Date: 2023-09-05T10:17:42+00:00

Actual source code: svdimpl.h
slepc-3.19.2 2023-09-05
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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:   PetscErrorCode (*setdstype)(SVD);
     39: };

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

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

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

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

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

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

    108:   /* ----------------------- Status variables -------------------------- */
    109:   SVDStateType   state;            /* initial -> setup -> solved -> vectors */
    110:   PetscInt       nconv;            /* number of converged values */
    111:   PetscInt       its;              /* iteration counter */
    112:   PetscBool      leftbasis;        /* if U is filled by the solver */
    113:   PetscBool      swapped;          /* the U and V bases have been swapped (M<N) */
    114:   PetscBool      expltrans;        /* explicit transpose created */
    115:   PetscReal      nrma,nrmb;        /* computed matrix norms */
    116:   PetscBool      isgeneralized;
    117:   PetscBool      ishyperbolic;
    118:   SVDConvergedReason reason;
    119: };

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

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

    128: #else

    130: #define SVDCheckSolved(h,arg) \
    131:   do { \
    132:     PetscCheck((h)->state>=SVD_STATE_SOLVED,PetscObjectComm((PetscObject)(h)),PETSC_ERR_ARG_WRONGSTATE,"Must call SVDSolve() first: Parameter #%d",arg); \
    133:   } while (0)

    135: #endif

    137: /*
    138:     Macros to check settings at SVDSetUp()
    139: */

    141: /* SVDCheckStandard: the problem is not GSVD */
    142: #define SVDCheckStandardCondition(svd,condition,msg) \
    143:   do { \
    144:     if (condition) { \
    145:       PetscCheck(!(svd)->isgeneralized,PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s cannot be used for generalized problems",((PetscObject)(svd))->type_name,(msg)); \
    146:     } \
    147:   } while (0)
    148: #define SVDCheckStandard(svd) SVDCheckStandardCondition(svd,PETSC_TRUE,"")

    150: /* SVDCheckDefinite: the problem is not hyperbolic */
    151: #define SVDCheckDefiniteCondition(svd,condition,msg) \
    152:   do { \
    153:     if (condition) { \
    154:       PetscCheck(!(svd)->ishyperbolic,PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s cannot be used for hyperbolic problems",((PetscObject)(svd))->type_name,(msg)); \
    155:     } \
    156:   } while (0)
    157: #define SVDCheckDefinite(svd) SVDCheckDefiniteCondition(svd,PETSC_TRUE,"")

    159: /* Check for unsupported features */
    160: #define SVDCheckUnsupportedCondition(svd,mask,condition,msg) \
    161:   do { \
    162:     if (condition) { \
    163:       PetscCheck(!((mask) & SVD_FEATURE_CONVERGENCE) || (svd)->converged==SVDConvergedRelative,PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s only supports the default convergence test",((PetscObject)(svd))->type_name,(msg)); \
    164:       PetscCheck(!((mask) & SVD_FEATURE_STOPPING) || (svd)->stopping==SVDStoppingBasic,PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s only supports the default stopping test",((PetscObject)(svd))->type_name,(msg)); \
    165:     } \
    166:   } while (0)
    167: #define SVDCheckUnsupported(svd,mask) SVDCheckUnsupportedCondition(svd,mask,PETSC_TRUE,"")

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

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

    186:   PetscFunctionBegin;
    187:   PetscCall(KSPSetOperators(ksp,A,B));
    188:   PetscCall(MatGetOptionsPrefix(B,&prefix));
    189:   if (!prefix) {
    190:     /* set Mat prefix to be the same as KSP to enable setting command-line options (e.g. MUMPS)
    191:        only applies if the Mat has no user-defined prefix */
    192:     PetscCall(KSPGetOptionsPrefix(ksp,&prefix));
    193:     PetscCall(MatSetOptionsPrefix(B,prefix));
    194:   }
    195:   PetscFunctionReturn(PETSC_SUCCESS);
    196: }

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

    208:   PetscFunctionBegin;
    209:   PetscCall(MatCreateVecsEmpty(svd->OP,NULL,&v1));
    210:   PetscCall(VecGetSize(v1,&M));
    211:   PetscCall(VecGetLocalSize(v1,&m));
    212:   PetscCall(VecGetType(v1,&vec_type));
    213:   PetscCall(MatCreateVecsEmpty(svd->OPb,NULL,&v2));
    214:   PetscCall(VecGetSize(v2,&P));
    215:   PetscCall(VecGetLocalSize(v2,&p));
    216:   PetscCall(VecCreate(PetscObjectComm((PetscObject)(v1)),t));
    217:   PetscCall(VecSetType(*t,vec_type));
    218:   PetscCall(VecSetSizes(*t,m+p,M+P));
    219:   PetscCall(VecSetUp(*t));
    220:   PetscCall(VecDestroy(&v1));
    221:   PetscCall(VecDestroy(&v2));
    222:   PetscFunctionReturn(PETSC_SUCCESS);
    223: }

    225: SLEPC_INTERN PetscErrorCode SVDKrylovConvergence(SVD,PetscBool,PetscInt,PetscInt,PetscReal,PetscInt*);
    226: SLEPC_INTERN PetscErrorCode SVDTwoSideLanczos(SVD,PetscReal*,PetscReal*,BV,BV,PetscInt,PetscInt*,PetscBool*);
    227: SLEPC_INTERN PetscErrorCode SVDSetDimensions_Default(SVD);
    228: SLEPC_INTERN PetscErrorCode SVDComputeVectors(SVD);
    229: SLEPC_INTERN PetscErrorCode SVDComputeVectors_Left(SVD);

    231: #endif