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slepc |
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/*
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SLEPc eigensolver: "krylovschur"
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Method: Krylov-Schur
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Algorithm:
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Single-vector Krylov-Schur method for both symmetric and non-symmetric
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problems.
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References:
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[1] "Krylov-Schur Methods in SLEPc", SLEPc Technical Report STR-7,
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available at http://www.grycap.upv.es/slepc.
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[2] G.W. Stewart, "A Krylov-Schur Algorithm for Large Eigenproblems",
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SIAM J. Matrix Analysis and App., 23(3), pp. 601-614, 2001.
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slepc |
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Last update: Feb 2009
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slepc |
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- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
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slepc |
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SLEPc - Scalable Library for Eigenvalue Problem Computations
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eromero |
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Copyright (c) 2002-2010, Universidad Politecnica de Valencia, Spain
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slepc |
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slepc |
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This file is part of SLEPc.
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SLEPc is free software: you can redistribute it and/or modify it under the
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terms of version 3 of the GNU Lesser General Public License as published by
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the Free Software Foundation.
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SLEPc is distributed in the hope that it will be useful, but WITHOUT ANY
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WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for
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more details.
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You should have received a copy of the GNU Lesser General Public License
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along with SLEPc. If not, see <http://www.gnu.org/licenses/>.
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slepc |
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- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
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*/
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slepc |
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#include "private/epsimpl.h" /*I "slepceps.h" I*/
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slepc |
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#include "slepcblaslapack.h"
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#undef __FUNCT__
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slepc |
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#define __FUNCT__ "ArrowTridFlip"
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/*
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ArrowTridFlip - Solves the arrowhead-tridiagonal eigenproblem by flipping
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the matrix and tridiagonalizing the bottom part.
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On input:
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l is the size of diagonal part
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d contains diagonal elements (length n)
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e contains offdiagonal elements (length n-1)
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On output:
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d contains the eigenvalues in ascending order
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Q is the eigenvector matrix (order n)
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Workspace:
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S is workspace to store a copy of the full matrix (nxn reals)
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*/
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slepc |
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PetscErrorCode ArrowTridFlip(PetscInt n_,PetscInt l,PetscReal *d,PetscReal *e,PetscReal *Q,PetscReal *S)
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slepc |
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{
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slepc |
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#if defined(SLEPC_MISSING_LAPACK_SYTRD) || defined(SLEPC_MISSING_LAPACK_ORGTR) || defined(SLEPC_MISSING_LAPACK_STEQR)
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PetscFunctionBegin;
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SETERRQ(PETSC_ERR_SUP,"SYTRD/ORGTR/STEQR - Lapack routine is unavailable.");
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#else
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slepc |
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PetscErrorCode ierr;
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slepc |
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PetscInt i,j;
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slepc |
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PetscBLASInt n,n1,n2,lwork,info;
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slepc |
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PetscFunctionBegin;
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antodo |
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ierr = PetscLogEventBegin(EPS_Dense,0,0,0,0);CHKERRQ(ierr);
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slepc |
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slepc |
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n = PetscBLASIntCast(n_);
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antodo |
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/* quick return */
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if (n == 1) {
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Q[0] = 1.0;
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PetscFunctionReturn(0);
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}
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slepc |
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n1 = PetscBLASIntCast(l+1); /* size of leading block, including residuals */
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n2 = PetscBLASIntCast(n-l-1); /* size of trailing block */
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slepc |
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ierr = PetscMemzero(S,n*n*sizeof(PetscReal));CHKERRQ(ierr);
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slepc |
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/* Flip matrix S, copying the values saved in Q */
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for (i=0;i<n;i++)
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S[(n-1-i)+(n-1-i)*n] = d[i];
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for (i=0;i<l;i++)
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S[(n-1-i)+(n-1-l)*n] = e[i];
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slepc |
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for (i=l;i<n-1;i++)
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slepc |
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S[(n-1-i)+(n-1-i-1)*n] = e[i];
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/* Reduce (2,2)-block of flipped S to tridiagonal form */
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slepc |
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lwork = PetscBLASIntCast(n_*n_-n_);
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slepc |
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LAPACKsytrd_("L",&n1,S+n2*(n+1),&n,d,e,Q,Q+n,&lwork,&info);
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if (info) SETERRQ1(PETSC_ERR_LIB,"Error in Lapack xSYTRD %d",info);
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/* Flip back diag and subdiag, put them in d and e */
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for (i=0;i<n-1;i++) {
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d[n-i-1] = S[i+i*n];
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e[n-i-2] = S[i+1+i*n];
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}
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d[0] = S[n-1+(n-1)*n];
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/* Compute the orthogonal matrix used for tridiagonalization */
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LAPACKorgtr_("L",&n1,S+n2*(n+1),&n,Q,Q+n,&lwork,&info);
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if (info) SETERRQ1(PETSC_ERR_LIB,"Error in Lapack xORGTR %d",info);
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/* Create full-size Q, flipped back to original order */
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for (i=0;i<n;i++)
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for (j=0;j<n;j++)
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Q[i+j*n] = 0.0;
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for (i=n1;i<n;i++)
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Q[i+i*n] = 1.0;
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for (i=0;i<n1;i++)
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for (j=0;j<n1;j++)
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Q[i+j*n] = S[n-i-1+(n-j-1)*n];
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/* Solve the tridiagonal eigenproblem */
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LAPACKsteqr_("V",&n,d,e,Q,&n,S,&info);
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if (info) SETERRQ1(PETSC_ERR_LIB,"Error in Lapack xSTEQR %d",info);
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antodo |
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ierr = PetscLogEventEnd(EPS_Dense,0,0,0,0);CHKERRQ(ierr);
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slepc |
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PetscFunctionReturn(0);
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slepc |
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#endif
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slepc |
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}
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#undef __FUNCT__
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slepc |
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#define __FUNCT__ "EPSProjectedKSSym"
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slepc |
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/*
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EPSProjectedKSSym - Solves the projected eigenproblem in the Krylov-Schur
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method (symmetric case).
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On input:
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slepc |
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n is the matrix dimension
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l is the number of vectors kept in previous restart
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a contains diagonal elements (length n)
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b contains offdiagonal elements (length n-1)
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slepc |
140 |
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On output:
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slepc |
142 |
eig is the sorted list of eigenvalues
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slepc |
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Q is the eigenvector matrix (order n, leading dimension n)
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slepc |
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Workspace:
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slepc |
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work is workspace to store a real square matrix of order n
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perm is workspace to store 2n integers
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slepc |
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*/
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slepc |
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PetscErrorCode EPSProjectedKSSym(EPS eps,PetscInt n,PetscInt l,PetscReal *a,PetscReal *b,PetscScalar *eig,PetscScalar *Q,PetscReal *work,PetscInt *perm)
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slepc |
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{
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PetscErrorCode ierr;
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slepc |
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PetscInt i,j,k,p;
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PetscReal rtmp,*Qreal = (PetscReal*)Q;
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slepc |
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PetscFunctionBegin;
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slepc |
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/* Compute eigendecomposition of projected matrix */
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ierr = ArrowTridFlip(n,l,a,b,Qreal,work);CHKERRQ(ierr);
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slepc |
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slepc |
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/* Sort eigendecomposition according to eps->which */
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antodo |
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ierr = EPSSortEigenvaluesReal(eps,n,a,perm);CHKERRQ(ierr);
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slepc |
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for (i=0;i<n;i++)
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slepc |
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eig[i] = a[perm[i]];
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for (i=0;i<n;i++) {
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p = perm[i];
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if (p != i) {
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j = i + 1;
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while (perm[j] != i) j++;
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perm[j] = p; perm[i] = i;
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/* swap eigenvectors i and j */
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for (k=0;k<n;k++) {
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slepc |
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rtmp = Qreal[k+p*n]; Qreal[k+p*n] = Qreal[k+i*n]; Qreal[k+i*n] = rtmp;
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slepc |
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}
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}
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}
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slepc |
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#if defined(PETSC_USE_COMPLEX)
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slepc |
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for (j=n-1;j>=0;j--)
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for (i=n-1;i>=0;i--)
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Q[i+j*n] = Qreal[i+j*n];
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slepc |
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#endif
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slepc |
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PetscFunctionReturn(0);
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}
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#undef __FUNCT__
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#define __FUNCT__ "EPSSolve_KRYLOVSCHUR_SYMM"
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PetscErrorCode EPSSolve_KRYLOVSCHUR_SYMM(EPS eps)
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{
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PetscErrorCode ierr;
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jroman |
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PetscInt i,k,l,lds,lt,nv,m;
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antodo |
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Vec u=eps->work[0];
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jroman |
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PetscScalar *Q;
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PetscReal *a,*b,*work,beta;
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slepc |
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PetscInt *iwork;
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jroman |
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PetscTruth breakdown;
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slepc |
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PetscFunctionBegin;
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slepc |
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lds = PetscMin(eps->mpd,eps->ncv);
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slepc |
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ierr = PetscMalloc(lds*lds*sizeof(PetscReal),&work);CHKERRQ(ierr);
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jroman |
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ierr = PetscMalloc(lds*lds*sizeof(PetscScalar),&Q);CHKERRQ(ierr);
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slepc |
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ierr = PetscMalloc(2*lds*sizeof(PetscInt),&iwork);CHKERRQ(ierr);
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slepc |
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lt = PetscMin(eps->nev+eps->mpd,eps->ncv);
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ierr = PetscMalloc(lt*sizeof(PetscReal),&a);CHKERRQ(ierr);
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ierr = PetscMalloc(lt*sizeof(PetscReal),&b);CHKERRQ(ierr);
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slepc |
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slepc |
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/* Get the starting Lanczos vector */
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slepc |
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ierr = EPSGetStartVector(eps,0,eps->V[0],PETSC_NULL);CHKERRQ(ierr);
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l = 0;
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/* Restart loop */
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while (eps->reason == EPS_CONVERGED_ITERATING) {
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eps->its++;
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slepc |
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/* Compute an nv-step Lanczos factorization */
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slepc |
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m = PetscMin(eps->nconv+eps->mpd,eps->ncv);
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slepc |
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ierr = EPSFullLanczos(eps,a+l,b+l,eps->V,eps->nconv+l,&m,u,&breakdown);CHKERRQ(ierr);
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antodo |
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nv = m - eps->nconv;
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beta = b[nv-1];
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slepc |
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/* Solve projected problem and compute residual norm estimates */
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antodo |
220 |
ierr = EPSProjectedKSSym(eps,nv,l,a,b,eps->eigr+eps->nconv,Q,work,iwork);CHKERRQ(ierr);
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slepc |
221 |
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/* Check convergence */
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jroman |
223 |
ierr = EPSKrylovConvergence(eps,PETSC_TRUE,eps->nconv,nv,PETSC_NULL,nv,Q,eps->V+eps->nconv,nv,beta,1.0,&k,PETSC_NULL);CHKERRQ(ierr);
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slepc |
224 |
if (eps->its >= eps->max_it) eps->reason = EPS_DIVERGED_ITS;
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if (k >= eps->nev) eps->reason = EPS_CONVERGED_TOL;
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/* Update l */
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if (eps->reason != EPS_CONVERGED_ITERATING || breakdown) l = 0;
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antodo |
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else l = (eps->nconv+nv-k)/2;
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slepc |
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slepc |
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if (eps->reason == EPS_CONVERGED_ITERATING) {
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if (breakdown) {
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slepc |
233 |
/* Start a new Lanczos factorization */
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slepc |
234 |
PetscInfo2(eps,"Breakdown in Krylov-Schur method (it=%i norm=%g)\n",eps->its,beta);
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ierr = EPSGetStartVector(eps,k,eps->V[k],&breakdown);CHKERRQ(ierr);
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if (breakdown) {
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eps->reason = EPS_DIVERGED_BREAKDOWN;
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PetscInfo(eps,"Unable to generate more start vectors\n");
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}
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} else {
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/* Prepare the Rayleigh quotient for restart */
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slepc |
242 |
for (i=0;i<l;i++) {
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slepc |
243 |
a[i] = PetscRealPart(eps->eigr[i+k]);
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antodo |
244 |
b[i] = PetscRealPart(Q[nv-1+(i+k-eps->nconv)*nv]*beta);
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slepc |
245 |
}
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}
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}
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/* Update the corresponding vectors V(:,idx) = V*Q(:,idx) */
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antodo |
249 |
ierr = SlepcUpdateVectors(nv,eps->V+eps->nconv,0,k+l-eps->nconv,Q,nv,PETSC_FALSE);CHKERRQ(ierr);
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slepc |
250 |
/* Normalize u and append it to V */
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slepc |
251 |
if (eps->reason == EPS_CONVERGED_ITERATING && !breakdown) {
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slepc |
252 |
ierr = VecAXPBY(eps->V[k+l],1.0/beta,0.0,u);CHKERRQ(ierr);
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slepc |
253 |
}
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slepc |
254 |
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antodo |
255 |
EPSMonitor(eps,eps->its,k,eps->eigr,eps->eigi,eps->errest,nv+eps->nconv);
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slepc |
256 |
eps->nconv = k;
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}
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jroman |
260 |
ierr = PetscFree(Q);CHKERRQ(ierr);
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slepc |
261 |
ierr = PetscFree(a);CHKERRQ(ierr);
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ierr = PetscFree(b);CHKERRQ(ierr);
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slepc |
263 |
ierr = PetscFree(work);CHKERRQ(ierr);
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slepc |
264 |
ierr = PetscFree(iwork);CHKERRQ(ierr);
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slepc |
265 |
PetscFunctionReturn(0);
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}
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