCyclicGetEPS_C",NULL);
    514:   PetscObjectComposeFunction((PetscObject)svd,"SVDCyclicSetExplicitMatrix_C",NULL);
    515:   PetscObjectComposeFunction((PetscObject)svd,"SVDCyclicGetExplicitMatrix_C",NULL);
    516:   return(0);
    517: }

    521: PETSC_EXTERN PetscErrorCode SVDCreate_Cyclic(SVD svd)
    522: {
    524:   SVD_CYCLIC     *cyclic;

    527:   PetscNewLog(svd,&cyclic);
    528:   svd->data                      = (void*)cyclic;
    529:   svd->ops->solve                = SVDSolve_Cyclic;
    530:   svd->ops->setup                = SVDSetUp_Cyclic;
    531:   svd->ops->setfromoptions       = SVDSetFromOptions_Cyclic;
    532:   svd->ops->destroy              = SVDDestroy_Cyclic;
    533:   svd->ops->reset                = SVDReset_Cyclic;
    534:   svd->ops->view                 = SVDView_Cyclic;
    535:   PetscObjectComposeFunction((PetscObject)svd,"SVDCyclicSetEPS_C",SVDCyclicSetEPS_Cyclic);
    536:   PetscObjectComposeFunction((PetscObject)svd,"SVDCyclicGetEPS_C",SVDCyclicGetEPS_Cyclic);
    537:   PetscObjectComposeFunction((PetscObject)svd,"SVDCyclicSetExplicitMatrix_C",SVDCyclicSetExplicitMatrix_Cyclic);
    538:   PetscObjectComposeFunction((PetscObject)svd,"SVDCyclicGetExplicitMatrix_C",SVDCyclicGetExplicitMatrix_Cyclic);
    539:   return(0);
    540: }