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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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Last update: Oct 2006
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- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
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SLEPc - Scalable Library for Eigenvalue Problem Computations
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Copyright (c) 2002-2007, Universidad Politecnica de Valencia, Spain
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This file is part of SLEPc. See the README file for conditions of use
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and additional information.
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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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PetscErrorCode ArrowTridFlip(PetscInt n,PetscInt l,PetscReal *d,PetscReal *e,PetscReal *Q,PetscReal *S)
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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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PetscInt i,j;
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PetscBLASInt n1,n2,lwork,info;
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PetscFunctionBegin;
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n1 = l+1; /* size of leading block, including residuals */
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n2 = n-l-1; /* size of trailing block */
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/* Clean matrix S */
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for (i=0;i<n;i++)
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for (j=0;j<n;j++)
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S[i+j*n] = 0.0;
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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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for (i=l;i<n;i++)
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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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lwork = n*n-n;
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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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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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l is the number of vectors kept in previous restart (0 means first restart)
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slepc |
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S is the projected matrix (order n, leading dimension is lds)
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slepc |
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On output:
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slepc |
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S is diagonal with diagonal elements (eigenvalues) sorted appropriately
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slepc |
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eig is the sorted list of eigenvalues
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Q is the eigenvector matrix (order 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 2n reals and 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,PetscScalar *S,PetscInt lds,PetscScalar *eig,PetscScalar *Q,PetscReal *work)
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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;
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slepc |
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PetscReal *ritz = work;
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slepc |
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PetscReal *e = work+n;
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slepc |
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PetscInt *perm = ((PetscInt*)(work+n))+n;
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slepc |
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PetscReal *Sreal = (PetscReal*)S, *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 S, S <- Q S Q' */
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slepc |
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if (l==0) {
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slepc |
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ierr = EPSDenseTridiagonal(n,S,lds,ritz,Q);CHKERRQ(ierr);
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slepc |
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} else {
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slepc |
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for (i=0;i<n;i++)
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ritz[i] = S[i+i*lds];
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for (i=0;i<l;i++)
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e[i] = S[l+i*lds];
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for (i=l;i<n;i++)
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e[i] = S[i+1+i*lds];
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ierr = ArrowTridFlip(n,l,ritz,e,Qreal,Sreal);CHKERRQ(ierr);
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#if defined(PETSC_USE_COMPLEX)
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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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#endif
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slepc |
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}
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slepc |
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/* Sort eigendecomposition according to eps->which */
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slepc |
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ierr = EPSSortEigenvaluesReal(n,ritz,eps->which,n,perm,e);CHKERRQ(ierr);
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slepc |
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for (i=0;i<n;i++)
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eig[i] = ritz[perm[i]];
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for (j=0;j<n;j++)
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slepc |
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for (i=0;i<n;i++)
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slepc |
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S[i+j*lds] = Q[i+j*n];
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for (j=0;j<n;j++)
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slepc |
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for (i=0;i<n;i++)
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slepc |
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Q[i+j*n] = S[i+perm[j]*lds];
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/* Rebuild S from eig */
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for (i=0;i<n;i++) {
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S[i+i*lds] = eig[i];
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for (j=i+1;j<n;j++)
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S[j+i*lds] = 0.0;
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slepc |
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}
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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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slepc |
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PetscInt i,k,l,n,lwork;
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slepc |
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Vec u=eps->work[1];
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PetscScalar *S=eps->T,*Q;
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PetscReal beta,*work;
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PetscTruth breakdown;
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PetscFunctionBegin;
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ierr = PetscMemzero(S,eps->ncv*eps->ncv*sizeof(PetscScalar));CHKERRQ(ierr);
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ierr = PetscMalloc(eps->ncv*eps->ncv*sizeof(PetscScalar),&Q);CHKERRQ(ierr);
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slepc |
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lwork = 2*eps->ncv*sizeof(PetscReal) + 2*eps->ncv*sizeof(PetscInt);
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slepc |
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ierr = PetscMalloc(lwork,&work);CHKERRQ(ierr);
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/* Get the starting Arnoldi vector */
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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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/* Compute an nv-step Arnoldi factorization */
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slepc |
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eps->nv = PetscMin(eps->nconv+eps->mpd,eps->ncv);
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slepc |
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ierr = EPSBasicArnoldi(eps,PETSC_FALSE,S,eps->ncv,eps->V,eps->nconv+l,&eps->nv,u,&beta,&breakdown);CHKERRQ(ierr);
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slepc |
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/* Solve projected problem and compute residual norm estimates */
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n = eps->nv-eps->nconv;
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slepc |
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ierr = EPSProjectedKSSym(eps,n,l,S+eps->nconv*(eps->ncv+1),eps->ncv,eps->eigr+eps->nconv,Q,work);CHKERRQ(ierr);
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slepc |
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for (i=eps->nconv;i<eps->nv;i++)
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slepc |
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eps->errest[i] = beta*PetscAbsScalar(Q[(i-eps->nconv+1)*n-1]) / PetscAbsScalar(eps->eigr[i]);
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slepc |
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/* Check convergence */
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k = eps->nconv;
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while (k<eps->nv && eps->errest[k]<eps->tol) k++;
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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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slepc |
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else l = (eps->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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/* Start a new Arnoldi factorization */
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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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for (i=k;i<k+l;i++) {
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slepc |
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S[i*eps->ncv+k+l] = Q[(i-eps->nconv+1)*n-1]*beta;
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slepc |
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}
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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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slepc |
242 |
ierr = EPSUpdateVectors(n,eps->V+eps->nconv,0,k+l-eps->nconv,Q,eps->AV);CHKERRQ(ierr);
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slepc |
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/* Normalize u and append it to V */
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slepc |
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if (eps->reason == EPS_CONVERGED_ITERATING && !breakdown) {
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slepc |
245 |
ierr = VecAXPBY(eps->V[k+l],1.0/beta,0.0,u);CHKERRQ(ierr);
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slepc |
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}
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eps->nconv = k;
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EPSMonitor(eps,eps->its,eps->nconv,eps->eigr,eps->eigi,eps->errest,eps->nv);
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}
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ierr = PetscFree(Q);CHKERRQ(ierr);
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ierr = PetscFree(work);CHKERRQ(ierr);
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PetscFunctionReturn(0);
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}
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