| Line 2... |
Line 2... |
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SLEPc singular value solver: "trlanczos"
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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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Method: Golub-Kahan-Lanczos bidiagonalization with thick-restart
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|
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Last update: Nov 2006
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Last update: Mar 2007
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|
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*/
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*/
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#include "src/svd/svdimpl.h" /*I "slepcsvd.h" I*/
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#include "src/svd/svdimpl.h" /*I "slepcsvd.h" I*/
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#include "slepcblaslapack.h"
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#include "slepcblaslapack.h"
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| Line 26... |
Line 26... |
ierr = SVDMatGetSize(svd,PETSC_NULL,&N);CHKERRQ(ierr);
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ierr = SVDMatGetSize(svd,PETSC_NULL,&N);CHKERRQ(ierr);
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if (svd->ncv == PETSC_DECIDE)
|
if (svd->ncv == PETSC_DECIDE)
|
svd->ncv = PetscMin(N,PetscMax(2*svd->nsv,10));
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svd->ncv = PetscMin(N,PetscMax(2*svd->nsv,10));
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if (svd->max_it == PETSC_DECIDE)
|
if (svd->max_it == PETSC_DECIDE)
|
svd->max_it = PetscMax(N/svd->ncv,100);
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svd->max_it = PetscMax(N/svd->ncv,100);
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if (svd->nsv >= svd->ncv)
|
|
SETERRQ(PETSC_ERR_ARG_OUTOFRANGE,"nsv bigger or equal than ncv");
|
|
if (svd->ncv!=svd->n) {
|
if (svd->ncv!=svd->n) {
|
if (svd->U) {
|
if (svd->U) {
|
for (i=0;i<svd->n;i++) { ierr = VecDestroy(svd->U[i]); CHKERRQ(ierr); }
|
for (i=0;i<svd->n;i++) { ierr = VecDestroy(svd->U[i]); CHKERRQ(ierr); }
|
ierr = PetscFree(svd->U);CHKERRQ(ierr);
|
ierr = PetscFree(svd->U);CHKERRQ(ierr);
|
}
|
}
|
ierr = PetscMalloc(sizeof(Vec)*svd->ncv,&svd->U);CHKERRQ(ierr);
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ierr = PetscMalloc(sizeof(Vec)*svd->ncv,&svd->U);CHKERRQ(ierr);
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for (i=0;i<svd->ncv;i++) { ierr = SVDMatGetVecs(svd,PETSC_NULL,svd->U+i);CHKERRQ(ierr); }
|
for (i=0;i<svd->ncv;i++) { ierr = SVDMatGetVecs(svd,PETSC_NULL,svd->U+i);CHKERRQ(ierr); }
|
}
|
}
|
|
PetscFunctionReturn(0);
|
|
}
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|
|
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#undef __FUNCT__
|
|
#define __FUNCT__ "SVDOneSideTRLanczos"
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|
static PetscErrorCode SVDOneSideTRLanczos(SVD svd,PetscReal *alpha,PetscReal *beta,PetscScalar* bb,Vec *V,Vec v,Vec* U,int nconv,int l,int n,PetscScalar* work,Vec wv,Vec wu)
|
|
{
|
|
PetscErrorCode ierr;
|
|
PetscReal a,b;
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|
int i,j,k=nconv+l;
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|
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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) {
|
|
ierr = VecSet(wu,0.0);CHKERRQ(ierr);
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ierr = VecMAXPY(wu,l,bb,U+nconv);CHKERRQ(ierr);
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ierr = VecAXPY(U[k],-1.0,wu);CHKERRQ(ierr);
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|
}
|
|
for (i=k+1;i<n;i++) {
|
|
ierr = SVDMatMult(svd,PETSC_TRUE,U[i-1],V[i]);CHKERRQ(ierr);
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|
svd->dots += i;
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|
ierr = VecNormBegin(U[i-1],NORM_2,&a);CHKERRQ(ierr);
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ierr = VecMDotBegin(V[i],i,V,work);CHKERRQ(ierr);
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ierr = VecNormEnd(U[i-1],NORM_2,&a);CHKERRQ(ierr);
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ierr = VecMDotEnd(V[i],i,V,work);CHKERRQ(ierr);
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|
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ierr = VecScale(U[i-1],1.0/a);CHKERRQ(ierr);
|
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ierr = VecScale(V[i],1.0/a);CHKERRQ(ierr);
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|
for (j=0;j<i;j++) work[j] = - work[j] / a;
|
|
ierr = VecMAXPY(V[i],i,work,V);CHKERRQ(ierr);
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|
|
|
ierr = IPOrthogonalizeCGS(svd->ip,i,PETSC_NULL,V,V[i],work,PETSC_NULL,&b,wv);CHKERRQ(ierr);
|
|
ierr = VecScale(V[i],1.0/b);CHKERRQ(ierr);
|
|
|
|
ierr = SVDMatMult(svd,PETSC_FALSE,V[i],U[i]);CHKERRQ(ierr);
|
|
ierr = VecAXPY(U[i],-b,U[i-1]);CHKERRQ(ierr);
|
|
|
|
alpha[i-k-1] = a;
|
|
beta[i-k-1] = b;
|
|
}
|
|
ierr = SVDMatMult(svd,PETSC_TRUE,U[n-1],v);CHKERRQ(ierr);
|
|
svd->dots += i;
|
|
ierr = VecNormBegin(U[n-1],NORM_2,&a);CHKERRQ(ierr);
|
|
ierr = VecMDotBegin(v,n,V,work);CHKERRQ(ierr);
|
|
ierr = VecNormEnd(U[n-1],NORM_2,&a);CHKERRQ(ierr);
|
|
ierr = VecMDotEnd(v,n,V,work);CHKERRQ(ierr);
|
|
|
|
ierr = VecScale(U[n-1],1.0/a);CHKERRQ(ierr);
|
|
ierr = VecScale(v,1.0/a);CHKERRQ(ierr);
|
|
for (j=0;j<n;j++) work[j] = - work[j] / a;
|
|
ierr = VecMAXPY(v,n,work,V);CHKERRQ(ierr);
|
|
|
|
ierr = IPOrthogonalizeCGS(svd->ip,n,PETSC_NULL,V,v,work,PETSC_NULL,&b,wv);CHKERRQ(ierr);
|
|
|
|
alpha[n-k-1] = a;
|
|
beta[n-k-1] = b;
|
PetscFunctionReturn(0);
|
PetscFunctionReturn(0);
|
}
|
}
|
|
|
#undef __FUNCT__
|
#undef __FUNCT__
|
#define __FUNCT__ "SVDSolve_TRLANCZOS"
|
#define __FUNCT__ "SVDSolve_TRLANCZOS"
|
PetscErrorCode SVDSolve_TRLANCZOS(SVD svd)
|
PetscErrorCode SVDSolve_TRLANCZOS(SVD svd)
|
{
|
{
|
PetscErrorCode ierr;
|
PetscErrorCode ierr;
|
SVD_TRLANCZOS *lanczos = (SVD_TRLANCZOS *)svd->data;
|
SVD_TRLANCZOS *lanczos = (SVD_TRLANCZOS *)svd->data;
|
PetscReal *alpha,*beta,norm,*sigma,*errest;
|
PetscReal *alpha,*beta,norm;
|
PetscScalar *b,*Q,*PT;
|
PetscScalar *b,*Q,*PT;
|
PetscInt *perm,nrv,strategy=1;
|
PetscInt *perm;
|
int i,j,k,l,n=svd->n;
|
int i,j,k,l,m,n,nwork=0;
|
Vec *V,*U,*DV,*DU;
|
Vec v,wv,wu,*workV,*workU,*permV,*permU;
|
char *conv;
|
PetscTruth conv;
|
PetscTruth *wanted;
|
|
|
|
PetscFunctionBegin;
|
PetscFunctionBegin;
|
/* allocate working space */
|
/* allocate working space */
|
ierr = PetscMalloc(sizeof(PetscReal)*svd->n,&alpha);CHKERRQ(ierr);
|
ierr = PetscMalloc(sizeof(PetscReal)*svd->n,&alpha);CHKERRQ(ierr);
|
ierr = PetscMalloc(sizeof(PetscReal)*svd->n,&beta);CHKERRQ(ierr);
|
ierr = PetscMalloc(sizeof(PetscReal)*svd->n,&beta);CHKERRQ(ierr);
|
ierr = PetscMalloc(sizeof(PetscReal)*svd->n,&sigma);CHKERRQ(ierr);
|
|
ierr = PetscMalloc(sizeof(PetscReal)*svd->n,&errest);CHKERRQ(ierr);
|
|
ierr = PetscMalloc(sizeof(char)*svd->n,&conv);CHKERRQ(ierr);
|
|
ierr = PetscMalloc(sizeof(PetscTruth)*svd->n,&wanted);CHKERRQ(ierr);
|
|
ierr = PetscMalloc(sizeof(PetscScalar)*svd->n,&b);CHKERRQ(ierr);
|
ierr = PetscMalloc(sizeof(PetscScalar)*svd->n,&b);CHKERRQ(ierr);
|
ierr = PetscMalloc(sizeof(PetscScalar)*svd->n*svd->n,&Q);CHKERRQ(ierr);
|
ierr = PetscMalloc(sizeof(PetscScalar)*svd->n*svd->n,&Q);CHKERRQ(ierr);
|
ierr = PetscMalloc(sizeof(PetscScalar)*svd->n*svd->n,&PT);CHKERRQ(ierr);
|
ierr = PetscMalloc(sizeof(PetscScalar)*svd->n*svd->n,&PT);CHKERRQ(ierr);
|
ierr = VecDuplicateVecs(svd->V[0],svd->n+1,&V);CHKERRQ(ierr);
|
ierr = VecDuplicate(svd->V[0],&v);CHKERRQ(ierr);
|
ierr = VecDuplicateVecs(svd->U[0],svd->n,&U);CHKERRQ(ierr);
|
ierr = VecDuplicate(svd->V[0],&wv);CHKERRQ(ierr);
|
ierr = PetscMalloc(sizeof(Vec)*svd->n*2,&DV);CHKERRQ(ierr);
|
ierr = VecDuplicate(svd->U[0],&wu);CHKERRQ(ierr);
|
ierr = PetscMalloc(sizeof(Vec)*svd->n*2+1,&DU);CHKERRQ(ierr);
|
ierr = PetscMalloc(sizeof(Vec)*svd->n,&workV);CHKERRQ(ierr);
|
|
ierr = PetscMalloc(sizeof(Vec)*svd->n,&workU);CHKERRQ(ierr);
|
|
|
/* normalize start vector */
|
/* normalize start vector */
|
ierr = VecCopy(svd->vec_initial,V[0]);CHKERRQ(ierr);
|
ierr = VecCopy(svd->vec_initial,svd->V[0]);CHKERRQ(ierr);
|
ierr = VecNormalize(V[0],&norm);CHKERRQ(ierr);
|
ierr = VecNormalize(svd->V[0],&norm);CHKERRQ(ierr);
|
|
|
nrv = n / 2;
|
|
ierr = PetscOptionsGetInt(PETSC_NULL,"-nrv",&nrv,PETSC_NULL);CHKERRQ(ierr);
|
|
ierr = PetscOptionsGetInt(PETSC_NULL,"-strategy",&strategy,PETSC_NULL);CHKERRQ(ierr);
|
|
|
|
l = 0;
|
l = 0;
|
while (svd->reason == SVD_CONVERGED_ITERATING) {
|
while (svd->reason == SVD_CONVERGED_ITERATING) {
|
svd->its++;
|
svd->its++;
|
|
|
for (i=0;i<svd->nconv;i++) {
|
|
DV[i] = svd->V[i];
|
|
DU[i] = svd->U[i];
|
|
}
|
|
for (j=0;j<n;j++,i++) {
|
|
DV[i] = V[j];
|
|
DU[i] = U[j];
|
|
}
|
|
|
|
/* inner loop */
|
/* inner loop */
|
for (i=l;i<n;i++) {
|
if (lanczos->oneside) {
|
ierr = SVDMatMult(svd,PETSC_FALSE,V[i],U[i]);CHKERRQ(ierr);
|
ierr = SVDOneSideTRLanczos(svd,alpha,beta,b+svd->nconv,svd->V,v,svd->U,svd->nconv,l,svd->n,PT,wv,wu);CHKERRQ(ierr);
|
if (lanczos->oneside) {
|
} else {
|
if (i==l) {
|
ierr = SVDTwoSideLanczos(svd,alpha,beta,svd->V,v,svd->U,svd->nconv+l,svd->n,PT,wv,wu);CHKERRQ(ierr);
|
ierr = VecSet(svd->U[i],0.0);CHKERRQ(ierr);
|
|
ierr = VecMAXPY(svd->U[i],l,b,U);CHKERRQ(ierr);
|
|
ierr = VecAXPY(U[i],-1.0,svd->U[i]);CHKERRQ(ierr);
|
|
} else {
|
|
ierr = VecAXPY(U[i],-beta[i-1],U[i-1]);CHKERRQ(ierr);
|
|
}
|
|
} else {
|
|
svd->dots += svd->nconv + i;
|
|
ierr = IPOrthogonalize(svd->ip,svd->nconv+i,PETSC_NULL,DU,U[i],PT,alpha+i,PETSC_NULL);CHKERRQ(ierr);
|
|
ierr = VecScale(U[i],1.0/alpha[i]);CHKERRQ(ierr);
|
|
}
|
|
|
|
ierr = SVDMatMult(svd,PETSC_TRUE,U[i],V[i+1]);CHKERRQ(ierr);
|
|
svd->dots += svd->nconv + i + 1;
|
|
if (lanczos->oneside) {
|
|
ierr = VecNormBegin(U[i],NORM_2,alpha+i);CHKERRQ(ierr);
|
|
ierr = VecMDotBegin(V[i+1],i+svd->nconv+1,DV,PT);CHKERRQ(ierr);
|
|
ierr = VecNormEnd(U[i],NORM_2,alpha+i);CHKERRQ(ierr);
|
|
ierr = VecMDotEnd(V[i+1],i+svd->nconv+1,DV,PT);CHKERRQ(ierr);
|
|
|
|
ierr = VecScale(U[i],1.0/alpha[i]);CHKERRQ(ierr);
|
|
ierr = VecScale(V[i+1],1.0/alpha[i]);CHKERRQ(ierr);
|
|
for (j=0;j<=i+svd->nconv;j++) PT[j] = - PT[j] / alpha[i];
|
|
ierr = VecMAXPY(V[i+1],i+svd->nconv+1,PT,DV);CHKERRQ(ierr);
|
|
|
|
ierr = IPOrthogonalizeGS(svd->ip,i+svd->nconv+1,PETSC_NULL,DV,V[i+1],PT,beta+i,PETSC_NULL);CHKERRQ(ierr);
|
|
ierr = VecScale(V[i+1],1.0/beta[i]);CHKERRQ(ierr);
|
|
} else {
|
|
ierr = IPOrthogonalize(svd->ip,i+svd->nconv+1,PETSC_NULL,DV,V[i+1],PT,beta+i,PETSC_NULL);CHKERRQ(ierr);
|
|
ierr = VecScale(V[i+1],1.0/beta[i]);CHKERRQ(ierr);
|
|
}
|
|
}
|
}
|
|
ierr = VecScale(v,1.0/beta[svd->n-svd->nconv-l-1]);CHKERRQ(ierr);
|
|
|
/* compute SVD of general matrix */
|
/* compute SVD of general matrix */
|
|
n = svd->n - svd->nconv;
|
/* first l columns */
|
/* first l columns */
|
for (j=0;j<l;j++) {
|
for (j=0;j<l;j++) {
|
for (i=0;i<j;i++) Q[j*n+i] = 0.0;
|
for (i=0;i<j;i++) Q[j*n+i] = 0.0;
|
Q[j*n+j] = alpha[j];
|
Q[j*n+j] = svd->sigma[svd->nconv+j];
|
for (i=j+1;i<n;i++) Q[j*n+i] = 0.0;
|
for (i=j+1;i<n;i++) Q[j*n+i] = 0.0;
|
}
|
}
|
/* l+1 column */
|
/* l+1 column */
|
for (i=0;i<l;i++) Q[l*n+i] = b[i];
|
for (i=0;i<l;i++) Q[l*n+i] = b[i+svd->nconv];
|
Q[l*n+l] = alpha[l];
|
Q[l*n+l] = alpha[0];
|
for (i=l+1;i<n;i++) Q[l*n+i] = 0.0;
|
for (i=l+1;i<n;i++) Q[l*n+i] = 0.0;
|
/* rest of matrix */
|
/* rest of matrix */
|
for (j=l+1;j<n;j++) {
|
for (j=l+1;j<n;j++) {
|
for (i=0;i<j-1;i++) Q[j*n+i] = 0.0;
|
for (i=0;i<j-1;i++) Q[j*n+i] = 0.0;
|
Q[j*n+j-1] = beta[j-1];
|
Q[j*n+j-1] = beta[j-l-1];
|
Q[j*n+j] = alpha[j];
|
Q[j*n+j] = alpha[j-l];
|
for (i=j+1;i<n;i++) Q[j*n+i] = 0.0;
|
for (i=j+1;i<n;i++) Q[j*n+i] = 0.0;
|
}
|
}
|
ierr = SVDDense(n,n,Q,sigma,PETSC_NULL,PT);CHKERRQ(ierr);
|
ierr = SVDDense(n,n,Q,alpha,PETSC_NULL,PT);CHKERRQ(ierr);
|
|
|
/* compute error estimates */
|
/* compute error estimates */
|
for (i=0;i<n;i++) {
|
k = 0;
|
errest[i] = PetscAbsScalar(Q[i*n+n-1]) * beta[n-1];
|
conv = PETSC_TRUE;
|
if (sigma[i] > svd->tol) errest[i] /= sigma[i];
|
for (i=svd->nconv;i<svd->n;i++) {
|
}
|
if (svd->which == SVD_SMALLEST) j = n-i+svd->nconv-1;
|
|
else j = i-svd->nconv;
|
/* flag converged values and restart vectors */
|
svd->sigma[i] = alpha[j];
|
if (svd->which == SVD_SMALLEST) {
|
b[i] = Q[j*n+n-1]*beta[n-l-1];
|
k=0;
|
svd->errest[i] = PetscAbsScalar(b[i]);
|
switch (strategy) {
|
if (alpha[j] > svd->tol) svd->errest[i] /= alpha[j];
|
case 1:
|
if (conv) {
|
// aceptar los convergidos al final de la descomposicion
|
if (svd->errest[i] < svd->tol) k++;
|
// ignorar el resto de convergidos
|
else conv = PETSC_FALSE;
|
for (j=n-1;errest[j]<svd->tol && j>=0;j--,k++) conv[j] = 'C';
|
|
for (;j>=0;j--) conv[j] = 'N';
|
|
break;
|
|
case 2:
|
|
// aceptar cualquier valor convergido
|
|
for (i=0;i<n;i++)
|
|
if (errest[i]<svd->tol) {
|
|
conv[i] = 'C';
|
|
k++;
|
|
} else conv[i] ='N';
|
|
break;
|
|
case 3:
|
|
// aceptar los convergidos al final de la descomposicion
|
|
// hacer deflacion con los convergidos al principio de la descomposicion
|
|
// ignorar el resto de convergidos
|
|
for (j=n-1;errest[j]<svd->tol && j>0;j--,k++) conv[j] = 'C';
|
|
for (i=0;errest[i]<svd->tol && i<=j;i++,k++) conv[i] = 'U';
|
|
for (l=i;l<=j;l++) conv[l] = 'N';
|
|
break;
|
|
case 4:
|
|
// aceptar los convergidos al final de la descomposicion
|
|
// hacer deflacion con el resto de convergidos
|
|
for (j=n-1;errest[j]<svd->tol && j>=0;j--,k++) conv[j] = 'C';
|
|
for (i=0;i<=j;i++)
|
|
if (errest[i]<svd->tol) {
|
|
conv[i] = 'U';
|
|
k++;
|
|
} else conv[i] ='N';
|
|
break;
|
|
}
|
}
|
// reiniciar con los ultimos l valores no convergidos
|
|
l = PetscMin(nrv,svd->n-k-svd->nconv);
|
|
for (i=n-1;i>=0 && l>0;i--)
|
|
if (conv[i] == 'N') {
|
|
conv[i] = 'R';
|
|
l--;
|
|
}
|
|
} else {
|
|
for (i=0,k=0;errest[i]<svd->tol && i<n;i++,k++) conv[i] = 'C';
|
|
for (j=n-1;errest[j]<svd->tol && j>i;j--,k++) conv[j] = 'U';
|
|
l = PetscMin(svd->n/2,svd->n-k-svd->nconv-1);
|
|
for (k=i;k<i+l && k<=j;k++) conv[k] = 'R';
|
|
for (k=i+l;k<=j;k++) conv[k] = 'N';
|
|
}
|
}
|
|
|
/* compute converged singular vectors */
|
|
k = svd->nconv;
|
|
for (i=0;i<n;i++)
|
|
if (conv[i] == 'C' || conv[i] == 'U') {
|
|
svd->sigma[k] = sigma[i];
|
|
svd->errest[k] = errest[i];
|
|
wanted[k] = (conv[i] == 'C') ? PETSC_TRUE : PETSC_FALSE;
|
|
ierr = VecSet(svd->V[k],0.0);CHKERRQ(ierr);
|
|
for (j=0;j<n;j++) {
|
|
ierr = VecAXPY(svd->V[k],PT[j*n+i],V[j]);CHKERRQ(ierr);
|
|
}
|
|
ierr = VecSet(svd->U[k],0.0);CHKERRQ(ierr);
|
|
ierr = VecMAXPY(svd->U[k],n,Q+i*n,U);CHKERRQ(ierr);
|
|
k++;
|
|
}
|
|
|
|
/* compute restart vectors */
|
/* check convergence and update l */
|
l = 0;
|
if (svd->its >= svd->max_it) svd->reason = SVD_DIVERGED_ITS;
|
for (i=0;i<n;i++)
|
if (svd->nconv+k >= svd->nsv) svd->reason = SVD_CONVERGED_TOL;
|
if (conv[i] == 'R') {
|
if (svd->reason != SVD_CONVERGED_ITERATING) l = 0;
|
svd->sigma[k+l] = sigma[i];
|
else l = PetscMax((svd->n - svd->nconv - k) / 2,1);
|
svd->errest[k+l] = errest[i];
|
|
alpha[l] = sigma[i];
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|
b[l] = Q[i*n+n-1]*beta[n-1];
|
|
ierr = VecSet(svd->V[k+l],0.0);CHKERRQ(ierr);
|
|
for (j=0;j<n;j++) {
|
|
ierr = VecAXPY(svd->V[k+l],PT[j*n+i],V[j]);CHKERRQ(ierr);
|
|
}
|
|
ierr = VecSet(svd->U[k+l],0.0);CHKERRQ(ierr);
|
|
ierr = VecMAXPY(svd->U[k+l],n,Q+i*n,U);CHKERRQ(ierr);
|
|
l++;
|
|
}
|
|
|
|
j = k+l;
|
/* allocate work space for converged singular and restart vectors */
|
for (i=0;i<n && j<n;i++)
|
if (nwork<k+l) {
|
if (conv[i] == 'N') {
|
for (i=nwork;i<k+l;i++) {
|
svd->sigma[j] = alpha[i];
|
ierr = SVDMatGetVecs(svd,workV+i,workU+i);CHKERRQ(ierr);
|
svd->errest[j] = errest[i];
|
|
j++;
|
|
}
|
}
|
|
nwork = k+l;
|
/* copy restart vectors from temporary space */
|
}
|
for (i=0;i<l;i++) {
|
|
ierr = VecCopy(svd->V[k+i],V[i]);CHKERRQ(ierr);
|
/* compute converged singular vectors and restart vectors*/
|
ierr = VecCopy(svd->U[k+i],U[i]);CHKERRQ(ierr);
|
for (i=0;i<k+l;i++) {
|
|
if (svd->which == SVD_SMALLEST) j = n-i-1;
|
|
else j = i;
|
|
ierr = VecSet(workV[i],0.0);CHKERRQ(ierr);
|
|
for (m=0;m<n;m++) {
|
|
ierr = VecAXPY(workV[i],PT[m*n+j],svd->V[m+svd->nconv]);CHKERRQ(ierr);
|
|
}
|
|
ierr = VecSet(workU[i],0.0);CHKERRQ(ierr);
|
|
ierr = VecMAXPY(workU[i],n,Q+j*n,svd->U+svd->nconv);CHKERRQ(ierr);
|
}
|
}
|
|
|
/* copy the last vector to be the next initial vector */
|
/* copy the last vector to be the next initial vector */
|
if (svd->reason == SVD_CONVERGED_ITERATING) {
|
if (svd->reason == SVD_CONVERGED_ITERATING) {
|
ierr = VecCopy(V[n],V[l]);CHKERRQ(ierr);
|
ierr = VecCopy(v,svd->V[svd->nconv+k+l]);CHKERRQ(ierr);
|
}
|
}
|
|
|
svd->nconv = k;
|
/* copy converged singular vectors and restart vectors from temporary space */
|
SVDMonitor(svd,svd->its,svd->nconv,svd->sigma,svd->errest,n);
|
for (i=0;i<k+l;i++) {
|
|
ierr = VecCopy(workV[i],svd->V[i+svd->nconv]);CHKERRQ(ierr);
|
/* check stopping conditions */
|
ierr = VecCopy(workU[i],svd->U[i+svd->nconv]);CHKERRQ(ierr);
|
if (svd->its > svd->max_it) svd->reason = SVD_DIVERGED_ITS;
|
}
|
for (i=0,k=0;i<svd->nconv;i++) if (wanted[i]) k++;
|
|
if (k >= svd->nsv) svd->reason = SVD_CONVERGED_TOL;
|
svd->nconv += k;
|
|
SVDMonitor(svd,svd->its,svd->nconv,svd->sigma,svd->errest,svd->n);
|
}
|
}
|
|
|
/* sort singular triplets */
|
/* sort singular triplets */
|
ierr = PetscMalloc(sizeof(PetscInt)*svd->nconv,&perm);CHKERRQ(ierr);
|
ierr = PetscMalloc(sizeof(PetscInt)*svd->nconv,&perm);CHKERRQ(ierr);
|
|
ierr = PetscMalloc(sizeof(Vec)*svd->nconv,&permV);CHKERRQ(ierr);
|
|
ierr = PetscMalloc(sizeof(Vec)*svd->nconv,&permU);CHKERRQ(ierr);
|
for (i=0;i<svd->nconv;i++) {
|
for (i=0;i<svd->nconv;i++) {
|
alpha[i] = svd->sigma[i];
|
alpha[i] = svd->sigma[i];
|
beta[i] = svd->errest[i];
|
beta[i] = svd->errest[i];
|
|
permV[i] = svd->V[i];
|
|
permU[i] = svd->U[i];
|
perm[i] = i;
|
perm[i] = i;
|
}
|
}
|
ierr = PetscSortRealWithPermutation(svd->nconv,alpha,perm);CHKERRQ(ierr);
|
ierr = PetscSortRealWithPermutation(svd->nconv,svd->sigma,perm);CHKERRQ(ierr);
|
for (i=0,k=0;i<svd->nconv;i++) {
|
for (i=0;i<svd->nconv;i++) {
|
if (svd->which == SVD_SMALLEST) j = perm[i];
|
if (svd->which == SVD_SMALLEST) j = perm[i];
|
else j = perm[svd->nconv-i-1];
|
else j = perm[svd->nconv-i-1];
|
if (wanted[j]) {
|
svd->sigma[i] = alpha[j];
|
svd->sigma[k] = alpha[j];
|
svd->errest[i] = beta[j];
|
svd->errest[k] = beta[j];
|
svd->V[i] = permV[j];
|
ierr = VecCopy(svd->V[j],V[k]);CHKERRQ(ierr);
|
svd->U[i] = permU[j];
|
ierr = VecCopy(svd->U[j],U[k]);CHKERRQ(ierr);
|
|
k++;
|
|
}
|
|
}
|
|
svd->nconv = k;
|
|
for (i=0;i<svd->nconv;i++) {
|
|
ierr = VecCopy(V[i],svd->V[i]);CHKERRQ(ierr);
|
|
ierr = VecCopy(U[i],svd->U[i]);CHKERRQ(ierr);
|
|
}
|
}
|
|
|
/* free working space */
|
/* free working space */
|
ierr = VecDestroyVecs(V,svd->n+1);CHKERRQ(ierr);
|
ierr = VecDestroy(v);CHKERRQ(ierr);
|
ierr = VecDestroyVecs(U,svd->n);CHKERRQ(ierr);
|
ierr = VecDestroy(wv);CHKERRQ(ierr);
|
|
ierr = VecDestroy(wu);CHKERRQ(ierr);
|
|
for (i=0;i<nwork;i++) { ierr = VecDestroy(workV[i]);CHKERRQ(ierr); }
|
|
ierr = PetscFree(workV);CHKERRQ(ierr);
|
|
for (i=0;i<nwork;i++) { ierr = VecDestroy(workU[i]);CHKERRQ(ierr); }
|
|
ierr = PetscFree(workU);CHKERRQ(ierr);
|
|
|
ierr = PetscFree(alpha);CHKERRQ(ierr);
|
ierr = PetscFree(alpha);CHKERRQ(ierr);
|
ierr = PetscFree(beta);CHKERRQ(ierr);
|
ierr = PetscFree(beta);CHKERRQ(ierr);
|
ierr = PetscFree(sigma);CHKERRQ(ierr);
|
|
ierr = PetscFree(errest);CHKERRQ(ierr);
|
|
ierr = PetscFree(conv);CHKERRQ(ierr);
|
|
ierr = PetscFree(wanted);CHKERRQ(ierr);
|
|
ierr = PetscFree(b);CHKERRQ(ierr);
|
ierr = PetscFree(b);CHKERRQ(ierr);
|
ierr = PetscFree(Q);CHKERRQ(ierr);
|
ierr = PetscFree(Q);CHKERRQ(ierr);
|
ierr = PetscFree(PT);CHKERRQ(ierr);
|
ierr = PetscFree(PT);CHKERRQ(ierr);
|
ierr = PetscFree(perm);CHKERRQ(ierr);
|
ierr = PetscFree(perm);CHKERRQ(ierr);
|
ierr = PetscFree(DV);CHKERRQ(ierr);
|
ierr = PetscFree(permV);CHKERRQ(ierr);
|
ierr = PetscFree(DU);CHKERRQ(ierr);
|
ierr = PetscFree(permU);CHKERRQ(ierr);
|
PetscFunctionReturn(0);
|
PetscFunctionReturn(0);
|
}
|
}
|
|
|
#undef __FUNCT__
|
#undef __FUNCT__
|
#define __FUNCT__ "SVDSetFromOptions_TRLANCZOS"
|
#define __FUNCT__ "SVDSetFromOptions_TRLANCZOS"
|
| Line 320... |
Line 263... |
PetscErrorCode ierr;
|
PetscErrorCode ierr;
|
SVD_TRLANCZOS *lanczos = (SVD_TRLANCZOS *)svd->data;
|
SVD_TRLANCZOS *lanczos = (SVD_TRLANCZOS *)svd->data;
|
|
|
PetscFunctionBegin;
|
PetscFunctionBegin;
|
ierr = PetscOptionsBegin(svd->comm,svd->prefix,"TRLANCZOS Singular Value Solver Options","SVD");CHKERRQ(ierr);
|
ierr = PetscOptionsBegin(svd->comm,svd->prefix,"TRLANCZOS Singular Value Solver Options","SVD");CHKERRQ(ierr);
|
ierr = PetscOptionsName("-svd_trlanczos_oneside","Lanczos one-side reorthogonalization","SVDLanczosSetOneSideReorthogonalization",&lanczos->oneside);CHKERRQ(ierr);
|
ierr = PetscOptionsTruth("-svd_trlanczos_oneside","Lanczos one-side reorthogonalization","SVDTRLanczosSetOneSideReorthogonalization",PETSC_FALSE,&lanczos->oneside,PETSC_NULL);CHKERRQ(ierr);
|
ierr = PetscOptionsEnd();CHKERRQ(ierr);
|
ierr = PetscOptionsEnd();CHKERRQ(ierr);
|
PetscFunctionReturn(0);
|
PetscFunctionReturn(0);
|
}
|
}
|
EXTERN_C_BEGIN
|
EXTERN_C_BEGIN
|
|
|