| 647 |
dsic.upv.es!antodo |
1 |
/*
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3 |
SLEPc eigensolver: "lanczos"
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dsic.upv.es!jroman |
5 |
Method: Explicitly Restarted Symmetric/Hermitian Lanczos
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dsic.upv.es!antodo |
6 |
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dsic.upv.es!jroman |
7 |
Algorithm:
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| 647 |
dsic.upv.es!antodo |
8 |
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dsic.upv.es!jroman |
9 |
Lanczos method for symmetric (Hermitian) problems, with explicit
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restart and deflation. Several reorthogonalization strategies can
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dsic.upv.es!jroman |
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be selected.
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dsic.upv.es!antodo |
13 |
References:
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dsic.upv.es!jroman |
15 |
[1] "Lanczos Methods in SLEPc", SLEPc Technical Report STR-5,
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available at http://www.grycap.upv.es/slepc.
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| 647 |
dsic.upv.es!antodo |
17 |
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slepc |
18 |
Last update: Feb 2009
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dsic.upv.es!jroman |
19 |
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slepc |
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- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
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slepc |
21 |
SLEPc - Scalable Library for Eigenvalue Problem Computations
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Copyright (c) 2002-2009, Universidad Politecnica de Valencia, Spain
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slepc |
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slepc |
24 |
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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dsic.upv.es!antodo |
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*/
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slepc |
39 |
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slepc |
40 |
#include "private/epsimpl.h" /*I "slepceps.h" I*/
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dsic.upv.es!antodo |
41 |
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dsic.upv.es!antodo |
42 |
typedef struct {
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| 906 |
dsic.upv.es!antodo |
43 |
EPSLanczosReorthogType reorthog;
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dsic.upv.es!antodo |
44 |
} EPS_LANCZOS;
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dsic.upv.es!antodo |
46 |
#undef __FUNCT__
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#define __FUNCT__ "EPSSetUp_LANCZOS"
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48 |
PetscErrorCode EPSSetUp_LANCZOS(EPS eps)
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49 |
{
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| 1638 |
slepc |
50 |
EPS_LANCZOS *lanczos = (EPS_LANCZOS *)eps->data;
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dsic.upv.es!antodo |
51 |
PetscErrorCode ierr;
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52 |
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53 |
PetscFunctionBegin;
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| 1577 |
slepc |
54 |
if (eps->ncv) { /* ncv set */
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dsic.upv.es!antodo |
55 |
if (eps->ncv<eps->nev) SETERRQ(1,"The value of ncv must be at least nev");
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56 |
}
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slepc |
57 |
else if (eps->mpd) { /* mpd set */
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jroman |
58 |
eps->ncv = PetscMin(eps->n,eps->nev+eps->mpd);
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| 1577 |
slepc |
59 |
}
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60 |
else { /* neither set: defaults depend on nev being small or large */
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jroman |
61 |
if (eps->nev<500) eps->ncv = PetscMin(eps->n,PetscMax(2*eps->nev,eps->nev+15));
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62 |
else { eps->mpd = 500; eps->ncv = PetscMin(eps->n,eps->nev+eps->mpd); }
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slepc |
63 |
}
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if (!eps->mpd) eps->mpd = eps->ncv;
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if (eps->ncv>eps->nev+eps->mpd) SETERRQ(1,"The value of ncv must not be larger than nev+mpd");
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jroman |
66 |
if (!eps->max_it) eps->max_it = PetscMax(100,2*eps->n/eps->ncv);
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slepc |
67 |
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dsic.upv.es!antodo |
68 |
if (eps->solverclass==EPS_ONE_SIDE) {
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antodo |
69 |
switch (eps->which) {
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70 |
case EPS_LARGEST_IMAGINARY:
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71 |
case EPS_SMALLEST_IMAGINARY:
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72 |
case EPS_TARGET_MAGNITUDE:
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case EPS_TARGET_REAL:
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case EPS_TARGET_IMAGINARY:
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75 |
SETERRQ(1,"Wrong value of eps->which");
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default: ; /* default case to remove warning */
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77 |
}
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dsic.upv.es!antodo |
78 |
if (!eps->ishermitian)
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SETERRQ(PETSC_ERR_SUP,"Requested method is only available for Hermitian problems");
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} else {
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if (eps->which != EPS_LARGEST_MAGNITUDE)
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SETERRQ(1,"Wrong value of eps->which");
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83 |
}
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slepc |
84 |
if (!eps->extraction) {
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ierr = EPSSetExtraction(eps,EPS_RITZ);CHKERRQ(ierr);
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86 |
} else if (eps->extraction!=EPS_RITZ) {
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SETERRQ(PETSC_ERR_SUP,"Unsupported extraction type\n");
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slepc |
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}
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dsic.upv.es!antodo |
90 |
ierr = EPSAllocateSolution(eps);CHKERRQ(ierr);
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jroman |
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if (lanczos->reorthog == EPS_LANCZOS_REORTHOG_SELECTIVE) {
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jroman |
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ierr = VecDuplicateVecs(eps->V[0],eps->ncv,&eps->AV);CHKERRQ(ierr);
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slepc |
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}
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dsic.upv.es!jroman |
94 |
if (eps->solverclass==EPS_TWO_SIDE) {
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slepc |
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ierr = PetscFree(eps->Tl);CHKERRQ(ierr);
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dsic.upv.es!jroman |
96 |
ierr = PetscMalloc(eps->ncv*eps->ncv*sizeof(PetscScalar),&eps->Tl);CHKERRQ(ierr);
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97 |
}
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jroman |
98 |
if (eps->solverclass==EPS_TWO_SIDE || lanczos->reorthog == EPS_LANCZOS_REORTHOG_LOCAL) {
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antodo |
99 |
ierr = EPSDefaultGetWork(eps,2);CHKERRQ(ierr);
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100 |
} else {
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101 |
ierr = EPSDefaultGetWork(eps,1);CHKERRQ(ierr);
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}
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dsic.upv.es!antodo |
103 |
PetscFunctionReturn(0);
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}
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#undef __FUNCT__
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slepc |
107 |
#define __FUNCT__ "EPSLocalLanczos"
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dsic.upv.es!jroman |
108 |
/*
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slepc |
109 |
EPSLocalLanczos - Local reorthogonalization.
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dsic.upv.es!jroman |
110 |
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This is the simplest variant. At each Lanczos step, the corresponding Lanczos vector
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is orthogonalized with respect to the two previous Lanczos vectors, according to
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the three term Lanczos recurrence. WARNING: This variant does not track the loss of
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orthogonality that occurs in finite-precision arithmetic and, therefore, the
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generated vectors are not guaranteed to be (semi-)orthogonal.
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*/
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slepc |
117 |
static PetscErrorCode EPSLocalLanczos(EPS eps,PetscReal *alpha,PetscReal *beta,Vec *V,PetscInt k,PetscInt *M,Vec f,PetscTruth *breakdown)
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dsic.upv.es!antodo |
118 |
{
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PetscErrorCode ierr;
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slepc |
120 |
PetscInt i,j,m = *M;
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slepc |
121 |
PetscReal norm;
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slepc |
122 |
PetscTruth *which,lwhich[100];
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antodo |
123 |
PetscScalar *hwork,lhwork[100];
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slepc |
124 |
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slepc |
125 |
PetscFunctionBegin;
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antodo |
126 |
if (m > 100) {
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127 |
ierr = PetscMalloc(sizeof(PetscTruth)*m,&which);CHKERRQ(ierr);
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128 |
ierr = PetscMalloc(m*sizeof(PetscScalar),&hwork);CHKERRQ(ierr);
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slepc |
129 |
} else {
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130 |
which = lwhich;
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131 |
hwork = lhwork;
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}
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antodo |
133 |
for (i=0;i<k;i++)
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slepc |
134 |
which[i] = PETSC_TRUE;
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slepc |
135 |
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slepc |
136 |
for (j=k;j<m-1;j++) {
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137 |
ierr = STApply(eps->OP,V[j],V[j+1]);CHKERRQ(ierr);
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antodo |
138 |
which[j] = PETSC_TRUE;
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139 |
if (j-2>=k) which[j-2] = PETSC_FALSE;
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140 |
ierr = IPOrthogonalize(eps->ip,eps->nds,eps->DS,j+1,which,V,V[j+1],hwork,&norm,breakdown);CHKERRQ(ierr);
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141 |
alpha[j-k] = PetscRealPart(hwork[j]);
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slepc |
142 |
beta[j-k] = norm;
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slepc |
143 |
if (*breakdown) {
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144 |
*M = j+1;
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antodo |
145 |
if (m > 100) {
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slepc |
146 |
ierr = PetscFree(which);CHKERRQ(ierr);
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147 |
ierr = PetscFree(hwork);CHKERRQ(ierr);
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148 |
}
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149 |
PetscFunctionReturn(0);
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150 |
} else {
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151 |
ierr = VecScale(V[j+1],1.0/norm);CHKERRQ(ierr);
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slepc |
152 |
}
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153 |
}
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slepc |
154 |
ierr = STApply(eps->OP,V[m-1],f);CHKERRQ(ierr);
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antodo |
155 |
ierr = IPOrthogonalize(eps->ip,eps->nds,eps->DS,m,PETSC_NULL,V,f,hwork,&norm,PETSC_NULL);CHKERRQ(ierr);
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156 |
alpha[m-1-k] = PetscRealPart(hwork[m-1]);
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| 1639 |
slepc |
157 |
beta[m-1-k] = norm;
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slepc |
158 |
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antodo |
159 |
if (m > 100) {
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| 1616 |
slepc |
160 |
ierr = PetscFree(which);CHKERRQ(ierr);
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161 |
ierr = PetscFree(hwork);CHKERRQ(ierr);
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162 |
}
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slepc |
163 |
PetscFunctionReturn(0);
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164 |
}
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165 |
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166 |
#undef __FUNCT__
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| 891 |
dsic.upv.es!antodo |
167 |
#define __FUNCT__ "EPSSelectiveLanczos"
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dsic.upv.es!antodo |
168 |
/*
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169 |
EPSSelectiveLanczos - Selective reorthogonalization.
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170 |
*/
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slepc |
171 |
static PetscErrorCode EPSSelectiveLanczos(EPS eps,PetscReal *alpha,PetscReal *beta,Vec *V,PetscInt k,PetscInt *M,Vec f,PetscTruth *breakdown,PetscReal anorm)
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dsic.upv.es!antodo |
172 |
{
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173 |
PetscErrorCode ierr;
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slepc |
174 |
PetscInt i,j,m = *M,n,nritz=0,nritzo;
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| 1616 |
slepc |
175 |
PetscReal *d,*e,*ritz,norm;
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antodo |
176 |
PetscScalar *Y,*hwork,lhwork[100];
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| 1163 |
slepc |
177 |
PetscTruth *which,lwhich[100];
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| 891 |
dsic.upv.es!antodo |
178 |
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179 |
PetscFunctionBegin;
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| 1616 |
slepc |
180 |
ierr = PetscMalloc(m*sizeof(PetscReal),&d);CHKERRQ(ierr);
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181 |
ierr = PetscMalloc(m*sizeof(PetscReal),&e);CHKERRQ(ierr);
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| 891 |
dsic.upv.es!antodo |
182 |
ierr = PetscMalloc(m*sizeof(PetscReal),&ritz);CHKERRQ(ierr);
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| 1178 |
slepc |
183 |
ierr = PetscMalloc(m*m*sizeof(PetscScalar),&Y);CHKERRQ(ierr);
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antodo |
184 |
if (m > 100) {
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185 |
ierr = PetscMalloc(sizeof(PetscTruth)*m,&which);CHKERRQ(ierr);
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186 |
ierr = PetscMalloc(m*sizeof(PetscScalar),&hwork);CHKERRQ(ierr);
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| 1616 |
slepc |
187 |
} else {
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188 |
which = lwhich;
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189 |
hwork = lhwork;
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190 |
}
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antodo |
191 |
for (i=0;i<k;i++)
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| 1163 |
slepc |
192 |
which[i] = PETSC_TRUE;
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| 1124 |
slepc |
193 |
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| 891 |
dsic.upv.es!antodo |
194 |
for (j=k;j<m;j++) {
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| 1154 |
slepc |
195 |
/* Lanczos step */
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| 891 |
dsic.upv.es!antodo |
196 |
ierr = STApply(eps->OP,V[j],f);CHKERRQ(ierr);
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| 1755 |
antodo |
197 |
which[j] = PETSC_TRUE;
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198 |
if (j-2>=k) which[j-2] = PETSC_FALSE;
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199 |
ierr = IPOrthogonalize(eps->ip,eps->nds,eps->DS,j+1,which,V,f,hwork,&norm,breakdown);CHKERRQ(ierr);
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200 |
alpha[j-k] = PetscRealPart(hwork[j]);
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| 1616 |
slepc |
201 |
beta[j-k] = norm;
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| 891 |
dsic.upv.es!antodo |
202 |
if (*breakdown) {
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203 |
*M = j+1;
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204 |
break;
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205 |
}
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206 |
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| 1154 |
slepc |
207 |
/* Compute eigenvalues and eigenvectors Y of the tridiagonal block */
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| 891 |
dsic.upv.es!antodo |
208 |
n = j-k+1;
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| 1616 |
slepc |
209 |
for (i=0;i<n;i++) { d[i] = alpha[i]; e[i] = beta[i]; }
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210 |
ierr = EPSDenseTridiagonal(n,d,e,ritz,Y);CHKERRQ(ierr);
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| 891 |
dsic.upv.es!antodo |
211 |
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212 |
/* Estimate ||A|| */
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213 |
for (i=0;i<n;i++)
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214 |
if (PetscAbsReal(ritz[i]) > anorm) anorm = PetscAbsReal(ritz[i]);
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| 1154 |
slepc |
215 |
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216 |
/* Compute nearly converged Ritz vectors */
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217 |
nritzo = 0;
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218 |
for (i=0;i<n;i++)
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| 891 |
dsic.upv.es!antodo |
219 |
if (norm*PetscAbsScalar(Y[i*n+n-1]) < PETSC_SQRT_MACHINE_EPSILON*anorm)
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| 1154 |
slepc |
220 |
nritzo++;
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221 |
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222 |
if (nritzo>nritz) {
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223 |
nritz = 0;
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224 |
for (i=0;i<n;i++) {
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|
225 |
if (norm*PetscAbsScalar(Y[i*n+n-1]) < PETSC_SQRT_MACHINE_EPSILON*anorm) {
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| 1755 |
antodo |
226 |
ierr = SlepcVecMAXPBY(eps->AV[nritz],0.0,1.0,n,Y+i*n,V+k);CHKERRQ(ierr);
|
| 1154 |
slepc |
227 |
nritz++;
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228 |
}
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|
229 |
}
|
| 891 |
dsic.upv.es!antodo |
230 |
}
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|
231 |
|
| 1154 |
slepc |
232 |
if (nritz > 0) {
|
| 1755 |
antodo |
233 |
ierr = IPOrthogonalize(eps->ip,0,PETSC_NULL,nritz,PETSC_NULL,eps->AV,f,hwork,&norm,breakdown);CHKERRQ(ierr);
|
| 1154 |
slepc |
234 |
if (*breakdown) {
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|
235 |
*M = j+1;
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|
236 |
break;
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|
237 |
}
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|
238 |
}
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|
239 |
|
| 891 |
dsic.upv.es!antodo |
240 |
if (j<m-1) {
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|
|
241 |
ierr = VecScale(f,1.0 / norm);CHKERRQ(ierr);
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|
242 |
ierr = VecCopy(f,V[j+1]);CHKERRQ(ierr);
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243 |
}
|
| 671 |
dsic.upv.es!antodo |
244 |
}
|
| 1133 |
slepc |
245 |
|
| 1616 |
slepc |
246 |
ierr = PetscFree(d);CHKERRQ(ierr);
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|
|
247 |
ierr = PetscFree(e);CHKERRQ(ierr);
|
| 891 |
dsic.upv.es!antodo |
248 |
ierr = PetscFree(ritz);CHKERRQ(ierr);
|
| 895 |
dsic.upv.es!antodo |
249 |
ierr = PetscFree(Y);CHKERRQ(ierr);
|
| 1755 |
antodo |
250 |
if (m > 100) {
|
| 1616 |
slepc |
251 |
ierr = PetscFree(which);CHKERRQ(ierr);
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|
252 |
ierr = PetscFree(hwork);CHKERRQ(ierr);
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|
|
253 |
}
|
| 671 |
dsic.upv.es!antodo |
254 |
PetscFunctionReturn(0);
|
|
|
255 |
}
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|
256 |
|
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|
257 |
#undef __FUNCT__
|
| 1126 |
slepc |
258 |
#define __FUNCT__ "update_omega"
|
| 1509 |
slepc |
259 |
static void update_omega(PetscReal *omega,PetscReal *omega_old,PetscInt j,PetscReal *alpha,PetscReal *beta,PetscReal eps1,PetscReal anorm)
|
| 772 |
dsic.upv.es!antodo |
260 |
{
|
| 1509 |
slepc |
261 |
PetscInt k;
|
| 1126 |
slepc |
262 |
PetscReal T,binv,temp;
|
| 1121 |
slepc |
263 |
|
|
|
264 |
PetscFunctionBegin;
|
| 1126 |
slepc |
265 |
/* Estimate of contribution to roundoff errors from A*v
|
|
|
266 |
fl(A*v) = A*v + f,
|
|
|
267 |
where ||f|| \approx eps1*||A||.
|
|
|
268 |
For a full matrix A, a rule-of-thumb estimate is eps1 = sqrt(n)*eps. */
|
|
|
269 |
T = eps1*anorm;
|
|
|
270 |
binv = 1.0/beta[j+1];
|
|
|
271 |
|
|
|
272 |
/* Update omega(1) using omega(0)==0. */
|
| 1178 |
slepc |
273 |
omega_old[0]= beta[1]*omega[1] + (alpha[0]-alpha[j])*omega[0] -
|
| 1126 |
slepc |
274 |
beta[j]*omega_old[0];
|
|
|
275 |
if (omega_old[0] > 0)
|
|
|
276 |
omega_old[0] = binv*(omega_old[0] + T);
|
|
|
277 |
else
|
|
|
278 |
omega_old[0] = binv*(omega_old[0] - T);
|
|
|
279 |
|
|
|
280 |
/* Update remaining components. */
|
|
|
281 |
for (k=1;k<j-1;k++) {
|
| 1178 |
slepc |
282 |
omega_old[k] = beta[k+1]*omega[k+1] + (alpha[k]-alpha[j])*omega[k] +
|
| 1126 |
slepc |
283 |
beta[k]*omega[k-1] - beta[j]*omega_old[k];
|
|
|
284 |
if (omega_old[k] > 0)
|
|
|
285 |
omega_old[k] = binv*(omega_old[k] + T);
|
|
|
286 |
else
|
|
|
287 |
omega_old[k] = binv*(omega_old[k] - T);
|
| 1121 |
slepc |
288 |
}
|
| 1126 |
slepc |
289 |
omega_old[j-1] = binv*T;
|
| 1121 |
slepc |
290 |
|
| 1126 |
slepc |
291 |
/* Swap omega and omega_old. */
|
|
|
292 |
for (k=0;k<j;k++) {
|
|
|
293 |
temp = omega[k];
|
|
|
294 |
omega[k] = omega_old[k];
|
|
|
295 |
omega_old[k] = omega[k];
|
| 1121 |
slepc |
296 |
}
|
| 1126 |
slepc |
297 |
omega[j] = eps1;
|
| 1128 |
slepc |
298 |
PetscFunctionReturnVoid();
|
| 1121 |
slepc |
299 |
}
|
|
|
300 |
|
|
|
301 |
#undef __FUNCT__
|
| 1128 |
slepc |
302 |
#define __FUNCT__ "compute_int"
|
| 1509 |
slepc |
303 |
static void compute_int(PetscTruth *which,PetscReal *mu,PetscInt j,PetscReal delta,PetscReal eta)
|
| 1128 |
slepc |
304 |
{
|
| 1509 |
slepc |
305 |
PetscInt i,k,maxpos;
|
| 1128 |
slepc |
306 |
PetscReal max;
|
|
|
307 |
PetscTruth found;
|
|
|
308 |
|
| 1129 |
slepc |
309 |
PetscFunctionBegin;
|
| 1128 |
slepc |
310 |
/* initialize which */
|
|
|
311 |
found = PETSC_FALSE;
|
| 1297 |
slepc |
312 |
maxpos = 0;
|
| 1128 |
slepc |
313 |
max = 0.0;
|
|
|
314 |
for (i=0;i<j;i++) {
|
| 1178 |
slepc |
315 |
if (PetscAbsReal(mu[i]) >= delta) {
|
| 1128 |
slepc |
316 |
which[i] = PETSC_TRUE;
|
|
|
317 |
found = PETSC_TRUE;
|
|
|
318 |
} else which[i] = PETSC_FALSE;
|
| 1178 |
slepc |
319 |
if (PetscAbsReal(mu[i]) > max) {
|
| 1128 |
slepc |
320 |
maxpos = i;
|
| 1178 |
slepc |
321 |
max = PetscAbsReal(mu[i]);
|
| 1128 |
slepc |
322 |
}
|
|
|
323 |
}
|
|
|
324 |
if (!found) which[maxpos] = PETSC_TRUE;
|
|
|
325 |
|
|
|
326 |
for (i=0;i<j;i++)
|
|
|
327 |
if (which[i]) {
|
|
|
328 |
/* find left interval */
|
|
|
329 |
for (k=i;k>=0;k--) {
|
| 1178 |
slepc |
330 |
if (PetscAbsReal(mu[k])<eta || which[k]) break;
|
| 1128 |
slepc |
331 |
else which[k] = PETSC_TRUE;
|
|
|
332 |
}
|
|
|
333 |
/* find right interval */
|
|
|
334 |
for (k=i+1;k<j;k++) {
|
| 1178 |
slepc |
335 |
if (PetscAbsReal(mu[k])<eta || which[k]) break;
|
| 1128 |
slepc |
336 |
else which[k] = PETSC_TRUE;
|
|
|
337 |
}
|
|
|
338 |
}
|
|
|
339 |
PetscFunctionReturnVoid();
|
|
|
340 |
}
|
|
|
341 |
|
|
|
342 |
#undef __FUNCT__
|
| 891 |
dsic.upv.es!antodo |
343 |
#define __FUNCT__ "EPSPartialLanczos"
|
| 928 |
dsic.upv.es!antodo |
344 |
/*
|
|
|
345 |
EPSPartialLanczos - Partial reorthogonalization.
|
|
|
346 |
*/
|
| 1629 |
slepc |
347 |
static PetscErrorCode EPSPartialLanczos(EPS eps,PetscReal *alpha,PetscReal *beta,Vec *V,PetscInt k,PetscInt *M,Vec f,PetscTruth *breakdown,PetscReal anorm)
|
| 746 |
dsic.upv.es!antodo |
348 |
{
|
| 1929 |
jroman |
349 |
EPS_LANCZOS *lanczos = (EPS_LANCZOS *)eps->data;
|
| 746 |
dsic.upv.es!antodo |
350 |
PetscErrorCode ierr;
|
| 1509 |
slepc |
351 |
PetscInt i,j,m = *M;
|
| 1629 |
slepc |
352 |
PetscReal norm,*omega,lomega[100],*omega_old,lomega_old[100],eps1,delta,eta;
|
| 1163 |
slepc |
353 |
PetscTruth *which,lwhich[100],*which2,lwhich2[100],
|
|
|
354 |
reorth = PETSC_FALSE,force_reorth = PETSC_FALSE,fro = PETSC_FALSE,estimate_anorm = PETSC_FALSE;
|
| 1755 |
antodo |
355 |
PetscScalar *hwork,lhwork[100];
|
| 746 |
dsic.upv.es!antodo |
356 |
|
|
|
357 |
PetscFunctionBegin;
|
| 1163 |
slepc |
358 |
if (m>100) {
|
| 1178 |
slepc |
359 |
ierr = PetscMalloc(m*sizeof(PetscReal),&omega);CHKERRQ(ierr);
|
|
|
360 |
ierr = PetscMalloc(m*sizeof(PetscReal),&omega_old);CHKERRQ(ierr);
|
| 1128 |
slepc |
361 |
} else {
|
|
|
362 |
omega = lomega;
|
|
|
363 |
omega_old = lomega_old;
|
| 1629 |
slepc |
364 |
}
|
| 1755 |
antodo |
365 |
if (m > 100) {
|
|
|
366 |
ierr = PetscMalloc(sizeof(PetscTruth)*m,&which);CHKERRQ(ierr);
|
|
|
367 |
ierr = PetscMalloc(sizeof(PetscTruth)*m,&which2);CHKERRQ(ierr);
|
|
|
368 |
ierr = PetscMalloc(m*sizeof(PetscScalar),&hwork);CHKERRQ(ierr);
|
| 1629 |
slepc |
369 |
} else {
|
| 1128 |
slepc |
370 |
which = lwhich;
|
| 1163 |
slepc |
371 |
which2 = lwhich2;
|
| 1629 |
slepc |
372 |
hwork = lhwork;
|
| 1128 |
slepc |
373 |
}
|
| 1629 |
slepc |
374 |
|
| 1929 |
jroman |
375 |
eps1 = sqrt((PetscReal)eps->n)*PETSC_MACHINE_EPSILON/2;
|
| 1126 |
slepc |
376 |
delta = PETSC_SQRT_MACHINE_EPSILON/sqrt((PetscReal)eps->ncv);
|
| 1128 |
slepc |
377 |
eta = pow(PETSC_MACHINE_EPSILON,3.0/4.0)/sqrt((PetscReal)eps->ncv);
|
| 1143 |
slepc |
378 |
if (anorm < 0.0) {
|
|
|
379 |
anorm = 1.0;
|
|
|
380 |
estimate_anorm = PETSC_TRUE;
|
|
|
381 |
}
|
| 1163 |
slepc |
382 |
for (i=0;i<m-k;i++)
|
| 1152 |
slepc |
383 |
omega[i] = omega_old[i] = 0.0;
|
| 1755 |
antodo |
384 |
for (i=0;i<k;i++)
|
| 1163 |
slepc |
385 |
which[i] = PETSC_TRUE;
|
| 1126 |
slepc |
386 |
|
| 891 |
dsic.upv.es!antodo |
387 |
for (j=k;j<m;j++) {
|
|
|
388 |
ierr = STApply(eps->OP,V[j],f);CHKERRQ(ierr);
|
| 1128 |
slepc |
389 |
if (fro) {
|
|
|
390 |
/* Lanczos step with full reorthogonalization */
|
| 1755 |
antodo |
391 |
ierr = IPOrthogonalize(eps->ip,eps->nds,eps->DS,j+1,PETSC_NULL,V,f,hwork,&norm,breakdown);CHKERRQ(ierr);
|
|
|
392 |
alpha[j-k] = PetscRealPart(hwork[j]);
|
| 1128 |
slepc |
393 |
} else {
|
|
|
394 |
/* Lanczos step */
|
| 1755 |
antodo |
395 |
which[j] = PETSC_TRUE;
|
|
|
396 |
if (j-2>=k) which[j-2] = PETSC_FALSE;
|
|
|
397 |
ierr = IPOrthogonalize(eps->ip,eps->nds,eps->DS,j+1,which,V,f,hwork,&norm,breakdown);CHKERRQ(ierr);
|
|
|
398 |
alpha[j-k] = PetscRealPart(hwork[j]);
|
| 1629 |
slepc |
399 |
beta[j-k] = norm;
|
| 1149 |
slepc |
400 |
|
| 1154 |
slepc |
401 |
/* Estimate ||A|| if needed */
|
| 1152 |
slepc |
402 |
if (estimate_anorm) {
|
| 1629 |
slepc |
403 |
if (j>k) anorm = PetscMax(anorm,PetscAbsReal(alpha[j-k])+norm+beta[j-k-1]);
|
|
|
404 |
else anorm = PetscMax(anorm,PetscAbsReal(alpha[j-k])+norm);
|
| 1152 |
slepc |
405 |
}
|
| 1154 |
slepc |
406 |
|
|
|
407 |
/* Check if reorthogonalization is needed */
|
| 1128 |
slepc |
408 |
reorth = PETSC_FALSE;
|
| 1154 |
slepc |
409 |
if (j>k) {
|
| 1629 |
slepc |
410 |
update_omega(omega,omega_old,j-k,alpha,beta-1,eps1,anorm);
|
| 1154 |
slepc |
411 |
for (i=0;i<j-k;i++)
|
|
|
412 |
if (PetscAbsScalar(omega[i]) > delta) reorth = PETSC_TRUE;
|
|
|
413 |
}
|
| 1128 |
slepc |
414 |
|
|
|
415 |
if (reorth || force_reorth) {
|
| 1940 |
jroman |
416 |
if (lanczos->reorthog == EPS_LANCZOS_REORTHOG_PERIODIC) {
|
| 1128 |
slepc |
417 |
/* Periodic reorthogonalization */
|
| 1129 |
slepc |
418 |
if (force_reorth) force_reorth = PETSC_FALSE;
|
|
|
419 |
else force_reorth = PETSC_TRUE;
|
| 1755 |
antodo |
420 |
ierr = IPOrthogonalize(eps->ip,0,PETSC_NULL,j-k,PETSC_NULL,V+k,f,hwork,&norm,breakdown);CHKERRQ(ierr);
|
| 1128 |
slepc |
421 |
for (i=0;i<j-k;i++)
|
|
|
422 |
omega[i] = eps1;
|
|
|
423 |
} else {
|
|
|
424 |
/* Partial reorthogonalization */
|
| 1129 |
slepc |
425 |
if (force_reorth) force_reorth = PETSC_FALSE;
|
|
|
426 |
else {
|
|
|
427 |
force_reorth = PETSC_TRUE;
|
| 1163 |
slepc |
428 |
compute_int(which2,omega,j-k,delta,eta);
|
| 1129 |
slepc |
429 |
for (i=0;i<j-k;i++)
|
| 1163 |
slepc |
430 |
if (which2[i]) omega[i] = eps1;
|
| 1150 |
slepc |
431 |
}
|
| 1755 |
antodo |
432 |
ierr = IPOrthogonalize(eps->ip,0,PETSC_NULL,j-k,which2,V+k,f,hwork,&norm,breakdown);CHKERRQ(ierr);
|
| 1129 |
slepc |
433 |
}
|
| 1126 |
slepc |
434 |
}
|
| 746 |
dsic.upv.es!antodo |
435 |
}
|
| 1150 |
slepc |
436 |
|
| 1929 |
jroman |
437 |
if (*breakdown || norm < eps->n*anorm*PETSC_MACHINE_EPSILON) {
|
| 891 |
dsic.upv.es!antodo |
438 |
*M = j+1;
|
|
|
439 |
break;
|
|
|
440 |
}
|
| 1128 |
slepc |
441 |
if (!fro && norm*delta < anorm*eps1) {
|
|
|
442 |
fro = PETSC_TRUE;
|
|
|
443 |
PetscInfo1(eps,"Switching to full reorthogonalization at iteration %i\n",eps->its);
|
|
|
444 |
}
|
| 1639 |
slepc |
445 |
|
|
|
446 |
beta[j-k] = norm;
|
| 891 |
dsic.upv.es!antodo |
447 |
if (j<m-1) {
|
|
|
448 |
ierr = VecScale(f,1.0/norm);CHKERRQ(ierr);
|
|
|
449 |
ierr = VecCopy(f,V[j+1]);CHKERRQ(ierr);
|
| 746 |
dsic.upv.es!antodo |
450 |
}
|
|
|
451 |
}
|
| 1126 |
slepc |
452 |
|
| 1163 |
slepc |
453 |
if (m>100) {
|
| 1128 |
slepc |
454 |
ierr = PetscFree(omega);CHKERRQ(ierr);
|
|
|
455 |
ierr = PetscFree(omega_old);CHKERRQ(ierr);
|
| 1629 |
slepc |
456 |
}
|
| 1755 |
antodo |
457 |
if (m > 100) {
|
| 1128 |
slepc |
458 |
ierr = PetscFree(which);CHKERRQ(ierr);
|
| 1163 |
slepc |
459 |
ierr = PetscFree(which2);CHKERRQ(ierr);
|
| 1629 |
slepc |
460 |
ierr = PetscFree(hwork);CHKERRQ(ierr);
|
| 1128 |
slepc |
461 |
}
|
| 746 |
dsic.upv.es!antodo |
462 |
PetscFunctionReturn(0);
|
|
|
463 |
}
|
|
|
464 |
|
|
|
465 |
#undef __FUNCT__
|
| 655 |
dsic.upv.es!jroman |
466 |
#define __FUNCT__ "EPSBasicLanczos"
|
|
|
467 |
/*
|
|
|
468 |
EPSBasicLanczos - Computes an m-step Lanczos factorization. The first k
|
|
|
469 |
columns are assumed to be locked and therefore they are not modified. On
|
|
|
470 |
exit, the following relation is satisfied:
|
| 647 |
dsic.upv.es!antodo |
471 |
|
| 655 |
dsic.upv.es!jroman |
472 |
OP * V - V * T = f * e_m^T
|
|
|
473 |
|
|
|
474 |
where the columns of V are the Lanczos vectors, T is a tridiagonal matrix,
|
|
|
475 |
f is the residual vector and e_m is the m-th vector of the canonical basis.
|
|
|
476 |
The Lanczos vectors (together with vector f) are B-orthogonal (to working
|
|
|
477 |
accuracy) if full reorthogonalization is being used, otherwise they are
|
|
|
478 |
(B-)semi-orthogonal. On exit, beta contains the B-norm of f and the next
|
|
|
479 |
Lanczos vector can be computed as v_{m+1} = f / beta.
|
|
|
480 |
|
|
|
481 |
This function simply calls another function which depends on the selected
|
|
|
482 |
reorthogonalization strategy.
|
|
|
483 |
*/
|
| 1616 |
slepc |
484 |
static PetscErrorCode EPSBasicLanczos(EPS eps,PetscReal *alpha,PetscReal *beta,Vec *V,PetscInt k,PetscInt *m,Vec f,PetscTruth *breakdown,PetscReal anorm)
|
| 655 |
dsic.upv.es!jroman |
485 |
{
|
| 671 |
dsic.upv.es!antodo |
486 |
EPS_LANCZOS *lanczos = (EPS_LANCZOS *)eps->data;
|
| 655 |
dsic.upv.es!jroman |
487 |
PetscErrorCode ierr;
|
| 1345 |
slepc |
488 |
IPOrthogonalizationRefinementType orthog_ref;
|
| 1616 |
slepc |
489 |
PetscScalar *T;
|
|
|
490 |
PetscInt i,n=*m;
|
| 1662 |
slepc |
491 |
PetscReal betam;
|
| 655 |
dsic.upv.es!jroman |
492 |
|
|
|
493 |
PetscFunctionBegin;
|
| 671 |
dsic.upv.es!antodo |
494 |
switch (lanczos->reorthog) {
|
| 1940 |
jroman |
495 |
case EPS_LANCZOS_REORTHOG_LOCAL:
|
| 1616 |
slepc |
496 |
ierr = EPSLocalLanczos(eps,alpha,beta,V,k,m,f,breakdown);CHKERRQ(ierr);
|
| 671 |
dsic.upv.es!antodo |
497 |
break;
|
| 1940 |
jroman |
498 |
case EPS_LANCZOS_REORTHOG_SELECTIVE:
|
| 1616 |
slepc |
499 |
ierr = EPSSelectiveLanczos(eps,alpha,beta,V,k,m,f,breakdown,anorm);CHKERRQ(ierr);
|
| 671 |
dsic.upv.es!antodo |
500 |
break;
|
| 1940 |
jroman |
501 |
case EPS_LANCZOS_REORTHOG_FULL:
|
| 1616 |
slepc |
502 |
ierr = EPSFullLanczos(eps,alpha,beta,V,k,m,f,breakdown);CHKERRQ(ierr);
|
| 1124 |
slepc |
503 |
break;
|
| 1940 |
jroman |
504 |
case EPS_LANCZOS_REORTHOG_PARTIAL:
|
|
|
505 |
case EPS_LANCZOS_REORTHOG_PERIODIC:
|
| 1629 |
slepc |
506 |
ierr = EPSPartialLanczos(eps,alpha,beta,V,k,m,f,breakdown,anorm);CHKERRQ(ierr);
|
|
|
507 |
break;
|
| 1940 |
jroman |
508 |
case EPS_LANCZOS_REORTHOG_DELAYED:
|
| 1616 |
slepc |
509 |
ierr = PetscMalloc(n*n*sizeof(PetscScalar),&T);CHKERRQ(ierr);
|
| 1345 |
slepc |
510 |
ierr = IPGetOrthogonalization(eps->ip,PETSC_NULL,&orthog_ref,PETSC_NULL);CHKERRQ(ierr);
|
| 1629 |
slepc |
511 |
if (orthog_ref == IP_ORTH_REFINE_NEVER) {
|
| 1616 |
slepc |
512 |
ierr = EPSDelayedArnoldi1(eps,T,n,V,k,m,f,&betam,breakdown);CHKERRQ(ierr);
|
| 1124 |
slepc |
513 |
} else {
|
| 1616 |
slepc |
514 |
ierr = EPSDelayedArnoldi(eps,T,n,V,k,m,f,&betam,breakdown);CHKERRQ(ierr);
|
| 1121 |
slepc |
515 |
}
|
| 1682 |
slepc |
516 |
for (i=k;i<n-1;i++) { alpha[i-k] = PetscRealPart(T[n*i+i]); beta[i-k] = PetscRealPart(T[n*i+i+1]); }
|
|
|
517 |
alpha[n-1] = PetscRealPart(T[n*(n-1)+n-1]);
|
| 1616 |
slepc |
518 |
beta[n-1] = betam;
|
|
|
519 |
ierr = PetscFree(T);CHKERRQ(ierr);
|
| 772 |
dsic.upv.es!antodo |
520 |
break;
|
| 1124 |
slepc |
521 |
default:
|
|
|
522 |
SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,"Invalid reorthogonalization type");
|
| 671 |
dsic.upv.es!antodo |
523 |
}
|
| 655 |
dsic.upv.es!jroman |
524 |
PetscFunctionReturn(0);
|
|
|
525 |
}
|
|
|
526 |
|
| 647 |
dsic.upv.es!antodo |
527 |
#undef __FUNCT__
|
|
|
528 |
#define __FUNCT__ "EPSSolve_LANCZOS"
|
|
|
529 |
PetscErrorCode EPSSolve_LANCZOS(EPS eps)
|
|
|
530 |
{
|
| 891 |
dsic.upv.es!antodo |
531 |
EPS_LANCZOS *lanczos = (EPS_LANCZOS *)eps->data;
|
| 647 |
dsic.upv.es!antodo |
532 |
PetscErrorCode ierr;
|
| 1638 |
slepc |
533 |
PetscInt nconv,i,j,k,l,x,n,m,*perm,restart,ncv=eps->ncv;
|
| 1755 |
antodo |
534 |
Vec w=eps->work[1],f=eps->work[0];
|
| 1623 |
slepc |
535 |
PetscScalar *Y,stmp;
|
| 1638 |
slepc |
536 |
PetscReal *d,*e,*ritz,*bnd,anorm,beta,norm,rtmp;
|
| 1173 |
slepc |
537 |
PetscTruth breakdown;
|
| 1638 |
slepc |
538 |
char *conv,ctmp;
|
| 647 |
dsic.upv.es!antodo |
539 |
|
|
|
540 |
PetscFunctionBegin;
|
| 1616 |
slepc |
541 |
ierr = PetscMalloc(ncv*sizeof(PetscReal),&d);CHKERRQ(ierr);
|
|
|
542 |
ierr = PetscMalloc(ncv*sizeof(PetscReal),&e);CHKERRQ(ierr);
|
| 666 |
dsic.upv.es!antodo |
543 |
ierr = PetscMalloc(ncv*sizeof(PetscReal),&ritz);CHKERRQ(ierr);
|
| 1178 |
slepc |
544 |
ierr = PetscMalloc(ncv*ncv*sizeof(PetscScalar),&Y);CHKERRQ(ierr);
|
| 895 |
dsic.upv.es!antodo |
545 |
ierr = PetscMalloc(ncv*sizeof(PetscReal),&bnd);CHKERRQ(ierr);
|
| 1638 |
slepc |
546 |
ierr = PetscMalloc(ncv*sizeof(PetscInt),&perm);CHKERRQ(ierr);
|
| 897 |
dsic.upv.es!antodo |
547 |
ierr = PetscMalloc(ncv*sizeof(char),&conv);CHKERRQ(ierr);
|
| 647 |
dsic.upv.es!antodo |
548 |
|
| 655 |
dsic.upv.es!jroman |
549 |
/* The first Lanczos vector is the normalized initial vector */
|
| 1057 |
slepc |
550 |
ierr = EPSGetStartVector(eps,0,eps->V[0],PETSC_NULL);CHKERRQ(ierr);
|
| 647 |
dsic.upv.es!antodo |
551 |
|
| 1143 |
slepc |
552 |
anorm = -1.0;
|
| 655 |
dsic.upv.es!jroman |
553 |
nconv = 0;
|
| 704 |
dsic.upv.es!antodo |
554 |
|
| 655 |
dsic.upv.es!jroman |
555 |
/* Restart loop */
|
| 891 |
dsic.upv.es!antodo |
556 |
while (eps->reason == EPS_CONVERGED_ITERATING) {
|
| 1220 |
slepc |
557 |
eps->its++;
|
| 655 |
dsic.upv.es!jroman |
558 |
/* Compute an ncv-step Lanczos factorization */
|
| 1577 |
slepc |
559 |
m = PetscMin(nconv+eps->mpd,ncv);
|
| 1616 |
slepc |
560 |
ierr = EPSBasicLanczos(eps,d,e,eps->V,nconv,&m,f,&breakdown,anorm);CHKERRQ(ierr);
|
| 647 |
dsic.upv.es!antodo |
561 |
|
| 1178 |
slepc |
562 |
/* Compute eigenvalues and eigenvectors Y of the tridiagonal block */
|
| 772 |
dsic.upv.es!antodo |
563 |
n = m - nconv;
|
| 1616 |
slepc |
564 |
beta = e[n-1];
|
|
|
565 |
ierr = EPSDenseTridiagonal(n,d,e,ritz,Y);CHKERRQ(ierr);
|
| 1638 |
slepc |
566 |
|
| 891 |
dsic.upv.es!antodo |
567 |
/* Estimate ||A|| */
|
|
|
568 |
for (i=0;i<n;i++)
|
|
|
569 |
if (PetscAbsReal(ritz[i]) > anorm) anorm = PetscAbsReal(ritz[i]);
|
| 647 |
dsic.upv.es!antodo |
570 |
|
| 902 |
dsic.upv.es!antodo |
571 |
/* Compute residual norm estimates as beta*abs(Y(m,:)) + eps*||A|| */
|
| 1638 |
slepc |
572 |
for (i=0;i<n;i++) {
|
| 1178 |
slepc |
573 |
bnd[i] = beta*PetscAbsScalar(Y[i*n+n-1]) + PETSC_MACHINE_EPSILON*anorm;
|
| 1638 |
slepc |
574 |
bnd[i] = bnd[i] / PetscAbsScalar(ritz[i]);
|
|
|
575 |
if (bnd[i] < eps->tol) {
|
| 902 |
dsic.upv.es!antodo |
576 |
conv[i] = 'C';
|
| 1638 |
slepc |
577 |
} else {
|
|
|
578 |
conv[i] = 'N';
|
|
|
579 |
}
|
| 687 |
dsic.upv.es!antodo |
580 |
}
|
| 647 |
dsic.upv.es!antodo |
581 |
|
| 1638 |
slepc |
582 |
/* purge repeated ritz values */
|
| 1940 |
jroman |
583 |
if (lanczos->reorthog == EPS_LANCZOS_REORTHOG_LOCAL)
|
| 1638 |
slepc |
584 |
for (i=1;i<n;i++)
|
|
|
585 |
if (conv[i] == 'C')
|
|
|
586 |
if (PetscAbsScalar((ritz[i]-ritz[i-1])/ritz[i]) < eps->tol)
|
|
|
587 |
conv[i] = 'R';
|
| 902 |
dsic.upv.es!antodo |
588 |
|
| 1638 |
slepc |
589 |
/* Compute restart vector */
|
| 902 |
dsic.upv.es!antodo |
590 |
if (breakdown) {
|
| 1121 |
slepc |
591 |
PetscInfo2(eps,"Breakdown in Lanczos method (it=%i norm=%g)\n",eps->its,beta);
|
| 1638 |
slepc |
592 |
} else {
|
|
|
593 |
restart = 0;
|
|
|
594 |
while (restart<n && conv[restart] != 'N') restart++;
|
|
|
595 |
if (restart >= n) {
|
|
|
596 |
breakdown = PETSC_TRUE;
|
|
|
597 |
} else {
|
|
|
598 |
switch (eps->which) {
|
|
|
599 |
case EPS_LARGEST_MAGNITUDE:
|
|
|
600 |
case EPS_SMALLEST_MAGNITUDE:
|
|
|
601 |
rtmp = PetscAbsReal(ritz[restart]);
|
|
|
602 |
break;
|
|
|
603 |
case EPS_LARGEST_REAL:
|
|
|
604 |
case EPS_SMALLEST_REAL:
|
|
|
605 |
rtmp = ritz[restart];
|
|
|
606 |
break;
|
|
|
607 |
default: SETERRQ(1,"Wrong value of which");
|
|
|
608 |
}
|
|
|
609 |
for (i=restart+1;i<n;i++)
|
|
|
610 |
if (conv[i] == 'N') {
|
|
|
611 |
switch (eps->which) {
|
|
|
612 |
case EPS_LARGEST_MAGNITUDE:
|
|
|
613 |
if (rtmp < PetscAbsReal(ritz[i])) { rtmp = PetscAbsReal(ritz[i]); restart = i; }
|
|
|
614 |
break;
|
|
|
615 |
case EPS_SMALLEST_MAGNITUDE:
|
|
|
616 |
if (rtmp > PetscAbsReal(ritz[i])) { rtmp = PetscAbsReal(ritz[i]); restart = i; }
|
|
|
617 |
break;
|
|
|
618 |
case EPS_LARGEST_REAL:
|
|
|
619 |
if (rtmp < ritz[i]) { rtmp = ritz[i]; restart = i; }
|
|
|
620 |
break;
|
|
|
621 |
case EPS_SMALLEST_REAL:
|
|
|
622 |
if (rtmp > ritz[i]) { rtmp = ritz[i]; restart = i; }
|
|
|
623 |
break;
|
|
|
624 |
default: SETERRQ(1,"Wrong value of which");
|
|
|
625 |
}
|
|
|
626 |
}
|
| 1755 |
antodo |
627 |
ierr = SlepcVecMAXPBY(f,0.0,1.0,n,Y+restart*n,eps->V+nconv);CHKERRQ(ierr);
|
| 1638 |
slepc |
628 |
}
|
| 902 |
dsic.upv.es!antodo |
629 |
}
|
| 1638 |
slepc |
630 |
|
|
|
631 |
/* Count and put converged eigenvalues first */
|
|
|
632 |
for (i=0;i<n;i++) perm[i] = i;
|
|
|
633 |
for (k=0;k<n;k++)
|
|
|
634 |
if (conv[perm[k]] != 'C') {
|
|
|
635 |
j = k + 1;
|
|
|
636 |
while (j<n && conv[perm[j]] != 'C') j++;
|
|
|
637 |
if (j>=n) break;
|
|
|
638 |
l = perm[k]; perm[k] = perm[j]; perm[j] = l;
|
|
|
639 |
}
|
|
|
640 |
|
|
|
641 |
/* Sort eigenvectors according to permutation */
|
|
|
642 |
for (i=0;i<k;i++) {
|
|
|
643 |
x = perm[i];
|
|
|
644 |
if (x != i) {
|
|
|
645 |
j = i + 1;
|
|
|
646 |
while (perm[j] != i) j++;
|
|
|
647 |
/* swap eigenvalues i and j */
|
|
|
648 |
rtmp = ritz[x]; ritz[x] = ritz[i]; ritz[i] = rtmp;
|
|
|
649 |
rtmp = bnd[x]; bnd[x] = bnd[i]; bnd[i] = rtmp;
|
|
|
650 |
ctmp = conv[x]; conv[x] = conv[i]; conv[i] = ctmp;
|
|
|
651 |
perm[j] = x; perm[i] = i;
|
|
|
652 |
/* swap eigenvectors i and j */
|
|
|
653 |
for (l=0;l<n;l++) {
|
|
|
654 |
stmp = Y[x*n+l]; Y[x*n+l] = Y[i*n+l]; Y[i*n+l] = stmp;
|
|
|
655 |
}
|
|
|
656 |
}
|
|
|
657 |
}
|
| 891 |
dsic.upv.es!antodo |
658 |
|
| 1638 |
slepc |
659 |
/* compute converged eigenvectors */
|
|
|
660 |
ierr = SlepcUpdateVectors(n,eps->V+nconv,0,k,Y,n,PETSC_FALSE);CHKERRQ(ierr);
|
|
|
661 |
|
|
|
662 |
/* purge spurious ritz values */
|
| 1940 |
jroman |
663 |
if (lanczos->reorthog == EPS_LANCZOS_REORTHOG_LOCAL) {
|
| 1638 |
slepc |
664 |
for (i=0;i<k;i++) {
|
|
|
665 |
ierr = VecNorm(eps->V[nconv+i],NORM_2,&norm);CHKERRQ(ierr);
|
|
|
666 |
ierr = VecScale(eps->V[nconv+i],1.0/norm);CHKERRQ(ierr);
|
|
|
667 |
ierr = STApply(eps->OP,eps->V[nconv+i],w);CHKERRQ(ierr);
|
|
|
668 |
ierr = VecAXPY(w,-ritz[i],eps->V[nconv+i]);CHKERRQ(ierr);
|
|
|
669 |
ierr = VecNorm(w,NORM_2,&norm);CHKERRQ(ierr);
|
|
|
670 |
bnd[i] = norm / PetscAbsScalar(ritz[i]);
|
|
|
671 |
if (bnd[i] >= eps->tol) conv[i] = 'S';
|
| 897 |
dsic.upv.es!antodo |
672 |
}
|
| 1638 |
slepc |
673 |
for (i=0;i<k;i++)
|
|
|
674 |
if (conv[i] != 'C') {
|
|
|
675 |
j = i + 1;
|
|
|
676 |
while (j<k && conv[j] != 'C') j++;
|
|
|
677 |
if (j>=k) break;
|
|
|
678 |
/* swap eigenvalues i and j */
|
|
|
679 |
rtmp = ritz[j]; ritz[j] = ritz[i]; ritz[i] = rtmp;
|
|
|
680 |
rtmp = bnd[j]; bnd[j] = bnd[i]; bnd[i] = rtmp;
|
|
|
681 |
ctmp = conv[j]; conv[j] = conv[i]; conv[i] = ctmp;
|
|
|
682 |
/* swap eigenvectors i and j */
|
|
|
683 |
ierr = VecSwap(eps->V[nconv+i],eps->V[nconv+j]);CHKERRQ(ierr);
|
|
|
684 |
}
|
|
|
685 |
k = i;
|
| 870 |
dsic.upv.es!antodo |
686 |
}
|
|
|
687 |
|
| 1638 |
slepc |
688 |
/* store ritz values and estimated errors */
|
|
|
689 |
for (i=0;i<n;i++) {
|
|
|
690 |
eps->eigr[nconv+i] = ritz[i];
|
|
|
691 |
eps->errest[nconv+i] = bnd[i];
|
| 870 |
dsic.upv.es!antodo |
692 |
}
|
| 1638 |
slepc |
693 |
EPSMonitor(eps,eps->its,nconv,eps->eigr,eps->eigi,eps->errest,nconv+n);
|
|
|
694 |
nconv = nconv+k;
|
|
|
695 |
if (eps->its >= eps->max_it) eps->reason = EPS_DIVERGED_ITS;
|
|
|
696 |
if (nconv >= eps->nev) eps->reason = EPS_CONVERGED_TOL;
|
|
|
697 |
|
|
|
698 |
if (eps->reason == EPS_CONVERGED_ITERATING) { /* copy restart vector */
|
| 1940 |
jroman |
699 |
if (lanczos->reorthog == EPS_LANCZOS_REORTHOG_LOCAL && !breakdown) {
|
| 1638 |
slepc |
700 |
/* Reorthonormalize restart vector */
|
| 1755 |
antodo |
701 |
ierr = IPOrthogonalize(eps->ip,eps->nds,eps->DS,nconv,PETSC_NULL,eps->V,f,PETSC_NULL,&norm,&breakdown);CHKERRQ(ierr);
|
| 1638 |
slepc |
702 |
ierr = VecScale(f,1.0/norm);CHKERRQ(ierr);
|
|
|
703 |
}
|
|
|
704 |
if (breakdown) {
|
| 1057 |
slepc |
705 |
/* Use random vector for restarting */
|
|
|
706 |
PetscInfo(eps,"Using random vector for restart\n");
|
| 1638 |
slepc |
707 |
ierr = EPSGetStartVector(eps,nconv,f,&breakdown);CHKERRQ(ierr);
|
| 1057 |
slepc |
708 |
}
|
| 1638 |
slepc |
709 |
if (breakdown) { /* give up */
|
|
|
710 |
eps->reason = EPS_DIVERGED_BREAKDOWN;
|
|
|
711 |
PetscInfo(eps,"Unable to generate more start vectors\n");
|
|
|
712 |
} else {
|
|
|
713 |
ierr = VecCopy(f,eps->V[nconv]);CHKERRQ(ierr);
|
|
|
714 |
}
|
|
|
715 |
}
|
| 647 |
dsic.upv.es!antodo |
716 |
}
|
|
|
717 |
|
| 655 |
dsic.upv.es!jroman |
718 |
eps->nconv = nconv;
|
| 647 |
dsic.upv.es!antodo |
719 |
|
| 1638 |
slepc |
720 |
ierr = PetscFree(d);CHKERRQ(ierr);
|
|
|
721 |
ierr = PetscFree(e);CHKERRQ(ierr);
|
| 666 |
dsic.upv.es!antodo |
722 |
ierr = PetscFree(ritz);CHKERRQ(ierr);
|
| 647 |
dsic.upv.es!antodo |
723 |
ierr = PetscFree(Y);CHKERRQ(ierr);
|
| 895 |
dsic.upv.es!antodo |
724 |
ierr = PetscFree(bnd);CHKERRQ(ierr);
|
| 1638 |
slepc |
725 |
ierr = PetscFree(perm);CHKERRQ(ierr);
|
| 895 |
dsic.upv.es!antodo |
726 |
ierr = PetscFree(conv);CHKERRQ(ierr);
|
| 647 |
dsic.upv.es!antodo |
727 |
PetscFunctionReturn(0);
|
|
|
728 |
}
|
|
|
729 |
|
| 1173 |
slepc |
730 |
static const char *lanczoslist[6] = { "local", "full", "selective", "periodic", "partial" , "delayed" };
|
| 1068 |
slepc |
731 |
|
| 671 |
dsic.upv.es!antodo |
732 |
#undef __FUNCT__
|
|
|
733 |
#define __FUNCT__ "EPSSetFromOptions_LANCZOS"
|
|
|
734 |
PetscErrorCode EPSSetFromOptions_LANCZOS(EPS eps)
|
|
|
735 |
{
|
|
|
736 |
PetscErrorCode ierr;
|
|
|
737 |
EPS_LANCZOS *lanczos = (EPS_LANCZOS *)eps->data;
|
|
|
738 |
PetscTruth flg;
|
| 982 |
slepc |
739 |
PetscInt i;
|
| 671 |
dsic.upv.es!antodo |
740 |
|
|
|
741 |
PetscFunctionBegin;
|
|
|
742 |
ierr = PetscOptionsHead("LANCZOS options");CHKERRQ(ierr);
|
| 1173 |
slepc |
743 |
ierr = PetscOptionsEList("-eps_lanczos_reorthog","Lanczos reorthogonalization","EPSLanczosSetReorthog",lanczoslist,6,lanczoslist[lanczos->reorthog],&i,&flg);CHKERRQ(ierr);
|
| 1002 |
slepc |
744 |
if (flg) lanczos->reorthog = (EPSLanczosReorthogType)i;
|
| 671 |
dsic.upv.es!antodo |
745 |
ierr = PetscOptionsTail();CHKERRQ(ierr);
|
|
|
746 |
PetscFunctionReturn(0);
|
|
|
747 |
}
|
|
|
748 |
|
| 647 |
dsic.upv.es!antodo |
749 |
EXTERN_C_BEGIN
|
|
|
750 |
#undef __FUNCT__
|
| 906 |
dsic.upv.es!antodo |
751 |
#define __FUNCT__ "EPSLanczosSetReorthog_LANCZOS"
|
|
|
752 |
PetscErrorCode EPSLanczosSetReorthog_LANCZOS(EPS eps,EPSLanczosReorthogType reorthog)
|
| 671 |
dsic.upv.es!antodo |
753 |
{
|
|
|
754 |
EPS_LANCZOS *lanczos = (EPS_LANCZOS *)eps->data;
|
|
|
755 |
|
|
|
756 |
PetscFunctionBegin;
|
|
|
757 |
switch (reorthog) {
|
| 1940 |
jroman |
758 |
case EPS_LANCZOS_REORTHOG_LOCAL:
|
|
|
759 |
case EPS_LANCZOS_REORTHOG_FULL:
|
|
|
760 |
case EPS_LANCZOS_REORTHOG_DELAYED:
|
|
|
761 |
case EPS_LANCZOS_REORTHOG_SELECTIVE:
|
|
|
762 |
case EPS_LANCZOS_REORTHOG_PERIODIC:
|
|
|
763 |
case EPS_LANCZOS_REORTHOG_PARTIAL:
|
| 671 |
dsic.upv.es!antodo |
764 |
lanczos->reorthog = reorthog;
|
|
|
765 |
break;
|
|
|
766 |
default:
|
|
|
767 |
SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,"Invalid reorthogonalization type");
|
|
|
768 |
}
|
|
|
769 |
PetscFunctionReturn(0);
|
|
|
770 |
}
|
|
|
771 |
EXTERN_C_END
|
|
|
772 |
|
|
|
773 |
#undef __FUNCT__
|
| 906 |
dsic.upv.es!antodo |
774 |
#define __FUNCT__ "EPSLanczosSetReorthog"
|
| 671 |
dsic.upv.es!antodo |
775 |
/*@
|
| 906 |
dsic.upv.es!antodo |
776 |
EPSLanczosSetReorthog - Sets the type of reorthogonalization used during the Lanczos
|
| 671 |
dsic.upv.es!antodo |
777 |
iteration.
|
|
|
778 |
|
|
|
779 |
Collective on EPS
|
|
|
780 |
|
|
|
781 |
Input Parameters:
|
|
|
782 |
+ eps - the eigenproblem solver context
|
|
|
783 |
- reorthog - the type of reorthogonalization
|
|
|
784 |
|
|
|
785 |
Options Database Key:
|
| 1486 |
slepc |
786 |
. -eps_lanczos_reorthog - Sets the reorthogonalization type (either 'local', 'selective',
|
|
|
787 |
'periodic', 'partial', 'full' or 'delayed')
|
| 671 |
dsic.upv.es!antodo |
788 |
|
|
|
789 |
Level: advanced
|
|
|
790 |
|
| 1364 |
slepc |
791 |
.seealso: EPSLanczosGetReorthog(), EPSLanczosReorthogType
|
| 671 |
dsic.upv.es!antodo |
792 |
@*/
|
| 906 |
dsic.upv.es!antodo |
793 |
PetscErrorCode EPSLanczosSetReorthog(EPS eps,EPSLanczosReorthogType reorthog)
|
| 671 |
dsic.upv.es!antodo |
794 |
{
|
| 906 |
dsic.upv.es!antodo |
795 |
PetscErrorCode ierr, (*f)(EPS,EPSLanczosReorthogType);
|
| 671 |
dsic.upv.es!antodo |
796 |
|
|
|
797 |
PetscFunctionBegin;
|
|
|
798 |
PetscValidHeaderSpecific(eps,EPS_COOKIE,1);
|
| 906 |
dsic.upv.es!antodo |
799 |
ierr = PetscObjectQueryFunction((PetscObject)eps,"EPSLanczosSetReorthog_C",(void (**)())&f);CHKERRQ(ierr);
|
| 671 |
dsic.upv.es!antodo |
800 |
if (f) {
|
|
|
801 |
ierr = (*f)(eps,reorthog);CHKERRQ(ierr);
|
|
|
802 |
}
|
|
|
803 |
PetscFunctionReturn(0);
|
|
|
804 |
}
|
|
|
805 |
|
|
|
806 |
EXTERN_C_BEGIN
|
|
|
807 |
#undef __FUNCT__
|
| 906 |
dsic.upv.es!antodo |
808 |
#define __FUNCT__ "EPSLanczosGetReorthog_LANCZOS"
|
|
|
809 |
PetscErrorCode EPSLanczosGetReorthog_LANCZOS(EPS eps,EPSLanczosReorthogType *reorthog)
|
| 671 |
dsic.upv.es!antodo |
810 |
{
|
|
|
811 |
EPS_LANCZOS *lanczos = (EPS_LANCZOS *)eps->data;
|
|
|
812 |
PetscFunctionBegin;
|
|
|
813 |
*reorthog = lanczos->reorthog;
|
|
|
814 |
PetscFunctionReturn(0);
|
|
|
815 |
}
|
|
|
816 |
EXTERN_C_END
|
|
|
817 |
|
|
|
818 |
#undef __FUNCT__
|
| 906 |
dsic.upv.es!antodo |
819 |
#define __FUNCT__ "EPSLanczosGetReorthog"
|
| 707 |
dsic.upv.es!antodo |
820 |
/*@C
|
| 906 |
dsic.upv.es!antodo |
821 |
EPSLanczosGetReorthog - Gets the type of reorthogonalization used during the Lanczos
|
| 671 |
dsic.upv.es!antodo |
822 |
iteration.
|
|
|
823 |
|
|
|
824 |
Collective on EPS
|
|
|
825 |
|
|
|
826 |
Input Parameter:
|
|
|
827 |
. eps - the eigenproblem solver context
|
|
|
828 |
|
|
|
829 |
Input Parameter:
|
|
|
830 |
. reorthog - the type of reorthogonalization
|
|
|
831 |
|
|
|
832 |
Level: advanced
|
|
|
833 |
|
| 1364 |
slepc |
834 |
.seealso: EPSLanczosSetReorthog(), EPSLanczosReorthogType
|
| 671 |
dsic.upv.es!antodo |
835 |
@*/
|
| 906 |
dsic.upv.es!antodo |
836 |
PetscErrorCode EPSLanczosGetReorthog(EPS eps,EPSLanczosReorthogType *reorthog)
|
| 671 |
dsic.upv.es!antodo |
837 |
{
|
| 906 |
dsic.upv.es!antodo |
838 |
PetscErrorCode ierr, (*f)(EPS,EPSLanczosReorthogType*);
|
| 671 |
dsic.upv.es!antodo |
839 |
|
|
|
840 |
PetscFunctionBegin;
|
|
|
841 |
PetscValidHeaderSpecific(eps,EPS_COOKIE,1);
|
| 906 |
dsic.upv.es!antodo |
842 |
ierr = PetscObjectQueryFunction((PetscObject)eps,"EPSLanczosGetReorthog_C",(void (**)())&f);CHKERRQ(ierr);
|
| 671 |
dsic.upv.es!antodo |
843 |
if (f) {
|
|
|
844 |
ierr = (*f)(eps,reorthog);CHKERRQ(ierr);
|
|
|
845 |
}
|
|
|
846 |
PetscFunctionReturn(0);
|
|
|
847 |
}
|
|
|
848 |
|
|
|
849 |
#undef __FUNCT__
|
| 1925 |
jroman |
850 |
#define __FUNCT__ "EPSDestroy_LANCZOS"
|
|
|
851 |
PetscErrorCode EPSDestroy_LANCZOS(EPS eps)
|
|
|
852 |
{
|
|
|
853 |
PetscErrorCode ierr;
|
|
|
854 |
|
|
|
855 |
PetscFunctionBegin;
|
|
|
856 |
PetscValidHeaderSpecific(eps,EPS_COOKIE,1);
|
|
|
857 |
ierr = EPSDestroy_Default(eps);CHKERRQ(ierr);
|
|
|
858 |
ierr = PetscObjectComposeFunctionDynamic((PetscObject)eps,"EPSLanczosSetReorthog_C","",PETSC_NULL);CHKERRQ(ierr);
|
|
|
859 |
ierr = PetscObjectComposeFunctionDynamic((PetscObject)eps,"EPSLanczosGetReorthog_C","",PETSC_NULL);CHKERRQ(ierr);
|
|
|
860 |
PetscFunctionReturn(0);
|
|
|
861 |
}
|
|
|
862 |
|
|
|
863 |
#undef __FUNCT__
|
| 671 |
dsic.upv.es!antodo |
864 |
#define __FUNCT__ "EPSView_LANCZOS"
|
|
|
865 |
PetscErrorCode EPSView_LANCZOS(EPS eps,PetscViewer viewer)
|
|
|
866 |
{
|
|
|
867 |
PetscErrorCode ierr;
|
|
|
868 |
EPS_LANCZOS *lanczos = (EPS_LANCZOS *)eps->data;
|
|
|
869 |
PetscTruth isascii;
|
|
|
870 |
|
|
|
871 |
PetscFunctionBegin;
|
|
|
872 |
ierr = PetscTypeCompare((PetscObject)viewer,PETSC_VIEWER_ASCII,&isascii);CHKERRQ(ierr);
|
|
|
873 |
if (!isascii) {
|
|
|
874 |
SETERRQ1(1,"Viewer type %s not supported for EPSLANCZOS",((PetscObject)viewer)->type_name);
|
|
|
875 |
}
|
| 1068 |
slepc |
876 |
ierr = PetscViewerASCIIPrintf(viewer,"reorthogonalization: %s\n",lanczoslist[lanczos->reorthog]);CHKERRQ(ierr);
|
| 671 |
dsic.upv.es!antodo |
877 |
PetscFunctionReturn(0);
|
|
|
878 |
}
|
|
|
879 |
|
| 961 |
dsic.upv.es!jroman |
880 |
/*
|
|
|
881 |
EXTERN PetscErrorCode EPSSolve_TS_LANCZOS(EPS);
|
|
|
882 |
*/
|
| 906 |
dsic.upv.es!antodo |
883 |
|
| 671 |
dsic.upv.es!antodo |
884 |
EXTERN_C_BEGIN
|
|
|
885 |
#undef __FUNCT__
|
| 647 |
dsic.upv.es!antodo |
886 |
#define __FUNCT__ "EPSCreate_LANCZOS"
|
|
|
887 |
PetscErrorCode EPSCreate_LANCZOS(EPS eps)
|
|
|
888 |
{
|
| 671 |
dsic.upv.es!antodo |
889 |
PetscErrorCode ierr;
|
|
|
890 |
EPS_LANCZOS *lanczos;
|
|
|
891 |
|
| 647 |
dsic.upv.es!antodo |
892 |
PetscFunctionBegin;
|
| 671 |
dsic.upv.es!antodo |
893 |
ierr = PetscNew(EPS_LANCZOS,&lanczos);CHKERRQ(ierr);
|
|
|
894 |
PetscLogObjectMemory(eps,sizeof(EPS_LANCZOS));
|
|
|
895 |
eps->data = (void *) lanczos;
|
| 647 |
dsic.upv.es!antodo |
896 |
eps->ops->solve = EPSSolve_LANCZOS;
|
|
|
897 |
eps->ops->setup = EPSSetUp_LANCZOS;
|
| 671 |
dsic.upv.es!antodo |
898 |
eps->ops->setfromoptions = EPSSetFromOptions_LANCZOS;
|
| 1925 |
jroman |
899 |
eps->ops->destroy = EPSDestroy_LANCZOS;
|
| 671 |
dsic.upv.es!antodo |
900 |
eps->ops->view = EPSView_LANCZOS;
|
| 647 |
dsic.upv.es!antodo |
901 |
eps->ops->backtransform = EPSBackTransform_Default;
|
| 1928 |
jroman |
902 |
eps->ops->computevectors = EPSComputeVectors_Hermitian;
|
| 1940 |
jroman |
903 |
lanczos->reorthog = EPS_LANCZOS_REORTHOG_LOCAL;
|
| 906 |
dsic.upv.es!antodo |
904 |
ierr = PetscObjectComposeFunctionDynamic((PetscObject)eps,"EPSLanczosSetReorthog_C","EPSLanczosSetReorthog_LANCZOS",EPSLanczosSetReorthog_LANCZOS);CHKERRQ(ierr);
|
|
|
905 |
ierr = PetscObjectComposeFunctionDynamic((PetscObject)eps,"EPSLanczosGetReorthog_C","EPSLanczosGetReorthog_LANCZOS",EPSLanczosGetReorthog_LANCZOS);CHKERRQ(ierr);
|
| 647 |
dsic.upv.es!antodo |
906 |
PetscFunctionReturn(0);
|
|
|
907 |
}
|
|
|
908 |
EXTERN_C_END
|
|
|
909 |
|