| 1298 |
slepc |
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/*
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SLEPc singular value solver: "trlanczos"
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Method: Golub-Kahan-Lanczos bidiagonalization with thick-restart
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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 |
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SLEPc - Scalable Library for Eigenvalue Problem Computations
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eromero |
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Copyright (c) 2002-2010, Universidad 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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slepc |
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*/
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slepc |
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jroman |
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#include <private/svdimpl.h> /*I "slepcsvd.h" I*/
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#include <private/ipimpl.h> /*I "slepcip.h" I*/
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#include <slepcblaslapack.h>
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slepc |
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typedef struct {
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jroman |
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PetscBool oneside;
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| 1298 |
slepc |
35 |
} SVD_TRLANCZOS;
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#undef __FUNCT__
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jroman |
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#define __FUNCT__ "SVDSetUp_TRLanczos"
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PetscErrorCode SVDSetUp_TRLanczos(SVD svd)
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slepc |
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{
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jroman |
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PetscErrorCode ierr;
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PetscInt i,N,nloc;
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PetscScalar *pU;
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slepc |
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PetscFunctionBegin;
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slepc |
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ierr = SVDMatGetSize(svd,PETSC_NULL,&N);CHKERRQ(ierr);
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slepc |
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if (svd->ncv) { /* ncv set */
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jroman |
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if (svd->ncv<svd->nsv) SETERRQ(((PetscObject)svd)->comm,1,"The value of ncv must be at least nsv");
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slepc |
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}
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else if (svd->mpd) { /* mpd set */
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svd->ncv = PetscMin(N,svd->nsv+svd->mpd);
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}
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else { /* neither set: defaults depend on nsv being small or large */
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if (svd->nsv<500) svd->ncv = PetscMin(N,PetscMax(2*svd->nsv,10));
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else { svd->mpd = 500; svd->ncv = PetscMin(N,svd->nsv+svd->mpd); }
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}
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if (!svd->mpd) svd->mpd = svd->ncv;
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jroman |
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if (svd->ncv>svd->nsv+svd->mpd) SETERRQ(((PetscObject)svd)->comm,1,"The value of ncv must not be larger than nev+mpd");
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slepc |
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if (!svd->max_it)
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slepc |
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svd->max_it = PetscMax(N/svd->ncv,100);
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if (svd->ncv!=svd->n) {
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if (svd->U) {
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slepc |
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ierr = VecGetArray(svd->U[0],&pU);CHKERRQ(ierr);
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jroman |
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for (i=0;i<svd->n;i++) { ierr = VecDestroy(&svd->U[i]); CHKERRQ(ierr); }
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slepc |
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ierr = PetscFree(pU);CHKERRQ(ierr);
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slepc |
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ierr = PetscFree(svd->U);CHKERRQ(ierr);
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}
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ierr = PetscMalloc(sizeof(Vec)*svd->ncv,&svd->U);CHKERRQ(ierr);
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slepc |
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ierr = SVDMatGetLocalSize(svd,&nloc,PETSC_NULL);CHKERRQ(ierr);
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ierr = PetscMalloc(svd->ncv*nloc*sizeof(PetscScalar),&pU);CHKERRQ(ierr);
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for (i=0;i<svd->ncv;i++) {
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ierr = VecCreateMPIWithArray(((PetscObject)svd)->comm,nloc,PETSC_DECIDE,pU+i*nloc,&svd->U[i]);CHKERRQ(ierr);
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}
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slepc |
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}
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slepc |
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PetscFunctionReturn(0);
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}
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#undef __FUNCT__
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slepc |
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#define __FUNCT__ "SVDOneSideTRLanczosMGS"
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antodo |
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static PetscErrorCode SVDOneSideTRLanczosMGS(SVD svd,PetscReal *alpha,PetscReal *beta,PetscScalar* bb,Vec *V,Vec v,Vec* U,PetscInt nconv,PetscInt l,PetscInt n,PetscScalar* work)
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slepc |
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{
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PetscErrorCode ierr;
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PetscReal a,b;
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slepc |
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PetscInt i,k=nconv+l;
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slepc |
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PetscFunctionBegin;
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ierr = SVDMatMult(svd,PETSC_FALSE,V[k],U[k]);CHKERRQ(ierr);
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if (l>0) {
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antodo |
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ierr = SlepcVecMAXPBY(U[k],1.0,-1.0,l,bb,U+nconv);CHKERRQ(ierr);
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slepc |
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}
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ierr = IPNorm(svd->ip,U[k],&a);CHKERRQ(ierr);
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ierr = VecScale(U[k],1.0/a);CHKERRQ(ierr);
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alpha[0] = a;
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for (i=k+1;i<n;i++) {
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ierr = SVDMatMult(svd,PETSC_TRUE,U[i-1],V[i]);CHKERRQ(ierr);
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antodo |
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ierr = IPOrthogonalize(svd->ip,0,PETSC_NULL,i,PETSC_NULL,V,V[i],work,&b,PETSC_NULL);CHKERRQ(ierr);
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slepc |
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ierr = VecScale(V[i],1.0/b);CHKERRQ(ierr);
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beta[i-k-1] = b;
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ierr = SVDMatMult(svd,PETSC_FALSE,V[i],U[i]);CHKERRQ(ierr);
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ierr = VecAXPY(U[i],-b,U[i-1]);CHKERRQ(ierr);
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ierr = IPNorm(svd->ip,U[i],&a);CHKERRQ(ierr);
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ierr = VecScale(U[i],1.0/a);CHKERRQ(ierr);
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alpha[i-k] = a;
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}
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ierr = SVDMatMult(svd,PETSC_TRUE,U[n-1],v);CHKERRQ(ierr);
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antodo |
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ierr = IPOrthogonalize(svd->ip,0,PETSC_NULL,n,PETSC_NULL,V,v,work,&b,PETSC_NULL);CHKERRQ(ierr);
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slepc |
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beta[n-k-1] = b;
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PetscFunctionReturn(0);
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}
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#undef __FUNCT__
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slepc |
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#define __FUNCT__ "SVDOneSideTRLanczosCGS"
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antodo |
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static PetscErrorCode SVDOneSideTRLanczosCGS(SVD svd,PetscReal *alpha,PetscReal *beta,PetscScalar* bb,Vec *V,Vec v,Vec* U,PetscInt nconv,PetscInt l,PetscInt n,PetscScalar* 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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PetscReal a,b,sum,onorm;
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PetscScalar dot;
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slepc |
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PetscInt i,j,k=nconv+l;
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slepc |
120 |
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PetscFunctionBegin;
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ierr = SVDMatMult(svd,PETSC_FALSE,V[k],U[k]);CHKERRQ(ierr);
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if (l>0) {
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antodo |
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ierr = SlepcVecMAXPBY(U[k],1.0,-1.0,l,bb,U+nconv);CHKERRQ(ierr);
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slepc |
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}
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for (i=k+1;i<n;i++) {
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ierr = SVDMatMult(svd,PETSC_TRUE,U[i-1],V[i]);CHKERRQ(ierr);
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slepc |
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ierr = IPNormBegin(svd->ip,U[i-1],&a);CHKERRQ(ierr);
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slepc |
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if (svd->ip->orthog_ref == IP_ORTH_REFINE_IFNEEDED) {
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ierr = IPInnerProductBegin(svd->ip,V[i],V[i],&dot);CHKERRQ(ierr);
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}
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slepc |
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ierr = IPMInnerProductBegin(svd->ip,V[i],i,V,work);CHKERRQ(ierr);
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slepc |
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ierr = IPNormEnd(svd->ip,U[i-1],&a);CHKERRQ(ierr);
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slepc |
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if (svd->ip->orthog_ref == IP_ORTH_REFINE_IFNEEDED) {
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ierr = IPInnerProductEnd(svd->ip,V[i],V[i],&dot);CHKERRQ(ierr);
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}
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slepc |
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ierr = IPMInnerProductEnd(svd->ip,V[i],i,V,work);CHKERRQ(ierr);
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slepc |
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ierr = VecScale(U[i-1],1.0/a);CHKERRQ(ierr);
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antodo |
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for (j=0;j<i;j++) work[j] = work[j] / a;
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ierr = SlepcVecMAXPBY(V[i],1.0/a,-1.0,i,work,V);CHKERRQ(ierr);
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slepc |
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slepc |
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switch (svd->ip->orthog_ref) {
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case IP_ORTH_REFINE_NEVER:
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ierr = IPNorm(svd->ip,V[i],&b);CHKERRQ(ierr);
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break;
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case IP_ORTH_REFINE_ALWAYS:
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antodo |
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ierr = IPOrthogonalizeCGS1(svd->ip,0,PETSC_NULL,i,PETSC_NULL,V,V[i],work,PETSC_NULL,&b);CHKERRQ(ierr);
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slepc |
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break;
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case IP_ORTH_REFINE_IFNEEDED:
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onorm = sqrt(PetscRealPart(dot)) / a;
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sum = 0.0;
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for (j=0;j<i;j++) {
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sum += PetscRealPart(work[j] * PetscConj(work[j]));
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}
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b = PetscRealPart(dot)/(a*a) - sum;
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if (b>0.0) b = sqrt(b);
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else {
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ierr = IPNorm(svd->ip,V[i],&b);CHKERRQ(ierr);
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}
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if (b < svd->ip->orthog_eta * onorm) {
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antodo |
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ierr = IPOrthogonalizeCGS1(svd->ip,0,PETSC_NULL,i,PETSC_NULL,V,V[i],work,PETSC_NULL,&b);CHKERRQ(ierr);
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slepc |
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}
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break;
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}
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slepc |
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ierr = VecScale(V[i],1.0/b);CHKERRQ(ierr);
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ierr = SVDMatMult(svd,PETSC_FALSE,V[i],U[i]);CHKERRQ(ierr);
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ierr = VecAXPY(U[i],-b,U[i-1]);CHKERRQ(ierr);
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alpha[i-k-1] = a;
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beta[i-k-1] = b;
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}
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ierr = SVDMatMult(svd,PETSC_TRUE,U[n-1],v);CHKERRQ(ierr);
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slepc |
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ierr = IPNormBegin(svd->ip,U[n-1],&a);CHKERRQ(ierr);
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slepc |
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if (svd->ip->orthog_ref == IP_ORTH_REFINE_IFNEEDED) {
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ierr = IPInnerProductBegin(svd->ip,v,v,&dot);CHKERRQ(ierr);
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}
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slepc |
180 |
ierr = IPMInnerProductBegin(svd->ip,v,n,V,work);CHKERRQ(ierr);
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slepc |
181 |
ierr = IPNormEnd(svd->ip,U[n-1],&a);CHKERRQ(ierr);
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slepc |
182 |
if (svd->ip->orthog_ref == IP_ORTH_REFINE_IFNEEDED) {
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ierr = IPInnerProductEnd(svd->ip,v,v,&dot);CHKERRQ(ierr);
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}
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slepc |
185 |
ierr = IPMInnerProductEnd(svd->ip,v,n,V,work);CHKERRQ(ierr);
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| 1328 |
slepc |
186 |
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ierr = VecScale(U[n-1],1.0/a);CHKERRQ(ierr);
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antodo |
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for (j=0;j<n;j++) work[j] = work[j] / a;
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ierr = SlepcVecMAXPBY(v,1.0/a,-1.0,n,work,V);CHKERRQ(ierr);
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| 1328 |
slepc |
190 |
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| 1415 |
slepc |
191 |
switch (svd->ip->orthog_ref) {
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case IP_ORTH_REFINE_NEVER:
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ierr = IPNorm(svd->ip,v,&b);CHKERRQ(ierr);
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break;
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case IP_ORTH_REFINE_ALWAYS:
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antodo |
196 |
ierr = IPOrthogonalizeCGS1(svd->ip,0,PETSC_NULL,n,PETSC_NULL,V,v,work,PETSC_NULL,&b);CHKERRQ(ierr);
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slepc |
197 |
break;
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case IP_ORTH_REFINE_IFNEEDED:
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onorm = sqrt(PetscRealPart(dot)) / a;
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sum = 0.0;
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for (j=0;j<i;j++) {
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202 |
sum += PetscRealPart(work[j] * PetscConj(work[j]));
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203 |
}
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204 |
b = PetscRealPart(dot)/(a*a) - sum;
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205 |
if (b>0.0) b = sqrt(b);
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206 |
else {
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207 |
ierr = IPNorm(svd->ip,v,&b);CHKERRQ(ierr);
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208 |
}
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209 |
if (b < svd->ip->orthog_eta * onorm) {
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| 1755 |
antodo |
210 |
ierr = IPOrthogonalizeCGS1(svd->ip,0,PETSC_NULL,n,PETSC_NULL,V,v,work,PETSC_NULL,&b);CHKERRQ(ierr);
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| 1415 |
slepc |
211 |
}
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212 |
break;
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213 |
}
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214 |
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| 1328 |
slepc |
215 |
alpha[n-k-1] = a;
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216 |
beta[n-k-1] = b;
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217 |
PetscFunctionReturn(0);
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218 |
}
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219 |
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220 |
#undef __FUNCT__
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| 2324 |
jroman |
221 |
#define __FUNCT__ "SVDSolve_TRLanczos"
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222 |
PetscErrorCode SVDSolve_TRLanczos(SVD svd)
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| 1298 |
slepc |
223 |
{
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224 |
PetscErrorCode ierr;
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225 |
SVD_TRLANCZOS *lanczos = (SVD_TRLANCZOS *)svd->data;
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| 1328 |
slepc |
226 |
PetscReal *alpha,*beta,norm;
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| 1341 |
slepc |
227 |
PetscScalar *b,*Q,*PT,*swork;
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| 1605 |
slepc |
228 |
PetscInt i,j,k,l,m,n,nv;
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| 1755 |
antodo |
229 |
Vec v;
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| 2216 |
jroman |
230 |
PetscBool conv;
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| 1431 |
slepc |
231 |
IPOrthogonalizationType orthog;
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| 1298 |
slepc |
232 |
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233 |
PetscFunctionBegin;
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234 |
/* allocate working space */
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| 1307 |
slepc |
235 |
ierr = PetscMalloc(sizeof(PetscReal)*svd->n,&alpha);CHKERRQ(ierr);
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236 |
ierr = PetscMalloc(sizeof(PetscReal)*svd->n,&beta);CHKERRQ(ierr);
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237 |
ierr = PetscMalloc(sizeof(PetscScalar)*svd->n,&b);CHKERRQ(ierr);
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238 |
ierr = PetscMalloc(sizeof(PetscScalar)*svd->n*svd->n,&Q);CHKERRQ(ierr);
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239 |
ierr = PetscMalloc(sizeof(PetscScalar)*svd->n*svd->n,&PT);CHKERRQ(ierr);
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| 1605 |
slepc |
240 |
#if !defined(PETSC_USE_COMPLEX)
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241 |
if (svd->which == SVD_SMALLEST) {
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242 |
#endif
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243 |
ierr = PetscMalloc(sizeof(PetscScalar)*svd->n*svd->n,&swork);CHKERRQ(ierr);
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244 |
#if !defined(PETSC_USE_COMPLEX)
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245 |
} else {
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246 |
ierr = PetscMalloc(sizeof(PetscScalar)*svd->n,&swork);CHKERRQ(ierr);
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247 |
}
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248 |
#endif
|
| 1328 |
slepc |
249 |
ierr = VecDuplicate(svd->V[0],&v);CHKERRQ(ierr);
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| 1431 |
slepc |
250 |
ierr = IPGetOrthogonalization(svd->ip,&orthog,PETSC_NULL,PETSC_NULL);CHKERRQ(ierr);
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| 1298 |
slepc |
251 |
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252 |
/* normalize start vector */
|
| 1952 |
jroman |
253 |
if (svd->nini==0) {
|
| 2027 |
jroman |
254 |
ierr = SlepcVecSetRandom(svd->V[0],svd->rand);CHKERRQ(ierr);
|
| 1952 |
jroman |
255 |
}
|
| 1328 |
slepc |
256 |
ierr = VecNormalize(svd->V[0],&norm);CHKERRQ(ierr);
|
| 1298 |
slepc |
257 |
|
|
|
258 |
l = 0;
|
|
|
259 |
while (svd->reason == SVD_CONVERGED_ITERATING) {
|
|
|
260 |
svd->its++;
|
|
|
261 |
|
|
|
262 |
/* inner loop */
|
| 1595 |
slepc |
263 |
nv = PetscMin(svd->nconv+svd->mpd,svd->n);
|
| 1328 |
slepc |
264 |
if (lanczos->oneside) {
|
| 1940 |
jroman |
265 |
if (orthog == IP_ORTH_MGS) {
|
| 1755 |
antodo |
266 |
ierr = SVDOneSideTRLanczosMGS(svd,alpha,beta,b+svd->nconv,svd->V,v,svd->U,svd->nconv,l,nv,swork);CHKERRQ(ierr);
|
| 1431 |
slepc |
267 |
} else {
|
| 1755 |
antodo |
268 |
ierr = SVDOneSideTRLanczosCGS(svd,alpha,beta,b+svd->nconv,svd->V,v,svd->U,svd->nconv,l,nv,swork);CHKERRQ(ierr);
|
| 1431 |
slepc |
269 |
}
|
| 1328 |
slepc |
270 |
} else {
|
| 1755 |
antodo |
271 |
ierr = SVDTwoSideLanczos(svd,alpha,beta,svd->V,v,svd->U,svd->nconv+l,nv,swork);CHKERRQ(ierr);
|
| 1298 |
slepc |
272 |
}
|
| 1595 |
slepc |
273 |
ierr = VecScale(v,1.0/beta[nv-svd->nconv-l-1]);CHKERRQ(ierr);
|
| 1328 |
slepc |
274 |
|
| 1298 |
slepc |
275 |
/* compute SVD of general matrix */
|
| 1595 |
slepc |
276 |
n = nv - svd->nconv;
|
| 1298 |
slepc |
277 |
/* first l columns */
|
|
|
278 |
for (j=0;j<l;j++) {
|
|
|
279 |
for (i=0;i<j;i++) Q[j*n+i] = 0.0;
|
| 1328 |
slepc |
280 |
Q[j*n+j] = svd->sigma[svd->nconv+j];
|
| 1298 |
slepc |
281 |
for (i=j+1;i<n;i++) Q[j*n+i] = 0.0;
|
|
|
282 |
}
|
|
|
283 |
/* l+1 column */
|
| 1328 |
slepc |
284 |
for (i=0;i<l;i++) Q[l*n+i] = b[i+svd->nconv];
|
|
|
285 |
Q[l*n+l] = alpha[0];
|
| 1298 |
slepc |
286 |
for (i=l+1;i<n;i++) Q[l*n+i] = 0.0;
|
|
|
287 |
/* rest of matrix */
|
|
|
288 |
for (j=l+1;j<n;j++) {
|
|
|
289 |
for (i=0;i<j-1;i++) Q[j*n+i] = 0.0;
|
| 1328 |
slepc |
290 |
Q[j*n+j-1] = beta[j-l-1];
|
|
|
291 |
Q[j*n+j] = alpha[j-l];
|
| 1298 |
slepc |
292 |
for (i=j+1;i<n;i++) Q[j*n+i] = 0.0;
|
|
|
293 |
}
|
| 1328 |
slepc |
294 |
ierr = SVDDense(n,n,Q,alpha,PETSC_NULL,PT);CHKERRQ(ierr);
|
| 1298 |
slepc |
295 |
|
|
|
296 |
/* compute error estimates */
|
| 1328 |
slepc |
297 |
k = 0;
|
|
|
298 |
conv = PETSC_TRUE;
|
| 1606 |
slepc |
299 |
for (i=svd->nconv;i<nv;i++) {
|
| 1328 |
slepc |
300 |
if (svd->which == SVD_SMALLEST) j = n-i+svd->nconv-1;
|
|
|
301 |
else j = i-svd->nconv;
|
|
|
302 |
svd->sigma[i] = alpha[j];
|
|
|
303 |
b[i] = Q[j*n+n-1]*beta[n-l-1];
|
|
|
304 |
svd->errest[i] = PetscAbsScalar(b[i]);
|
|
|
305 |
if (alpha[j] > svd->tol) svd->errest[i] /= alpha[j];
|
|
|
306 |
if (conv) {
|
|
|
307 |
if (svd->errest[i] < svd->tol) k++;
|
|
|
308 |
else conv = PETSC_FALSE;
|
| 1304 |
slepc |
309 |
}
|
| 1298 |
slepc |
310 |
}
|
|
|
311 |
|
| 1328 |
slepc |
312 |
/* check convergence and update l */
|
|
|
313 |
if (svd->its >= svd->max_it) svd->reason = SVD_DIVERGED_ITS;
|
|
|
314 |
if (svd->nconv+k >= svd->nsv) svd->reason = SVD_CONVERGED_TOL;
|
|
|
315 |
if (svd->reason != SVD_CONVERGED_ITERATING) l = 0;
|
| 1606 |
slepc |
316 |
else l = PetscMax((nv - svd->nconv - k) / 2,0);
|
| 1300 |
slepc |
317 |
|
| 1328 |
slepc |
318 |
/* compute converged singular vectors and restart vectors*/
|
| 1605 |
slepc |
319 |
#if !defined(PETSC_USE_COMPLEX)
|
|
|
320 |
if (svd->which == SVD_SMALLEST) {
|
|
|
321 |
#endif
|
| 1328 |
slepc |
322 |
for (i=0;i<k+l;i++) {
|
|
|
323 |
if (svd->which == SVD_SMALLEST) j = n-i-1;
|
|
|
324 |
else j = i;
|
| 1605 |
slepc |
325 |
for (m=0;m<n;m++) swork[j*n+m] = PT[m*n+j];
|
| 1328 |
slepc |
326 |
}
|
| 1605 |
slepc |
327 |
ierr = SlepcUpdateVectors(n,svd->V+svd->nconv,0,k+l,swork,n,PETSC_FALSE);CHKERRQ(ierr);
|
|
|
328 |
for (i=0;i<k+l;i++) {
|
|
|
329 |
if (svd->which == SVD_SMALLEST) j = n-i-1;
|
|
|
330 |
else j = i;
|
|
|
331 |
for (m=0;m<n;m++) swork[j*n+m] = Q[j*n+m];
|
|
|
332 |
}
|
|
|
333 |
ierr = SlepcUpdateVectors(n,svd->U+svd->nconv,0,k+l,swork,n,PETSC_FALSE);CHKERRQ(ierr);
|
|
|
334 |
#if !defined(PETSC_USE_COMPLEX)
|
|
|
335 |
} else {
|
|
|
336 |
ierr = SlepcUpdateVectors(n,svd->V+svd->nconv,0,k+l,PT,n,PETSC_TRUE);CHKERRQ(ierr);
|
|
|
337 |
ierr = SlepcUpdateVectors(n,svd->U+svd->nconv,0,k+l,Q,n,PETSC_FALSE);CHKERRQ(ierr);
|
|
|
338 |
}
|
|
|
339 |
#endif
|
| 1328 |
slepc |
340 |
|
| 1298 |
slepc |
341 |
/* copy the last vector to be the next initial vector */
|
|
|
342 |
if (svd->reason == SVD_CONVERGED_ITERATING) {
|
| 1328 |
slepc |
343 |
ierr = VecCopy(v,svd->V[svd->nconv+k+l]);CHKERRQ(ierr);
|
| 1298 |
slepc |
344 |
}
|
|
|
345 |
|
| 1328 |
slepc |
346 |
svd->nconv += k;
|
| 2313 |
jroman |
347 |
ierr = SVDMonitor(svd,svd->its,svd->nconv,svd->sigma,svd->errest,nv);CHKERRQ(ierr);
|
| 1298 |
slepc |
348 |
}
|
|
|
349 |
|
| 1603 |
slepc |
350 |
/* orthonormalize U columns in one side method */
|
|
|
351 |
if (lanczos->oneside) {
|
|
|
352 |
for (i=0;i<svd->nconv;i++) {
|
| 1755 |
antodo |
353 |
ierr = IPOrthogonalize(svd->ip,0,PETSC_NULL,i,PETSC_NULL,svd->U,svd->U[i],PETSC_NULL,&norm,PETSC_NULL);CHKERRQ(ierr);
|
| 1489 |
slepc |
354 |
ierr = VecScale(svd->U[i],1.0/norm);CHKERRQ(ierr);
|
|
|
355 |
}
|
| 1298 |
slepc |
356 |
}
|
|
|
357 |
|
|
|
358 |
/* free working space */
|
| 2305 |
jroman |
359 |
ierr = VecDestroy(&v);CHKERRQ(ierr);
|
| 1298 |
slepc |
360 |
|
|
|
361 |
ierr = PetscFree(alpha);CHKERRQ(ierr);
|
|
|
362 |
ierr = PetscFree(beta);CHKERRQ(ierr);
|
|
|
363 |
ierr = PetscFree(b);CHKERRQ(ierr);
|
|
|
364 |
ierr = PetscFree(Q);CHKERRQ(ierr);
|
|
|
365 |
ierr = PetscFree(PT);CHKERRQ(ierr);
|
| 1341 |
slepc |
366 |
ierr = PetscFree(swork);CHKERRQ(ierr);
|
| 1298 |
slepc |
367 |
PetscFunctionReturn(0);
|
|
|
368 |
}
|
|
|
369 |
|
|
|
370 |
#undef __FUNCT__
|
| 2324 |
jroman |
371 |
#define __FUNCT__ "SVDSetFromOptions_TRLanczos"
|
|
|
372 |
PetscErrorCode SVDSetFromOptions_TRLanczos(SVD svd)
|
| 1298 |
slepc |
373 |
{
|
|
|
374 |
PetscErrorCode ierr;
|
| 2216 |
jroman |
375 |
PetscBool set,val;
|
| 1298 |
slepc |
376 |
SVD_TRLANCZOS *lanczos = (SVD_TRLANCZOS *)svd->data;
|
|
|
377 |
|
|
|
378 |
PetscFunctionBegin;
|
| 2324 |
jroman |
379 |
ierr = PetscOptionsBegin(((PetscObject)svd)->comm,((PetscObject)svd)->prefix,"TRLanczos Singular Value Solver Options","SVD");CHKERRQ(ierr);
|
| 2216 |
jroman |
380 |
ierr = PetscOptionsBool("-svd_trlanczos_oneside","Lanczos one-side reorthogonalization","SVDTRLanczosSetOneSide",lanczos->oneside,&val,&set);CHKERRQ(ierr);
|
| 1923 |
jroman |
381 |
if (set) {
|
|
|
382 |
ierr = SVDTRLanczosSetOneSide(svd,val);CHKERRQ(ierr);
|
|
|
383 |
}
|
| 1298 |
slepc |
384 |
ierr = PetscOptionsEnd();CHKERRQ(ierr);
|
|
|
385 |
PetscFunctionReturn(0);
|
|
|
386 |
}
|
| 1370 |
slepc |
387 |
|
| 1298 |
slepc |
388 |
EXTERN_C_BEGIN
|
|
|
389 |
#undef __FUNCT__
|
| 2324 |
jroman |
390 |
#define __FUNCT__ "SVDTRLanczosSetOneSide_TRLanczos"
|
|
|
391 |
PetscErrorCode SVDTRLanczosSetOneSide_TRLanczos(SVD svd,PetscBool oneside)
|
| 1298 |
slepc |
392 |
{
|
|
|
393 |
SVD_TRLANCZOS *lanczos = (SVD_TRLANCZOS *)svd->data;
|
|
|
394 |
|
|
|
395 |
PetscFunctionBegin;
|
|
|
396 |
lanczos->oneside = oneside;
|
|
|
397 |
PetscFunctionReturn(0);
|
|
|
398 |
}
|
| 1370 |
slepc |
399 |
EXTERN_C_END
|
| 1298 |
slepc |
400 |
|
|
|
401 |
#undef __FUNCT__
|
| 1359 |
slepc |
402 |
#define __FUNCT__ "SVDTRLanczosSetOneSide"
|
| 1393 |
slepc |
403 |
/*@
|
|
|
404 |
SVDTRLanczosSetOneSide - Indicate if the variant of the Lanczos method
|
|
|
405 |
to be used is one-sided or two-sided.
|
|
|
406 |
|
|
|
407 |
Collective on SVD
|
|
|
408 |
|
|
|
409 |
Input Parameters:
|
|
|
410 |
+ svd - singular value solver
|
|
|
411 |
- oneside - boolean flag indicating if the method is one-sided or not
|
|
|
412 |
|
|
|
413 |
Options Database Key:
|
|
|
414 |
. -svd_trlanczos_oneside <boolean> - Indicates the boolean flag
|
|
|
415 |
|
|
|
416 |
Note:
|
|
|
417 |
By default, a two-sided variant is selected, which is sometimes slightly
|
|
|
418 |
more robust. However, the one-sided variant is faster because it avoids
|
|
|
419 |
the orthogonalization associated to left singular vectors.
|
|
|
420 |
|
|
|
421 |
Level: advanced
|
|
|
422 |
|
|
|
423 |
.seealso: SVDLanczosSetOneSide()
|
|
|
424 |
@*/
|
| 2216 |
jroman |
425 |
PetscErrorCode SVDTRLanczosSetOneSide(SVD svd,PetscBool oneside)
|
| 1298 |
slepc |
426 |
{
|
| 2221 |
jroman |
427 |
PetscErrorCode ierr;
|
| 1298 |
slepc |
428 |
|
|
|
429 |
PetscFunctionBegin;
|
| 2213 |
jroman |
430 |
PetscValidHeaderSpecific(svd,SVD_CLASSID,1);
|
| 2326 |
jroman |
431 |
PetscValidLogicalCollectiveBool(svd,oneside,2);
|
| 2221 |
jroman |
432 |
ierr = PetscTryMethod(svd,"SVDTRLanczosSetOneSide_C",(SVD,PetscBool),(svd,oneside));CHKERRQ(ierr);
|
| 1298 |
slepc |
433 |
PetscFunctionReturn(0);
|
|
|
434 |
}
|
|
|
435 |
|
| 2079 |
eromero |
436 |
#undef __FUNCT__
|
|
|
437 |
#define __FUNCT__ "SVDTRLanczosGetOneSide"
|
|
|
438 |
/*@
|
|
|
439 |
SVDTRLanczosGetOneSide - Gets if the variant of the Lanczos method
|
|
|
440 |
to be used is one-sided or two-sided.
|
|
|
441 |
|
|
|
442 |
Collective on SVD
|
|
|
443 |
|
|
|
444 |
Input Parameters:
|
|
|
445 |
. svd - singular value solver
|
|
|
446 |
|
|
|
447 |
Output Parameters:
|
|
|
448 |
. oneside - boolean flag indicating if the method is one-sided or not
|
|
|
449 |
|
|
|
450 |
Level: advanced
|
|
|
451 |
|
|
|
452 |
.seealso: SVDTRLanczosSetOneSide()
|
|
|
453 |
@*/
|
| 2216 |
jroman |
454 |
PetscErrorCode SVDTRLanczosGetOneSide(SVD svd,PetscBool *oneside)
|
| 2079 |
eromero |
455 |
{
|
| 2221 |
jroman |
456 |
PetscErrorCode ierr;
|
| 2079 |
eromero |
457 |
|
|
|
458 |
PetscFunctionBegin;
|
| 2213 |
jroman |
459 |
PetscValidHeaderSpecific(svd,SVD_CLASSID,1);
|
| 2326 |
jroman |
460 |
PetscValidPointer(oneside,2);
|
| 2221 |
jroman |
461 |
ierr = PetscTryMethod(svd,"SVDTRLanczosGetOneSide_C",(SVD,PetscBool*),(svd,oneside));CHKERRQ(ierr);
|
| 2079 |
eromero |
462 |
PetscFunctionReturn(0);
|
|
|
463 |
}
|
|
|
464 |
|
|
|
465 |
EXTERN_C_BEGIN
|
| 1298 |
slepc |
466 |
#undef __FUNCT__
|
| 2324 |
jroman |
467 |
#define __FUNCT__ "SVDTRLanczosGetOneSide_TRLanczos"
|
|
|
468 |
PetscErrorCode SVDTRLanczosGetOneSide_TRLanczos(SVD svd,PetscBool *oneside)
|
| 2079 |
eromero |
469 |
{
|
|
|
470 |
SVD_TRLANCZOS *lanczos = (SVD_TRLANCZOS *)svd->data;
|
|
|
471 |
|
|
|
472 |
PetscFunctionBegin;
|
|
|
473 |
*oneside = lanczos->oneside;
|
|
|
474 |
PetscFunctionReturn(0);
|
|
|
475 |
}
|
|
|
476 |
EXTERN_C_END
|
|
|
477 |
|
|
|
478 |
#undef __FUNCT__
|
| 2324 |
jroman |
479 |
#define __FUNCT__ "SVDDestroy_TRLanczos"
|
|
|
480 |
PetscErrorCode SVDDestroy_TRLanczos(SVD svd)
|
| 1925 |
jroman |
481 |
{
|
|
|
482 |
PetscErrorCode ierr;
|
|
|
483 |
|
|
|
484 |
PetscFunctionBegin;
|
| 2213 |
jroman |
485 |
PetscValidHeaderSpecific(svd,SVD_CLASSID,1);
|
| 1925 |
jroman |
486 |
ierr = SVDDestroy_Default(svd);CHKERRQ(ierr);
|
|
|
487 |
ierr = PetscObjectComposeFunctionDynamic((PetscObject)svd,"SVDTRLanczosSetOneSide_C","",PETSC_NULL);CHKERRQ(ierr);
|
| 2079 |
eromero |
488 |
ierr = PetscObjectComposeFunctionDynamic((PetscObject)svd,"SVDTRLanczosGetOneSide_C","",PETSC_NULL);CHKERRQ(ierr);
|
| 1925 |
jroman |
489 |
PetscFunctionReturn(0);
|
|
|
490 |
}
|
|
|
491 |
|
|
|
492 |
#undef __FUNCT__
|
| 2324 |
jroman |
493 |
#define __FUNCT__ "SVDView_TRLanczos"
|
|
|
494 |
PetscErrorCode SVDView_TRLanczos(SVD svd,PetscViewer viewer)
|
| 1298 |
slepc |
495 |
{
|
|
|
496 |
PetscErrorCode ierr;
|
|
|
497 |
SVD_TRLANCZOS *lanczos = (SVD_TRLANCZOS *)svd->data;
|
|
|
498 |
|
|
|
499 |
PetscFunctionBegin;
|
|
|
500 |
ierr = PetscViewerASCIIPrintf(viewer,"Lanczos reorthogonalization: %s\n",lanczos->oneside ? "one-side" : "two-side");CHKERRQ(ierr);
|
|
|
501 |
PetscFunctionReturn(0);
|
|
|
502 |
}
|
|
|
503 |
|
|
|
504 |
EXTERN_C_BEGIN
|
|
|
505 |
#undef __FUNCT__
|
| 2324 |
jroman |
506 |
#define __FUNCT__ "SVDCreate_TRLanczos"
|
|
|
507 |
PetscErrorCode SVDCreate_TRLanczos(SVD svd)
|
| 1298 |
slepc |
508 |
{
|
|
|
509 |
PetscErrorCode ierr;
|
|
|
510 |
SVD_TRLANCZOS *lanczos;
|
|
|
511 |
|
|
|
512 |
PetscFunctionBegin;
|
|
|
513 |
ierr = PetscNew(SVD_TRLANCZOS,&lanczos);CHKERRQ(ierr);
|
|
|
514 |
PetscLogObjectMemory(svd,sizeof(SVD_TRLANCZOS));
|
|
|
515 |
svd->data = (void *)lanczos;
|
| 2324 |
jroman |
516 |
svd->ops->setup = SVDSetUp_TRLanczos;
|
|
|
517 |
svd->ops->solve = SVDSolve_TRLanczos;
|
|
|
518 |
svd->ops->destroy = SVDDestroy_TRLanczos;
|
|
|
519 |
svd->ops->setfromoptions = SVDSetFromOptions_TRLanczos;
|
|
|
520 |
svd->ops->view = SVDView_TRLanczos;
|
| 1298 |
slepc |
521 |
lanczos->oneside = PETSC_FALSE;
|
| 2324 |
jroman |
522 |
ierr = PetscObjectComposeFunctionDynamic((PetscObject)svd,"SVDTRLanczosSetOneSide_C","SVDTRLanczosSetOneSide_TRLanczos",SVDTRLanczosSetOneSide_TRLanczos);CHKERRQ(ierr);
|
|
|
523 |
ierr = PetscObjectComposeFunctionDynamic((PetscObject)svd,"SVDTRLanczosGetOneSide_C","SVDTRLanczosGetOneSide_TRLanczos",SVDTRLanczosGetOneSide_TRLanczos);CHKERRQ(ierr);
|
| 1298 |
slepc |
524 |
PetscFunctionReturn(0);
|
|
|
525 |
}
|
|
|
526 |
EXTERN_C_END
|