Subversion Repositories slepc-dev

/*                      

   SLEPc eigensolver: "krylovschur"

   Method: Krylov-Schur

   Algorithm:

       Single-vector Krylov-Schur method for both symmetric and non-symmetric

       problems.

   References:

       [1] "Krylov-Schur Methods in SLEPc", SLEPc Technical Report STR-7,

           available at http://www.grycap.upv.es/slepc.

       [2] G.W. Stewart, "A Krylov-Schur Algorithm for Large Eigenproblems",

           SIAM J. Matrix Analysis and App., 23(3), pp. 601-614, 2001.

   - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

   SLEPc - Scalable Library for Eigenvalue Problem Computations

   Copyright (c) 2002-2011, Universitat Politecnica de Valencia, Spain

   This file is part of SLEPc.

   SLEPc is free software: you can redistribute it and/or modify it under  the

   terms of version 3 of the GNU Lesser General Public License as published by

   the Free Software Foundation.

   SLEPc  is  distributed in the hope that it will be useful, but WITHOUT  ANY

   WARRANTY;  without even the implied warranty of MERCHANTABILITY or  FITNESS

   FOR  A  PARTICULAR PURPOSE. See the GNU Lesser General Public  License  for

   more details.

   You  should have received a copy of the GNU Lesser General  Public  License

   along with SLEPc. If not, see <http://www.gnu.org/licenses/>.

   - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

*/

#include <private/epsimpl.h>                /*I "slepceps.h" I*/

#include <slepcblaslapack.h>

PetscErrorCode EPSSolve_KrylovSchur_Default(EPS);

extern PetscErrorCode EPSSolve_KrylovSchur_Harmonic(EPS);

extern PetscErrorCode EPSSolve_KrylovSchur_Symm(EPS);

extern PetscErrorCode EPSSolve_KrylovSchur_Slice(EPS);

#undef __FUNCT__  

#define __FUNCT__ "EPSSetUp_KrylovSchur"

PetscErrorCode EPSSetUp_KrylovSchur(EPS eps)

{

  PetscErrorCode ierr;

  PetscFunctionBegin;

  /* spectrum slicing requires special treatment of default values */

  if (eps->which==EPS_ALL) {

    if (eps->inta==0.0 && eps->intb==0.0) SETERRQ(((PetscObject)eps)->comm,1,"Must define a computational interval when using EPS_ALL");

    if (!eps->ishermitian) SETERRQ(((PetscObject)eps)->comm,1,"Spectrum slicing only available for symmetric/Hermitian eigenproblems");

    if (!eps->isgeneralized) SETERRQ(((PetscObject)eps)->comm,1,"Spectrum slicing not implemented for standard eigenproblems yet");

    if (!((PetscObject)(eps->OP))->type_name) { /* default to shift-and-invert */

      ierr = STSetType(eps->OP,STSINVERT);CHKERRQ(ierr);

    }

    if(eps->intb >= PETSC_MAX_REAL){/* right-open interval */

      if(eps->inta <= PETSC_MIN_REAL) SETERRQ(((PetscObject)eps)->comm,1,"The defined computational interval should have at least one of their sides bounded");

      ierr = STSetDefaultShift(eps->OP,eps->inta);CHKERRQ(ierr);

    }else ierr = STSetDefaultShift(eps->OP,eps->intb);CHKERRQ(ierr);

    if (eps->nev==1) eps->nev = 20;  /* nev not set, use default value */

    if (eps->nev<10) SETERRQ(((PetscObject)eps)->comm,1,"nev cannot be less than 10 in spectrum slicing runs");

    eps->mpd = 2*eps->nev;

    eps->ncv = 2*eps->nev;

    eps->ops->backtransform = PETSC_NULL;

  }

  /* proceed with the general case */

  if (eps->ncv) { /* ncv set */

    if (eps->ncv<eps->nev) SETERRQ(((PetscObject)eps)->comm,1,"The value of ncv must be at least nev");

  } else if (eps->mpd) { /* mpd set */

    eps->ncv = PetscMin(eps->n,eps->nev+eps->mpd);

  } else { /* neither set: defaults depend on nev being small or large */

    if (eps->nev<500) eps->ncv = PetscMin(eps->n,PetscMax(2*eps->nev,eps->nev+15));

    else { eps->mpd = 500; eps->ncv = PetscMin(eps->n,eps->nev+eps->mpd); }

  }

  if (!eps->mpd) eps->mpd = eps->ncv;

  if (eps->ncv>eps->nev+eps->mpd) SETERRQ(((PetscObject)eps)->comm,1,"The value of ncv must not be larger than nev+mpd");

  if (!eps->max_it) eps->max_it = PetscMax(100,2*eps->n/eps->ncv);

  if (!eps->which) eps->which = EPS_LARGEST_MAGNITUDE;

  if (eps->ishermitian && (eps->which==EPS_LARGEST_IMAGINARY || eps->which==EPS_SMALLEST_IMAGINARY))

    SETERRQ(((PetscObject)eps)->comm,1,"Wrong value of eps->which");

  if (!eps->extraction) {

    ierr = EPSSetExtraction(eps,EPS_RITZ);CHKERRQ(ierr);

  } else if (eps->extraction!=EPS_RITZ && eps->extraction!=EPS_HARMONIC) {

    SETERRQ(((PetscObject)eps)->comm,PETSC_ERR_SUP,"Unsupported extraction type");

  }

  ierr = EPSAllocateSolution(eps);CHKERRQ(ierr);

  ierr = PetscFree(eps->T);CHKERRQ(ierr);

  if (!eps->ishermitian || eps->extraction==EPS_HARMONIC) {

    ierr = PetscMalloc(eps->ncv*eps->ncv*sizeof(PetscScalar),&eps->T);CHKERRQ(ierr);

  }

  ierr = EPSDefaultGetWork(eps,1);CHKERRQ(ierr);

  /* dispatch solve method */

  if (eps->leftvecs) SETERRQ(((PetscObject)eps)->comm,PETSC_ERR_SUP,"Left vectors not supported in this solver");

  if (eps->ishermitian) {

    if (eps->which==EPS_ALL) eps->ops->solve = EPSSolve_KrylovSchur_Slice;

    else {

      switch (eps->extraction) {

        case EPS_RITZ:     eps->ops->solve = EPSSolve_KrylovSchur_Symm; break;

        case EPS_HARMONIC: eps->ops->solve = EPSSolve_KrylovSchur_Harmonic; break;

        default: SETERRQ(((PetscObject)eps)->comm,PETSC_ERR_SUP,"Unsupported extraction type");

      }

    }

  } else {

    switch (eps->extraction) {

      case EPS_RITZ:     eps->ops->solve = EPSSolve_KrylovSchur_Default; break;

      case EPS_HARMONIC: eps->ops->solve = EPSSolve_KrylovSchur_Harmonic; break;

      default: SETERRQ(((PetscObject)eps)->comm,PETSC_ERR_SUP,"Unsupported extraction type");

    }

  }

  PetscFunctionReturn(0);

}

#undef __FUNCT__  

#define __FUNCT__ "EPSProjectedKSNonsym"

/*

   EPSProjectedKSNonsym - Solves the projected eigenproblem in the Krylov-Schur

   method (non-symmetric case).

   On input:

     l is the number of vectors kept in previous restart (0 means first restart)

     S is the projected matrix (leading dimension is lds)

   On output:

     S has (real) Schur form with diagonal blocks sorted appropriately

     Q contains the corresponding Schur vectors (order n, leading dimension n)

*/

PetscErrorCode EPSProjectedKSNonsym(EPS eps,PetscInt l,PetscScalar *S,PetscInt lds,PetscScalar *Q,PetscInt n)

{

  PetscErrorCode ierr;

  PetscInt       i;

  PetscFunctionBegin;

  if (l==0) {

    ierr = PetscMemzero(Q,n*n*sizeof(PetscScalar));CHKERRQ(ierr);

    for (i=0;i<n;i++)

      Q[i*(n+1)] = 1.0;

  } else {

    /* Reduce S to Hessenberg form, S <- Q S Q' */

    ierr = EPSDenseHessenberg(n,eps->nconv,S,lds,Q);CHKERRQ(ierr);

  }

  /* Reduce S to (quasi-)triangular form, S <- Q S Q' */

  ierr = EPSDenseSchur(n,eps->nconv,S,lds,Q,eps->eigr,eps->eigi);CHKERRQ(ierr);

  /* Sort the remaining columns of the Schur form */

  ierr = EPSSortDenseSchur(eps,n,eps->nconv,S,lds,Q,eps->eigr,eps->eigi);CHKERRQ(ierr);    

  PetscFunctionReturn(0);

}

#undef __FUNCT__  

#define __FUNCT__ "EPSSolve_KrylovSchur_Default"

PetscErrorCode EPSSolve_KrylovSchur_Default(EPS eps)

{

  PetscErrorCode ierr;

  PetscInt       i,k,l,lwork,nv;

  Vec            u=eps->work[0];

  PetscScalar    *S=eps->T,*Q,*work;

  PetscReal      beta;

  PetscBool      breakdown;

  PetscFunctionBegin;

  ierr = PetscMemzero(S,eps->ncv*eps->ncv*sizeof(PetscScalar));CHKERRQ(ierr);

  ierr = PetscMalloc(eps->ncv*eps->ncv*sizeof(PetscScalar),&Q);CHKERRQ(ierr);

  lwork = 7*eps->ncv;

  ierr = PetscMalloc(lwork*sizeof(PetscScalar),&work);CHKERRQ(ierr);

  /* Get the starting Arnoldi vector */

  ierr = EPSGetStartVector(eps,0,eps->V[0],PETSC_NULL);CHKERRQ(ierr);

  l = 0;

  /* Restart loop */

  while (eps->reason == EPS_CONVERGED_ITERATING) {

    eps->its++;

    /* Compute an nv-step Arnoldi factorization */

    nv = PetscMin(eps->nconv+eps->mpd,eps->ncv);

    ierr = EPSBasicArnoldi(eps,PETSC_FALSE,S,eps->ncv,eps->V,eps->nconv+l,&nv,u,&beta,&breakdown);CHKERRQ(ierr);

    ierr = VecScale(u,1.0/beta);CHKERRQ(ierr);

    /* Solve projected problem */

    ierr = EPSProjectedKSNonsym(eps,l,S,eps->ncv,Q,nv);CHKERRQ(ierr);

    /* Check convergence */

    ierr = EPSKrylovConvergence(eps,PETSC_FALSE,eps->nconv,nv-eps->nconv,S,eps->ncv,Q,eps->V,nv,beta,1.0,&k,work);CHKERRQ(ierr);

    if (eps->its >= eps->max_it) eps->reason = EPS_DIVERGED_ITS;

    if (k >= eps->nev) eps->reason = EPS_CONVERGED_TOL;

    /* Update l */

    if (eps->reason != EPS_CONVERGED_ITERATING || breakdown) l = 0;

    else {

      l = (nv-k)/2;

#if !defined(PETSC_USE_COMPLEX)

      if (S[(k+l-1)*(eps->ncv+1)+1] != 0.0) {

        if (k+l<nv-1) l = l+1;

        else l = l-1;

      }

#endif

    }

    if (eps->reason == EPS_CONVERGED_ITERATING) {

      if (breakdown) {

        /* Start a new Arnoldi factorization */

        ierr = PetscInfo2(eps,"Breakdown in Krylov-Schur method (it=%D norm=%G)\n",eps->its,beta);CHKERRQ(ierr);

        ierr = EPSGetStartVector(eps,k,eps->V[k],&breakdown);CHKERRQ(ierr);

        if (breakdown) {

          eps->reason = EPS_DIVERGED_BREAKDOWN;

          ierr = PetscInfo(eps,"Unable to generate more start vectors\n");CHKERRQ(ierr);

        }

      } else {

        /* Prepare the Rayleigh quotient for restart */

        for (i=k;i<k+l;i++) {

          S[i*eps->ncv+k+l] = Q[(i+1)*nv-1]*beta;

        }

      }

    }

    /* Update the corresponding vectors V(:,idx) = V*Q(:,idx) */

    ierr = SlepcUpdateVectors(nv,eps->V,eps->nconv,k+l,Q,nv,PETSC_FALSE);CHKERRQ(ierr);

    if (eps->reason == EPS_CONVERGED_ITERATING && !breakdown) {

      ierr = VecCopy(u,eps->V[k+l]);CHKERRQ(ierr);

    }

    eps->nconv = k;

    ierr = EPSMonitor(eps,eps->its,eps->nconv,eps->eigr,eps->eigi,eps->errest,nv);CHKERRQ(ierr);

  }

  ierr = PetscFree(Q);CHKERRQ(ierr);

  ierr = PetscFree(work);CHKERRQ(ierr);

  PetscFunctionReturn(0);

}

#undef __FUNCT__  

#define __FUNCT__ "EPSReset_KrylovSchur"

PetscErrorCode EPSReset_KrylovSchur(EPS eps)

{

  PetscErrorCode ierr;

  PetscFunctionBegin;

  ierr = PetscFree(eps->T);CHKERRQ(ierr);

  ierr = EPSReset_Default(eps);CHKERRQ(ierr);

  PetscFunctionReturn(0);

}

EXTERN_C_BEGIN

#undef __FUNCT__  

#define __FUNCT__ "EPSCreate_KrylovSchur"

PetscErrorCode EPSCreate_KrylovSchur(EPS eps)

{

  PetscFunctionBegin;

  eps->ops->setup          = EPSSetUp_KrylovSchur;

  eps->ops->reset          = EPSReset_KrylovSchur;

  eps->ops->backtransform  = EPSBackTransform_Default;

  eps->ops->computevectors = EPSComputeVectors_Schur;

  PetscFunctionReturn(0);

}

EXTERN_C_END