| 1249 |
slepc |
1 |
/*
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SVD routines for setting up the solver.
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slepc |
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- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
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slepc |
5 |
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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| 1249 |
slepc |
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*/
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slepc |
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slepc |
24 |
#include "private/svdimpl.h" /*I "slepcsvd.h" I*/
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| 1249 |
slepc |
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#undef __FUNCT__
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#define __FUNCT__ "SVDSetOperator"
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slepc |
28 |
/*@
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| 1249 |
slepc |
29 |
SVDSetOperator - Set the matrix associated with the singular value problem.
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30 |
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Collective on SVD and Mat
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Input Parameters:
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+ svd - the singular value solver context
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- A - the matrix associated with the singular value problem
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Level: beginner
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slepc |
39 |
.seealso: SVDSolve(), SVDGetOperator()
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slepc |
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@*/
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PetscErrorCode SVDSetOperator(SVD svd,Mat mat)
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{
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PetscErrorCode ierr;
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PetscFunctionBegin;
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jroman |
46 |
PetscValidHeaderSpecific(svd,SVD_CLASSID,1);
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PetscValidHeaderSpecific(mat,MAT_CLASSID,2);
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slepc |
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PetscCheckSameComm(svd,1,mat,2);
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ierr = PetscObjectReference((PetscObject)mat);CHKERRQ(ierr);
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slepc |
50 |
if (svd->OP) {
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ierr = MatDestroy(svd->OP);CHKERRQ(ierr);
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| 1249 |
slepc |
52 |
}
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slepc |
53 |
svd->OP = mat;
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slepc |
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svd->setupcalled = 0;
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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__ "SVDGetOperator"
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slepc |
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/*@
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SVDGetOperator - Get the matrix associated with the singular value problem.
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slepc |
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slepc |
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Not collective, though parallel Mats are returned if the SVD is parallel
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Input Parameter:
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. svd - the singular value solver context
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Output Parameters:
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slepc |
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. A - the matrix associated with the singular value problem
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slepc |
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slepc |
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Level: advanced
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slepc |
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slepc |
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.seealso: SVDSolve(), SVDSetOperator()
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slepc |
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@*/
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slepc |
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PetscErrorCode SVDGetOperator(SVD svd,Mat *A)
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slepc |
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{
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PetscFunctionBegin;
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jroman |
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PetscValidHeaderSpecific(svd,SVD_CLASSID,1);
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slepc |
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PetscValidPointer(A,2);
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slepc |
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*A = svd->OP;
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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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#define __FUNCT__ "SVDSetUp"
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/*@
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SVDSetUp - Sets up all the internal data structures necessary for the
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execution of the singular value solver.
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Collective on SVD
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Input Parameter:
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slepc |
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. svd - singular value solver context
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slepc |
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Level: advanced
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Notes:
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This function need not be called explicitly in most cases, since SVDSolve()
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calls it. It can be useful when one wants to measure the set-up time
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separately from the solve time.
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.seealso: SVDCreate(), SVDSolve(), SVDDestroy()
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@*/
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PetscErrorCode SVDSetUp(SVD svd)
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{
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PetscErrorCode ierr;
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jroman |
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PetscTruth flg,lindep;
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PetscInt i,k,M,N,nloc;
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slepc |
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PetscScalar *pV;
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jroman |
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PetscReal norm;
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slepc |
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PetscFunctionBegin;
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jroman |
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PetscValidHeaderSpecific(svd,SVD_CLASSID,1);
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slepc |
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if (svd->setupcalled) PetscFunctionReturn(0);
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ierr = PetscLogEventBegin(SVD_SetUp,svd,0,0,0);CHKERRQ(ierr);
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/* Set default solver type */
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slepc |
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if (!((PetscObject)svd)->type_name) {
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slepc |
119 |
ierr = SVDSetType(svd,SVDCROSS);CHKERRQ(ierr);
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slepc |
120 |
}
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/* check matrix */
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slepc |
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if (!svd->OP)
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slepc |
124 |
SETERRQ(PETSC_ERR_ARG_WRONGSTATE, "SVDSetOperator must be called first");
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slepc |
125 |
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slepc |
126 |
/* determine how to build the transpose */
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slepc |
127 |
if (svd->transmode == PETSC_DECIDE) {
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slepc |
128 |
ierr = MatHasOperation(svd->OP,MATOP_TRANSPOSE,&flg);CHKERRQ(ierr);
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slepc |
129 |
if (flg) svd->transmode = SVD_TRANSPOSE_EXPLICIT;
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slepc |
130 |
else svd->transmode = SVD_TRANSPOSE_IMPLICIT;
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slepc |
131 |
}
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slepc |
133 |
/* build transpose matrix */
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slepc |
134 |
if (svd->A) { ierr = MatDestroy(svd->A);CHKERRQ(ierr); }
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slepc |
135 |
if (svd->AT) { ierr = MatDestroy(svd->AT);CHKERRQ(ierr); }
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slepc |
136 |
ierr = MatGetSize(svd->OP,&M,&N);CHKERRQ(ierr);
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ierr = PetscObjectReference((PetscObject)svd->OP);CHKERRQ(ierr);
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slepc |
138 |
switch (svd->transmode) {
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case SVD_TRANSPOSE_EXPLICIT:
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slepc |
140 |
ierr = MatHasOperation(svd->OP,MATOP_TRANSPOSE,&flg);CHKERRQ(ierr);
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slepc |
141 |
if (!flg) SETERRQ(1,"Matrix has not defined the MatTranpose operation");
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slepc |
142 |
if (M>=N) {
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svd->A = svd->OP;
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slepc |
144 |
ierr = MatTranspose(svd->OP, MAT_INITIAL_MATRIX,&svd->AT);CHKERRQ(ierr);
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slepc |
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} else {
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slepc |
146 |
ierr = MatTranspose(svd->OP, MAT_INITIAL_MATRIX,&svd->A);CHKERRQ(ierr);
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slepc |
147 |
svd->AT = svd->OP;
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}
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slepc |
149 |
break;
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slepc |
150 |
case SVD_TRANSPOSE_IMPLICIT:
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slepc |
151 |
ierr = MatHasOperation(svd->OP,MATOP_MULT_TRANSPOSE,&flg);CHKERRQ(ierr);
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slepc |
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if (!flg) SETERRQ(1,"Matrix has not defined the MatMultTranpose operation");
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slepc |
153 |
if (M>=N) {
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svd->A = svd->OP;
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svd->AT = PETSC_NULL;
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} else {
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svd->A = PETSC_NULL;
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svd->AT = svd->OP;
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}
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slepc |
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break;
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default:
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SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,"Invalid transpose mode");
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}
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slepc |
164 |
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jroman |
165 |
/* initialize the random number generator */
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ierr = PetscRandomCreate(((PetscObject)svd)->comm,&svd->rand);CHKERRQ(ierr);
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ierr = PetscRandomSetFromOptions(svd->rand);CHKERRQ(ierr);
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slepc |
169 |
/* call specific solver setup */
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ierr = (*svd->ops->setup)(svd);CHKERRQ(ierr);
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slepc |
172 |
if (svd->ncv > M || svd->ncv > N)
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SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,"ncv bigger than matrix dimensions");
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if (svd->nsv > svd->ncv)
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SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,"nsv bigger than ncv");
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if (svd->ncv != svd->n) {
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/* free memory for previous solution */
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if (svd->n) {
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ierr = PetscFree(svd->sigma);CHKERRQ(ierr);
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slepc |
181 |
ierr = PetscFree(svd->perm);CHKERRQ(ierr);
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slepc |
182 |
ierr = PetscFree(svd->errest);CHKERRQ(ierr);
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slepc |
183 |
ierr = VecGetArray(svd->V[0],&pV);CHKERRQ(ierr);
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slepc |
184 |
for (i=0;i<svd->n;i++) {
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slepc |
185 |
ierr = VecDestroy(svd->V[i]);CHKERRQ(ierr);
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slepc |
186 |
}
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slepc |
187 |
ierr = PetscFree(pV);CHKERRQ(ierr);
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slepc |
188 |
ierr = PetscFree(svd->V);CHKERRQ(ierr);
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}
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/* allocate memory for next solution */
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ierr = PetscMalloc(svd->ncv*sizeof(PetscReal),&svd->sigma);CHKERRQ(ierr);
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jroman |
192 |
ierr = PetscMalloc(svd->ncv*sizeof(PetscInt),&svd->perm);CHKERRQ(ierr);
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slepc |
193 |
ierr = PetscMalloc(svd->ncv*sizeof(PetscReal),&svd->errest);CHKERRQ(ierr);
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slepc |
194 |
ierr = PetscMalloc(svd->ncv*sizeof(Vec),&svd->V);CHKERRQ(ierr);
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jroman |
195 |
if (svd->A) {
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ierr = MatGetLocalSize(svd->A,PETSC_NULL,&nloc);CHKERRQ(ierr);
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} else {
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ierr = MatGetLocalSize(svd->AT,&nloc,PETSC_NULL);CHKERRQ(ierr);
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}
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slepc |
200 |
ierr = PetscMalloc(svd->ncv*nloc*sizeof(PetscScalar),&pV);CHKERRQ(ierr);
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slepc |
201 |
for (i=0;i<svd->ncv;i++) {
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slepc |
202 |
ierr = VecCreateMPIWithArray(((PetscObject)svd)->comm,nloc,PETSC_DECIDE,pV+i*nloc,&svd->V[i]);CHKERRQ(ierr);
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slepc |
203 |
}
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204 |
svd->n = svd->ncv;
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slepc |
205 |
}
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jroman |
207 |
/* process initial vectors */
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if (svd->nini<0) {
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svd->nini = -svd->nini;
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if (svd->nini>svd->ncv) SETERRQ(1,"The number of initial vectors is larger than ncv")
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k = 0;
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for (i=0;i<svd->nini;i++) {
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213 |
ierr = VecCopy(svd->IS[i],svd->V[k]);CHKERRQ(ierr);
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ierr = VecDestroy(svd->IS[i]);CHKERRQ(ierr);
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215 |
ierr = IPOrthogonalize(svd->ip,0,PETSC_NULL,k,PETSC_NULL,svd->V,svd->V[k],PETSC_NULL,&norm,&lindep);CHKERRQ(ierr);
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if (norm==0.0 || lindep) PetscInfo(svd,"Linearly dependent initial vector found, removing...\n");
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else {
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218 |
ierr = VecScale(svd->V[k],1.0/norm);CHKERRQ(ierr);
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219 |
k++;
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}
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}
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222 |
svd->nini = k;
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223 |
ierr = PetscFree(svd->IS);CHKERRQ(ierr);
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}
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225 |
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slepc |
226 |
ierr = PetscLogEventEnd(SVD_SetUp,svd,0,0,0);CHKERRQ(ierr);
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227 |
svd->setupcalled = 1;
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PetscFunctionReturn(0);
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}
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| 1952 |
jroman |
230 |
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231 |
#undef __FUNCT__
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232 |
#define __FUNCT__ "SVDSetInitialSpace"
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233 |
/*@
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234 |
SVDSetInitialSpace - Specify a basis of vectors that constitute the initial
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235 |
space, that is, the subspace from which the solver starts to iterate.
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236 |
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237 |
Collective on SVD and Vec
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238 |
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239 |
Input Parameter:
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240 |
+ svd - the singular value solver context
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241 |
. n - number of vectors
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242 |
- is - set of basis vectors of the initial space
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243 |
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244 |
Notes:
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245 |
Some solvers start to iterate on a single vector (initial vector). In that case,
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246 |
the other vectors are ignored.
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247 |
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248 |
These vectors do not persist from one SVDSolve() call to the other, so the
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249 |
initial space should be set every time.
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250 |
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251 |
The vectors do not need to be mutually orthonormal, since they are explicitly
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252 |
orthonormalized internally.
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253 |
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254 |
Common usage of this function is when the user can provide a rough approximation
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255 |
of the wanted singular space. Then, convergence may be faster.
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256 |
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257 |
Level: intermediate
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258 |
@*/
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259 |
PetscErrorCode SVDSetInitialSpace(SVD svd,PetscInt n,Vec *is)
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260 |
{
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261 |
PetscErrorCode ierr;
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262 |
PetscInt i;
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263 |
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264 |
PetscFunctionBegin;
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| 2213 |
jroman |
265 |
PetscValidHeaderSpecific(svd,SVD_CLASSID,1);
|
| 1952 |
jroman |
266 |
if (n<0) SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,"Argument n cannot be negative");
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267 |
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268 |
/* free previous non-processed vectors */
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269 |
if (svd->nini<0) {
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270 |
for (i=0;i<-svd->nini;i++) {
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271 |
ierr = VecDestroy(svd->IS[i]);CHKERRQ(ierr);
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272 |
}
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273 |
ierr = PetscFree(svd->IS);CHKERRQ(ierr);
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274 |
}
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275 |
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276 |
/* get references of passed vectors */
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277 |
ierr = PetscMalloc(n*sizeof(Vec),&svd->IS);CHKERRQ(ierr);
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278 |
for (i=0;i<n;i++) {
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279 |
ierr = PetscObjectReference((PetscObject)is[i]);CHKERRQ(ierr);
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280 |
svd->IS[i] = is[i];
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281 |
}
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282 |
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283 |
svd->nini = -n;
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284 |
svd->setupcalled = 0;
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285 |
PetscFunctionReturn(0);
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286 |
}
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287 |
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