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slepc |
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/*
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SLEPc singular value solver: "cross"
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slepc |
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Method: Uses a Hermitian eigensolver for A^T*A
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slepc |
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slepc |
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Last update: Jun 2007
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slepc |
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slepc |
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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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slepc |
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*/
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slepc |
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#include "src/svd/svdimpl.h" /*I "slepcsvd.h" I*/
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#include "slepceps.h"
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typedef struct {
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EPS eps;
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Mat mat;
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Vec w,diag;
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} SVD_CROSS;
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#undef __FUNCT__
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#define __FUNCT__ "ShellMatMult_CROSS"
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PetscErrorCode ShellMatMult_CROSS(Mat B,Vec x, Vec y)
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{
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PetscErrorCode ierr;
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SVD svd;
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SVD_CROSS *cross;
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PetscFunctionBegin;
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ierr = MatShellGetContext(B,(void**)&svd);CHKERRQ(ierr);
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cross = (SVD_CROSS *)svd->data;
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ierr = SVDMatMult(svd,PETSC_FALSE,x,cross->w);CHKERRQ(ierr);
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ierr = SVDMatMult(svd,PETSC_TRUE,cross->w,y);CHKERRQ(ierr);
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PetscFunctionReturn(0);
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}
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#undef __FUNCT__
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#define __FUNCT__ "ShellMatGetDiagonal_CROSS"
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PetscErrorCode ShellMatGetDiagonal_CROSS(Mat B,Vec d)
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{
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PetscErrorCode ierr;
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SVD svd;
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SVD_CROSS *cross;
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PetscInt N,n,i,j,start,end,ncols;
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PetscScalar *work1,*work2,*diag;
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const PetscInt *cols;
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const PetscScalar *vals;
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PetscFunctionBegin;
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ierr = MatShellGetContext(B,(void**)&svd);CHKERRQ(ierr);
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cross = (SVD_CROSS *)svd->data;
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if (!cross->diag) {
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/* compute diagonal from rows and store in cross->diag */
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ierr = VecDuplicate(d,&cross->diag);CHKERRQ(ierr);
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ierr = SVDMatGetSize(svd,PETSC_NULL,&N);CHKERRQ(ierr);
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ierr = SVDMatGetLocalSize(svd,PETSC_NULL,&n);CHKERRQ(ierr);
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ierr = PetscMalloc(sizeof(PetscScalar)*N,&work1);CHKERRQ(ierr);
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ierr = PetscMalloc(sizeof(PetscScalar)*N,&work2);CHKERRQ(ierr);
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for (i=0;i<n;i++) work1[i] = work2[i] = 0.0;
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if (svd->AT) {
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ierr = MatGetOwnershipRange(svd->AT,&start,&end);CHKERRQ(ierr);
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for (i=start;i<end;i++) {
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ierr = MatGetRow(svd->AT,i,&ncols,PETSC_NULL,&vals);CHKERRQ(ierr);
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for (j=0;j<ncols;j++)
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work1[i] += vals[j]*vals[j];
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ierr = MatRestoreRow(svd->AT,i,&ncols,PETSC_NULL,&vals);CHKERRQ(ierr);
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}
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} else {
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ierr = MatGetOwnershipRange(svd->A,&start,&end);CHKERRQ(ierr);
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for (i=start;i<end;i++) {
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ierr = MatGetRow(svd->A,i,&ncols,&cols,&vals);CHKERRQ(ierr);
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for (j=0;j<ncols;j++)
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work1[cols[j]] += vals[j]*vals[j];
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ierr = MatRestoreRow(svd->A,i,&ncols,&cols,&vals);CHKERRQ(ierr);
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}
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}
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ierr = MPI_Allreduce(work1,work2,N,MPIU_SCALAR,MPI_SUM,svd->comm);CHKERRQ(ierr);
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ierr = VecGetOwnershipRange(cross->diag,&start,&end);CHKERRQ(ierr);
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ierr = VecGetArray(cross->diag,&diag);CHKERRQ(ierr);
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for (i=start;i<end;i++)
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diag[i-start] = work2[i];
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ierr = VecRestoreArray(cross->diag,&diag);CHKERRQ(ierr);
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ierr = PetscFree(work1);CHKERRQ(ierr);
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ierr = PetscFree(work2);CHKERRQ(ierr);
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}
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ierr = VecCopy(cross->diag,d);CHKERRQ(ierr);
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PetscFunctionReturn(0);
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}
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#undef __FUNCT__
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#define __FUNCT__ "SVDSetUp_CROSS"
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PetscErrorCode SVDSetUp_CROSS(SVD svd)
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{
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PetscErrorCode ierr;
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SVD_CROSS *cross = (SVD_CROSS *)svd->data;
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PetscInt n;
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PetscFunctionBegin;
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if (cross->mat) {
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ierr = MatDestroy(cross->mat);CHKERRQ(ierr);
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ierr = VecDestroy(cross->w);CHKERRQ(ierr);
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}
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if (cross->diag) {
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ierr = VecDestroy(cross->diag);CHKERRQ(ierr);
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}
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ierr = SVDMatGetLocalSize(svd,PETSC_NULL,&n);CHKERRQ(ierr);
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ierr = MatCreateShell(svd->comm,n,n,PETSC_DETERMINE,PETSC_DETERMINE,svd,&cross->mat);CHKERRQ(ierr);
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ierr = MatShellSetOperation(cross->mat,MATOP_MULT,(void(*)(void))ShellMatMult_CROSS);CHKERRQ(ierr);
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ierr = MatShellSetOperation(cross->mat,MATOP_GET_DIAGONAL,(void(*)(void))ShellMatGetDiagonal_CROSS);CHKERRQ(ierr);
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ierr = SVDMatGetVecs(svd,PETSC_NULL,&cross->w);CHKERRQ(ierr);
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ierr = EPSSetOperators(cross->eps,cross->mat,PETSC_NULL);CHKERRQ(ierr);
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ierr = EPSSetProblemType(cross->eps,EPS_HEP);CHKERRQ(ierr);
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ierr = EPSSetDimensions(cross->eps,svd->nsv,svd->ncv);CHKERRQ(ierr);
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ierr = EPSSetTolerances(cross->eps,svd->tol,svd->max_it);CHKERRQ(ierr);
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ierr = EPSSetUp(cross->eps);CHKERRQ(ierr);
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ierr = EPSGetDimensions(cross->eps,PETSC_NULL,&svd->ncv);CHKERRQ(ierr);
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ierr = EPSGetTolerances(cross->eps,&svd->tol,&svd->max_it);CHKERRQ(ierr);
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PetscFunctionReturn(0);
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}
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#undef __FUNCT__
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#define __FUNCT__ "SVDSolve_CROSS"
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PetscErrorCode SVDSolve_CROSS(SVD svd)
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{
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PetscErrorCode ierr;
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SVD_CROSS *cross = (SVD_CROSS *)svd->data;
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int i;
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PetscScalar sigma;
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PetscFunctionBegin;
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slepc |
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ierr = EPSSetWhichEigenpairs(cross->eps,svd->which == SVD_LARGEST ? EPS_LARGEST_REAL : EPS_SMALLEST_REAL);CHKERRQ(ierr);
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ierr = EPSSetInitialVector(cross->eps,svd->vec_initial);CHKERRQ(ierr);
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ierr = EPSSolve(cross->eps);CHKERRQ(ierr);
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ierr = EPSGetConverged(cross->eps,&svd->nconv);CHKERRQ(ierr);
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ierr = EPSGetIterationNumber(cross->eps,&svd->its);CHKERRQ(ierr);
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ierr = EPSGetConvergedReason(cross->eps,(EPSConvergedReason*)&svd->reason);CHKERRQ(ierr);
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for (i=0;i<svd->nconv;i++) {
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ierr = EPSGetEigenpair(cross->eps,i,&sigma,PETSC_NULL,svd->V[i],PETSC_NULL);CHKERRQ(ierr);
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svd->sigma[i] = sqrt(PetscRealPart(sigma));
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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__ "SVDMonitor_CROSS"
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PetscErrorCode SVDMonitor_CROSS(EPS eps,int its,int nconv,PetscScalar *eigr,PetscScalar *eigi,PetscReal *errest,int nest,void *ctx)
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{
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int i;
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SVD svd = (SVD)ctx;
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PetscFunctionBegin;
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for (i=0;i<nest;i++) {
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svd->sigma[i] = sqrt(PetscRealPart(eigr[i]));
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svd->errest[i] = errest[i];
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}
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SVDMonitor(svd,its,nconv,svd->sigma,svd->errest,nest);
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PetscFunctionReturn(0);
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}
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#undef __FUNCT__
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#define __FUNCT__ "SVDSetFromOptions_CROSS"
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PetscErrorCode SVDSetFromOptions_CROSS(SVD svd)
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{
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PetscErrorCode ierr;
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SVD_CROSS *cross = (SVD_CROSS *)svd->data;
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PetscFunctionBegin;
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ierr = EPSSetFromOptions(cross->eps);CHKERRQ(ierr);
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PetscFunctionReturn(0);
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}
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EXTERN_C_BEGIN
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#undef __FUNCT__
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#define __FUNCT__ "SVDCrossSetEPS_CROSS"
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PetscErrorCode SVDCrossSetEPS_CROSS(SVD svd,EPS eps)
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{
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PetscErrorCode ierr;
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SVD_CROSS *cross = (SVD_CROSS *)svd->data;
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PetscFunctionBegin;
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PetscValidHeaderSpecific(eps,EPS_COOKIE,2);
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PetscCheckSameComm(svd,1,eps,2);
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ierr = PetscObjectReference((PetscObject)eps);CHKERRQ(ierr);
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ierr = EPSDestroy(cross->eps);CHKERRQ(ierr);
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cross->eps = eps;
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svd->setupcalled = 0;
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PetscFunctionReturn(0);
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}
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EXTERN_C_END
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#undef __FUNCT__
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#define __FUNCT__ "SVDCrossSetEPS"
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/*@
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SVDCrossSetEPS - Associate an eigensolver object (EPS) to the
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singular value solver.
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Collective on SVD
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Input Parameters:
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+ svd - singular value solver
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- eps - the eigensolver object
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Level: advanced
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.seealso: SVDCrossGetEPS()
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@*/
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PetscErrorCode SVDCrossSetEPS(SVD svd,EPS eps)
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{
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PetscErrorCode ierr, (*f)(SVD,EPS eps);
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PetscFunctionBegin;
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PetscValidHeaderSpecific(svd,SVD_COOKIE,1);
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ierr = PetscObjectQueryFunction((PetscObject)svd,"SVDCrossSetEPS_C",(void (**)())&f);CHKERRQ(ierr);
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if (f) {
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ierr = (*f)(svd,eps);CHKERRQ(ierr);
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}
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PetscFunctionReturn(0);
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}
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EXTERN_C_BEGIN
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#undef __FUNCT__
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#define __FUNCT__ "SVDCrossGetEPS_CROSS"
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PetscErrorCode SVDCrossGetEPS_CROSS(SVD svd,EPS *eps)
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{
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SVD_CROSS *cross = (SVD_CROSS *)svd->data;
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PetscFunctionBegin;
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PetscValidPointer(eps,2);
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*eps = cross->eps;
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PetscFunctionReturn(0);
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}
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EXTERN_C_END
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#undef __FUNCT__
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#define __FUNCT__ "SVDCrossGetEPS"
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/*@C
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SVDCrossGetEPS - Retrieve the eigensolver object (EPS) associated
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to the singular value solver.
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Not Collective
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slepc |
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Input Parameter:
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slepc |
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. svd - singular value solver
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Output Parameter:
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. eps - the eigensolver object
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Level: advanced
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.seealso: SVDCrossSetEPS()
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@*/
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PetscErrorCode SVDCrossGetEPS(SVD svd,EPS *eps)
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{
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PetscErrorCode ierr, (*f)(SVD,EPS *eps);
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PetscFunctionBegin;
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PetscValidHeaderSpecific(svd,SVD_COOKIE,1);
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ierr = PetscObjectQueryFunction((PetscObject)svd,"SVDCrossGetEPS_C",(void (**)())&f);CHKERRQ(ierr);
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if (f) {
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ierr = (*f)(svd,eps);CHKERRQ(ierr);
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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__ "SVDView_CROSS"
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PetscErrorCode SVDView_CROSS(SVD svd,PetscViewer viewer)
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{
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PetscErrorCode ierr;
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SVD_CROSS *cross = (SVD_CROSS *)svd->data;
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PetscFunctionBegin;
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ierr = EPSView(cross->eps,viewer);CHKERRQ(ierr);
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PetscFunctionReturn(0);
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}
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#undef __FUNCT__
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#define __FUNCT__ "SVDDestroy_CROSS"
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PetscErrorCode SVDDestroy_CROSS(SVD svd)
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{
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PetscErrorCode ierr;
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SVD_CROSS *cross = (SVD_CROSS *)svd->data;
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PetscFunctionBegin;
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ierr = EPSDestroy(cross->eps);CHKERRQ(ierr);
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if (cross->mat) {
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ierr = MatDestroy(cross->mat);CHKERRQ(ierr);
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ierr = VecDestroy(cross->w);CHKERRQ(ierr);
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}
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if (cross->diag) {
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ierr = VecDestroy(cross->diag);CHKERRQ(ierr);
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}
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slepc |
301 |
ierr = PetscFree(svd->data);CHKERRQ(ierr);
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slepc |
302 |
PetscFunctionReturn(0);
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}
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EXTERN_C_BEGIN
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#undef __FUNCT__
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#define __FUNCT__ "SVDCreate_CROSS"
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308 |
PetscErrorCode SVDCreate_CROSS(SVD svd)
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309 |
{
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310 |
PetscErrorCode ierr;
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311 |
SVD_CROSS *cross;
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312 |
ST st;
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314 |
PetscFunctionBegin;
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315 |
ierr = PetscNew(SVD_CROSS,&cross);CHKERRQ(ierr);
|
|
|
316 |
PetscLogObjectMemory(svd,sizeof(SVD_CROSS));
|
|
|
317 |
svd->data = (void *)cross;
|
|
|
318 |
svd->ops->solve = SVDSolve_CROSS;
|
|
|
319 |
svd->ops->setup = SVDSetUp_CROSS;
|
|
|
320 |
svd->ops->setfromoptions = SVDSetFromOptions_CROSS;
|
|
|
321 |
svd->ops->destroy = SVDDestroy_CROSS;
|
|
|
322 |
svd->ops->view = SVDView_CROSS;
|
|
|
323 |
ierr = PetscObjectComposeFunctionDynamic((PetscObject)svd,"SVDCrossSetEPS_C","SVDCrossSetEPS_CROSS",SVDCrossSetEPS_CROSS);CHKERRQ(ierr);
|
|
|
324 |
ierr = PetscObjectComposeFunctionDynamic((PetscObject)svd,"SVDCrossGetEPS_C","SVDCrossGetEPS_CROSS",SVDCrossGetEPS_CROSS);CHKERRQ(ierr);
|
|
|
325 |
|
|
|
326 |
ierr = EPSCreate(svd->comm,&cross->eps);CHKERRQ(ierr);
|
|
|
327 |
ierr = EPSSetOptionsPrefix(cross->eps,svd->prefix);CHKERRQ(ierr);
|
|
|
328 |
ierr = EPSAppendOptionsPrefix(cross->eps,"svd_");CHKERRQ(ierr);
|
|
|
329 |
PetscLogObjectParent(svd,cross->eps);
|
| 1345 |
slepc |
330 |
ierr = EPSSetIP(cross->eps,svd->ip);CHKERRQ(ierr);
|
| 1324 |
slepc |
331 |
ierr = EPSSetWhichEigenpairs(cross->eps,EPS_LARGEST_REAL);CHKERRQ(ierr);
|
| 1331 |
slepc |
332 |
ierr = EPSMonitorSet(cross->eps,SVDMonitor_CROSS,svd,PETSC_NULL);CHKERRQ(ierr);
|
| 1324 |
slepc |
333 |
ierr = EPSGetST(cross->eps,&st);CHKERRQ(ierr);
|
|
|
334 |
ierr = STSetMatMode(st,STMATMODE_SHELL);CHKERRQ(ierr);
|
|
|
335 |
cross->mat = PETSC_NULL;
|
|
|
336 |
cross->w = PETSC_NULL;
|
|
|
337 |
cross->diag = PETSC_NULL;
|
|
|
338 |
PetscFunctionReturn(0);
|
|
|
339 |
}
|
|
|
340 |
EXTERN_C_END
|