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: }