Date: 2015-09-03T15:05:59+00:00

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

      3:    SLEPc nonlinear eigensolver: "slp"

      5:    Method: Succesive linear problems

      7:    Algorithm:

      9:        Newton-type iteration based on first order Taylor approximation.

     11:    References:

     13:        [1] A. Ruhe, "Algorithms for the nonlinear eigenvalue problem", SIAM J.
     14:            Numer. Anal. 10(4):674-689, 1973.

     16:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     17:    SLEPc - Scalable Library for Eigenvalue Problem Computations
     18:    Copyright (c) 2002-2015, Universitat Politecnica de Valencia, Spain

     20:    This file is part of SLEPc.

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

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

     31:    You  should have received a copy of the GNU Lesser General  Public  License
     32:    along with SLEPc. If not, see <http://www.gnu.org/licenses/>.
     33:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     34: */

     36: #include <slepc/private/nepimpl.h>         /*I "slepcnep.h" I*/

     38: typedef struct {
     39:   EPS       eps;             /* linear eigensolver for T*z = mu*Tp*z */
     40: } NEP_SLP;

     44: PetscErrorCode NEPSetUp_SLP(NEP nep)
     45: {
     47:   NEP_SLP        *ctx = (NEP_SLP*)nep->data;
     48:   ST             st;
     49:   PetscBool      istrivial;

     52:   if (nep->ncv) { /* ncv set */
     53:     if (nep->ncv<nep->nev) SETERRQ(PetscObjectComm((PetscObject)nep),1,"The value of ncv must be at least nev");
     54:   } else if (nep->mpd) { /* mpd set */
     55:     nep->ncv = PetscMin(nep->n,nep->nev+nep->mpd);
     56:   } else { /* neither set: defaults depend on nev being small or large */
     57:     if (nep->nev<500) nep->ncv = PetscMin(nep->n,PetscMax(2*nep->nev,nep->nev+15));
     58:     else {
     59:       nep->mpd = 500;
     60:       nep->ncv = PetscMin(nep->n,nep->nev+nep->mpd);
     61:     }
     62:   }
     63:   if (!nep->mpd) nep->mpd = nep->ncv;
     64:   if (nep->ncv>nep->nev+nep->mpd) SETERRQ(PetscObjectComm((PetscObject)nep),1,"The value of ncv must not be larger than nev+mpd");
     65:   if (nep->nev>1) { PetscInfo(nep,"Warning: requested more than one eigenpair but SLP can only compute one\n"); }
     66:   if (!nep->max_it) nep->max_it = PetscMax(5000,2*nep->n/nep->ncv);
     67:   if (!nep->max_funcs) nep->max_funcs = nep->max_it;

     69:   RGIsTrivial(nep->rg,&istrivial);
     70:   if (!istrivial) SETERRQ(PetscObjectComm((PetscObject)nep),PETSC_ERR_SUP,"This solver does not support region filtering");

     72:   if (!ctx->eps) { NEPSLPGetEPS(nep,&ctx->eps); }
     73:   EPSSetWhichEigenpairs(ctx->eps,EPS_TARGET_MAGNITUDE);
     74:   EPSSetTarget(ctx->eps,0.0);
     75:   EPSGetST(ctx->eps,&st);
     76:   STSetType(st,STSINVERT);
     77:   EPSSetDimensions(ctx->eps,1,nep->ncv?nep->ncv:PETSC_DEFAULT,nep->mpd?nep->mpd:PETSC_DEFAULT);
     78:   EPSSetTolerances(ctx->eps,nep->rtol==PETSC_DEFAULT?SLEPC_DEFAULT_TOL/10.0:nep->rtol/10.0,nep->max_it?nep->max_it:PETSC_DEFAULT);

     80:   NEPAllocateSolution(nep,0);
     81:   NEPSetWorkVecs(nep,1);
     82:   return(0);
     83: }

     87: PetscErrorCode NEPSolve_SLP(NEP nep)
     88: {
     90:   NEP_SLP        *ctx = (NEP_SLP*)nep->data;
     91:   Mat            T=nep->function,Tp=nep->jacobian;
     92:   Vec            u,r=nep->work[0];
     93:   PetscScalar    lambda,mu,im;
     94:   PetscReal      relerr;
     95:   PetscInt       nconv;

     98:   /* get initial approximation of eigenvalue and eigenvector */
     99:   NEPGetDefaultShift(nep,&lambda);
    100:   if (!nep->nini) {
    101:     BVSetRandomColumn(nep->V,0,nep->rand);
    102:   }
    103:   BVGetColumn(nep->V,0,&u);

    105:   /* Restart loop */
    106:   while (nep->reason == NEP_CONVERGED_ITERATING) {
    107:     nep->its++;

    109:     /* evaluate T(lambda) and T'(lambda) */
    110:     NEPComputeFunction(nep,lambda,T,T);
    111:     NEPComputeJacobian(nep,lambda,Tp);

    113:     /* form residual,  r = T(lambda)*u (used in convergence test only) */
    114:     MatMult(T,u,r);

    116:     /* convergence test */
    117:     VecNorm(r,NORM_2,&relerr);
    118:     nep->errest[nep->nconv] = relerr;
    119:     nep->eigr[nep->nconv] = lambda;
    120:     if (relerr<=nep->rtol) {
    121:       nep->nconv = nep->nconv + 1;
    122:       nep->reason = NEP_CONVERGED_FNORM_RELATIVE;
    123:     }
    124:     NEPMonitor(nep,nep->its,nep->nconv,nep->eigr,nep->errest,1);

    126:     if (!nep->nconv) {
    127:       /* compute eigenvalue correction mu and eigenvector approximation u */
    128:       EPSSetOperators(ctx->eps,T,Tp);
    129:       EPSSetInitialSpace(ctx->eps,1,&u);
    130:       EPSSolve(ctx->eps);
    131:       EPSGetConverged(ctx->eps,&nconv);
    132:       if (!nconv) {
    133:         PetscInfo1(nep,"iter=%D, inner iteration failed, stopping solve\n",nep->its);
    134:         nep->reason = NEP_DIVERGED_LINEAR_SOLVE;
    135:         break;
    136:       }
    137:       EPSGetEigenpair(ctx->eps,0,&mu,&im,u,NULL);
    138:       if (PetscAbsScalar(im)>PETSC_MACHINE_EPSILON) SETERRQ(PetscObjectComm((PetscObject)nep),1,"Complex eigenvalue approximation - not implemented in real scalars");

    140:       /* correct eigenvalue */
    141:       lambda = lambda - mu;
    142:     }
    143:     if (nep->its >= nep->max_it) nep->reason = NEP_DIVERGED_MAX_IT;
    144:   }
    145:   BVRestoreColumn(nep->V,0,&u);
    146:   return(0);
    147: }

    151: PetscErrorCode NEPSetFromOptions_SLP(PetscOptions *PetscOptionsObject,NEP nep)
    152: {
    154:   NEP_SLP        *ctx = (NEP_SLP*)nep->data;

    157:   PetscOptionsHead(PetscOptionsObject,"NEP SLP Options");
    158:   if (!ctx->eps) { NEPSLPGetEPS(nep,&ctx->eps); }
    159:   EPSSetFromOptions(ctx->eps);
    160:   PetscOptionsTail();
    161:   return(0);
    162: }

    166: static PetscErrorCode NEPSLPSetEPS_SLP(NEP nep,EPS eps)
    167: {
    169:   NEP_SLP        *ctx = (NEP_SLP*)nep->data;

    172:   PetscObjectReference((PetscObject)eps);
    173:   EPSDestroy(&ctx->eps);
    174:   ctx->eps = eps;
    175:   PetscLogObjectParent((PetscObject)nep,(PetscObject)ctx->eps);
    176:   nep->state = NEP_STATE_INITIAL;
    177:   return(0);
    178: }

    182: /*@
    183:    NEPSLPSetEPS - Associate a linear eigensolver object (EPS) to the
    184:    nonlinear eigenvalue solver.

    186:    Collective on NEP

    188:    Input Parameters:
    189: +  nep - nonlinear eigenvalue solver
    190: -  eps - the eigensolver object

    192:    Level: advanced

    194: .seealso: NEPSLPGetEPS()
    195: @*/
    196: PetscErrorCode NEPSLPSetEPS(NEP nep,EPS eps)
    197: {

    204:   PetscTryMethod(nep,"NEPSLPSetEPS_C",(NEP,EPS),(nep,eps));
    205:   return(0);
    206: }

    210: static PetscErrorCode NEPSLPGetEPS_SLP(NEP nep,EPS *eps)
    211: {
    213:   NEP_SLP        *ctx = (NEP_SLP*)nep->data;
    214:   ST             st;

    217:   if (!ctx->eps) {
    218:     EPSCreate(PetscObjectComm((PetscObject)nep),&ctx->eps);
    219:     EPSSetOptionsPrefix(ctx->eps,((PetscObject)nep)->prefix);
    220:     EPSAppendOptionsPrefix(ctx->eps,"nep_");
    221:     EPSGetST(ctx->eps,&st);
    222:     STSetOptionsPrefix(st,((PetscObject)ctx->eps)->prefix);
    223:     PetscObjectIncrementTabLevel((PetscObject)ctx->eps,(PetscObject)nep,1);
    224:     PetscLogObjectParent((PetscObject)nep,(PetscObject)ctx->eps);
    225:   }
    226:   *eps = ctx->eps;
    227:   return(0);
    228: }

    232: /*@
    233:    NEPSLPGetEPS - Retrieve the linear eigensolver object (EPS) associated
    234:    to the nonlinear eigenvalue solver.

    236:    Not Collective

    238:    Input Parameter:
    239: .  nep - nonlinear eigenvalue solver

    241:    Output Parameter:
    242: .  eps - the eigensolver object

    244:    Level: advanced

    246: .seealso: NEPSLPSetEPS()
    247: @*/
    248: PetscErrorCode NEPSLPGetEPS(NEP nep,EPS *eps)
    249: {

    255:   PetscTryMethod(nep,"NEPSLPGetEPS_C",(NEP,EPS*),(nep,eps));
    256:   return(0);
    257: }

    261: PetscErrorCode NEPView_SLP(NEP nep,PetscViewer viewer)
    262: {
    264:   NEP_SLP        *ctx = (NEP_SLP*)nep->data;

    267:   if (!ctx->eps) { NEPSLPGetEPS(nep,&ctx->eps); }
    268:   PetscViewerASCIIPushTab(viewer);
    269:   EPSView(ctx->eps,viewer);
    270:   PetscViewerASCIIPopTab(viewer);
    271:   return(0);
    272: }

    276: PetscErrorCode NEPReset_SLP(NEP nep)
    277: {
    279:   NEP_SLP        *ctx = (NEP_SLP*)nep->data;

    282:   if (!ctx->eps) { EPSReset(ctx->eps); }
    283:   return(0);
    284: }

    288: PetscErrorCode NEPDestroy_SLP(NEP nep)
    289: {
    291:   NEP_SLP        *ctx = (NEP_SLP*)nep->data;

    294:   EPSDestroy(&ctx->eps);
    295:   PetscFree(nep->data);
    296:   PetscObjectComposeFunction((PetscObject)nep,"NEPSLPSetEPS_C",NULL);
    297:   PetscObjectComposeFunction((PetscObject)nep,"NEPSLPGetEPS_C",NULL);
    298:   return(0);
    299: }

    303: PETSC_EXTERN PetscErrorCode NEPCreate_SLP(NEP nep)
    304: {
    306:   NEP_SLP        *ctx;

    309:   PetscNewLog(nep,&ctx);
    310:   nep->data = (void*)ctx;

    312:   nep->ops->solve          = NEPSolve_SLP;
    313:   nep->ops->setup          = NEPSetUp_SLP;
    314:   nep->ops->setfromoptions = NEPSetFromOptions_SLP;
    315:   nep->ops->reset          = NEPReset_SLP;
    316:   nep->ops->destroy        = NEPDestroy_SLP;
    317:   nep->ops->view           = NEPView_SLP;
    318:   PetscObjectComposeFunction((PetscObject)nep,"NEPSLPSetEPS_C",NEPSLPSetEPS_SLP);
    319:   PetscObjectComposeFunction((PetscObject)nep,"NEPSLPGetEPS_C",NEPSLPGetEPS_SLP);
    320:   return(0);
    321: }