Date: 2015-09-03T15:05:20+00:00

Actual source code: cross.c
slepc-3.6.1 2015-09-03
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      1: /*

      3:    SLEPc singular value solver: "cross"

      5:    Method: Uses a Hermitian eigensolver for A^T*A

      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:   EPS       eps;
     32:   Mat       mat;
     33:   Vec       w,diag;
     34: } SVD_CROSS;

     38: static PetscErrorCode MatMult_Cross(Mat B,Vec x,Vec y)
     39: {
     41:   SVD            svd;
     42:   SVD_CROSS      *cross;

     45:   MatShellGetContext(B,(void**)&svd);
     46:   cross = (SVD_CROSS*)svd->data;
     47:   SVDMatMult(svd,PETSC_FALSE,x,cross->w);
     48:   SVDMatMult(svd,PETSC_TRUE,cross->w,y);
     49:   return(0);
     50: }

     54: static PetscErrorCode MatGetDiagonal_Cross(Mat B,Vec d)
     55: {
     56:   PetscErrorCode    ierr;
     57:   SVD               svd;
     58:   SVD_CROSS         *cross;
     59:   PetscInt          N,n,i,j,start,end,ncols;
     60:   PetscScalar       *work1,*work2,*diag;
     61:   const PetscInt    *cols;
     62:   const PetscScalar *vals;

     65:   MatShellGetContext(B,(void**)&svd);
     66:   cross = (SVD_CROSS*)svd->data;
     67:   if (!cross->diag) {
     68:     /* compute diagonal from rows and store in cross->diag */
     69:     VecDuplicate(d,&cross->diag);
     70:     SVDMatGetSize(svd,NULL,&N);
     71:     SVDMatGetLocalSize(svd,NULL,&n);
     72:     PetscMalloc2(N,&work1,N,&work2);
     73:     for (i=0;i<n;i++) work1[i] = work2[i] = 0.0;
     74:     if (svd->AT) {
     75:       MatGetOwnershipRange(svd->AT,&start,&end);
     76:       for (i=start;i<end;i++) {
     77:         MatGetRow(svd->AT,i,&ncols,NULL,&vals);
     78:         for (j=0;j<ncols;j++)
     79:           work1[i] += vals[j]*vals[j];
     80:         MatRestoreRow(svd->AT,i,&ncols,NULL,&vals);
     81:       }
     82:     } else {
     83:       MatGetOwnershipRange(svd->A,&start,&end);
     84:       for (i=start;i<end;i++) {
     85:         MatGetRow(svd->A,i,&ncols,&cols,&vals);
     86:         for (j=0;j<ncols;j++)
     87:           work1[cols[j]] += vals[j]*vals[j];
     88:         MatRestoreRow(svd->A,i,&ncols,&cols,&vals);
     89:       }
     90:     }
     91:     MPI_Allreduce(work1,work2,N,MPIU_SCALAR,MPIU_SUM,PetscObjectComm((PetscObject)svd));
     92:     VecGetOwnershipRange(cross->diag,&start,&end);
     93:     VecGetArray(cross->diag,&diag);
     94:     for (i=start;i<end;i++) diag[i-start] = work2[i];
     95:     VecRestoreArray(cross->diag,&diag);
     96:     PetscFree2(work1,work2);
     97:   }
     98:   VecCopy(cross->diag,d);
     99:   return(0);
    100: }

    104: PetscErrorCode SVDSetUp_Cross(SVD svd)
    105: {
    107:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;
    108:   PetscInt       n;
    109:   PetscBool      trackall;

    112:   if (!cross->mat) {
    113:     SVDMatGetLocalSize(svd,NULL,&n);
    114:     MatCreateShell(PetscObjectComm((PetscObject)svd),n,n,PETSC_DETERMINE,PETSC_DETERMINE,svd,&cross->mat);
    115:     MatShellSetOperation(cross->mat,MATOP_MULT,(void(*)(void))MatMult_Cross);
    116:     MatShellSetOperation(cross->mat,MATOP_GET_DIAGONAL,(void(*)(void))MatGetDiagonal_Cross);
    117:     SVDMatCreateVecs(svd,NULL,&cross->w);
    118:     PetscLogObjectParent((PetscObject)svd,(PetscObject)cross->mat);
    119:     PetscLogObjectParent((PetscObject)svd,(PetscObject)cross->w);
    120:   }

    122:   if (!cross->eps) { SVDCrossGetEPS(svd,&cross->eps); }
    123:   EPSSetOperators(cross->eps,cross->mat,NULL);
    124:   EPSSetProblemType(cross->eps,EPS_HEP);
    125:   EPSSetWhichEigenpairs(cross->eps,svd->which == SVD_LARGEST ? EPS_LARGEST_REAL : EPS_SMALLEST_REAL);
    126:   EPSSetDimensions(cross->eps,svd->nsv,svd->ncv?svd->ncv:PETSC_DEFAULT,svd->mpd?svd->mpd:PETSC_DEFAULT);
    127:   EPSSetTolerances(cross->eps,svd->tol==PETSC_DEFAULT?SLEPC_DEFAULT_TOL/10.0:svd->tol,svd->max_it?svd->max_it:PETSC_DEFAULT);
    128:   /* Transfer the trackall option from svd to eps */
    129:   SVDGetTrackAll(svd,&trackall);
    130:   EPSSetTrackAll(cross->eps,trackall);
    131:   EPSSetUp(cross->eps);
    132:   EPSGetDimensions(cross->eps,NULL,&svd->ncv,&svd->mpd);
    133:   EPSGetTolerances(cross->eps,NULL,&svd->max_it);
    134:   if (svd->tol==PETSC_DEFAULT) svd->tol = SLEPC_DEFAULT_TOL;
    135:   /* Transfer the initial space from svd to eps */
    136:   if (svd->nini < 0) {
    137:     EPSSetInitialSpace(cross->eps,-svd->nini,svd->IS);
    138:     SlepcBasisDestroy_Private(&svd->nini,&svd->IS);
    139:   }
    140:   svd->leftbasis = PETSC_FALSE;
    141:   SVDAllocateSolution(svd,0);
    142:   return(0);
    143: }

    147: PetscErrorCode SVDSolve_Cross(SVD svd)
    148: {
    150:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;
    151:   PetscInt       i;
    152:   PetscScalar    sigma;
    153:   Vec            v;

    156:   EPSSolve(cross->eps);
    157:   EPSGetConverged(cross->eps,&svd->nconv);
    158:   EPSGetIterationNumber(cross->eps,&svd->its);
    159:   EPSGetConvergedReason(cross->eps,(EPSConvergedReason*)&svd->reason);
    160:   for (i=0;i<svd->nconv;i++) {
    161:     BVGetColumn(svd->V,i,&v);
    162:     EPSGetEigenpair(cross->eps,i,&sigma,NULL,v,NULL);
    163:     BVRestoreColumn(svd->V,i,&v);
    164:     if (PetscRealPart(sigma)<0.0) SETERRQ(PetscObjectComm((PetscObject)svd),1,"Negative eigenvalue computed by EPS");
    165:     svd->sigma[i] = PetscSqrtReal(PetscRealPart(sigma));
    166:   }
    167:   return(0);
    168: }

    172: static PetscErrorCode SVDMonitor_Cross(EPS eps,PetscInt its,PetscInt nconv,PetscScalar *eigr,PetscScalar *eigi,PetscReal *errest,PetscInt nest,void *ctx)
    173: {
    174:   PetscInt       i;
    175:   SVD            svd = (SVD)ctx;
    176:   PetscScalar    er,ei;

    180:   for (i=0;i<PetscMin(nest,svd->ncv);i++) {
    181:     er = eigr[i]; ei = eigi[i];
    182:     STBackTransform(eps->st,1,&er,&ei);
    183:     svd->sigma[i] = PetscSqrtReal(PetscRealPart(er));
    184:     svd->errest[i] = errest[i];
    185:   }
    186:   SVDMonitor(svd,its,nconv,svd->sigma,svd->errest,nest);
    187:   return(0);
    188: }

    192: PetscErrorCode SVDSetFromOptions_Cross(PetscOptions *PetscOptionsObject,SVD svd)
    193: {
    195:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;

    198:   PetscOptionsHead(PetscOptionsObject,"SVD Cross Options");
    199:   if (!cross->eps) { SVDCrossGetEPS(svd,&cross->eps); }
    200:   EPSSetFromOptions(cross->eps);
    201:   PetscOptionsTail();
    202:   return(0);
    203: }

    207: static PetscErrorCode SVDCrossSetEPS_Cross(SVD svd,EPS eps)
    208: {
    210:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;

    213:   PetscObjectReference((PetscObject)eps);
    214:   EPSDestroy(&cross->eps);
    215:   cross->eps = eps;
    216:   PetscLogObjectParent((PetscObject)svd,(PetscObject)cross->eps);
    217:   svd->state = SVD_STATE_INITIAL;
    218:   return(0);
    219: }

    223: /*@
    224:    SVDCrossSetEPS - Associate an eigensolver object (EPS) to the
    225:    singular value solver.

    227:    Collective on SVD

    229:    Input Parameters:
    230: +  svd - singular value solver
    231: -  eps - the eigensolver object

    233:    Level: advanced

    235: .seealso: SVDCrossGetEPS()
    236: @*/
    237: PetscErrorCode SVDCrossSetEPS(SVD svd,EPS eps)
    238: {

    245:   PetscTryMethod(svd,"SVDCrossSetEPS_C",(SVD,EPS),(svd,eps));
    246:   return(0);
    247: }

    251: static PetscErrorCode SVDCrossGetEPS_Cross(SVD svd,EPS *eps)
    252: {
    253:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;
    254:   ST             st;

    258:   if (!cross->eps) {
    259:     EPSCreate(PetscObjectComm((PetscObject)svd),&cross->eps);
    260:     EPSSetOptionsPrefix(cross->eps,((PetscObject)svd)->prefix);
    261:     EPSAppendOptionsPrefix(cross->eps,"svd_");
    262:     PetscObjectIncrementTabLevel((PetscObject)cross->eps,(PetscObject)svd,1);
    263:     PetscLogObjectParent((PetscObject)svd,(PetscObject)cross->eps);
    264:     EPSSetWhichEigenpairs(cross->eps,EPS_LARGEST_REAL);
    265:     EPSMonitorSet(cross->eps,SVDMonitor_Cross,svd,NULL);
    266:     EPSGetST(cross->eps,&st);
    267:     STSetMatMode(st,ST_MATMODE_SHELL);
    268:   }
    269:   *eps = cross->eps;
    270:   return(0);
    271: }

    275: /*@
    276:    SVDCrossGetEPS - Retrieve the eigensolver object (EPS) associated
    277:    to the singular value solver.

    279:    Not Collective

    281:    Input Parameter:
    282: .  svd - singular value solver

    284:    Output Parameter:
    285: .  eps - the eigensolver object

    287:    Level: advanced

    289: .seealso: SVDCrossSetEPS()
    290: @*/
    291: PetscErrorCode SVDCrossGetEPS(SVD svd,EPS *eps)
    292: {

    298:   PetscTryMethod(svd,"SVDCrossGetEPS_C",(SVD,EPS*),(svd,eps));
    299:   return(0);
    300: }

    304: PetscErrorCode SVDView_Cross(SVD svd,PetscViewer viewer)
    305: {
    307:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;

    310:   if (!cross->eps) { SVDCrossGetEPS(svd,&cross->eps); }
    311:   PetscViewerASCIIPushTab(viewer);
    312:   EPSView(cross->eps,viewer);
    313:   PetscViewerASCIIPopTab(viewer);
    314:   return(0);
    315: }

    319: PetscErrorCode SVDReset_Cross(SVD svd)
    320: {
    322:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;

    325:   if (cross->eps) { EPSReset(cross->eps); }
    326:   MatDestroy(&cross->mat);
    327:   VecDestroy(&cross->w);
    328:   VecDestroy(&cross->diag);
    329:   return(0);
    330: }

    334: PetscErrorCode SVDDestroy_Cross(SVD svd)
    335: {
    337:   SVD_CROSS      *cross = (SVD_CROSS*)svd->data;

    340:   EPSDestroy(&cross->eps);
    341:   PetscFree(svd->data);
    342:   PetscObjectComposeFunction((PetscObject)svd,"SVDCrossSetEPS_C",NULL);
    343:   PetscObjectComposeFunction((PetscObject)svd,"SVDCrossGetEPS_C",NULL);
    344:   return(0);
    345: }

    349: PETSC_EXTERN PetscErrorCode SVDCreate_Cross(SVD svd)
    350: {
    352:   SVD_CROSS      *cross;

    355:   PetscNewLog(svd,&cross);
    356:   svd->data = (void*)cross;

    358:   svd->ops->solve          = SVDSolve_Cross;
    359:   svd->ops->setup          = SVDSetUp_Cross;
    360:   svd->ops->setfromoptions = SVDSetFromOptions_Cross;
    361:   svd->ops->destroy        = SVDDestroy_Cross;
    362:   svd->ops->reset          = SVDReset_Cross;
    363:   svd->ops->view           = SVDView_Cross;
    364:   PetscObjectComposeFunction((PetscObject)svd,"SVDCrossSetEPS_C",SVDCrossSetEPS_Cross);
    365:   PetscObjectComposeFunction((PetscObject)svd,"SVDCrossGetEPS_C",SVDCrossGetEPS_Cross);
    366:   return(0);
    367: }