/*
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) 2002-2010, Universidad 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;
ierr = MatDestroy(&cross->mat);CHKERRQ(ierr);
ierr = VecDestroy(&cross->w);CHKERRQ(ierr);
ierr = VecDestroy(&cross->diag);CHKERRQ(ierr);
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);
svd->sigma[i] = sqrt(PetscRealPart(sigma));
}
PetscFunctionReturn(0);
}
#undef __FUNCT__
#define __FUNCT__ "SVDMonitor_Cross"
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] = sqrt(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 = EPSView(cross->eps,viewer);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 = MatDestroy(&cross->mat);CHKERRQ(ierr);
ierr = VecDestroy(&cross->w);CHKERRQ(ierr);
ierr = VecDestroy(&cross->diag);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->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);
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