| 531 |
dsic.upv.es!jroman |
1 |
/*
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dsic.upv.es!jroman |
2 |
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| 531 |
dsic.upv.es!jroman |
3 |
SLEPc eigensolver: "power"
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Method: Power Iteration
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dsic.upv.es!jroman |
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Algorithm:
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dsic.upv.es!jroman |
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This solver implements the power iteration for finding dominant
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eigenpairs. It also includes the following well-known methods:
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- Inverse Iteration: when used in combination with shift-and-invert
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spectral transformation.
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- Rayleigh Quotient Iteration (RQI): also with shift-and-invert plus
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a variable shift.
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References:
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dsic.upv.es!jroman |
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[1] "Single Vector Iteration Methods in SLEPc", SLEPc Technical Report STR-2,
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available at http://www.grycap.upv.es/slepc.
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dsic.upv.es!jroman |
20 |
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slepc |
21 |
Last update: Feb 2009
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dsic.upv.es!jroman |
22 |
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slepc |
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- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
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slepc |
24 |
SLEPc - Scalable Library for Eigenvalue Problem Computations
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eromero |
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Copyright (c) 2002-2011, Universitat 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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dsic.upv.es!jroman |
41 |
*/
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slepc |
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jroman |
43 |
#include <slepc-private/epsimpl.h> /*I "slepceps.h" I*/
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jroman |
44 |
#include <slepcblaslapack.h>
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dsic.upv.es!jroman |
45 |
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jroman |
46 |
PetscErrorCode EPSSolve_Power(EPS);
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PetscErrorCode EPSSolve_TS_Power(EPS);
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jroman |
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dsic.upv.es!antodo |
49 |
typedef struct {
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EPSPowerShiftType shift_type;
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} EPS_POWER;
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dsic.upv.es!jroman |
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#undef __FUNCT__
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jroman |
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#define __FUNCT__ "EPSSetUp_Power"
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PetscErrorCode EPSSetUp_Power(EPS eps)
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dsic.upv.es!jroman |
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{
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dsic.upv.es!antodo |
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PetscErrorCode ierr;
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EPS_POWER *power = (EPS_POWER *)eps->data;
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jroman |
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PetscBool flg;
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dsic.upv.es!antodo |
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STMatMode mode;
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dsic.upv.es!jroman |
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PetscFunctionBegin;
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if (eps->ncv) {
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jroman |
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if (eps->ncv<eps->nev) SETERRQ(((PetscObject)eps)->comm,1,"The value of ncv must be at least nev");
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dsic.upv.es!jroman |
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}
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else eps->ncv = eps->nev;
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jroman |
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if (eps->mpd) { ierr = PetscInfo(eps,"Warning: parameter mpd ignored\n");CHKERRQ(ierr); }
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jroman |
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if (!eps->max_it) eps->max_it = PetscMax(2000,100*eps->n);
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jroman |
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if (!eps->which) { ierr = EPSDefaultSetWhich(eps);CHKERRQ(ierr); }
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if (eps->which!=EPS_LARGEST_MAGNITUDE && eps->which !=EPS_TARGET_MAGNITUDE)
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jroman |
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SETERRQ(((PetscObject)eps)->comm,1,"Wrong value of eps->which");
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jroman |
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if (power->shift_type != EPS_POWER_SHIFT_CONSTANT) {
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jroman |
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ierr = PetscTypeCompareAny((PetscObject)eps->OP,&flg,STSINVERT,STCAYLEY,"");CHKERRQ(ierr);
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dsic.upv.es!jroman |
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if (!flg)
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jroman |
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SETERRQ(((PetscObject)eps)->comm,PETSC_ERR_SUP,"Variable shifts only allowed in shift-and-invert or Cayley ST");
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dsic.upv.es!antodo |
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ierr = STGetMatMode(eps->OP,&mode);CHKERRQ(ierr);
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jroman |
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if (mode == ST_MATMODE_INPLACE)
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jroman |
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SETERRQ(((PetscObject)eps)->comm,PETSC_ERR_SUP,"ST matrix mode inplace does not work with variable shifts");
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dsic.upv.es!antodo |
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}
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jroman |
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if (eps->extraction) { ierr = PetscInfo(eps,"Warning: extraction type ignored\n");CHKERRQ(ierr); }
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jroman |
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if (eps->balance!=EPS_BALANCE_NONE)
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jroman |
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SETERRQ(((PetscObject)eps)->comm,PETSC_ERR_SUP,"Balancing not supported in this solver");
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dsic.upv.es!antodo |
83 |
ierr = EPSAllocateSolution(eps);CHKERRQ(ierr);
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jroman |
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if (eps->leftvecs) {
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jroman |
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ierr = EPSDefaultGetWork(eps,3);CHKERRQ(ierr);
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} else {
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ierr = EPSDefaultGetWork(eps,2);CHKERRQ(ierr);
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}
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jroman |
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/* dispatch solve method */
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jroman |
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if (eps->leftvecs) eps->ops->solve = EPSSolve_TS_Power;
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else eps->ops->solve = EPSSolve_Power;
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dsic.upv.es!jroman |
93 |
PetscFunctionReturn(0);
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}
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#undef __FUNCT__
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jroman |
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#define __FUNCT__ "EPSSolve_Power"
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PetscErrorCode EPSSolve_Power(EPS eps)
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dsic.upv.es!jroman |
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{
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jroman |
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#if defined(SLEPC_MISSING_LAPACK_LAEV2)
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PetscFunctionBegin;
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SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SUP,"LAEV2 - Lapack routine is unavailable.");
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#else
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dsic.upv.es!antodo |
104 |
PetscErrorCode ierr;
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EPS_POWER *power = (EPS_POWER *)eps->data;
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antodo |
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PetscInt i;
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jroman |
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Vec v,y,e;
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dsic.upv.es!jroman |
108 |
Mat A;
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jroman |
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PetscReal relerr,norm,rt1,rt2,cs1,anorm;
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PetscScalar theta,rho,delta,sigma,alpha2,beta1,sn1;
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jroman |
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PetscBool breakdown,*select = PETSC_NULL,hasnorm;
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dsic.upv.es!jroman |
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PetscFunctionBegin;
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v = eps->V[0];
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antodo |
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y = eps->work[1];
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dsic.upv.es!jroman |
116 |
e = eps->work[0];
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dsic.upv.es!jroman |
117 |
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dsic.upv.es!jroman |
118 |
/* prepare for selective orthogonalization of converged vectors */
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jroman |
119 |
if (power->shift_type != EPS_POWER_SHIFT_CONSTANT && eps->nev>1) {
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antodo |
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ierr = STGetOperators(eps->OP,&A,PETSC_NULL);CHKERRQ(ierr);
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ierr = MatHasOperation(A,MATOP_NORM,&hasnorm);CHKERRQ(ierr);
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if (hasnorm) {
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dsic.upv.es!jroman |
123 |
ierr = MatNorm(A,NORM_INFINITY,&anorm);CHKERRQ(ierr);
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jroman |
124 |
ierr = PetscMalloc(eps->nev*sizeof(PetscBool),&select);CHKERRQ(ierr);
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dsic.upv.es!jroman |
125 |
}
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}
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dsic.upv.es!jroman |
127 |
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slepc |
128 |
ierr = EPSGetStartVector(eps,0,v,PETSC_NULL);CHKERRQ(ierr);
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dsic.upv.es!jroman |
129 |
ierr = STGetShift(eps->OP,&sigma);CHKERRQ(ierr); /* original shift */
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dsic.upv.es!antodo |
130 |
rho = sigma;
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dsic.upv.es!jroman |
131 |
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slepc |
132 |
while (eps->reason == EPS_CONVERGED_ITERATING) {
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slepc |
133 |
eps->its = eps->its + 1;
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dsic.upv.es!jroman |
134 |
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dsic.upv.es!jroman |
135 |
/* y = OP v */
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136 |
ierr = STApply(eps->OP,v,y);CHKERRQ(ierr);
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dsic.upv.es!antodo |
137 |
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dsic.upv.es!jroman |
138 |
/* theta = (v,y)_B */
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slepc |
139 |
ierr = IPInnerProduct(eps->ip,v,y,&theta);CHKERRQ(ierr);
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dsic.upv.es!jroman |
140 |
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jroman |
141 |
if (power->shift_type == EPS_POWER_SHIFT_CONSTANT) { /* direct & inverse iteration */
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dsic.upv.es!jroman |
142 |
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/* approximate eigenvalue is the Rayleigh quotient */
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eps->eigr[eps->nconv] = theta;
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/* compute relative error as ||y-theta v||_2/|theta| */
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147 |
ierr = VecCopy(y,e);CHKERRQ(ierr);
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dsic.upv.es!antodo |
148 |
ierr = VecAXPY(e,-theta,v);CHKERRQ(ierr);
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dsic.upv.es!jroman |
149 |
ierr = VecNorm(e,NORM_2,&norm);CHKERRQ(ierr);
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150 |
relerr = norm / PetscAbsScalar(theta);
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151 |
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} else { /* RQI */
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153 |
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154 |
/* delta = ||y||_B */
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slepc |
155 |
ierr = IPNorm(eps->ip,y,&norm);CHKERRQ(ierr);
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dsic.upv.es!jroman |
156 |
delta = norm;
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157 |
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158 |
/* compute relative error */
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jroman |
159 |
if (rho == 0.0) relerr = PETSC_MAX_REAL;
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dsic.upv.es!antodo |
160 |
else relerr = 1.0 / (norm*PetscAbsScalar(rho));
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dsic.upv.es!jroman |
161 |
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162 |
/* approximate eigenvalue is the shift */
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163 |
eps->eigr[eps->nconv] = rho;
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164 |
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/* compute new shift */
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dsic.upv.es!antodo |
166 |
if (relerr<eps->tol) {
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167 |
rho = sigma; /* if converged, restore original shift */
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168 |
ierr = STSetShift(eps->OP,rho);CHKERRQ(ierr);
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169 |
} else {
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dsic.upv.es!jroman |
170 |
rho = rho + theta/(delta*delta); /* Rayleigh quotient R(v) */
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jroman |
171 |
if (power->shift_type == EPS_POWER_SHIFT_WILKINSON) {
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| 819 |
dsic.upv.es!jroman |
172 |
/* beta1 is the norm of the residual associated to R(v) */
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dsic.upv.es!antodo |
173 |
ierr = VecAXPY(v,-theta/(delta*delta),y);CHKERRQ(ierr);
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174 |
ierr = VecScale(v,1.0/delta);CHKERRQ(ierr);
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slepc |
175 |
ierr = IPNorm(eps->ip,v,&norm);CHKERRQ(ierr);
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dsic.upv.es!jroman |
176 |
beta1 = norm;
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177 |
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178 |
/* alpha2 = (e'*A*e)/(beta1*beta1), where e is the residual */
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179 |
ierr = STGetOperators(eps->OP,&A,PETSC_NULL);CHKERRQ(ierr);
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180 |
ierr = MatMult(A,v,e);CHKERRQ(ierr);
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181 |
ierr = VecDot(v,e,&alpha2);CHKERRQ(ierr);
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182 |
alpha2 = alpha2 / (beta1 * beta1);
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183 |
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184 |
/* choose the eigenvalue of [rho beta1; beta1 alpha2] closest to rho */
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| 2740 |
jroman |
185 |
ierr = PetscFPTrapPush(PETSC_FP_TRAP_OFF);CHKERRQ(ierr);
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dsic.upv.es!jroman |
186 |
LAPACKlaev2_(&rho,&beta1,&alpha2,&rt1,&rt2,&cs1,&sn1);
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jroman |
187 |
ierr = PetscFPTrapPop();CHKERRQ(ierr);
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dsic.upv.es!jroman |
188 |
if (PetscAbsScalar(rt1-rho) < PetscAbsScalar(rt2-rho)) rho = rt1;
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189 |
else rho = rt2;
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190 |
}
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jroman |
191 |
/* update operator according to new shift */
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192 |
PetscPushErrorHandler(PetscIgnoreErrorHandler,PETSC_NULL);
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193 |
ierr = STSetShift(eps->OP,rho);
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194 |
PetscPopErrorHandler();
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195 |
if (ierr) {
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| 833 |
dsic.upv.es!antodo |
196 |
eps->eigr[eps->nconv] = rho;
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| 2316 |
jroman |
197 |
relerr = PETSC_MACHINE_EPSILON;
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198 |
rho = sigma;
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| 833 |
dsic.upv.es!antodo |
199 |
ierr = STSetShift(eps->OP,rho);CHKERRQ(ierr);
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| 2316 |
jroman |
200 |
}
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| 819 |
dsic.upv.es!jroman |
201 |
}
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202 |
}
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203 |
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204 |
eps->errest[eps->nconv] = relerr;
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| 2313 |
jroman |
205 |
ierr = EPSMonitor(eps,eps->its,eps->nconv,eps->eigr,eps->eigi,eps->errest,eps->nconv+1);CHKERRQ(ierr);
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| 819 |
dsic.upv.es!jroman |
206 |
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207 |
/* purge previously converged eigenvectors */
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| 1761 |
antodo |
208 |
if (select) {
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| 819 |
dsic.upv.es!jroman |
209 |
for (i=0;i<eps->nconv;i++) {
|
| 1755 |
antodo |
210 |
if(PetscAbsScalar(rho-eps->eigr[i])>eps->its*anorm/1000) select[i] = PETSC_TRUE;
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211 |
else select[i] = PETSC_FALSE;
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| 819 |
dsic.upv.es!jroman |
212 |
}
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| 1755 |
antodo |
213 |
ierr = IPOrthogonalize(eps->ip,eps->nds,eps->DS,eps->nconv,select,eps->V,y,PETSC_NULL,&norm,PETSC_NULL);CHKERRQ(ierr);
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| 819 |
dsic.upv.es!jroman |
214 |
} else {
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| 1755 |
antodo |
215 |
ierr = IPOrthogonalize(eps->ip,eps->nds,eps->DS,eps->nconv,PETSC_NULL,eps->V,y,PETSC_NULL,&norm,PETSC_NULL);CHKERRQ(ierr);
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| 819 |
dsic.upv.es!jroman |
216 |
}
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217 |
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| 428 |
dsic.upv.es!jroman |
218 |
/* v = y/||y||_B */
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219 |
ierr = VecCopy(y,v);CHKERRQ(ierr);
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| 828 |
dsic.upv.es!antodo |
220 |
ierr = VecScale(v,1.0/norm);CHKERRQ(ierr);
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| 6 |
dsic.upv.es!jroman |
221 |
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| 819 |
dsic.upv.es!jroman |
222 |
/* if relerr<tol, accept eigenpair */
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223 |
if (relerr<eps->tol) {
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224 |
eps->nconv = eps->nconv + 1;
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| 1136 |
slepc |
225 |
if (eps->nconv==eps->nev) eps->reason = EPS_CONVERGED_TOL;
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226 |
else {
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| 2316 |
jroman |
227 |
v = eps->V[eps->nconv];
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228 |
ierr = EPSGetStartVector(eps,eps->nconv,v,&breakdown);CHKERRQ(ierr);
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229 |
if (breakdown) {
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| 1136 |
slepc |
230 |
eps->reason = EPS_DIVERGED_BREAKDOWN;
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| 2499 |
jroman |
231 |
ierr = PetscInfo(eps,"Unable to generate more start vectors\n");CHKERRQ(ierr);
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| 2316 |
jroman |
232 |
}
|
| 1057 |
slepc |
233 |
}
|
| 819 |
dsic.upv.es!jroman |
234 |
}
|
| 1057 |
slepc |
235 |
if (eps->its >= eps->max_it) eps->reason = EPS_DIVERGED_ITS;
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| 819 |
dsic.upv.es!jroman |
236 |
}
|
| 1761 |
antodo |
237 |
ierr = PetscFree(select);CHKERRQ(ierr);
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| 819 |
dsic.upv.es!jroman |
238 |
PetscFunctionReturn(0);
|
| 2739 |
jroman |
239 |
#endif
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| 819 |
dsic.upv.es!jroman |
240 |
}
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241 |
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242 |
#undef __FUNCT__
|
| 2324 |
jroman |
243 |
#define __FUNCT__ "EPSSolve_TS_Power"
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244 |
PetscErrorCode EPSSolve_TS_Power(EPS eps)
|
| 819 |
dsic.upv.es!jroman |
245 |
{
|
| 2739 |
jroman |
246 |
#if defined(SLEPC_MISSING_LAPACK_LAEV2)
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247 |
PetscFunctionBegin;
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248 |
SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SUP,"LAEV2 - Lapack routine is unavailable.");
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249 |
#else
|
| 819 |
dsic.upv.es!jroman |
250 |
PetscErrorCode ierr;
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251 |
EPS_POWER *power = (EPS_POWER *)eps->data;
|
| 2331 |
jroman |
252 |
Vec v,w,y,z,e;
|
| 819 |
dsic.upv.es!jroman |
253 |
Mat A;
|
| 2331 |
jroman |
254 |
PetscReal relerr,norm,rt1,rt2,cs1;
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|
255 |
PetscScalar theta,alpha,beta,rho,delta,sigma,alpha2,beta1,sn1;
|
| 819 |
dsic.upv.es!jroman |
256 |
|
|
|
257 |
PetscFunctionBegin;
|
|
|
258 |
v = eps->V[0];
|
| 1590 |
slepc |
259 |
y = eps->work[1];
|
| 819 |
dsic.upv.es!jroman |
260 |
e = eps->work[0];
|
|
|
261 |
w = eps->W[0];
|
| 1607 |
slepc |
262 |
z = eps->work[2];
|
| 819 |
dsic.upv.es!jroman |
263 |
|
| 1057 |
slepc |
264 |
ierr = EPSGetStartVector(eps,0,v,PETSC_NULL);CHKERRQ(ierr);
|
| 1937 |
jroman |
265 |
ierr = EPSGetStartVectorLeft(eps,0,w,PETSC_NULL);CHKERRQ(ierr);
|
| 819 |
dsic.upv.es!jroman |
266 |
ierr = STGetShift(eps->OP,&sigma);CHKERRQ(ierr); /* original shift */
|
| 833 |
dsic.upv.es!antodo |
267 |
rho = sigma;
|
| 819 |
dsic.upv.es!jroman |
268 |
|
|
|
269 |
while (eps->its<eps->max_it) {
|
| 1220 |
slepc |
270 |
eps->its++;
|
|
|
271 |
|
| 819 |
dsic.upv.es!jroman |
272 |
/* y = OP v, z = OP' w */
|
| 428 |
dsic.upv.es!jroman |
273 |
ierr = STApply(eps->OP,v,y);CHKERRQ(ierr);
|
| 819 |
dsic.upv.es!jroman |
274 |
ierr = STApplyTranspose(eps->OP,w,z);CHKERRQ(ierr);
|
| 6 |
dsic.upv.es!jroman |
275 |
|
| 819 |
dsic.upv.es!jroman |
276 |
/* theta = (v,z)_B */
|
| 1345 |
slepc |
277 |
ierr = IPInnerProduct(eps->ip,v,z,&theta);CHKERRQ(ierr);
|
| 6 |
dsic.upv.es!jroman |
278 |
|
| 1940 |
jroman |
279 |
if (power->shift_type == EPS_POWER_SHIFT_CONSTANT) { /* direct & inverse iteration */
|
| 819 |
dsic.upv.es!jroman |
280 |
|
|
|
281 |
/* approximate eigenvalue is the Rayleigh quotient */
|
|
|
282 |
eps->eigr[eps->nconv] = theta;
|
|
|
283 |
|
|
|
284 |
/* compute relative errors (right and left) */
|
|
|
285 |
ierr = VecCopy(y,e);CHKERRQ(ierr);
|
| 828 |
dsic.upv.es!antodo |
286 |
ierr = VecAXPY(e,-theta,v);CHKERRQ(ierr);
|
| 819 |
dsic.upv.es!jroman |
287 |
ierr = VecNorm(e,NORM_2,&norm);CHKERRQ(ierr);
|
|
|
288 |
relerr = norm / PetscAbsScalar(theta);
|
|
|
289 |
eps->errest[eps->nconv] = relerr;
|
|
|
290 |
ierr = VecCopy(z,e);CHKERRQ(ierr);
|
| 828 |
dsic.upv.es!antodo |
291 |
ierr = VecAXPY(e,-theta,w);CHKERRQ(ierr);
|
| 819 |
dsic.upv.es!jroman |
292 |
ierr = VecNorm(e,NORM_2,&norm);CHKERRQ(ierr);
|
|
|
293 |
relerr = norm / PetscAbsScalar(theta);
|
|
|
294 |
eps->errest_left[eps->nconv] = relerr;
|
|
|
295 |
|
|
|
296 |
} else { /* RQI */
|
|
|
297 |
|
|
|
298 |
/* delta = sqrt(y,z)_B */
|
| 1345 |
slepc |
299 |
ierr = IPInnerProduct(eps->ip,y,z,&alpha);CHKERRQ(ierr);
|
| 2214 |
jroman |
300 |
if (alpha==0.0) SETERRQ(((PetscObject)eps)->comm,1,"Breakdown in two-sided Power/RQI");
|
| 819 |
dsic.upv.es!jroman |
301 |
delta = PetscSqrtScalar(alpha);
|
|
|
302 |
|
|
|
303 |
/* compute relative error */
|
| 2280 |
jroman |
304 |
if (rho == 0.0) relerr = PETSC_MAX_REAL;
|
| 840 |
dsic.upv.es!antodo |
305 |
else relerr = 1.0 / (PetscAbsScalar(delta*rho));
|
| 819 |
dsic.upv.es!jroman |
306 |
eps->errest[eps->nconv] = relerr;
|
|
|
307 |
eps->errest_left[eps->nconv] = relerr;
|
|
|
308 |
|
|
|
309 |
/* approximate eigenvalue is the shift */
|
|
|
310 |
eps->eigr[eps->nconv] = rho;
|
|
|
311 |
|
|
|
312 |
/* compute new shift */
|
| 833 |
dsic.upv.es!antodo |
313 |
if (eps->errest[eps->nconv]<eps->tol && eps->errest_left[eps->nconv]<eps->tol) {
|
| 819 |
dsic.upv.es!jroman |
314 |
rho = sigma; /* if converged, restore original shift */
|
| 833 |
dsic.upv.es!antodo |
315 |
ierr = STSetShift(eps->OP,rho);CHKERRQ(ierr);
|
|
|
316 |
} else {
|
| 819 |
dsic.upv.es!jroman |
317 |
rho = rho + theta/(delta*delta); /* Rayleigh quotient R(v,w) */
|
| 1940 |
jroman |
318 |
if (power->shift_type == EPS_POWER_SHIFT_WILKINSON) {
|
| 819 |
dsic.upv.es!jroman |
319 |
/* beta1 is the norm of the residual associated to R(v,w) */
|
| 828 |
dsic.upv.es!antodo |
320 |
ierr = VecAXPY(v,-theta/(delta*delta),y);CHKERRQ(ierr);
|
|
|
321 |
ierr = VecScale(v,1.0/delta);CHKERRQ(ierr);
|
| 1345 |
slepc |
322 |
ierr = IPNorm(eps->ip,v,&norm);CHKERRQ(ierr);
|
| 819 |
dsic.upv.es!jroman |
323 |
beta1 = norm;
|
|
|
324 |
|
|
|
325 |
/* alpha2 = (e'*A*e)/(beta1*beta1), where e is the residual */
|
|
|
326 |
ierr = STGetOperators(eps->OP,&A,PETSC_NULL);CHKERRQ(ierr);
|
|
|
327 |
ierr = MatMult(A,v,e);CHKERRQ(ierr);
|
|
|
328 |
ierr = VecDot(v,e,&alpha2);CHKERRQ(ierr);
|
|
|
329 |
alpha2 = alpha2 / (beta1 * beta1);
|
|
|
330 |
|
|
|
331 |
/* choose the eigenvalue of [rho beta1; beta1 alpha2] closest to rho */
|
| 2740 |
jroman |
332 |
ierr = PetscFPTrapPush(PETSC_FP_TRAP_OFF);CHKERRQ(ierr);
|
| 819 |
dsic.upv.es!jroman |
333 |
LAPACKlaev2_(&rho,&beta1,&alpha2,&rt1,&rt2,&cs1,&sn1);
|
| 2740 |
jroman |
334 |
ierr = PetscFPTrapPop();CHKERRQ(ierr);
|
| 819 |
dsic.upv.es!jroman |
335 |
if (PetscAbsScalar(rt1-rho) < PetscAbsScalar(rt2-rho)) rho = rt1;
|
|
|
336 |
else rho = rt2;
|
| 450 |
dsic.upv.es!antodo |
337 |
}
|
| 2316 |
jroman |
338 |
/* update operator according to new shift */
|
|
|
339 |
PetscPushErrorHandler(PetscIgnoreErrorHandler,PETSC_NULL);
|
|
|
340 |
ierr = STSetShift(eps->OP,rho);
|
|
|
341 |
PetscPopErrorHandler();
|
|
|
342 |
if (ierr) {
|
| 833 |
dsic.upv.es!antodo |
343 |
eps->eigr[eps->nconv] = rho;
|
| 2316 |
jroman |
344 |
eps->errest[eps->nconv] = PETSC_MACHINE_EPSILON;
|
|
|
345 |
eps->errest_left[eps->nconv] = PETSC_MACHINE_EPSILON;
|
|
|
346 |
rho = sigma;
|
| 833 |
dsic.upv.es!antodo |
347 |
ierr = STSetShift(eps->OP,rho);CHKERRQ(ierr);
|
| 2316 |
jroman |
348 |
}
|
| 819 |
dsic.upv.es!jroman |
349 |
}
|
|
|
350 |
}
|
|
|
351 |
|
| 2313 |
jroman |
352 |
ierr = EPSMonitor(eps,eps->its,eps->nconv,eps->eigr,eps->eigi,eps->errest,eps->nconv+1);CHKERRQ(ierr);
|
|
|
353 |
ierr = EPSMonitor(eps,eps->its,eps->nconv,eps->eigr,eps->eigi,eps->errest_left,eps->nconv+1);CHKERRQ(ierr);
|
| 819 |
dsic.upv.es!jroman |
354 |
|
|
|
355 |
/* purge previously converged eigenvectors */
|
| 1345 |
slepc |
356 |
ierr = IPBiOrthogonalize(eps->ip,eps->nconv,eps->V,eps->W,z,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr);
|
|
|
357 |
ierr = IPBiOrthogonalize(eps->ip,eps->nconv,eps->W,eps->V,y,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr);
|
| 819 |
dsic.upv.es!jroman |
358 |
|
|
|
359 |
/* normalize so that (y,z)_B=1 */
|
|
|
360 |
ierr = VecCopy(y,v);CHKERRQ(ierr);
|
|
|
361 |
ierr = VecCopy(z,w);CHKERRQ(ierr);
|
| 1345 |
slepc |
362 |
ierr = IPInnerProduct(eps->ip,y,z,&alpha);CHKERRQ(ierr);
|
| 2214 |
jroman |
363 |
if (alpha==0.0) SETERRQ(((PetscObject)eps)->comm,1,"Breakdown in two-sided Power/RQI");
|
| 838 |
dsic.upv.es!jroman |
364 |
delta = PetscSqrtScalar(PetscAbsScalar(alpha));
|
|
|
365 |
beta = 1.0/PetscConj(alpha/delta);
|
|
|
366 |
delta = 1.0/delta;
|
|
|
367 |
ierr = VecScale(w,beta);CHKERRQ(ierr);
|
|
|
368 |
ierr = VecScale(v,delta);CHKERRQ(ierr);
|
| 444 |
dsic.upv.es!antodo |
369 |
|
| 819 |
dsic.upv.es!jroman |
370 |
/* if relerr<tol (both right and left), accept eigenpair */
|
|
|
371 |
if (eps->errest[eps->nconv]<eps->tol && eps->errest_left[eps->nconv]<eps->tol) {
|
| 6 |
dsic.upv.es!jroman |
372 |
eps->nconv = eps->nconv + 1;
|
|
|
373 |
if (eps->nconv==eps->nev) break;
|
|
|
374 |
v = eps->V[eps->nconv];
|
| 1057 |
slepc |
375 |
ierr = EPSGetStartVector(eps,eps->nconv,v,PETSC_NULL);CHKERRQ(ierr);
|
| 819 |
dsic.upv.es!jroman |
376 |
w = eps->W[eps->nconv];
|
| 1937 |
jroman |
377 |
ierr = EPSGetStartVectorLeft(eps,eps->nconv,w,PETSC_NULL);CHKERRQ(ierr);
|
| 6 |
dsic.upv.es!jroman |
378 |
}
|
|
|
379 |
}
|
| 2331 |
jroman |
380 |
if (eps->nconv == eps->nev) eps->reason = EPS_CONVERGED_TOL;
|
| 6 |
dsic.upv.es!jroman |
381 |
else eps->reason = EPS_DIVERGED_ITS;
|
|
|
382 |
PetscFunctionReturn(0);
|
| 2739 |
jroman |
383 |
#endif
|
| 6 |
dsic.upv.es!jroman |
384 |
}
|
|
|
385 |
|
| 444 |
dsic.upv.es!antodo |
386 |
#undef __FUNCT__
|
| 2324 |
jroman |
387 |
#define __FUNCT__ "EPSBackTransform_Power"
|
|
|
388 |
PetscErrorCode EPSBackTransform_Power(EPS eps)
|
| 444 |
dsic.upv.es!antodo |
389 |
{
|
| 476 |
dsic.upv.es!antodo |
390 |
PetscErrorCode ierr;
|
| 2317 |
jroman |
391 |
EPS_POWER *power = (EPS_POWER *)eps->data;
|
| 444 |
dsic.upv.es!antodo |
392 |
|
|
|
393 |
PetscFunctionBegin;
|
| 1940 |
jroman |
394 |
if (power->shift_type == EPS_POWER_SHIFT_CONSTANT) {
|
| 444 |
dsic.upv.es!antodo |
395 |
ierr = EPSBackTransform_Default(eps);CHKERRQ(ierr);
|
|
|
396 |
}
|
|
|
397 |
PetscFunctionReturn(0);
|
|
|
398 |
}
|
|
|
399 |
|
|
|
400 |
#undef __FUNCT__
|
| 2324 |
jroman |
401 |
#define __FUNCT__ "EPSSetFromOptions_Power"
|
|
|
402 |
PetscErrorCode EPSSetFromOptions_Power(EPS eps)
|
| 444 |
dsic.upv.es!antodo |
403 |
{
|
| 2321 |
jroman |
404 |
PetscErrorCode ierr;
|
|
|
405 |
EPS_POWER *power = (EPS_POWER *)eps->data;
|
|
|
406 |
PetscBool flg;
|
|
|
407 |
EPSPowerShiftType shift;
|
| 444 |
dsic.upv.es!antodo |
408 |
|
|
|
409 |
PetscFunctionBegin;
|
| 2384 |
jroman |
410 |
ierr = PetscOptionsHead("EPS Power Options");CHKERRQ(ierr);
|
| 2321 |
jroman |
411 |
ierr = PetscOptionsEnum("-eps_power_shift_type","Shift type","EPSPowerSetShiftType",EPSPowerShiftTypes,(PetscEnum)power->shift_type,(PetscEnum*)&shift,&flg);CHKERRQ(ierr);
|
|
|
412 |
if (flg) { ierr = EPSPowerSetShiftType(eps,shift);CHKERRQ(ierr); }
|
| 1940 |
jroman |
413 |
if (power->shift_type != EPS_POWER_SHIFT_CONSTANT) {
|
| 2092 |
jroman |
414 |
ierr = STSetType(eps->OP,STSINVERT);CHKERRQ(ierr);
|
| 444 |
dsic.upv.es!antodo |
415 |
}
|
| 2384 |
jroman |
416 |
ierr = PetscOptionsTail();CHKERRQ(ierr);
|
| 444 |
dsic.upv.es!antodo |
417 |
PetscFunctionReturn(0);
|
|
|
418 |
}
|
|
|
419 |
|
| 6 |
dsic.upv.es!jroman |
420 |
EXTERN_C_BEGIN
|
|
|
421 |
#undef __FUNCT__
|
| 2324 |
jroman |
422 |
#define __FUNCT__ "EPSPowerSetShiftType_Power"
|
|
|
423 |
PetscErrorCode EPSPowerSetShiftType_Power(EPS eps,EPSPowerShiftType shift)
|
| 444 |
dsic.upv.es!antodo |
424 |
{
|
| 476 |
dsic.upv.es!antodo |
425 |
EPS_POWER *power = (EPS_POWER *)eps->data;
|
| 444 |
dsic.upv.es!antodo |
426 |
|
|
|
427 |
PetscFunctionBegin;
|
|
|
428 |
switch (shift) {
|
| 1940 |
jroman |
429 |
case EPS_POWER_SHIFT_CONSTANT:
|
|
|
430 |
case EPS_POWER_SHIFT_RAYLEIGH:
|
|
|
431 |
case EPS_POWER_SHIFT_WILKINSON:
|
| 444 |
dsic.upv.es!antodo |
432 |
power->shift_type = shift;
|
|
|
433 |
break;
|
|
|
434 |
default:
|
| 2214 |
jroman |
435 |
SETERRQ(((PetscObject)eps)->comm,PETSC_ERR_ARG_OUTOFRANGE,"Invalid shift type");
|
| 444 |
dsic.upv.es!antodo |
436 |
}
|
|
|
437 |
PetscFunctionReturn(0);
|
|
|
438 |
}
|
|
|
439 |
EXTERN_C_END
|
|
|
440 |
|
|
|
441 |
#undef __FUNCT__
|
|
|
442 |
#define __FUNCT__ "EPSPowerSetShiftType"
|
| 446 |
dsic.upv.es!jroman |
443 |
/*@
|
|
|
444 |
EPSPowerSetShiftType - Sets the type of shifts used during the power
|
|
|
445 |
iteration. This can be used to emulate the Rayleigh Quotient Iteration
|
|
|
446 |
(RQI) method.
|
|
|
447 |
|
| 2328 |
jroman |
448 |
Logically Collective on EPS
|
| 446 |
dsic.upv.es!jroman |
449 |
|
|
|
450 |
Input Parameters:
|
|
|
451 |
+ eps - the eigenproblem solver context
|
|
|
452 |
- shift - the type of shift
|
|
|
453 |
|
|
|
454 |
Options Database Key:
|
|
|
455 |
. -eps_power_shift_type - Sets the shift type (either 'constant' or
|
|
|
456 |
'rayleigh' or 'wilkinson')
|
|
|
457 |
|
|
|
458 |
Notes:
|
| 1940 |
jroman |
459 |
By default, shifts are constant (EPS_POWER_SHIFT_CONSTANT) and the iteration
|
| 446 |
dsic.upv.es!jroman |
460 |
is the simple power method (or inverse iteration if a shift-and-invert
|
|
|
461 |
transformation is being used).
|
|
|
462 |
|
| 1940 |
jroman |
463 |
A variable shift can be specified (EPS_POWER_SHIFT_RAYLEIGH or
|
|
|
464 |
EPS_POWER_SHIFT_WILKINSON). In this case, the iteration behaves rather like
|
| 446 |
dsic.upv.es!jroman |
465 |
a cubic converging method as RQI. See the users manual for details.
|
|
|
466 |
|
|
|
467 |
Level: advanced
|
|
|
468 |
|
| 1364 |
slepc |
469 |
.seealso: EPSPowerGetShiftType(), STSetShift(), EPSPowerShiftType
|
| 446 |
dsic.upv.es!jroman |
470 |
@*/
|
| 476 |
dsic.upv.es!antodo |
471 |
PetscErrorCode EPSPowerSetShiftType(EPS eps,EPSPowerShiftType shift)
|
| 444 |
dsic.upv.es!antodo |
472 |
{
|
| 2221 |
jroman |
473 |
PetscErrorCode ierr;
|
| 444 |
dsic.upv.es!antodo |
474 |
|
|
|
475 |
PetscFunctionBegin;
|
| 2213 |
jroman |
476 |
PetscValidHeaderSpecific(eps,EPS_CLASSID,1);
|
| 2326 |
jroman |
477 |
PetscValidLogicalCollectiveEnum(eps,shift,2);
|
| 2221 |
jroman |
478 |
ierr = PetscTryMethod(eps,"EPSPowerSetShiftType_C",(EPS,EPSPowerShiftType),(eps,shift));CHKERRQ(ierr);
|
| 444 |
dsic.upv.es!antodo |
479 |
PetscFunctionReturn(0);
|
|
|
480 |
}
|
|
|
481 |
|
|
|
482 |
EXTERN_C_BEGIN
|
|
|
483 |
#undef __FUNCT__
|
| 2324 |
jroman |
484 |
#define __FUNCT__ "EPSPowerGetShiftType_Power"
|
|
|
485 |
PetscErrorCode EPSPowerGetShiftType_Power(EPS eps,EPSPowerShiftType *shift)
|
| 444 |
dsic.upv.es!antodo |
486 |
{
|
|
|
487 |
EPS_POWER *power = (EPS_POWER *)eps->data;
|
| 2317 |
jroman |
488 |
|
| 444 |
dsic.upv.es!antodo |
489 |
PetscFunctionBegin;
|
|
|
490 |
*shift = power->shift_type;
|
|
|
491 |
PetscFunctionReturn(0);
|
|
|
492 |
}
|
|
|
493 |
EXTERN_C_END
|
|
|
494 |
|
|
|
495 |
#undef __FUNCT__
|
|
|
496 |
#define __FUNCT__ "EPSPowerGetShiftType"
|
| 707 |
dsic.upv.es!antodo |
497 |
/*@C
|
| 446 |
dsic.upv.es!jroman |
498 |
EPSPowerGetShiftType - Gets the type of shifts used during the power
|
|
|
499 |
iteration.
|
|
|
500 |
|
| 2328 |
jroman |
501 |
Not Collective
|
| 446 |
dsic.upv.es!jroman |
502 |
|
|
|
503 |
Input Parameter:
|
|
|
504 |
. eps - the eigenproblem solver context
|
|
|
505 |
|
|
|
506 |
Input Parameter:
|
|
|
507 |
. shift - the type of shift
|
|
|
508 |
|
|
|
509 |
Level: advanced
|
|
|
510 |
|
| 1364 |
slepc |
511 |
.seealso: EPSPowerSetShiftType(), EPSPowerShiftType
|
| 446 |
dsic.upv.es!jroman |
512 |
@*/
|
| 476 |
dsic.upv.es!antodo |
513 |
PetscErrorCode EPSPowerGetShiftType(EPS eps,EPSPowerShiftType *shift)
|
| 444 |
dsic.upv.es!antodo |
514 |
{
|
| 2221 |
jroman |
515 |
PetscErrorCode ierr;
|
| 444 |
dsic.upv.es!antodo |
516 |
|
|
|
517 |
PetscFunctionBegin;
|
| 2213 |
jroman |
518 |
PetscValidHeaderSpecific(eps,EPS_CLASSID,1);
|
| 2326 |
jroman |
519 |
PetscValidPointer(shift,2);
|
| 2221 |
jroman |
520 |
ierr = PetscTryMethod(eps,"EPSPowerGetShiftType_C",(EPS,EPSPowerShiftType*),(eps,shift));CHKERRQ(ierr);
|
| 444 |
dsic.upv.es!antodo |
521 |
PetscFunctionReturn(0);
|
|
|
522 |
}
|
|
|
523 |
|
| 450 |
dsic.upv.es!antodo |
524 |
#undef __FUNCT__
|
| 2324 |
jroman |
525 |
#define __FUNCT__ "EPSDestroy_Power"
|
|
|
526 |
PetscErrorCode EPSDestroy_Power(EPS eps)
|
| 1925 |
jroman |
527 |
{
|
|
|
528 |
PetscErrorCode ierr;
|
|
|
529 |
|
|
|
530 |
PetscFunctionBegin;
|
| 2348 |
jroman |
531 |
ierr = PetscFree(eps->data);CHKERRQ(ierr);
|
| 1925 |
jroman |
532 |
ierr = PetscObjectComposeFunctionDynamic((PetscObject)eps,"EPSPowerSetShiftType_C","",PETSC_NULL);CHKERRQ(ierr);
|
|
|
533 |
ierr = PetscObjectComposeFunctionDynamic((PetscObject)eps,"EPSPowerGetShiftType_C","",PETSC_NULL);CHKERRQ(ierr);
|
|
|
534 |
PetscFunctionReturn(0);
|
|
|
535 |
}
|
|
|
536 |
|
|
|
537 |
#undef __FUNCT__
|
| 2324 |
jroman |
538 |
#define __FUNCT__ "EPSView_Power"
|
|
|
539 |
PetscErrorCode EPSView_Power(EPS eps,PetscViewer viewer)
|
| 450 |
dsic.upv.es!antodo |
540 |
{
|
| 476 |
dsic.upv.es!antodo |
541 |
PetscErrorCode ierr;
|
|
|
542 |
EPS_POWER *power = (EPS_POWER *)eps->data;
|
| 2216 |
jroman |
543 |
PetscBool isascii;
|
| 450 |
dsic.upv.es!antodo |
544 |
|
|
|
545 |
PetscFunctionBegin;
|
| 2215 |
jroman |
546 |
ierr = PetscTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);CHKERRQ(ierr);
|
| 450 |
dsic.upv.es!antodo |
547 |
if (!isascii) {
|
| 2324 |
jroman |
548 |
SETERRQ1(((PetscObject)eps)->comm,1,"Viewer type %s not supported for EPS Power",((PetscObject)viewer)->type_name);
|
| 450 |
dsic.upv.es!antodo |
549 |
}
|
| 2365 |
jroman |
550 |
ierr = PetscViewerASCIIPrintf(viewer," Power: %s shifts\n",EPSPowerShiftTypes[power->shift_type]);CHKERRQ(ierr);
|
| 450 |
dsic.upv.es!antodo |
551 |
PetscFunctionReturn(0);
|
|
|
552 |
}
|
|
|
553 |
|
| 444 |
dsic.upv.es!antodo |
554 |
EXTERN_C_BEGIN
|
|
|
555 |
#undef __FUNCT__
|
| 2324 |
jroman |
556 |
#define __FUNCT__ "EPSCreate_Power"
|
|
|
557 |
PetscErrorCode EPSCreate_Power(EPS eps)
|
| 6 |
dsic.upv.es!jroman |
558 |
{
|
| 476 |
dsic.upv.es!antodo |
559 |
PetscErrorCode ierr;
|
| 444 |
dsic.upv.es!antodo |
560 |
|
| 6 |
dsic.upv.es!jroman |
561 |
PetscFunctionBegin;
|
| 2329 |
jroman |
562 |
ierr = PetscNewLog(eps,EPS_POWER,&eps->data);CHKERRQ(ierr);
|
| 2324 |
jroman |
563 |
eps->ops->setup = EPSSetUp_Power;
|
|
|
564 |
eps->ops->setfromoptions = EPSSetFromOptions_Power;
|
|
|
565 |
eps->ops->destroy = EPSDestroy_Power;
|
| 2348 |
jroman |
566 |
eps->ops->reset = EPSReset_Default;
|
| 2324 |
jroman |
567 |
eps->ops->view = EPSView_Power;
|
|
|
568 |
eps->ops->backtransform = EPSBackTransform_Power;
|
| 503 |
dsic.upv.es!antodo |
569 |
eps->ops->computevectors = EPSComputeVectors_Default;
|
| 2324 |
jroman |
570 |
ierr = PetscObjectComposeFunctionDynamic((PetscObject)eps,"EPSPowerSetShiftType_C","EPSPowerSetShiftType_Power",EPSPowerSetShiftType_Power);CHKERRQ(ierr);
|
|
|
571 |
ierr = PetscObjectComposeFunctionDynamic((PetscObject)eps,"EPSPowerGetShiftType_C","EPSPowerGetShiftType_Power",EPSPowerGetShiftType_Power);CHKERRQ(ierr);
|
| 6 |
dsic.upv.es!jroman |
572 |
PetscFunctionReturn(0);
|
|
|
573 |
}
|
|
|
574 |
EXTERN_C_END
|
| 531 |
dsic.upv.es!jroman |
575 |
|