Line data Source code
1 : /*
2 : - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
3 : SLEPc - Scalable Library for Eigenvalue Problem Computations
4 : Copyright (c) 2002-, Universitat Politecnica de Valencia, Spain
5 :
6 : This file is part of SLEPc.
7 : SLEPc is distributed under a 2-clause BSD license (see LICENSE).
8 : - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
9 : */
10 : /*
11 : Skeleton of Davidson solver. Actual solvers are GD and JD.
12 :
13 : References:
14 :
15 : [1] E. Romero and J.E. Roman, "A parallel implementation of Davidson
16 : methods for large-scale eigenvalue problems in SLEPc", ACM Trans.
17 : Math. Software 40(2):13, 2014.
18 : */
19 :
20 : #include "davidson.h"
21 :
22 : static PetscBool cited = PETSC_FALSE;
23 : static const char citation[] =
24 : "@Article{slepc-davidson,\n"
25 : " author = \"E. Romero and J. E. Roman\",\n"
26 : " title = \"A parallel implementation of {Davidson} methods for large-scale eigenvalue problems in {SLEPc}\",\n"
27 : " journal = \"{ACM} Trans. Math. Software\",\n"
28 : " volume = \"40\",\n"
29 : " number = \"2\",\n"
30 : " pages = \"13:1--13:29\",\n"
31 : " year = \"2014,\"\n"
32 : " doi = \"https://doi.org/10.1145/2543696\"\n"
33 : "}\n";
34 :
35 97 : PetscErrorCode EPSSetUp_XD(EPS eps)
36 : {
37 97 : EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
38 97 : dvdDashboard *dvd = &data->ddb;
39 97 : dvdBlackboard b;
40 97 : PetscInt min_size_V,bs,initv,nmat;
41 97 : Mat A,B;
42 97 : KSP ksp;
43 97 : PetscBool ipB,ispositive;
44 97 : HarmType_t harm;
45 97 : InitType_t init;
46 97 : PetscScalar target;
47 :
48 97 : PetscFunctionBegin;
49 : /* Setup EPS options and get the problem specification */
50 97 : bs = data->blocksize;
51 97 : if (bs <= 0) bs = 1;
52 97 : if (eps->ncv!=PETSC_DEFAULT && eps->ncv!=PETSC_DECIDE) {
53 41 : PetscCheck(eps->ncv>=eps->nev,PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The value of ncv must be at least nev");
54 56 : } else if (eps->mpd!=PETSC_DEFAULT && eps->mpd!=PETSC_DECIDE) eps->ncv = eps->mpd + eps->nev + bs;
55 55 : else if (eps->n < 10) eps->ncv = eps->n+eps->nev+bs;
56 55 : else if (eps->nev < 500) eps->ncv = PetscMax(eps->nev,PetscMin(eps->n-bs,PetscMax(2*eps->nev,eps->nev+15))+bs);
57 0 : else eps->ncv = PetscMax(eps->nev,PetscMin(eps->n-bs,eps->nev+500)+bs);
58 97 : if (eps->mpd==PETSC_DEFAULT || eps->mpd==PETSC_DECIDE) eps->mpd = PetscMin(eps->n,eps->ncv);
59 97 : PetscCheck(eps->mpd<=eps->ncv,PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The mpd parameter has to be less than or equal to ncv");
60 97 : PetscCheck(eps->mpd>=2,PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The mpd parameter has to be greater than 2");
61 97 : if (eps->max_it == PETSC_DEFAULT || eps->max_it == PETSC_DECIDE) eps->max_it = PetscMax(100*eps->ncv,2*eps->n);
62 97 : if (!eps->which) eps->which = EPS_LARGEST_MAGNITUDE;
63 97 : PetscCheck(eps->nev+bs<=eps->ncv,PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The value of ncv has to be greater than nev plus blocksize");
64 97 : PetscCheck(!eps->trueres,PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"-eps_true_residual is disabled in this solver.");
65 97 : EPSCheckUnsupported(eps,EPS_FEATURE_REGION | EPS_FEATURE_TWOSIDED);
66 :
67 97 : if (!data->minv) data->minv = (eps->n && eps->n<10)? 1: PetscMin(PetscMax(bs,6),eps->mpd/2);
68 97 : min_size_V = data->minv;
69 97 : PetscCheck(min_size_V+bs<=eps->mpd,PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The value of minv must be less than mpd minus blocksize");
70 97 : if (data->plusk == PETSC_DEFAULT) {
71 64 : if (eps->problem_type == EPS_GHIEP || eps->nev+bs>eps->ncv) data->plusk = 0;
72 62 : else data->plusk = 1;
73 : }
74 161 : if (!data->initialsize) data->initialsize = (eps->n && eps->n<10)? 1: 6;
75 97 : initv = data->initialsize;
76 97 : PetscCheck(eps->mpd>=initv,PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The initv parameter has to be less than or equal to mpd");
77 :
78 : /* Change the default sigma to inf if necessary */
79 97 : if (eps->which == EPS_LARGEST_MAGNITUDE || eps->which == EPS_LARGEST_REAL || eps->which == EPS_LARGEST_IMAGINARY) PetscCall(STSetDefaultShift(eps->st,PETSC_MAX_REAL));
80 :
81 : /* Set up preconditioner */
82 97 : PetscCall(STSetUp(eps->st));
83 :
84 : /* Setup problem specification in dvd */
85 97 : PetscCall(STGetNumMatrices(eps->st,&nmat));
86 97 : PetscCall(STGetMatrix(eps->st,0,&A));
87 97 : if (nmat>1) PetscCall(STGetMatrix(eps->st,1,&B));
88 97 : PetscCall(EPSReset_XD(eps));
89 97 : PetscCall(PetscMemzero(dvd,sizeof(dvdDashboard)));
90 97 : dvd->A = A; dvd->B = eps->isgeneralized? B: NULL;
91 97 : ispositive = eps->ispositive;
92 120 : dvd->sA = DVD_MAT_IMPLICIT | (eps->ishermitian? DVD_MAT_HERMITIAN: 0) | ((ispositive && !eps->isgeneralized) ? DVD_MAT_POS_DEF: 0);
93 : /* Assume -eps_hermitian means hermitian-definite in generalized problems */
94 97 : if (!ispositive && !eps->isgeneralized && eps->ishermitian) ispositive = PETSC_TRUE;
95 97 : if (!eps->isgeneralized) dvd->sB = DVD_MAT_IMPLICIT | DVD_MAT_HERMITIAN | DVD_MAT_IDENTITY | DVD_MAT_UNITARY | DVD_MAT_POS_DEF;
96 24 : else dvd->sB = DVD_MAT_IMPLICIT | (eps->ishermitian? DVD_MAT_HERMITIAN: 0) | (ispositive? DVD_MAT_POS_DEF: 0);
97 97 : ipB = (dvd->B && data->ipB && DVD_IS(dvd->sB,DVD_MAT_HERMITIAN))?PETSC_TRUE:PETSC_FALSE;
98 126 : dvd->sEP = ((!eps->isgeneralized || (eps->isgeneralized && ipB))? DVD_EP_STD: 0) | (ispositive? DVD_EP_HERMITIAN: 0) | ((eps->problem_type == EPS_GHIEP && ipB) ? DVD_EP_INDEFINITE : 0);
99 97 : if (data->ipB && !ipB) data->ipB = PETSC_FALSE;
100 97 : dvd->correctXnorm = (dvd->B && (DVD_IS(dvd->sB,DVD_MAT_HERMITIAN)||DVD_IS(dvd->sEP,DVD_EP_INDEFINITE)))?PETSC_TRUE:PETSC_FALSE;
101 97 : dvd->nev = eps->nev;
102 97 : dvd->which = eps->which;
103 97 : dvd->withTarget = PETSC_TRUE;
104 97 : switch (eps->which) {
105 15 : case EPS_TARGET_MAGNITUDE:
106 : case EPS_TARGET_IMAGINARY:
107 15 : dvd->target[0] = target = eps->target;
108 15 : dvd->target[1] = 1.0;
109 15 : break;
110 0 : case EPS_TARGET_REAL:
111 0 : dvd->target[0] = PetscRealPart(target = eps->target);
112 0 : dvd->target[1] = 1.0;
113 0 : break;
114 48 : case EPS_LARGEST_REAL:
115 : case EPS_LARGEST_MAGNITUDE:
116 : case EPS_LARGEST_IMAGINARY: /* TODO: think about this case */
117 48 : dvd->target[0] = 1.0;
118 48 : dvd->target[1] = target = 0.0;
119 48 : break;
120 30 : case EPS_SMALLEST_MAGNITUDE:
121 : case EPS_SMALLEST_REAL:
122 : case EPS_SMALLEST_IMAGINARY: /* TODO: think about this case */
123 30 : dvd->target[0] = target = 0.0;
124 30 : dvd->target[1] = 1.0;
125 30 : break;
126 4 : case EPS_WHICH_USER:
127 4 : PetscCall(STGetShift(eps->st,&target));
128 4 : dvd->target[0] = target;
129 4 : dvd->target[1] = 1.0;
130 4 : break;
131 0 : case EPS_ALL:
132 0 : SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"This solver does not support computing all eigenvalues");
133 0 : default:
134 0 : SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"Unsupported value of option 'which'");
135 : }
136 97 : dvd->tol = SlepcDefaultTol(eps->tol);
137 97 : dvd->eps = eps;
138 :
139 : /* Setup the extraction technique */
140 97 : if (!eps->extraction) {
141 88 : if (ipB || ispositive) eps->extraction = EPS_RITZ;
142 : else {
143 17 : switch (eps->which) {
144 6 : case EPS_TARGET_REAL:
145 : case EPS_TARGET_MAGNITUDE:
146 : case EPS_TARGET_IMAGINARY:
147 : case EPS_SMALLEST_MAGNITUDE:
148 : case EPS_SMALLEST_REAL:
149 : case EPS_SMALLEST_IMAGINARY:
150 6 : eps->extraction = EPS_HARMONIC;
151 6 : break;
152 8 : case EPS_LARGEST_REAL:
153 : case EPS_LARGEST_MAGNITUDE:
154 : case EPS_LARGEST_IMAGINARY:
155 8 : eps->extraction = EPS_HARMONIC_LARGEST;
156 8 : break;
157 3 : default:
158 3 : eps->extraction = EPS_RITZ;
159 : }
160 : }
161 : }
162 97 : switch (eps->extraction) {
163 : case EPS_RITZ: harm = DVD_HARM_NONE; break;
164 13 : case EPS_HARMONIC: harm = DVD_HARM_RR; break;
165 0 : case EPS_HARMONIC_RELATIVE: harm = DVD_HARM_RRR; break;
166 0 : case EPS_HARMONIC_RIGHT: harm = DVD_HARM_REIGS; break;
167 10 : case EPS_HARMONIC_LARGEST: harm = DVD_HARM_LEIGS; break;
168 0 : default: SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"Unsupported extraction type");
169 : }
170 :
171 : /* Setup the type of starting subspace */
172 97 : init = data->krylovstart? DVD_INITV_KRYLOV: DVD_INITV_CLASSIC;
173 :
174 : /* Preconfigure dvd */
175 97 : PetscCall(STGetKSP(eps->st,&ksp));
176 97 : PetscCall(dvd_schm_basic_preconf(dvd,&b,eps->mpd,min_size_V,bs,initv,PetscAbs(eps->nini),data->plusk,harm,ksp,init,eps->trackall,data->ipB,data->doubleexp));
177 :
178 : /* Allocate memory */
179 97 : PetscCall(EPSAllocateSolution(eps,0));
180 :
181 : /* Setup orthogonalization */
182 97 : PetscCall(EPS_SetInnerProduct(eps));
183 97 : if (!(ipB && dvd->B)) PetscCall(BVSetMatrix(eps->V,NULL,PETSC_FALSE));
184 :
185 : /* Configure dvd for a basic GD */
186 97 : PetscCall(dvd_schm_basic_conf(dvd,&b,eps->mpd,min_size_V,bs,initv,PetscAbs(eps->nini),data->plusk,harm,dvd->withTarget,target,ksp,data->fix,init,eps->trackall,data->ipB,data->dynamic,data->doubleexp));
187 97 : PetscFunctionReturn(PETSC_SUCCESS);
188 : }
189 :
190 97 : PetscErrorCode EPSSolve_XD(EPS eps)
191 : {
192 97 : EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
193 97 : dvdDashboard *d = &data->ddb;
194 97 : PetscInt l,k;
195 :
196 97 : PetscFunctionBegin;
197 97 : PetscCall(PetscCitationsRegister(citation,&cited));
198 : /* Call the starting routines */
199 97 : PetscCall(EPSDavidsonFLCall(d->startList,d));
200 :
201 8926 : while (eps->reason == EPS_CONVERGED_ITERATING) {
202 :
203 : /* Initialize V, if it is needed */
204 8926 : PetscCall(BVGetActiveColumns(d->eps->V,&l,&k));
205 8926 : if (PetscUnlikely(l == k)) PetscCall(d->initV(d));
206 :
207 : /* Find the best approximated eigenpairs in V, X */
208 8926 : PetscCall(d->calcPairs(d));
209 :
210 : /* Test for convergence */
211 8926 : PetscCall((*eps->stopping)(eps,eps->its,eps->max_it,eps->nconv,eps->nev,&eps->reason,eps->stoppingctx));
212 8926 : if (eps->reason != EPS_CONVERGED_ITERATING) break;
213 :
214 : /* Expand the subspace */
215 8829 : PetscCall(d->updateV(d));
216 :
217 : /* Monitor progress */
218 8829 : eps->nconv = d->nconv;
219 8829 : eps->its++;
220 8829 : PetscCall(BVGetActiveColumns(d->eps->V,NULL,&k));
221 8926 : PetscCall(EPSMonitor(eps,eps->its,eps->nconv+d->npreconv,eps->eigr,eps->eigi,eps->errest,PetscMin(k,eps->nev)));
222 : }
223 :
224 : /* Call the ending routines */
225 97 : PetscCall(EPSDavidsonFLCall(d->endList,d));
226 97 : PetscFunctionReturn(PETSC_SUCCESS);
227 : }
228 :
229 169 : PetscErrorCode EPSReset_XD(EPS eps)
230 : {
231 169 : EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
232 169 : dvdDashboard *dvd = &data->ddb;
233 :
234 169 : PetscFunctionBegin;
235 : /* Call step destructors and destroys the list */
236 169 : PetscCall(EPSDavidsonFLCall(dvd->destroyList,dvd));
237 169 : PetscCall(EPSDavidsonFLDestroy(&dvd->destroyList));
238 169 : PetscCall(EPSDavidsonFLDestroy(&dvd->startList));
239 169 : PetscCall(EPSDavidsonFLDestroy(&dvd->endList));
240 169 : PetscFunctionReturn(PETSC_SUCCESS);
241 : }
242 :
243 4 : PetscErrorCode EPSXDSetKrylovStart_XD(EPS eps,PetscBool krylovstart)
244 : {
245 4 : EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
246 :
247 4 : PetscFunctionBegin;
248 4 : data->krylovstart = krylovstart;
249 4 : PetscFunctionReturn(PETSC_SUCCESS);
250 : }
251 :
252 62 : PetscErrorCode EPSXDGetKrylovStart_XD(EPS eps,PetscBool *krylovstart)
253 : {
254 62 : EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
255 :
256 62 : PetscFunctionBegin;
257 62 : *krylovstart = data->krylovstart;
258 62 : PetscFunctionReturn(PETSC_SUCCESS);
259 : }
260 :
261 3 : PetscErrorCode EPSXDSetBlockSize_XD(EPS eps,PetscInt blocksize)
262 : {
263 3 : EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
264 :
265 3 : PetscFunctionBegin;
266 3 : if (blocksize == PETSC_DEFAULT || blocksize == PETSC_DECIDE) blocksize = 1;
267 3 : PetscCheck(blocksize>0,PetscObjectComm((PetscObject)eps),PETSC_ERR_ARG_OUTOFRANGE,"Invalid blocksize value, must be >0");
268 3 : if (data->blocksize != blocksize) {
269 3 : data->blocksize = blocksize;
270 3 : eps->state = EPS_STATE_INITIAL;
271 : }
272 3 : PetscFunctionReturn(PETSC_SUCCESS);
273 : }
274 :
275 62 : PetscErrorCode EPSXDGetBlockSize_XD(EPS eps,PetscInt *blocksize)
276 : {
277 62 : EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
278 :
279 62 : PetscFunctionBegin;
280 62 : *blocksize = data->blocksize;
281 62 : PetscFunctionReturn(PETSC_SUCCESS);
282 : }
283 :
284 3 : PetscErrorCode EPSXDSetRestart_XD(EPS eps,PetscInt minv,PetscInt plusk)
285 : {
286 3 : EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
287 :
288 3 : PetscFunctionBegin;
289 3 : if (minv == PETSC_DEFAULT || minv == PETSC_DECIDE) minv = 0;
290 3 : else PetscCheck(minv>0,PetscObjectComm((PetscObject)eps),PETSC_ERR_ARG_OUTOFRANGE,"Invalid minv value, must be >0");
291 3 : if (plusk == PETSC_DEFAULT || plusk == PETSC_DECIDE) plusk = PETSC_DEFAULT;
292 2 : else PetscCheck(plusk>=0,PetscObjectComm((PetscObject)eps),PETSC_ERR_ARG_OUTOFRANGE,"Invalid plusk value, must be >0");
293 3 : if (data->minv != minv || data->plusk != plusk) {
294 3 : data->minv = minv;
295 3 : data->plusk = plusk;
296 3 : eps->state = EPS_STATE_INITIAL;
297 : }
298 3 : PetscFunctionReturn(PETSC_SUCCESS);
299 : }
300 :
301 62 : PetscErrorCode EPSXDGetRestart_XD(EPS eps,PetscInt *minv,PetscInt *plusk)
302 : {
303 62 : EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
304 :
305 62 : PetscFunctionBegin;
306 62 : if (minv) *minv = data->minv;
307 62 : if (plusk) *plusk = data->plusk;
308 62 : PetscFunctionReturn(PETSC_SUCCESS);
309 : }
310 :
311 61 : PetscErrorCode EPSXDGetInitialSize_XD(EPS eps,PetscInt *initialsize)
312 : {
313 61 : EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
314 :
315 61 : PetscFunctionBegin;
316 61 : *initialsize = data->initialsize;
317 61 : PetscFunctionReturn(PETSC_SUCCESS);
318 : }
319 :
320 2 : PetscErrorCode EPSXDSetInitialSize_XD(EPS eps,PetscInt initialsize)
321 : {
322 2 : EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
323 :
324 2 : PetscFunctionBegin;
325 2 : if (initialsize == PETSC_DEFAULT || initialsize == PETSC_DECIDE) initialsize = 0;
326 2 : else PetscCheck(initialsize>0,PetscObjectComm((PetscObject)eps),PETSC_ERR_ARG_OUTOFRANGE,"Invalid initial size value, must be >0");
327 2 : if (data->initialsize != initialsize) {
328 2 : data->initialsize = initialsize;
329 2 : eps->state = EPS_STATE_INITIAL;
330 : }
331 2 : PetscFunctionReturn(PETSC_SUCCESS);
332 : }
333 :
334 2 : PetscErrorCode EPSXDSetBOrth_XD(EPS eps,PetscBool borth)
335 : {
336 2 : EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
337 :
338 2 : PetscFunctionBegin;
339 2 : data->ipB = borth;
340 2 : PetscFunctionReturn(PETSC_SUCCESS);
341 : }
342 :
343 62 : PetscErrorCode EPSXDGetBOrth_XD(EPS eps,PetscBool *borth)
344 : {
345 62 : EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
346 :
347 62 : PetscFunctionBegin;
348 62 : *borth = data->ipB;
349 62 : PetscFunctionReturn(PETSC_SUCCESS);
350 : }
351 :
352 : /*
353 : EPSComputeVectors_XD - Compute eigenvectors from the vectors
354 : provided by the eigensolver. This version is intended for solvers
355 : that provide Schur vectors from the QZ decomposition. Given the partial
356 : Schur decomposition OP*V=V*T, the following steps are performed:
357 : 1) compute eigenvectors of (S,T): S*Z=T*Z*D
358 : 2) compute eigenvectors of OP: X=V*Z
359 : */
360 93 : PetscErrorCode EPSComputeVectors_XD(EPS eps)
361 : {
362 93 : Mat X;
363 93 : PetscBool symm;
364 :
365 93 : PetscFunctionBegin;
366 93 : PetscCall(PetscObjectTypeCompare((PetscObject)eps->ds,DSHEP,&symm));
367 93 : if (symm) PetscFunctionReturn(PETSC_SUCCESS);
368 26 : PetscCall(DSVectors(eps->ds,DS_MAT_X,NULL,NULL));
369 :
370 : /* V <- V * X */
371 26 : PetscCall(DSGetMat(eps->ds,DS_MAT_X,&X));
372 26 : PetscCall(BVSetActiveColumns(eps->V,0,eps->nconv));
373 26 : PetscCall(BVMultInPlace(eps->V,X,0,eps->nconv));
374 26 : PetscCall(DSRestoreMat(eps->ds,DS_MAT_X,&X));
375 26 : PetscFunctionReturn(PETSC_SUCCESS);
376 : }
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