Subversion Repositories slepc-dev

/*                      

   SLEPc singular value solver: "cross"

   Method: Uses a Hermitian eigensolver for A^T*A

   Last update: Jun 2007

   - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

   SLEPc - Scalable Library for Eigenvalue Problem Computations

   Copyright (c) 2002-2011, Universitat Politecnica de Valencia, Spain

   This file is part of SLEPc.

   SLEPc is free software: you can redistribute it and/or modify it under  the

   terms of version 3 of the GNU Lesser General Public License as published by

   the Free Software Foundation.

   SLEPc  is  distributed in the hope that it will be useful, but WITHOUT  ANY

   WARRANTY;  without even the implied warranty of MERCHANTABILITY or  FITNESS

   FOR  A  PARTICULAR PURPOSE. See the GNU Lesser General Public  License  for

   more details.

   You  should have received a copy of the GNU Lesser General  Public  License

   along with SLEPc. If not, see <http://www.gnu.org/licenses/>.

   - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -

*/

#include <private/svdimpl.h>                /*I "slepcsvd.h" I*/

#include <private/epsimpl.h>                /*I "slepceps.h" I*/

typedef struct {

  EPS       eps;

  PetscBool setfromoptionscalled;

  Mat       mat;

  Vec       w,diag;

} SVD_CROSS;

#undef __FUNCT__  

#define __FUNCT__ "ShellMatMult_Cross"

PetscErrorCode ShellMatMult_Cross(Mat B,Vec x,Vec y)

{

  PetscErrorCode ierr;

  SVD            svd;

  SVD_CROSS      *cross;

  PetscFunctionBegin;

  ierr = MatShellGetContext(B,(void**)&svd);CHKERRQ(ierr);

  cross = (SVD_CROSS*)svd->data;

  ierr = SVDMatMult(svd,PETSC_FALSE,x,cross->w);CHKERRQ(ierr);

  ierr = SVDMatMult(svd,PETSC_TRUE,cross->w,y);CHKERRQ(ierr);

  PetscFunctionReturn(0);

}

#undef __FUNCT__  

#define __FUNCT__ "ShellMatGetDiagonal_Cross"

PetscErrorCode ShellMatGetDiagonal_Cross(Mat B,Vec d)

{

  PetscErrorCode    ierr;

  SVD               svd;

  SVD_CROSS         *cross;

  PetscInt          N,n,i,j,start,end,ncols;

  PetscScalar       *work1,*work2,*diag;

  const PetscInt    *cols;

  const PetscScalar *vals;

  PetscFunctionBegin;

  ierr = MatShellGetContext(B,(void**)&svd);CHKERRQ(ierr);

  cross = (SVD_CROSS*)svd->data;

  if (!cross->diag) {

    /* compute diagonal from rows and store in cross->diag */

    ierr = VecDuplicate(d,&cross->diag);CHKERRQ(ierr);

    ierr = SVDMatGetSize(svd,PETSC_NULL,&N);CHKERRQ(ierr);

    ierr = SVDMatGetLocalSize(svd,PETSC_NULL,&n);CHKERRQ(ierr);

    ierr = PetscMalloc(sizeof(PetscScalar)*N,&work1);CHKERRQ(ierr);

    ierr = PetscMalloc(sizeof(PetscScalar)*N,&work2);CHKERRQ(ierr);

    for (i=0;i<n;i++) work1[i] = work2[i] = 0.0;

    if (svd->AT) {

      ierr = MatGetOwnershipRange(svd->AT,&start,&end);CHKERRQ(ierr);

      for (i=start;i<end;i++) {

        ierr = MatGetRow(svd->AT,i,&ncols,PETSC_NULL,&vals);CHKERRQ(ierr);

        for (j=0;j<ncols;j++)

          work1[i] += vals[j]*vals[j];

        ierr = MatRestoreRow(svd->AT,i,&ncols,PETSC_NULL,&vals);CHKERRQ(ierr);

      }

    } else {

      ierr = MatGetOwnershipRange(svd->A,&start,&end);CHKERRQ(ierr);

      for (i=start;i<end;i++) {

        ierr = MatGetRow(svd->A,i,&ncols,&cols,&vals);CHKERRQ(ierr);

        for (j=0;j<ncols;j++)

          work1[cols[j]] += vals[j]*vals[j];

        ierr = MatRestoreRow(svd->A,i,&ncols,&cols,&vals);CHKERRQ(ierr);

      }

    }

    ierr = MPI_Allreduce(work1,work2,N,MPIU_SCALAR,MPI_SUM,((PetscObject)svd)->comm);CHKERRQ(ierr);

    ierr = VecGetOwnershipRange(cross->diag,&start,&end);CHKERRQ(ierr);

    ierr = VecGetArray(cross->diag,&diag);CHKERRQ(ierr);

    for (i=start;i<end;i++)

      diag[i-start] = work2[i];

    ierr = VecRestoreArray(cross->diag,&diag);CHKERRQ(ierr);

    ierr = PetscFree(work1);CHKERRQ(ierr);

    ierr = PetscFree(work2);CHKERRQ(ierr);

  }

  ierr = VecCopy(cross->diag,d);CHKERRQ(ierr);

  PetscFunctionReturn(0);

}

#undef __FUNCT__  

#define __FUNCT__ "SVDSetUp_Cross"

PetscErrorCode SVDSetUp_Cross(SVD svd)

{

  PetscErrorCode ierr;

  SVD_CROSS      *cross = (SVD_CROSS*)svd->data;

  PetscInt       n,i;

  PetscBool      trackall;

  PetscFunctionBegin;

  if (!cross->mat) {

    ierr = SVDMatGetLocalSize(svd,PETSC_NULL,&n);CHKERRQ(ierr);

    ierr = MatCreateShell(((PetscObject)svd)->comm,n,n,PETSC_DETERMINE,PETSC_DETERMINE,svd,&cross->mat);CHKERRQ(ierr);

    ierr = MatShellSetOperation(cross->mat,MATOP_MULT,(void(*)(void))ShellMatMult_Cross);CHKERRQ(ierr);  

    ierr = MatShellSetOperation(cross->mat,MATOP_GET_DIAGONAL,(void(*)(void))ShellMatGetDiagonal_Cross);CHKERRQ(ierr);  

    ierr = SVDMatGetVecs(svd,PETSC_NULL,&cross->w);CHKERRQ(ierr);

  }

  ierr = EPSSetOperators(cross->eps,cross->mat,PETSC_NULL);CHKERRQ(ierr);

  ierr = EPSSetProblemType(cross->eps,EPS_HEP);CHKERRQ(ierr);

  ierr = EPSSetWhichEigenpairs(cross->eps,svd->which == SVD_LARGEST ? EPS_LARGEST_REAL : EPS_SMALLEST_REAL);CHKERRQ(ierr);

  ierr = EPSSetDimensions(cross->eps,svd->nsv,svd->ncv,svd->mpd);CHKERRQ(ierr);

  ierr = EPSSetTolerances(cross->eps,svd->tol,svd->max_it);CHKERRQ(ierr);

  /* Transfer the trackall option from svd to eps */

  ierr = SVDGetTrackAll(svd,&trackall);CHKERRQ(ierr);

  ierr = EPSSetTrackAll(cross->eps,trackall);CHKERRQ(ierr);

  if (cross->setfromoptionscalled) {

    ierr = EPSSetFromOptions(cross->eps);CHKERRQ(ierr);

    cross->setfromoptionscalled = PETSC_FALSE;

  }

  ierr = EPSSetUp(cross->eps);CHKERRQ(ierr);

  ierr = EPSGetDimensions(cross->eps,PETSC_NULL,&svd->ncv,&svd->mpd);CHKERRQ(ierr);

  ierr = EPSGetTolerances(cross->eps,&svd->tol,&svd->max_it);CHKERRQ(ierr);

  /* Transfer the initial space from svd to eps */

  if (svd->nini < 0) {

    ierr = EPSSetInitialSpace(cross->eps,-svd->nini,svd->IS);CHKERRQ(ierr);

    for(i=0; i<-svd->nini; i++) {

      ierr = VecDestroy(&svd->IS[i]);CHKERRQ(ierr);

    }

    ierr = PetscFree(svd->IS);CHKERRQ(ierr);

    svd->nini = 0;

  }

  PetscFunctionReturn(0);

}

#undef __FUNCT__  

#define __FUNCT__ "SVDSolve_Cross"

PetscErrorCode SVDSolve_Cross(SVD svd)

{

  PetscErrorCode ierr;

  SVD_CROSS      *cross = (SVD_CROSS*)svd->data;

  PetscInt       i;

  PetscScalar    sigma;

  PetscFunctionBegin;

  ierr = EPSSolve(cross->eps);CHKERRQ(ierr);

  ierr = EPSGetConverged(cross->eps,&svd->nconv);CHKERRQ(ierr);

  ierr = EPSGetIterationNumber(cross->eps,&svd->its);CHKERRQ(ierr);

  ierr = EPSGetConvergedReason(cross->eps,(EPSConvergedReason*)&svd->reason);CHKERRQ(ierr);

  for (i=0;i<svd->nconv;i++) {

    ierr = EPSGetEigenpair(cross->eps,i,&sigma,PETSC_NULL,svd->V[i],PETSC_NULL);CHKERRQ(ierr);

    if (PetscRealPart(sigma)<0.0) SETERRQ(((PetscObject)svd)->comm,1,"Negative eigenvalue computed by EPS");

    svd->sigma[i] = PetscSqrtReal(PetscRealPart(sigma));

  }

  PetscFunctionReturn(0);

}

#undef __FUNCT__  

#define __FUNCT__ "SVDMonitor_Cross"

static PetscErrorCode SVDMonitor_Cross(EPS eps,PetscInt its,PetscInt nconv,PetscScalar *eigr,PetscScalar *eigi,PetscReal *errest,PetscInt nest,void *ctx)

{

  PetscInt       i;

  SVD            svd = (SVD)ctx;

  PetscScalar    er,ei;

  PetscErrorCode ierr;

  PetscFunctionBegin;

  for (i=0;i<nest;i++) {

    er = eigr[i]; ei = eigi[i];

    ierr = STBackTransform(eps->OP,1,&er,&ei);CHKERRQ(ierr);

    svd->sigma[i] = PetscSqrtReal(PetscRealPart(er));

    svd->errest[i] = errest[i];

  }

  ierr = SVDMonitor(svd,its,nconv,svd->sigma,svd->errest,nest);CHKERRQ(ierr);

  PetscFunctionReturn(0);

}

#undef __FUNCT__  

#define __FUNCT__ "SVDSetFromOptions_Cross"

PetscErrorCode SVDSetFromOptions_Cross(SVD svd)

{

  SVD_CROSS *cross = (SVD_CROSS*)svd->data;

  PetscFunctionBegin;

  cross->setfromoptionscalled = PETSC_TRUE;

  PetscFunctionReturn(0);

}

EXTERN_C_BEGIN

#undef __FUNCT__  

#define __FUNCT__ "SVDCrossSetEPS_Cross"

PetscErrorCode SVDCrossSetEPS_Cross(SVD svd,EPS eps)

{

  PetscErrorCode ierr;

  SVD_CROSS      *cross = (SVD_CROSS*)svd->data;

  PetscFunctionBegin;

  ierr = PetscObjectReference((PetscObject)eps);CHKERRQ(ierr);

  ierr = EPSDestroy(&cross->eps);CHKERRQ(ierr);  

  cross->eps = eps;

  ierr = PetscLogObjectParent(svd,cross->eps);CHKERRQ(ierr);

  svd->setupcalled = 0;

  PetscFunctionReturn(0);

}

EXTERN_C_END

#undef __FUNCT__  

#define __FUNCT__ "SVDCrossSetEPS"

/*@

   SVDCrossSetEPS - Associate an eigensolver object (EPS) to the

   singular value solver.

   Collective on SVD

   Input Parameters:

+  svd - singular value solver

-  eps - the eigensolver object

   Level: advanced

.seealso: SVDCrossGetEPS()

@*/

PetscErrorCode SVDCrossSetEPS(SVD svd,EPS eps)

{

  PetscErrorCode ierr;

  PetscFunctionBegin;

  PetscValidHeaderSpecific(svd,SVD_CLASSID,1);

  PetscValidHeaderSpecific(eps,EPS_CLASSID,2);

  PetscCheckSameComm(svd,1,eps,2);

  ierr = PetscTryMethod(svd,"SVDCrossSetEPS_C",(SVD,EPS),(svd,eps));CHKERRQ(ierr);

  PetscFunctionReturn(0);

}

EXTERN_C_BEGIN

#undef __FUNCT__  

#define __FUNCT__ "SVDCrossGetEPS_Cross"

PetscErrorCode SVDCrossGetEPS_Cross(SVD svd,EPS *eps)

{

  SVD_CROSS *cross = (SVD_CROSS*)svd->data;

  PetscFunctionBegin;

  *eps = cross->eps;

  PetscFunctionReturn(0);

}

EXTERN_C_END

#undef __FUNCT__  

#define __FUNCT__ "SVDCrossGetEPS"

/*@

   SVDCrossGetEPS - Retrieve the eigensolver object (EPS) associated

   to the singular value solver.

   Not Collective

   Input Parameter:

.  svd - singular value solver

   Output Parameter:

.  eps - the eigensolver object

   Level: advanced

.seealso: SVDCrossSetEPS()

@*/

PetscErrorCode SVDCrossGetEPS(SVD svd,EPS *eps)

{

  PetscErrorCode ierr;

  PetscFunctionBegin;

  PetscValidHeaderSpecific(svd,SVD_CLASSID,1);

  PetscValidPointer(eps,2);

  ierr = PetscTryMethod(svd,"SVDCrossGetEPS_C",(SVD,EPS*),(svd,eps));CHKERRQ(ierr);

  PetscFunctionReturn(0);

}

#undef __FUNCT__  

#define __FUNCT__ "SVDView_Cross"

PetscErrorCode SVDView_Cross(SVD svd,PetscViewer viewer)

{

  PetscErrorCode ierr;

  SVD_CROSS      *cross = (SVD_CROSS*)svd->data;

  PetscFunctionBegin;

  ierr = PetscViewerASCIIPushTab(viewer);CHKERRQ(ierr);

  ierr = EPSView(cross->eps,viewer);CHKERRQ(ierr);

  ierr = PetscViewerASCIIPopTab(viewer);CHKERRQ(ierr);

  PetscFunctionReturn(0);

}

#undef __FUNCT__  

#define __FUNCT__ "SVDReset_Cross"

PetscErrorCode SVDReset_Cross(SVD svd)

{

  PetscErrorCode ierr;

  SVD_CROSS      *cross = (SVD_CROSS*)svd->data;

  PetscFunctionBegin;

  ierr = EPSReset(cross->eps);CHKERRQ(ierr);

  ierr = MatDestroy(&cross->mat);CHKERRQ(ierr);

  ierr = VecDestroy(&cross->w);CHKERRQ(ierr);

  ierr = VecDestroy(&cross->diag);CHKERRQ(ierr);

  PetscFunctionReturn(0);

}

#undef __FUNCT__  

#define __FUNCT__ "SVDDestroy_Cross"

PetscErrorCode SVDDestroy_Cross(SVD svd)

{

  PetscErrorCode ierr;

  SVD_CROSS      *cross = (SVD_CROSS*)svd->data;

  PetscFunctionBegin;

  ierr = EPSDestroy(&cross->eps);CHKERRQ(ierr);

  ierr = PetscFree(svd->data);CHKERRQ(ierr);

  ierr = PetscObjectComposeFunctionDynamic((PetscObject)svd,"SVDCrossSetEPS_C","",PETSC_NULL);CHKERRQ(ierr);

  ierr = PetscObjectComposeFunctionDynamic((PetscObject)svd,"SVDCrossGetEPS_C","",PETSC_NULL);CHKERRQ(ierr);

  PetscFunctionReturn(0);

}

EXTERN_C_BEGIN

#undef __FUNCT__  

#define __FUNCT__ "SVDCreate_Cross"

PetscErrorCode SVDCreate_Cross(SVD svd)

{

  PetscErrorCode ierr;

  SVD_CROSS      *cross;

  ST             st;

  PetscFunctionBegin;

  ierr = PetscNewLog(svd,SVD_CROSS,&cross);CHKERRQ(ierr);

  svd->data                = (void*)cross;

  svd->ops->solve          = SVDSolve_Cross;

  svd->ops->setup          = SVDSetUp_Cross;

  svd->ops->setfromoptions = SVDSetFromOptions_Cross;

  svd->ops->destroy        = SVDDestroy_Cross;

  svd->ops->reset          = SVDReset_Cross;

  svd->ops->view           = SVDView_Cross;

  ierr = PetscObjectComposeFunctionDynamic((PetscObject)svd,"SVDCrossSetEPS_C","SVDCrossSetEPS_Cross",SVDCrossSetEPS_Cross);CHKERRQ(ierr);

  ierr = PetscObjectComposeFunctionDynamic((PetscObject)svd,"SVDCrossGetEPS_C","SVDCrossGetEPS_Cross",SVDCrossGetEPS_Cross);CHKERRQ(ierr);

  ierr = EPSCreate(((PetscObject)svd)->comm,&cross->eps);CHKERRQ(ierr);

  ierr = EPSSetOptionsPrefix(cross->eps,((PetscObject)svd)->prefix);CHKERRQ(ierr);

  ierr = EPSAppendOptionsPrefix(cross->eps,"svd_");CHKERRQ(ierr);

  ierr = PetscObjectIncrementTabLevel((PetscObject)cross->eps,(PetscObject)svd,1);CHKERRQ(ierr);  

  ierr = PetscLogObjectParent(svd,cross->eps);CHKERRQ(ierr);

  if (!svd->ip) { ierr = SVDGetIP(svd,&svd->ip);CHKERRQ(ierr); }

  ierr = EPSSetIP(cross->eps,svd->ip);CHKERRQ(ierr);

  ierr = EPSSetWhichEigenpairs(cross->eps,EPS_LARGEST_REAL);CHKERRQ(ierr);

  ierr = EPSMonitorSet(cross->eps,SVDMonitor_Cross,svd,PETSC_NULL);CHKERRQ(ierr);

  ierr = EPSGetST(cross->eps,&st);CHKERRQ(ierr);

  ierr = STSetMatMode(st,ST_MATMODE_SHELL);CHKERRQ(ierr);

  cross->mat = PETSC_NULL;

  cross->w = PETSC_NULL;

  cross->diag = PETSC_NULL;

  cross->setfromoptionscalled = PETSC_FALSE;

  PetscFunctionReturn(0);

}

EXTERN_C_END