| Line | Branch | Exec | Source |
|---|---|---|---|
| 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 | SLEPc eigensolver: "krylovschur" | ||
| 12 | |||
| 13 | Method: Two-sided Arnoldi with Krylov-Schur restart (for left eigenvectors) | ||
| 14 | |||
| 15 | References: | ||
| 16 | |||
| 17 | [1] I.N. Zwaan and M.E. Hochstenbach, "Krylov-Schur-type restarts | ||
| 18 | for the two-sided Arnoldi method", SIAM J. Matrix Anal. Appl. | ||
| 19 | 38(2):297-321, 2017. | ||
| 20 | |||
| 21 | */ | ||
| 22 | |||
| 23 | #include <slepc/private/epsimpl.h> | ||
| 24 | #include "krylovschur.h" | ||
| 25 | #include <slepcblaslapack.h> | ||
| 26 | |||
| 27 | 1006 | static PetscErrorCode EPSTwoSidedRQUpdate1(EPS eps,Mat M,PetscInt nv,PetscReal beta,PetscReal betat) | |
| 28 | { | ||
| 29 | 1006 | PetscScalar *T,*S,*A,*w; | |
| 30 | 1006 | const PetscScalar *pM; | |
| 31 | 1006 | Vec u; | |
| 32 | 1006 | PetscInt ld,ncv=eps->ncv,i,l,nnv; | |
| 33 | 1006 | PetscBLASInt info,n_,ncv_,*p,one=1; | |
| 34 | |||
| 35 |
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1006 | PetscFunctionBegin; |
| 36 |
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1006 | PetscCall(DSGetLeadingDimension(eps->ds,&ld)); |
| 37 |
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1006 | PetscCall(PetscMalloc3(nv,&p,ncv*ncv,&A,ncv,&w)); |
| 38 |
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1006 | PetscCall(BVGetActiveColumns(eps->V,&l,&nnv)); |
| 39 |
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1006 | PetscCall(BVSetActiveColumns(eps->V,0,nv)); |
| 40 |
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1006 | PetscCall(BVSetActiveColumns(eps->W,0,nv)); |
| 41 |
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1006 | PetscCall(BVGetColumn(eps->V,nv,&u)); |
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1006 | PetscCall(BVDotVec(eps->W,u,w)); |
| 43 |
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1006 | PetscCall(BVRestoreColumn(eps->V,nv,&u)); |
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1006 | PetscCall(MatDenseGetArrayRead(M,&pM)); |
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1006 | PetscCall(PetscArraycpy(A,pM,ncv*ncv)); |
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1006 | PetscCall(MatDenseRestoreArrayRead(M,&pM)); |
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1006 | PetscCall(PetscBLASIntCast(nv,&n_)); |
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1006 | PetscCall(PetscBLASIntCast(ncv,&ncv_)); |
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1006 | PetscCall(PetscFPTrapPush(PETSC_FP_TRAP_OFF)); |
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1006 | PetscCallBLAS("LAPACKgetrf",LAPACKgetrf_(&n_,&n_,A,&ncv_,p,&info)); |
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1006 | SlepcCheckLapackInfo("getrf",info); |
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1006 | PetscCall(PetscLogFlops(2.0*n_*n_*n_/3.0)); |
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1006 | PetscCallBLAS("LAPACKgetrs",LAPACKgetrs_("N",&n_,&one,A,&ncv_,p,w,&ncv_,&info)); |
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1006 | SlepcCheckLapackInfo("getrs",info); |
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1006 | PetscCall(PetscLogFlops(2.0*n_*n_-n_)); |
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1006 | PetscCall(BVMultColumn(eps->V,-1.0,1.0,nv,w)); |
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1006 | PetscCall(DSGetArray(eps->ds,DS_MAT_A,&S)); |
| 58 |
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20702 | for (i=0;i<nv;i++) S[(nv-1)*ld+i] += beta*w[i]; |
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1006 | PetscCall(DSRestoreArray(eps->ds,DS_MAT_A,&S)); |
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1006 | PetscCall(BVGetColumn(eps->W,nv,&u)); |
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1006 | PetscCall(BVDotVec(eps->V,u,w)); |
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1006 | PetscCall(BVRestoreColumn(eps->W,nv,&u)); |
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1006 | PetscCallBLAS("LAPACKgetrs",LAPACKgetrs_("C",&n_,&one,A,&ncv_,p,w,&ncv_,&info)); |
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1006 | PetscCall(PetscFPTrapPop()); |
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1006 | PetscCall(BVMultColumn(eps->W,-1.0,1.0,nv,w)); |
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1006 | PetscCall(DSGetArray(eps->ds,DS_MAT_B,&T)); |
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20702 | for (i=0;i<nv;i++) T[(nv-1)*ld+i] += betat*w[i]; |
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1006 | PetscCall(DSRestoreArray(eps->ds,DS_MAT_B,&T)); |
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1006 | PetscCall(PetscFree3(p,A,w)); |
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1006 | PetscCall(BVSetActiveColumns(eps->V,l,nnv)); |
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1006 | PetscCall(BVSetActiveColumns(eps->W,l,nnv)); |
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200 | PetscFunctionReturn(PETSC_SUCCESS); |
| 73 | } | ||
| 74 | |||
| 75 | 847 | static PetscErrorCode EPSTwoSidedRQUpdate2(EPS eps,Mat M,PetscInt k) | |
| 76 | { | ||
| 77 | 847 | PetscScalar *Q,*pM,*w,zero=0.0,sone=1.0,*c,*A; | |
| 78 | 847 | PetscBLASInt n_,ncv_,ld_; | |
| 79 | 847 | PetscReal norm; | |
| 80 | 847 | PetscInt l,nv,ncv=eps->ncv,ld,i,j; | |
| 81 | |||
| 82 |
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847 | PetscFunctionBegin; |
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847 | PetscCall(DSGetLeadingDimension(eps->ds,&ld)); |
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847 | PetscCall(BVGetActiveColumns(eps->V,&l,&nv)); |
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847 | PetscCall(BVSetActiveColumns(eps->V,0,nv)); |
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847 | PetscCall(BVSetActiveColumns(eps->W,0,nv)); |
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847 | PetscCall(PetscMalloc2(ncv*ncv,&w,ncv,&c)); |
| 88 | /* u = u - V*V'*u */ | ||
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847 | PetscCall(BVOrthogonalizeColumn(eps->V,k,c,&norm,NULL)); |
| 90 |
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847 | PetscCall(BVScaleColumn(eps->V,k,1.0/norm)); |
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847 | PetscCall(DSGetArray(eps->ds,DS_MAT_A,&A)); |
| 92 | /* H = H + V'*u*b' */ | ||
| 93 |
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9048 | for (j=l;j<k;j++) { |
| 94 |
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93334 | for (i=0;i<k;i++) A[i+j*ld] += c[i]*A[k+j*ld]; |
| 95 | 8201 | A[k+j*ld] *= norm; | |
| 96 | } | ||
| 97 |
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847 | PetscCall(DSRestoreArray(eps->ds,DS_MAT_A,&A)); |
| 98 |
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847 | PetscCall(BVOrthogonalizeColumn(eps->W,k,c,&norm,NULL)); |
| 99 |
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847 | PetscCall(BVScaleColumn(eps->W,k,1.0/norm)); |
| 100 |
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847 | PetscCall(DSGetArray(eps->ds,DS_MAT_B,&A)); |
| 101 | /* H = H + V'*u*b' */ | ||
| 102 |
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9048 | for (j=l;j<k;j++) { |
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93334 | for (i=0;i<k;i++) A[i+j*ld] += c[i]*A[k+j*ld]; |
| 104 | 8201 | A[k+j*ld] *= norm; | |
| 105 | } | ||
| 106 |
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847 | PetscCall(DSRestoreArray(eps->ds,DS_MAT_B,&A)); |
| 107 | |||
| 108 | /* M = Q'*M*Q */ | ||
| 109 |
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847 | PetscCall(MatDenseGetArray(M,&pM)); |
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847 | PetscCall(PetscBLASIntCast(ncv,&ncv_)); |
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847 | PetscCall(PetscBLASIntCast(nv,&n_)); |
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847 | PetscCall(PetscBLASIntCast(ld,&ld_)); |
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847 | PetscCall(DSGetArray(eps->ds,DS_MAT_Q,&Q)); |
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847 | PetscCallBLAS("BLASgemm",BLASgemm_("N","N",&n_,&n_,&n_,&sone,pM,&ncv_,Q,&ld_,&zero,w,&ncv_)); |
| 115 |
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847 | PetscCall(DSRestoreArray(eps->ds,DS_MAT_Q,&Q)); |
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847 | PetscCall(DSGetArray(eps->ds,DS_MAT_Z,&Q)); |
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847 | PetscCallBLAS("BLASgemm",BLASgemm_("C","N",&n_,&n_,&n_,&sone,Q,&ld_,w,&ncv_,&zero,pM,&ncv_)); |
| 118 |
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847 | PetscCall(DSRestoreArray(eps->ds,DS_MAT_Z,&Q)); |
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847 | PetscCall(MatDenseRestoreArray(M,&pM)); |
| 120 |
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847 | PetscCall(PetscFree2(w,c)); |
| 121 |
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847 | PetscCall(BVSetActiveColumns(eps->V,l,nv)); |
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847 | PetscCall(BVSetActiveColumns(eps->W,l,nv)); |
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169 | PetscFunctionReturn(PETSC_SUCCESS); |
| 124 | } | ||
| 125 | |||
| 126 | 159 | PetscErrorCode EPSSolve_KrylovSchur_TwoSided(EPS eps) | |
| 127 | { | ||
| 128 | 159 | EPS_KRYLOVSCHUR *ctx = (EPS_KRYLOVSCHUR*)eps->data; | |
| 129 | 159 | Mat M,U,Op,OpHT,S,T; | |
| 130 | 159 | PetscReal norm,norm2,beta,betat; | |
| 131 | 159 | PetscInt ld,l,nv,nvt,k,nconv,dsn,dsk; | |
| 132 | 159 | PetscBool breakdownt,breakdown,breakdownl; | |
| 133 | |||
| 134 |
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159 | PetscFunctionBegin; |
| 135 |
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159 | PetscCall(DSGetLeadingDimension(eps->ds,&ld)); |
| 136 |
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159 | PetscCall(EPSGetStartVector(eps,0,NULL)); |
| 137 |
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159 | PetscCall(EPSGetLeftStartVector(eps,0,NULL)); |
| 138 | 159 | l = 0; | |
| 139 |
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159 | PetscCall(MatCreateSeqDense(PETSC_COMM_SELF,eps->ncv,eps->ncv,NULL,&M)); |
| 140 | |||
| 141 |
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159 | PetscCall(STGetOperator(eps->st,&Op)); |
| 142 |
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159 | PetscCall(MatCreateHermitianTranspose(Op,&OpHT)); |
| 143 | |||
| 144 | /* Restart loop */ | ||
| 145 | 1165 | while (eps->reason == EPS_CONVERGED_ITERATING) { | |
| 146 | 1006 | eps->its++; | |
| 147 | |||
| 148 | /* Compute an nv-step Arnoldi factorization for Op */ | ||
| 149 | 1006 | nv = PetscMin(eps->nconv+eps->mpd,eps->ncv); | |
| 150 |
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1006 | PetscCall(DSSetDimensions(eps->ds,nv,eps->nconv,eps->nconv+l)); |
| 151 |
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1006 | PetscCall(DSGetMat(eps->ds,DS_MAT_A,&S)); |
| 152 |
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1006 | PetscCall(BVMatArnoldi(eps->V,Op,S,eps->nconv+l,&nv,&beta,&breakdown)); |
| 153 |
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1006 | PetscCall(DSRestoreMat(eps->ds,DS_MAT_A,&S)); |
| 154 | |||
| 155 | /* Compute an nv-step Arnoldi factorization for Op' */ | ||
| 156 | 1006 | nvt = nv; | |
| 157 |
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1006 | PetscCall(DSSetDimensions(eps->ds,nv,eps->nconv,eps->nconv+l)); |
| 158 |
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1006 | PetscCall(DSGetMat(eps->ds,DS_MAT_B,&T)); |
| 159 |
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1006 | PetscCall(BVMatArnoldi(eps->W,OpHT,T,eps->nconv+l,&nvt,&betat,&breakdownt)); |
| 160 |
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1006 | PetscCall(DSRestoreMat(eps->ds,DS_MAT_B,&T)); |
| 161 | |||
| 162 | /* Make sure both factorizations have the same length */ | ||
| 163 | 1006 | nv = PetscMin(nv,nvt); | |
| 164 |
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1006 | PetscCall(DSSetDimensions(eps->ds,nv,eps->nconv,eps->nconv+l)); |
| 165 |
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1006 | if (l==0) PetscCall(DSSetState(eps->ds,DS_STATE_INTERMEDIATE)); |
| 166 |
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847 | else PetscCall(DSSetState(eps->ds,DS_STATE_RAW)); |
| 167 |
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1006 | breakdown = (breakdown || breakdownt)? PETSC_TRUE: PETSC_FALSE; |
| 168 | |||
| 169 | /* Update M, modify Rayleigh quotients S and T */ | ||
| 170 |
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1006 | PetscCall(BVSetActiveColumns(eps->V,eps->nconv+l,nv)); |
| 171 |
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1006 | PetscCall(BVSetActiveColumns(eps->W,eps->nconv+l,nv)); |
| 172 |
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1006 | PetscCall(BVMatProject(eps->V,NULL,eps->W,M)); |
| 173 | |||
| 174 |
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1006 | PetscCall(EPSTwoSidedRQUpdate1(eps,M,nv,beta,betat)); |
| 175 | |||
| 176 | /* Solve projected problem */ | ||
| 177 |
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1006 | PetscCall(DSSolve(eps->ds,eps->eigr,eps->eigi)); |
| 178 |
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1006 | PetscCall(DSSort(eps->ds,eps->eigr,eps->eigi,NULL,NULL,NULL)); |
| 179 |
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1006 | PetscCall(DSSynchronize(eps->ds,eps->eigr,eps->eigi)); |
| 180 |
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1006 | PetscCall(DSUpdateExtraRow(eps->ds)); |
| 181 | |||
| 182 | /* Check convergence */ | ||
| 183 |
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1006 | PetscCall(BVNormColumn(eps->V,nv,NORM_2,&norm)); |
| 184 |
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1006 | PetscCall(BVNormColumn(eps->W,nv,NORM_2,&norm2)); |
| 185 |
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1006 | PetscCall(EPSKrylovConvergence(eps,PETSC_FALSE,eps->nconv,nv-eps->nconv,beta*norm,betat*norm2,1.0,&k)); |
| 186 |
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1006 | PetscCall((*eps->stopping)(eps,eps->its,eps->max_it,k,eps->nev,&eps->reason,eps->stoppingctx)); |
| 187 | 1006 | nconv = k; | |
| 188 | |||
| 189 | /* Update l */ | ||
| 190 |
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1006 | if (eps->reason != EPS_CONVERGED_ITERATING || breakdown || k==nv) l = 0; |
| 191 | else { | ||
| 192 | 847 | l = PetscMax(1,(PetscInt)((nv-k)*ctx->keep)); | |
| 193 |
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847 | PetscCall(DSGetTruncateSize(eps->ds,k,nv,&l)); |
| 194 | } | ||
| 195 |
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1006 | if (!ctx->lock && l>0) { l += k; k = 0; } /* non-locking variant: reset no. of converged pairs */ |
| 196 |
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1006 | if (l) PetscCall(PetscInfo(eps,"Preparing to restart keeping l=%" PetscInt_FMT " vectors\n",l)); |
| 197 | |||
| 198 | /* Update the corresponding vectors V(:,idx) = V*Q(:,idx) */ | ||
| 199 |
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1006 | PetscCall(BVSetActiveColumns(eps->V,eps->nconv,nv)); |
| 200 |
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1006 | PetscCall(BVSetActiveColumns(eps->W,eps->nconv,nv)); |
| 201 |
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1006 | PetscCall(DSGetMat(eps->ds,DS_MAT_Q,&U)); |
| 202 |
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1006 | PetscCall(BVMultInPlace(eps->V,U,eps->nconv,k+l)); |
| 203 |
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1006 | PetscCall(DSRestoreMat(eps->ds,DS_MAT_Q,&U)); |
| 204 |
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1006 | PetscCall(DSGetMat(eps->ds,DS_MAT_Z,&U)); |
| 205 |
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1006 | PetscCall(BVMultInPlace(eps->W,U,eps->nconv,k+l)); |
| 206 |
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1006 | PetscCall(DSRestoreMat(eps->ds,DS_MAT_Z,&U)); |
| 207 |
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1006 | if (eps->reason == EPS_CONVERGED_ITERATING && !breakdown) { |
| 208 |
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847 | PetscCall(BVCopyColumn(eps->V,nv,k+l)); |
| 209 |
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847 | PetscCall(BVCopyColumn(eps->W,nv,k+l)); |
| 210 | } | ||
| 211 | |||
| 212 |
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1006 | if (eps->reason == EPS_CONVERGED_ITERATING) { |
| 213 |
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847 | if (breakdown || k==nv) { |
| 214 | /* Start a new Arnoldi factorization */ | ||
| 215 | ✗ | PetscCall(PetscInfo(eps,"Breakdown in Krylov-Schur method (it=%" PetscInt_FMT " norm=%g)\n",eps->its,(double)beta)); | |
| 216 | ✗ | if (k<eps->nev) { | |
| 217 | ✗ | PetscCall(EPSGetStartVector(eps,k,&breakdown)); | |
| 218 | ✗ | PetscCall(EPSGetLeftStartVector(eps,k,&breakdownl)); | |
| 219 | ✗ | if (breakdown || breakdownl) { | |
| 220 | ✗ | eps->reason = EPS_DIVERGED_BREAKDOWN; | |
| 221 | ✗ | PetscCall(PetscInfo(eps,"Unable to generate more start vectors\n")); | |
| 222 | } | ||
| 223 | } | ||
| 224 | } else { | ||
| 225 |
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847 | PetscCall(DSGetDimensions(eps->ds,&dsn,NULL,&dsk,NULL)); |
| 226 |
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847 | PetscCall(DSSetDimensions(eps->ds,dsn,k,dsk)); |
| 227 |
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847 | PetscCall(DSTruncate(eps->ds,k+l,PETSC_FALSE)); |
| 228 | } | ||
| 229 |
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847 | PetscCall(EPSTwoSidedRQUpdate2(eps,M,k+l)); |
| 230 | } | ||
| 231 | 1006 | eps->nconv = k; | |
| 232 |
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1165 | PetscCall(EPSMonitor(eps,eps->its,nconv,eps->eigr,eps->eigi,eps->errest,nv)); |
| 233 | } | ||
| 234 | |||
| 235 |
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159 | PetscCall(STRestoreOperator(eps->st,&Op)); |
| 236 |
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159 | PetscCall(MatDestroy(&OpHT)); |
| 237 | |||
| 238 |
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159 | PetscCall(DSTruncate(eps->ds,eps->nconv,PETSC_TRUE)); |
| 239 |
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159 | PetscCall(MatDestroy(&M)); |
| 240 |
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31 | PetscFunctionReturn(PETSC_SUCCESS); |
| 241 | } | ||
| 242 |