Actual source code: ex45.c
slepc-3.21.1 2024-04-26
1: /*
2: - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
3: SLEPc - Scalable Library for Eigenvalue Problem Computations
4: Copyright (c) 2002-, Universitat Politecnica de Valencia, Spain
6: This file is part of SLEPc.
7: SLEPc is distributed under a 2-clause BSD license (see LICENSE).
8: - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
9: */
11: static char help[] = "Computes a partial generalized singular value decomposition (GSVD).\n"
12: "The command line options are:\n"
13: " -m <m>, where <m> = number of rows of A.\n"
14: " -n <n>, where <n> = number of columns of A.\n"
15: " -p <p>, where <p> = number of rows of B.\n\n";
17: #include <slepcsvd.h>
19: int main(int argc,char **argv)
20: {
21: Mat A,B; /* operator matrices */
22: Vec u,v,x; /* singular vectors */
23: SVD svd; /* singular value problem solver context */
24: SVDType type;
25: Vec uv,aux[2],*U,*V;
26: PetscReal error,tol,sigma,lev1=0.0,lev2=0.0;
27: PetscInt m=100,n,p=14,i,j,d,Istart,Iend,nsv,maxit,its,nconv;
28: PetscBool flg,skiporth=PETSC_FALSE;
30: PetscFunctionBeginUser;
31: PetscCall(SlepcInitialize(&argc,&argv,(char*)0,help));
33: PetscCall(PetscOptionsGetInt(NULL,NULL,"-m",&m,NULL));
34: PetscCall(PetscOptionsGetInt(NULL,NULL,"-n",&n,&flg));
35: if (!flg) n = m;
36: PetscCall(PetscOptionsGetInt(NULL,NULL,"-p",&p,&flg));
37: PetscCall(PetscPrintf(PETSC_COMM_WORLD,"\nGeneralized singular value decomposition, (%" PetscInt_FMT "+%" PetscInt_FMT ")x%" PetscInt_FMT "\n\n",m,p,n));
38: PetscCall(PetscOptionsGetBool(NULL,NULL,"-skiporth",&skiporth,NULL));
40: /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
41: Build the matrices
42: - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
44: PetscCall(MatCreate(PETSC_COMM_WORLD,&A));
45: PetscCall(MatSetSizes(A,PETSC_DECIDE,PETSC_DECIDE,m,n));
46: PetscCall(MatSetFromOptions(A));
48: PetscCall(MatGetOwnershipRange(A,&Istart,&Iend));
49: for (i=Istart;i<Iend;i++) {
50: if (i>0 && i-1<n) PetscCall(MatSetValue(A,i,i-1,-1.0,INSERT_VALUES));
51: if (i+1<n) PetscCall(MatSetValue(A,i,i+1,-1.0,INSERT_VALUES));
52: if (i<n) PetscCall(MatSetValue(A,i,i,2.0,INSERT_VALUES));
53: if (i>n) PetscCall(MatSetValue(A,i,n-1,1.0,INSERT_VALUES));
54: }
55: PetscCall(MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY));
56: PetscCall(MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY));
58: PetscCall(MatCreate(PETSC_COMM_WORLD,&B));
59: PetscCall(MatSetSizes(B,PETSC_DECIDE,PETSC_DECIDE,p,n));
60: PetscCall(MatSetFromOptions(B));
62: PetscCall(MatGetOwnershipRange(B,&Istart,&Iend));
63: d = PetscMax(0,n-p);
64: for (i=Istart;i<Iend;i++) {
65: for (j=0;j<=PetscMin(i,n-1);j++) PetscCall(MatSetValue(B,i,j+d,1.0,INSERT_VALUES));
66: }
67: PetscCall(MatAssemblyBegin(B,MAT_FINAL_ASSEMBLY));
68: PetscCall(MatAssemblyEnd(B,MAT_FINAL_ASSEMBLY));
70: /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
71: Create the singular value solver and set various options
72: - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
74: /*
75: Create singular value solver context
76: */
77: PetscCall(SVDCreate(PETSC_COMM_WORLD,&svd));
79: /*
80: Set operators and problem type
81: */
82: PetscCall(SVDSetOperators(svd,A,B));
83: PetscCall(SVDSetProblemType(svd,SVD_GENERALIZED));
85: /*
86: Set solver parameters at runtime
87: */
88: PetscCall(SVDSetFromOptions(svd));
90: /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
91: Solve the singular value system
92: - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
94: PetscCall(SVDSolve(svd));
95: PetscCall(SVDGetIterationNumber(svd,&its));
96: PetscCall(PetscPrintf(PETSC_COMM_WORLD," Number of iterations of the method: %" PetscInt_FMT "\n",its));
98: /*
99: Optional: Get some information from the solver and display it
100: */
101: PetscCall(SVDGetType(svd,&type));
102: PetscCall(PetscPrintf(PETSC_COMM_WORLD," Solution method: %s\n\n",type));
103: PetscCall(SVDGetDimensions(svd,&nsv,NULL,NULL));
104: PetscCall(PetscPrintf(PETSC_COMM_WORLD," Number of requested generalized singular values: %" PetscInt_FMT "\n",nsv));
105: PetscCall(SVDGetTolerances(svd,&tol,&maxit));
106: PetscCall(PetscPrintf(PETSC_COMM_WORLD," Stopping condition: tol=%.4g, maxit=%" PetscInt_FMT "\n",(double)tol,maxit));
108: /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
109: Display solution and clean up
110: - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
112: /*
113: Get number of converged singular triplets
114: */
115: PetscCall(SVDGetConverged(svd,&nconv));
116: PetscCall(PetscPrintf(PETSC_COMM_WORLD," Number of converged approximate singular triplets: %" PetscInt_FMT "\n\n",nconv));
118: if (nconv>0) {
119: /*
120: Create vectors. The interface returns u and v as stacked on top of each other
121: [u;v] so need to create a special vector (VecNest) to extract them
122: */
123: PetscCall(MatCreateVecs(A,&x,&u));
124: PetscCall(MatCreateVecs(B,NULL,&v));
125: aux[0] = u;
126: aux[1] = v;
127: PetscCall(VecCreateNest(PETSC_COMM_WORLD,2,NULL,aux,&uv));
129: PetscCall(VecDuplicateVecs(u,nconv,&U));
130: PetscCall(VecDuplicateVecs(v,nconv,&V));
132: /*
133: Display singular values and errors relative to the norms
134: */
135: PetscCall(PetscPrintf(PETSC_COMM_WORLD,
136: " sigma ||r||/||[A;B]||\n"
137: " --------------------- ------------------\n"));
138: for (i=0;i<nconv;i++) {
139: /*
140: Get converged singular triplets: i-th singular value is stored in sigma
141: */
142: PetscCall(SVDGetSingularTriplet(svd,i,&sigma,uv,x));
144: /* at this point, u and v can be used normally as individual vectors */
145: PetscCall(VecCopy(u,U[i]));
146: PetscCall(VecCopy(v,V[i]));
148: /*
149: Compute the error associated to each singular triplet
150: */
151: PetscCall(SVDComputeError(svd,i,SVD_ERROR_NORM,&error));
153: PetscCall(PetscPrintf(PETSC_COMM_WORLD," % 6f ",(double)sigma));
154: PetscCall(PetscPrintf(PETSC_COMM_WORLD," % 12g\n",(double)error));
155: }
156: PetscCall(PetscPrintf(PETSC_COMM_WORLD,"\n"));
158: if (!skiporth) {
159: PetscCall(VecCheckOrthonormality(U,nconv,NULL,nconv,NULL,NULL,&lev1));
160: PetscCall(VecCheckOrthonormality(V,nconv,NULL,nconv,NULL,NULL,&lev2));
161: }
162: if (lev1+lev2<20*tol) PetscCall(PetscPrintf(PETSC_COMM_WORLD,"Level of orthogonality below the tolerance\n"));
163: else PetscCall(PetscPrintf(PETSC_COMM_WORLD,"Level of orthogonality: %g (U) %g (V)\n",(double)lev1,(double)lev2));
164: PetscCall(VecDestroyVecs(nconv,&U));
165: PetscCall(VecDestroyVecs(nconv,&V));
166: PetscCall(VecDestroy(&x));
167: PetscCall(VecDestroy(&u));
168: PetscCall(VecDestroy(&v));
169: PetscCall(VecDestroy(&uv));
170: }
172: /*
173: Free work space
174: */
175: PetscCall(SVDDestroy(&svd));
176: PetscCall(MatDestroy(&A));
177: PetscCall(MatDestroy(&B));
178: PetscCall(SlepcFinalize());
179: return 0;
180: }
182: /*TEST
184: testset:
185: filter: grep -v "Solution method" | grep -v "Number of iterations" | sed -e "s/, maxit=1[0]*$//" | sed -e "s/[0-9]\.[0-9]*e[+-]\([0-9]*\)/removed/g"
186: requires: double
187: test:
188: args: -svd_type lapack -m 20 -n 10 -p 6
189: suffix: 1
190: test:
191: args: -svd_type lapack -m 15 -n 20 -p 10 -svd_smallest
192: suffix: 2
193: test:
194: args: -svd_type lapack -m 15 -n 20 -p 21
195: suffix: 3
196: test:
197: args: -svd_type lapack -m 20 -n 15 -p 21
198: suffix: 4
200: testset:
201: args: -m 25 -n 20 -p 21 -svd_smallest -svd_nsv 2
202: filter: grep -v "Solution method" | grep -v "Number of iterations" | sed -e "s/, maxit=1[0]*$//" | sed -e "s/[0-9]\.[0-9]*e[+-]\([0-9]*\)/removed/g"
203: requires: double
204: output_file: output/ex45_5.out
205: test:
206: args: -svd_type trlanczos -svd_ncv 8 -svd_trlanczos_gbidiag {{upper lower}} -svd_trlanczos_oneside {{0 1}}
207: suffix: 5
208: test:
209: args: -svd_type cross -svd_ncv 10 -svd_cross_explicitmatrix
210: suffix: 5_cross
211: test:
212: args: -svd_type cross -svd_ncv 10 -svd_cross_eps_type krylovschur -svd_cross_st_type sinvert -svd_cross_eps_target 0 -svd_cross_st_ksp_type gmres -svd_cross_st_pc_type jacobi
213: suffix: 5_cross_implicit
214: test:
215: args: -svd_type cyclic -svd_ncv 12 -svd_cyclic_explicitmatrix {{0 1}}
216: suffix: 5_cyclic
217: requires: !complex
219: testset:
220: args: -m 15 -n 20 -p 21 -svd_nsv 4 -svd_ncv 9
221: filter: grep -v "Solution method" | grep -v "Number of iterations" | sed -e "s/7.884967/7.884968/" | sed -e "s/, maxit=1[0]*$//" | sed -e "s/[0-9]\.[0-9]*e[+-]\([0-9]*\)/removed/g"
222: requires: double
223: output_file: output/ex45_6.out
224: test:
225: args: -svd_type trlanczos -svd_trlanczos_gbidiag {{single upper lower}} -svd_trlanczos_locking {{0 1}} -svd_trlanczos_oneside {{0 1}}
226: suffix: 6
227: test:
228: args: -svd_type cross -svd_cross_explicitmatrix {{0 1}}
229: suffix: 6_cross
231: test:
232: args: -m 15 -n 20 -p 21 -svd_nsv 4 -svd_ncv 9 -svd_type cyclic -svd_cyclic_explicitmatrix {{0 1}}
233: filter: grep -v "Number of iterations" | sed -e "s/7.884967/7.884968/" | sed -e "s/[0-9]\.[0-9]*e[+-]\([0-9]*\)/removed/g"
234: requires: double
235: suffix: 6_cyclic
236: output_file: output/ex45_6_cyclic.out
238: testset:
239: args: -m 20 -n 15 -p 21 -svd_nsv 4 -svd_ncv 9
240: filter: grep -v "Solution method" | grep -v "Number of iterations" | sed -e "s/, maxit=1[0]*$//" | sed -e "s/[0-9]\.[0-9]*e[+-]\([0-9]*\)/removed/g"
241: requires: double
242: output_file: output/ex45_7.out
243: test:
244: args: -svd_type trlanczos -svd_trlanczos_gbidiag {{single upper lower}} -svd_trlanczos_restart 0.4 -svd_trlanczos_oneside {{0 1}}
245: suffix: 7
246: test:
247: args: -svd_type cross -svd_cross_explicitmatrix {{0 1}}
248: suffix: 7_cross
250: test:
251: args: -m 20 -n 15 -p 21 -svd_nsv 4 -svd_ncv 16 -svd_type cyclic -svd_cyclic_explicitmatrix {{0 1}}
252: filter: grep -v "Number of iterations" | sed -e "s/[0-9]\.[0-9]*e[+-]\([0-9]*\)/removed/g"
253: requires: double
254: suffix: 7_cyclic
255: output_file: output/ex45_7_cyclic.out
257: test:
258: args: -m 25 -n 20 -p 21 -svd_smallest -svd_nsv 2 -svd_ncv 5 -svd_type trlanczos -svd_trlanczos_gbidiag {{upper lower}} -svd_trlanczos_scale {{0.1 -20}}
259: filter: grep -v "Solution method" | grep -v "Number of iterations" | grep -v "Stopping condition" | sed -e "s/, maxit=1[0]*$//" | sed -e "s/[0-9]\.[0-9]*e[+-]\([0-9]*\)/removed/g"
260: suffix: 8
262: TEST*/