Date: 2023-01-26T12:19:50+00:00

Actual source code: svdimpl.h
slepc-3.18.2 2023-01-26
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      1: /*
      2:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      3:    SLEPc - Scalable Library for Eigenvalue Problem Computations
      4:    Copyright (c) 2002-, 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: */

     11: #if !defined(SLEPCSVDIMPL_H)
     12: #define SLEPCSVDIMPL_H

     14: #include <slepcsvd.h>
     15: #include <slepc/private/slepcimpl.h>

     17: /* SUBMANSEC = SVD */

     19: SLEPC_EXTERN PetscBool SVDRegisterAllCalled;
     20: SLEPC_EXTERN PetscBool SVDMonitorRegisterAllCalled;
     21: SLEPC_EXTERN PetscErrorCode SVDRegisterAll(void);
     22: SLEPC_EXTERN PetscErrorCode SVDMonitorRegisterAll(void);
     23: SLEPC_EXTERN PetscLogEvent SVD_SetUp,SVD_Solve;

     25: typedef struct _SVDOps *SVDOps;

     27: struct _SVDOps {
     28:   PetscErrorCode (*solve)(SVD);
     29:   PetscErrorCode (*solveg)(SVD);
     30:   PetscErrorCode (*solveh)(SVD);
     31:   PetscErrorCode (*setup)(SVD);
     32:   PetscErrorCode (*setfromoptions)(SVD,PetscOptionItems*);
     33:   PetscErrorCode (*publishoptions)(SVD);
     34:   PetscErrorCode (*destroy)(SVD);
     35:   PetscErrorCode (*reset)(SVD);
     36:   PetscErrorCode (*view)(SVD,PetscViewer);
     37:   PetscErrorCode (*computevectors)(SVD);
     38: };

     40: /*
     41:      Maximum number of monitors you can run with a single SVD
     42: */
     43: #define MAXSVDMONITORS 5

     45: typedef enum { SVD_STATE_INITIAL,
     46:                SVD_STATE_SETUP,
     47:                SVD_STATE_SOLVED,
     48:                SVD_STATE_VECTORS } SVDStateType;

     50: /*
     51:    To check for unsupported features at SVDSetUp_XXX()
     52: */
     53: typedef enum { SVD_FEATURE_CONVERGENCE=16,  /* convergence test selected by user */
     54:                SVD_FEATURE_STOPPING=32      /* stopping test */
     55:              } SVDFeatureType;

     57: /*
     58:    Defines the SVD data structure.
     59: */
     60: struct _p_SVD {
     61:   PETSCHEADER(struct _SVDOps);
     62:   /*------------------------- User parameters ---------------------------*/
     63:   Mat            OP,OPb;           /* problem matrices */
     64:   Vec            omega;            /* signature for hyperbolic problems */
     65:   PetscInt       max_it;           /* max iterations */
     66:   PetscInt       nsv;              /* number of requested values */
     67:   PetscInt       ncv;              /* basis size */
     68:   PetscInt       mpd;              /* maximum dimension of projected problem */
     69:   PetscInt       nini,ninil;       /* number of initial vecs (negative means not copied yet) */
     70:   PetscReal      tol;              /* tolerance */
     71:   SVDConv        conv;             /* convergence test */
     72:   SVDStop        stop;             /* stopping test */
     73:   SVDWhich       which;            /* which singular values are computed */
     74:   SVDProblemType problem_type;     /* which kind of problem to be solved */
     75:   PetscBool      impltrans;        /* implicit transpose mode */
     76:   PetscBool      trackall;         /* whether all the residuals must be computed */

     78:   /*-------------- User-provided functions and contexts -----------------*/
     79:   PetscErrorCode (*converged)(SVD,PetscReal,PetscReal,PetscReal*,void*);
     80:   PetscErrorCode (*convergeduser)(SVD,PetscReal,PetscReal,PetscReal*,void*);
     81:   PetscErrorCode (*convergeddestroy)(void*);
     82:   PetscErrorCode (*stopping)(SVD,PetscInt,PetscInt,PetscInt,PetscInt,SVDConvergedReason*,void*);
     83:   PetscErrorCode (*stoppinguser)(SVD,PetscInt,PetscInt,PetscInt,PetscInt,SVDConvergedReason*,void*);
     84:   PetscErrorCode (*stoppingdestroy)(void*);
     85:   void           *convergedctx;
     86:   void           *stoppingctx;
     87:   PetscErrorCode (*monitor[MAXSVDMONITORS])(SVD,PetscInt,PetscInt,PetscReal*,PetscReal*,PetscInt,void*);
     88:   PetscErrorCode (*monitordestroy[MAXSVDMONITORS])(void**);
     89:   void           *monitorcontext[MAXSVDMONITORS];
     90:   PetscInt       numbermonitors;

     92:   /*----------------- Child objects and working data -------------------*/
     93:   DS             ds;               /* direct solver object */
     94:   BV             U,V;              /* left and right singular vectors */
     95:   SlepcSC        sc;               /* sorting criterion data */
     96:   Mat            A,B;              /* problem matrices */
     97:   Mat            AT,BT;            /* transposed matrices */
     98:   Vec            *IS,*ISL;         /* placeholder for references to user initial space */
     99:   PetscReal      *sigma;           /* singular values */
    100:   PetscReal      *errest;          /* error estimates */
    101:   PetscReal      *sign;            /* +-1 for each singular value in hyperbolic problems=U'*Omega*U */
    102:   PetscInt       *perm;            /* permutation for singular value ordering */
    103:   PetscInt       nworkl,nworkr;    /* number of work vectors */
    104:   Vec            *workl,*workr;    /* work vectors */
    105:   void           *data;            /* placeholder for solver-specific stuff */

    107:   /* ----------------------- Status variables -------------------------- */
    108:   SVDStateType   state;            /* initial -> setup -> solved -> vectors */
    109:   PetscInt       nconv;            /* number of converged values */
    110:   PetscInt       its;              /* iteration counter */
    111:   PetscBool      leftbasis;        /* if U is filled by the solver */
    112:   PetscBool      swapped;          /* the U and V bases have been swapped (M<N) */
    113:   PetscBool      expltrans;        /* explicit transpose created */
    114:   PetscReal      nrma,nrmb;        /* computed matrix norms */
    115:   PetscBool      isgeneralized;
    116:   PetscBool      ishyperbolic;
    117:   SVDConvergedReason reason;
    118: };

    120: /*
    121:     Macros to test valid SVD arguments
    122: */
    123: #if !defined(PETSC_USE_DEBUG)

    125: #define SVDCheckSolved(h,arg) do {(void)(h);} while (0)

    127: #else

    129: #define SVDCheckSolved(h,arg) \
    130:   do { \
    132:   } while (0)

    134: #endif

    136: /*
    137:     Macros to check settings at SVDSetUp()
    138: */

    140: /* SVDCheckStandard: the problem is not GSVD */
    141: #define SVDCheckStandardCondition(svd,condition,msg) \
    142:   do { \
    143:     if (condition) { \
    145:     } \
    146:   } while (0)
    147: #define SVDCheckStandard(svd) SVDCheckStandardCondition(svd,PETSC_TRUE,"")

    149: /* SVDCheckDefinite: the problem is not hyperbolic */
    150: #define SVDCheckDefiniteCondition(svd,condition,msg) \
    151:   do { \
    152:     if (condition) { \
    154:     } \
    155:   } while (0)
    156: #define SVDCheckDefinite(svd) SVDCheckDefiniteCondition(svd,PETSC_TRUE,"")

    158: /* Check for unsupported features */
    159: #define SVDCheckUnsupportedCondition(svd,mask,condition,msg) \
    160:   do { \
    161:     if (condition) { \
    164:     } \
    165:   } while (0)
    166: #define SVDCheckUnsupported(svd,mask) SVDCheckUnsupportedCondition(svd,mask,PETSC_TRUE,"")

    168: /* Check for ignored features */
    169: #define SVDCheckIgnoredCondition(svd,mask,condition,msg) \
    170:   do { \
    171:     if (condition) { \
    172:       if (((mask) & SVD_FEATURE_CONVERGENCE) && (svd)->converged!=SVDConvergedRelative) PetscInfo((svd),"The solver '%s'%s ignores the convergence test settings\n",((PetscObject)(svd))->type_name,(msg)); \
    173:       if (((mask) & SVD_FEATURE_STOPPING) && (svd)->stopping!=SVDStoppingBasic) PetscInfo((svd),"The solver '%s'%s ignores the stopping test settings\n",((PetscObject)(svd))->type_name,(msg)); \
    174:     } \
    175:   } while (0)
    176: #define SVDCheckIgnored(svd,mask) SVDCheckIgnoredCondition(svd,mask,PETSC_TRUE,"")

    178: /*
    179:   SVD_KSPSetOperators - Sets the KSP matrices
    180: */
    181: static inline PetscErrorCode SVD_KSPSetOperators(KSP ksp,Mat A,Mat B)
    182: {
    183:   const char     *prefix;

    185:   KSPSetOperators(ksp,A,B);
    186:   MatGetOptionsPrefix(B,&prefix);
    187:   if (!prefix) {
    188:     /* set Mat prefix to be the same as KSP to enable setting command-line options (e.g. MUMPS)
    189:        only applies if the Mat has no user-defined prefix */
    190:     KSPGetOptionsPrefix(ksp,&prefix);
    191:     MatSetOptionsPrefix(B,prefix);
    192:   }
    193:   return 0;
    194: }

    196: /*
    197:    Create the template vector for the left basis in GSVD, as in
    198:    MatCreateVecsEmpty(Z,NULL,&t) for Z=[A;B] without forming Z.
    199:  */
    200: static inline PetscErrorCode SVDCreateLeftTemplate(SVD svd,Vec *t)
    201: {
    202:   PetscInt       M,P,m,p;
    203:   Vec            v1,v2;
    204:   VecType        vec_type;

    206:   MatCreateVecsEmpty(svd->OP,NULL,&v1);
    207:   VecGetSize(v1,&M);
    208:   VecGetLocalSize(v1,&m);
    209:   VecGetType(v1,&vec_type);
    210:   MatCreateVecsEmpty(svd->OPb,NULL,&v2);
    211:   VecGetSize(v2,&P);
    212:   VecGetLocalSize(v2,&p);
    213:   VecCreate(PetscObjectComm((PetscObject)(v1)),t);
    214:   VecSetType(*t,vec_type);
    215:   VecSetSizes(*t,m+p,M+P);
    216:   VecSetUp(*t);
    217:   VecDestroy(&v1);
    218:   VecDestroy(&v2);
    219:   return 0;
    220: }

    222: SLEPC_INTERN PetscErrorCode SVDKrylovConvergence(SVD,PetscBool,PetscInt,PetscInt,PetscReal,PetscInt*);
    223: SLEPC_INTERN PetscErrorCode SVDTwoSideLanczos(SVD,PetscReal*,PetscReal*,BV,BV,PetscInt,PetscInt*,PetscBool*);
    224: SLEPC_INTERN PetscErrorCode SVDSetDimensions_Default(SVD);
    225: SLEPC_INTERN PetscErrorCode SVDComputeVectors(SVD);
    226: SLEPC_INTERN PetscErrorCode SVDComputeVectors_Left(SVD);

    228: #endif