Date: 2021-09-20T09:44:00+00:00

Actual source code: svdbasic.c
slepc-3.15.2 2021-09-20
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      1: /*
      2:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      3:    SLEPc - Scalable Library for Eigenvalue Problem Computations
      4:    Copyright (c) 2002-2021, 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:    Basic SVD routines
     12: */

     14: #include <slepc/private/svdimpl.h>

     16: /* Logging support */
     17: PetscClassId      SVD_CLASSID = 0;
     18: PetscLogEvent     SVD_SetUp = 0,SVD_Solve = 0;

     20: /* List of registered SVD routines */
     21: PetscFunctionList SVDList = 0;
     22: PetscBool         SVDRegisterAllCalled = PETSC_FALSE;

     24: /* List of registered SVD monitors */
     25: PetscFunctionList SVDMonitorList              = NULL;
     26: PetscFunctionList SVDMonitorCreateList        = NULL;
     27: PetscFunctionList SVDMonitorDestroyList       = NULL;
     28: PetscBool         SVDMonitorRegisterAllCalled = PETSC_FALSE;

     30: /*@
     31:    SVDCreate - Creates the default SVD context.

     33:    Collective

     35:    Input Parameter:
     36: .  comm - MPI communicator

     38:    Output Parameter:
     39: .  svd - location to put the SVD context

     41:    Note:
     42:    The default SVD type is SVDCROSS

     44:    Level: beginner

     46: .seealso: SVDSetUp(), SVDSolve(), SVDDestroy(), SVD
     47: @*/
     48: PetscErrorCode SVDCreate(MPI_Comm comm,SVD *outsvd)
     49: {
     51:   SVD            svd;

     55:   *outsvd = 0;
     56:   SVDInitializePackage();
     57:   SlepcHeaderCreate(svd,SVD_CLASSID,"SVD","Singular Value Decomposition","SVD",comm,SVDDestroy,SVDView);

     59:   svd->OP               = NULL;
     60:   svd->OPb              = NULL;
     61:   svd->max_it           = PETSC_DEFAULT;
     62:   svd->nsv              = 1;
     63:   svd->ncv              = PETSC_DEFAULT;
     64:   svd->mpd              = PETSC_DEFAULT;
     65:   svd->nini             = 0;
     66:   svd->ninil            = 0;
     67:   svd->tol              = PETSC_DEFAULT;
     68:   svd->conv             = SVD_CONV_REL;
     69:   svd->stop             = SVD_STOP_BASIC;
     70:   svd->which            = SVD_LARGEST;
     71:   svd->problem_type     = (SVDProblemType)0;
     72:   svd->impltrans        = PETSC_FALSE;
     73:   svd->trackall         = PETSC_FALSE;

     75:   svd->converged        = SVDConvergedRelative;
     76:   svd->convergeduser    = NULL;
     77:   svd->convergeddestroy = NULL;
     78:   svd->stopping         = SVDStoppingBasic;
     79:   svd->stoppinguser     = NULL;
     80:   svd->stoppingdestroy  = NULL;
     81:   svd->convergedctx     = NULL;
     82:   svd->stoppingctx      = NULL;
     83:   svd->numbermonitors   = 0;

     85:   svd->ds               = NULL;
     86:   svd->U                = NULL;
     87:   svd->V                = NULL;
     88:   svd->A                = NULL;
     89:   svd->B                = NULL;
     90:   svd->AT               = NULL;
     91:   svd->BT               = NULL;
     92:   svd->IS               = NULL;
     93:   svd->ISL              = NULL;
     94:   svd->sigma            = NULL;
     95:   svd->errest           = NULL;
     96:   svd->perm             = NULL;
     97:   svd->nworkl           = 0;
     98:   svd->nworkr           = 0;
     99:   svd->workl            = NULL;
    100:   svd->workr            = NULL;
    101:   svd->data             = NULL;

    103:   svd->state            = SVD_STATE_INITIAL;
    104:   svd->nconv            = 0;
    105:   svd->its              = 0;
    106:   svd->leftbasis        = PETSC_FALSE;
    107:   svd->swapped          = PETSC_FALSE;
    108:   svd->expltrans        = PETSC_FALSE;
    109:   svd->isgeneralized    = PETSC_FALSE;
    110:   svd->reason           = SVD_CONVERGED_ITERATING;

    112:   PetscNewLog(svd,&svd->sc);
    113:   *outsvd = svd;
    114:   return(0);
    115: }

    117: /*@
    118:    SVDReset - Resets the SVD context to the initial state (prior to setup)
    119:    and destroys any allocated Vecs and Mats.

    121:    Collective on svd

    123:    Input Parameter:
    124: .  svd - singular value solver context obtained from SVDCreate()

    126:    Level: advanced

    128: .seealso: SVDDestroy()
    129: @*/
    130: PetscErrorCode SVDReset(SVD svd)
    131: {

    136:   if (!svd) return(0);
    137:   if (svd->ops->reset) { (svd->ops->reset)(svd); }
    138:   MatDestroy(&svd->OP);
    139:   MatDestroy(&svd->OPb);
    140:   MatDestroy(&svd->A);
    141:   MatDestroy(&svd->B);
    142:   MatDestroy(&svd->AT);
    143:   MatDestroy(&svd->BT);
    144:   BVDestroy(&svd->U);
    145:   BVDestroy(&svd->V);
    146:   VecDestroyVecs(svd->nworkl,&svd->workl);
    147:   svd->nworkl = 0;
    148:   VecDestroyVecs(svd->nworkr,&svd->workr);
    149:   svd->nworkr = 0;
    150:   svd->state = SVD_STATE_INITIAL;
    151:   return(0);
    152: }

    154: /*@C
    155:    SVDDestroy - Destroys the SVD context.

    157:    Collective on svd

    159:    Input Parameter:
    160: .  svd - singular value solver context obtained from SVDCreate()

    162:    Level: beginner

    164: .seealso: SVDCreate(), SVDSetUp(), SVDSolve()
    165: @*/
    166: PetscErrorCode SVDDestroy(SVD *svd)
    167: {

    171:   if (!*svd) return(0);
    173:   if (--((PetscObject)(*svd))->refct > 0) { *svd = 0; return(0); }
    174:   SVDReset(*svd);
    175:   if ((*svd)->ops->destroy) { (*(*svd)->ops->destroy)(*svd); }
    176:   if ((*svd)->sigma) {
    177:     PetscFree3((*svd)->sigma,(*svd)->perm,(*svd)->errest);
    178:   }
    179:   DSDestroy(&(*svd)->ds);
    180:   PetscFree((*svd)->sc);
    181:   /* just in case the initial vectors have not been used */
    182:   SlepcBasisDestroy_Private(&(*svd)->nini,&(*svd)->IS);
    183:   SlepcBasisDestroy_Private(&(*svd)->ninil,&(*svd)->ISL);
    184:   SVDMonitorCancel(*svd);
    185:   PetscHeaderDestroy(svd);
    186:   return(0);
    187: }

    189: /*@C
    190:    SVDSetType - Selects the particular solver to be used in the SVD object.

    192:    Logically Collective on svd

    194:    Input Parameters:
    195: +  svd      - the singular value solver context
    196: -  type     - a known method

    198:    Options Database Key:
    199: .  -svd_type <method> - Sets the method; use -help for a list
    200:     of available methods

    202:    Notes:
    203:    See "slepc/include/slepcsvd.h" for available methods. The default
    204:    is SVDCROSS.

    206:    Normally, it is best to use the SVDSetFromOptions() command and
    207:    then set the SVD type from the options database rather than by using
    208:    this routine.  Using the options database provides the user with
    209:    maximum flexibility in evaluating the different available methods.
    210:    The SVDSetType() routine is provided for those situations where it
    211:    is necessary to set the iterative solver independently of the command
    212:    line or options database.

    214:    Level: intermediate

    216: .seealso: SVDType
    217: @*/
    218: PetscErrorCode SVDSetType(SVD svd,SVDType type)
    219: {
    220:   PetscErrorCode ierr,(*r)(SVD);
    221:   PetscBool      match;

    227:   PetscObjectTypeCompare((PetscObject)svd,type,&match);
    228:   if (match) return(0);

    230:   PetscFunctionListFind(SVDList,type,&r);
    231:   if (!r) SETERRQ1(PetscObjectComm((PetscObject)svd),PETSC_ERR_ARG_UNKNOWN_TYPE,"Unknown SVD type given: %s",type);

    233:   if (svd->ops->destroy) { (*svd->ops->destroy)(svd); }
    234:   PetscMemzero(svd->ops,sizeof(struct _SVDOps));

    236:   svd->state = SVD_STATE_INITIAL;
    237:   PetscObjectChangeTypeName((PetscObject)svd,type);
    238:   (*r)(svd);
    239:   return(0);
    240: }

    242: /*@C
    243:    SVDGetType - Gets the SVD type as a string from the SVD object.

    245:    Not Collective

    247:    Input Parameter:
    248: .  svd - the singular value solver context

    250:    Output Parameter:
    251: .  name - name of SVD method

    253:    Level: intermediate

    255: .seealso: SVDSetType()
    256: @*/
    257: PetscErrorCode SVDGetType(SVD svd,SVDType *type)
    258: {
    262:   *type = ((PetscObject)svd)->type_name;
    263:   return(0);
    264: }

    266: /*@C
    267:    SVDRegister - Adds a method to the singular value solver package.

    269:    Not Collective

    271:    Input Parameters:
    272: +  name - name of a new user-defined solver
    273: -  function - routine to create the solver context

    275:    Notes:
    276:    SVDRegister() may be called multiple times to add several user-defined solvers.

    278:    Sample usage:
    279: .vb
    280:     SVDRegister("my_solver",MySolverCreate);
    281: .ve

    283:    Then, your solver can be chosen with the procedural interface via
    284: $     SVDSetType(svd,"my_solver")
    285:    or at runtime via the option
    286: $     -svd_type my_solver

    288:    Level: advanced

    290: .seealso: SVDRegisterAll()
    291: @*/
    292: PetscErrorCode SVDRegister(const char *name,PetscErrorCode (*function)(SVD))
    293: {

    297:   SVDInitializePackage();
    298:   PetscFunctionListAdd(&SVDList,name,function);
    299:   return(0);
    300: }

    302: /*@C
    303:    SVDMonitorRegister - Adds SVD monitor routine.

    305:    Not Collective

    307:    Input Parameters:
    308: +  name    - name of a new monitor routine
    309: .  vtype   - a PetscViewerType for the output
    310: .  format  - a PetscViewerFormat for the output
    311: .  monitor - monitor routine
    312: .  create  - creation routine, or NULL
    313: -  destroy - destruction routine, or NULL

    315:    Notes:
    316:    SVDMonitorRegister() may be called multiple times to add several user-defined monitors.

    318:    Sample usage:
    319: .vb
    320:    SVDMonitorRegister("my_monitor",PETSCVIEWERASCII,PETSC_VIEWER_ASCII_INFO_DETAIL,MyMonitor,NULL,NULL);
    321: .ve

    323:    Then, your monitor can be chosen with the procedural interface via
    324: $      SVDMonitorSetFromOptions(svd,"-svd_monitor_my_monitor","my_monitor",NULL)
    325:    or at runtime via the option
    326: $      -svd_monitor_my_monitor

    328:    Level: advanced

    330: .seealso: SVDMonitorRegisterAll()
    331: @*/
    332: PetscErrorCode SVDMonitorRegister(const char name[],PetscViewerType vtype,PetscViewerFormat format,PetscErrorCode (*monitor)(SVD,PetscInt,PetscInt,PetscReal*,PetscReal*,PetscInt,PetscViewerAndFormat*),PetscErrorCode (*create)(PetscViewer,PetscViewerFormat,void*,PetscViewerAndFormat**),PetscErrorCode (*destroy)(PetscViewerAndFormat**))
    333: {
    334:   char           key[PETSC_MAX_PATH_LEN];

    338:   SVDInitializePackage();
    339:   SlepcMonitorMakeKey_Internal(name,vtype,format,key);
    340:   PetscFunctionListAdd(&SVDMonitorList,key,monitor);
    341:   if (create)  { PetscFunctionListAdd(&SVDMonitorCreateList,key,create); }
    342:   if (destroy) { PetscFunctionListAdd(&SVDMonitorDestroyList,key,destroy); }
    343:   return(0);
    344: }

    346: /*@
    347:    SVDSetBV - Associates basis vectors objects to the singular value solver.

    349:    Collective on svd

    351:    Input Parameters:
    352: +  svd - singular value solver context obtained from SVDCreate()
    353: .  V   - the basis vectors object for right singular vectors
    354: -  U   - the basis vectors object for left singular vectors

    356:    Note:
    357:    Use SVDGetBV() to retrieve the basis vectors contexts (for example,
    358:    to free them at the end of the computations).

    360:    Level: advanced

    362: .seealso: SVDGetBV()
    363: @*/
    364: PetscErrorCode SVDSetBV(SVD svd,BV V,BV U)
    365: {

    370:   if (V) {
    373:     PetscObjectReference((PetscObject)V);
    374:     BVDestroy(&svd->V);
    375:     svd->V = V;
    376:     PetscLogObjectParent((PetscObject)svd,(PetscObject)svd->V);
    377:   }
    378:   if (U) {
    381:     PetscObjectReference((PetscObject)U);
    382:     BVDestroy(&svd->U);
    383:     svd->U = U;
    384:     PetscLogObjectParent((PetscObject)svd,(PetscObject)svd->U);
    385:   }
    386:   return(0);
    387: }

    389: /*@
    390:    SVDGetBV - Obtain the basis vectors objects associated to the singular
    391:    value solver object.

    393:    Not Collective

    395:    Input Parameters:
    396: .  svd - singular value solver context obtained from SVDCreate()

    398:    Output Parameter:
    399: +  V - basis vectors context for right singular vectors
    400: -  U - basis vectors context for left singular vectors

    402:    Level: advanced

    404: .seealso: SVDSetBV()
    405: @*/
    406: PetscErrorCode SVDGetBV(SVD svd,BV *V,BV *U)
    407: {

    412:   if (V) {
    413:     if (!svd->V) {
    414:       BVCreate(PetscObjectComm((PetscObject)svd),&svd->V);
    415:       PetscObjectIncrementTabLevel((PetscObject)svd->V,(PetscObject)svd,0);
    416:       PetscLogObjectParent((PetscObject)svd,(PetscObject)svd->V);
    417:       PetscObjectSetOptions((PetscObject)svd->V,((PetscObject)svd)->options);
    418:     }
    419:     *V = svd->V;
    420:   }
    421:   if (U) {
    422:     if (!svd->U) {
    423:       BVCreate(PetscObjectComm((PetscObject)svd),&svd->U);
    424:       PetscObjectIncrementTabLevel((PetscObject)svd->U,(PetscObject)svd,0);
    425:       PetscLogObjectParent((PetscObject)svd,(PetscObject)svd->U);
    426:       PetscObjectSetOptions((PetscObject)svd->U,((PetscObject)svd)->options);
    427:     }
    428:     *U = svd->U;
    429:   }
    430:   return(0);
    431: }

    433: /*@
    434:    SVDSetDS - Associates a direct solver object to the singular value solver.

    436:    Collective on svd

    438:    Input Parameters:
    439: +  svd - singular value solver context obtained from SVDCreate()
    440: -  ds  - the direct solver object

    442:    Note:
    443:    Use SVDGetDS() to retrieve the direct solver context (for example,
    444:    to free it at the end of the computations).

    446:    Level: advanced

    448: .seealso: SVDGetDS()
    449: @*/
    450: PetscErrorCode SVDSetDS(SVD svd,DS ds)
    451: {

    458:   PetscObjectReference((PetscObject)ds);
    459:   DSDestroy(&svd->ds);
    460:   svd->ds = ds;
    461:   PetscLogObjectParent((PetscObject)svd,(PetscObject)svd->ds);
    462:   return(0);
    463: }

    465: /*@
    466:    SVDGetDS - Obtain the direct solver object associated to the singular value
    467:    solver object.

    469:    Not Collective

    471:    Input Parameters:
    472: .  svd - singular value solver context obtained from SVDCreate()

    474:    Output Parameter:
    475: .  ds - direct solver context

    477:    Level: advanced

    479: .seealso: SVDSetDS()
    480: @*/
    481: PetscErrorCode SVDGetDS(SVD svd,DS *ds)
    482: {

    488:   if (!svd->ds) {
    489:     DSCreate(PetscObjectComm((PetscObject)svd),&svd->ds);
    490:     PetscObjectIncrementTabLevel((PetscObject)svd->ds,(PetscObject)svd,0);
    491:     PetscLogObjectParent((PetscObject)svd,(PetscObject)svd->ds);
    492:     PetscObjectSetOptions((PetscObject)svd->ds,((PetscObject)svd)->options);
    493:   }
    494:   *ds = svd->ds;
    495:   return(0);
    496: }