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             : static char help[] = "Test RSVD on a low-rank matrix.\n\n";
      12             : 
      13             : #include <slepcsvd.h>
      14             : 
      15           1 : int main(int argc,char **argv)
      16             : {
      17           1 :   Mat            A,Ur,Vr;
      18           1 :   SVD            svd;
      19           1 :   PetscInt       m=80,n=40,rank=3,Istart,Iend,i,j;
      20           1 :   PetscScalar    *u;
      21           1 :   PetscReal      tol=PETSC_SMALL;
      22             : 
      23           1 :   PetscFunctionBeginUser;
      24           1 :   PetscCall(SlepcInitialize(&argc,&argv,(char*)0,help));
      25             : 
      26           1 :   PetscCall(PetscOptionsGetInt(NULL,NULL,"-n",&n,NULL));
      27           1 :   PetscCall(PetscOptionsGetInt(NULL,NULL,"-m",&m,NULL));
      28           1 :   PetscCall(PetscOptionsGetInt(NULL,NULL,"-rank",&rank,NULL));
      29           1 :   PetscCheck(rank>0,PETSC_COMM_WORLD,PETSC_ERR_USER_INPUT,"The rank must be >=1");
      30           1 :   PetscCheck(rank<PetscMin(m,n),PETSC_COMM_WORLD,PETSC_ERR_USER_INPUT,"The rank must be <min(m,n)");
      31           1 :   PetscCall(PetscPrintf(PETSC_COMM_WORLD,"\nSVD of low-rank matrix, size %" PetscInt_FMT "x%" PetscInt_FMT ", rank %" PetscInt_FMT "\n\n",m,n,rank));
      32             : 
      33             :   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      34             :                   Create a low-rank matrix A = Ur*Vr'
      35             :      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
      36             : 
      37           1 :   PetscCall(MatCreate(PETSC_COMM_WORLD,&Ur));
      38           1 :   PetscCall(MatSetSizes(Ur,PETSC_DECIDE,PETSC_DECIDE,m,rank));
      39           1 :   PetscCall(MatSetType(Ur,MATDENSE));
      40           1 :   PetscCall(MatGetOwnershipRange(Ur,&Istart,&Iend));
      41           1 :   PetscCall(MatDenseGetArray(Ur,&u));
      42          81 :   for (i=Istart;i<Iend;i++) {
      43          80 :     if (i<m/2) u[i-Istart] = 1.0;
      44          80 :     if (i==0) u[i+Iend-2*Istart] = -2.0;
      45          80 :     if (i==1) u[i+Iend-2*Istart] = -1.0;
      46          80 :     if (i==2) u[i+Iend-2*Istart] = -1.0;
      47         160 :     for (j=2;j<rank;j++) if (i==j) u[j+j*Iend-(j+1)*Istart] = j;
      48             :   }
      49           1 :   PetscCall(MatDenseRestoreArray(Ur,&u));
      50           1 :   PetscCall(MatAssemblyBegin(Ur,MAT_FINAL_ASSEMBLY));
      51           1 :   PetscCall(MatAssemblyEnd(Ur,MAT_FINAL_ASSEMBLY));
      52           1 :   PetscCall(MatCreate(PETSC_COMM_WORLD,&Vr));
      53           1 :   PetscCall(MatSetSizes(Vr,PETSC_DECIDE,PETSC_DECIDE,n,rank));
      54           1 :   PetscCall(MatSetType(Vr,MATDENSE));
      55           1 :   PetscCall(MatGetOwnershipRange(Vr,&Istart,&Iend));
      56           1 :   PetscCall(MatDenseGetArray(Vr,&u));
      57          41 :   for (i=Istart;i<Iend;i++) {
      58          40 :     if (i>n/2) u[i-Istart] = 1.0;
      59          40 :     if (i==0) u[i+Iend-2*Istart] = 1.0;
      60          40 :     if (i==1) u[i+Iend-2*Istart] = 2.0;
      61          40 :     if (i==2) u[i+Iend-2*Istart] = 2.0;
      62          80 :     for (j=2;j<rank;j++) if (i==j) u[j+j*Iend-(j+1)*Istart] = j;
      63             :   }
      64           1 :   PetscCall(MatDenseRestoreArray(Vr,&u));
      65           1 :   PetscCall(MatAssemblyBegin(Vr,MAT_FINAL_ASSEMBLY));
      66           1 :   PetscCall(MatAssemblyEnd(Vr,MAT_FINAL_ASSEMBLY));
      67           1 :   PetscCall(MatCreateLRC(NULL,Ur,NULL,Vr,&A));
      68           1 :   PetscCall(MatDestroy(&Ur));
      69           1 :   PetscCall(MatDestroy(&Vr));
      70             : 
      71             :   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      72             :                      Create the SVD solver
      73             :      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
      74             : 
      75           1 :   PetscCall(SVDCreate(PETSC_COMM_WORLD,&svd));
      76           1 :   PetscCall(SVDSetOperators(svd,A,NULL));
      77           1 :   PetscCall(SVDSetType(svd,SVDRANDOMIZED));
      78           1 :   PetscCall(SVDSetDimensions(svd,2,PETSC_DEFAULT,PETSC_DEFAULT));
      79           1 :   PetscCall(SVDSetConvergenceTest(svd,SVD_CONV_MAXIT));
      80           1 :   PetscCall(SVDSetTolerances(svd,tol,1));   /* maxit=1 to disable outer iteration */
      81           1 :   PetscCall(SVDSetFromOptions(svd));
      82             : 
      83             :   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      84             :                 Compute the singular triplets and display solution
      85             :      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
      86             : 
      87           1 :   PetscCall(SVDSolve(svd));
      88           1 :   PetscCall(SVDErrorView(svd,SVD_ERROR_RELATIVE,NULL));
      89           1 :   PetscCall(SVDDestroy(&svd));
      90           1 :   PetscCall(MatDestroy(&A));
      91           1 :   PetscCall(SlepcFinalize());
      92             :   return 0;
      93             : }
      94             : 
      95             : /*TEST
      96             : 
      97             :    test:
      98             :       args: -bv_orthog_block tsqr # currently fail with other block orthogonalization methods
      99             :       requires: !single
     100             : 
     101             : TEST*/