Actual source code: svdimpl.h
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: #pragma once
13: #include <slepcsvd.h>
14: #include <slepc/private/slepcimpl.h>
16: /* SUBMANSEC = SVD */
18: SLEPC_EXTERN PetscBool SVDRegisterAllCalled;
19: SLEPC_EXTERN PetscBool SVDMonitorRegisterAllCalled;
20: SLEPC_EXTERN PetscErrorCode SVDRegisterAll(void);
21: SLEPC_EXTERN PetscErrorCode SVDMonitorRegisterAll(void);
22: SLEPC_EXTERN PetscLogEvent SVD_SetUp,SVD_Solve;
24: typedef struct _SVDOps *SVDOps;
26: struct _SVDOps {
27: PetscErrorCode (*solve)(SVD);
28: PetscErrorCode (*solveg)(SVD);
29: PetscErrorCode (*solveh)(SVD);
30: PetscErrorCode (*setup)(SVD);
31: PetscErrorCode (*setfromoptions)(SVD,PetscOptionItems);
32: PetscErrorCode (*publishoptions)(SVD);
33: PetscErrorCode (*destroy)(SVD);
34: PetscErrorCode (*reset)(SVD);
35: PetscErrorCode (*view)(SVD,PetscViewer);
36: PetscErrorCode (*computevectors)(SVD);
37: PetscErrorCode (*setdstype)(SVD);
38: };
40: /*
41: Maximum number of monitors you can run with a single SVD
42: */
43: #define MAXSVDMONITORS 5
45: typedef enum { SVD_STATE_INITIAL,
46: SVD_STATE_SETUP,
47: SVD_STATE_SOLVED,
48: SVD_STATE_VECTORS } SVDStateType;
50: /*
51: To check for unsupported features at SVDSetUp_XXX()
52: */
53: typedef enum { SVD_FEATURE_CONVERGENCE=16, /* convergence test selected by user */
54: SVD_FEATURE_STOPPING=32, /* stopping test */
55: SVD_FEATURE_THRESHOLD=64 /* threshold stopping test */
56: } SVDFeatureType;
58: /*
59: Defines the SVD data structure.
60: */
61: struct _p_SVD {
62: PETSCHEADER(struct _SVDOps);
63: /*------------------------- User parameters ---------------------------*/
64: Mat OP,OPb; /* problem matrices */
65: Vec omega; /* signature for hyperbolic problems */
66: PetscInt max_it; /* max iterations */
67: PetscInt nsv; /* number of requested values */
68: PetscInt ncv; /* basis size */
69: PetscInt mpd; /* maximum dimension of projected problem */
70: PetscInt nini,ninil; /* number of initial vecs (negative means not copied yet) */
71: PetscReal tol; /* tolerance */
72: PetscReal thres; /* threshold value */
73: PetscBool threlative; /* threshold is relative */
74: SVDConv conv; /* convergence test */
75: SVDStop stop; /* stopping test */
76: SVDWhich which; /* which singular values are computed */
77: SVDProblemType problem_type; /* which kind of problem to be solved */
78: PetscBool impltrans; /* implicit transpose mode */
79: PetscBool trackall; /* whether all the residuals must be computed */
81: /*-------------- User-provided functions and contexts -----------------*/
82: SVDConvergenceTestFn *converged;
83: SVDConvergenceTestFn *convergeduser;
84: PetscCtxDestroyFn *convergeddestroy;
85: SVDStoppingTestFn *stopping;
86: SVDStoppingTestFn *stoppinguser;
87: PetscCtxDestroyFn *stoppingdestroy;
88: void *convergedctx;
89: void *stoppingctx;
90: SVDMonitorFn *monitor[MAXSVDMONITORS];
91: PetscCtxDestroyFn *monitordestroy[MAXSVDMONITORS];
92: void *monitorcontext[MAXSVDMONITORS];
93: PetscInt numbermonitors;
95: /*----------------- Child objects and working data -------------------*/
96: DS ds; /* direct solver object */
97: BV U,V; /* left and right singular vectors */
98: SlepcSC sc; /* sorting criterion data */
99: Mat A,B; /* problem matrices */
100: Mat AT,BT; /* transposed matrices */
101: Vec *IS,*ISL; /* placeholder for references to user initial space */
102: PetscReal *sigma; /* singular values */
103: PetscReal *errest; /* error estimates */
104: PetscReal *sign; /* +-1 for each singular value in hyperbolic problems=U'*Omega*U */
105: PetscInt *perm; /* permutation for singular value ordering */
106: PetscInt nworkl,nworkr; /* number of work vectors */
107: Vec *workl,*workr; /* work vectors */
108: void *data; /* placeholder for solver-specific stuff */
110: /* ----------------------- Status variables -------------------------- */
111: SVDStateType state; /* initial -> setup -> solved -> vectors */
112: PetscInt nconv; /* number of converged values */
113: PetscInt its; /* iteration counter */
114: PetscBool leftbasis; /* if U is filled by the solver */
115: PetscBool swapped; /* the U and V bases have been swapped (M<N) */
116: PetscBool expltrans; /* explicit transpose created */
117: PetscReal nrma,nrmb; /* computed matrix norms */
118: PetscBool isgeneralized;
119: PetscBool ishyperbolic;
120: PetscInt setfromoptionscalled;
121: SVDConvergedReason reason;
122: };
124: /*
125: Macros to test valid SVD arguments
126: */
127: #if !PetscDefined(USE_DEBUG)
129: #define SVDCheckSolved(h,arg) do {(void)(h);} while (0)
131: #else
133: #define SVDCheckSolved(h,arg) \
134: do { \
135: PetscCheck((h)->state>=SVD_STATE_SOLVED,PetscObjectComm((PetscObject)(h)),PETSC_ERR_ARG_WRONGSTATE,"Must call SVDSolve() first: Parameter #%d",arg); \
136: } while (0)
138: #endif
140: /*
141: Macros to check settings at SVDSetUp()
142: */
144: /* SVDCheckStandard: the problem is not GSVD */
145: #define SVDCheckStandardCondition(svd,condition,msg) \
146: do { \
147: if (condition) { \
148: PetscCheck(!(svd)->isgeneralized,PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s cannot be used for generalized problems",((PetscObject)(svd))->type_name,(msg)); \
149: } \
150: } while (0)
151: #define SVDCheckStandard(svd) SVDCheckStandardCondition(svd,PETSC_TRUE,"")
153: /* SVDCheckDefinite: the problem is not hyperbolic */
154: #define SVDCheckDefiniteCondition(svd,condition,msg) \
155: do { \
156: if (condition) { \
157: PetscCheck(!(svd)->ishyperbolic,PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s cannot be used for hyperbolic problems",((PetscObject)(svd))->type_name,(msg)); \
158: } \
159: } while (0)
160: #define SVDCheckDefinite(svd) SVDCheckDefiniteCondition(svd,PETSC_TRUE,"")
162: /* Check for unsupported features */
163: #define SVDCheckUnsupportedCondition(svd,mask,condition,msg) \
164: do { \
165: if (condition) { \
166: PetscCheck(!((mask) & SVD_FEATURE_CONVERGENCE) || (svd)->converged==SVDConvergedRelative,PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s only supports the default convergence test",((PetscObject)(svd))->type_name,(msg)); \
167: PetscCheck(!((mask) & SVD_FEATURE_STOPPING) || (svd)->stopping==SVDStoppingBasic,PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s only supports the default stopping test",((PetscObject)(svd))->type_name,(msg)); \
168: PetscCheck(!((mask) & SVD_FEATURE_THRESHOLD) || (svd)->stopping!=SVDStoppingThreshold,PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s does not support the threshold stopping test",((PetscObject)(svd))->type_name,(msg)); \
169: } \
170: } while (0)
171: #define SVDCheckUnsupported(svd,mask) SVDCheckUnsupportedCondition(svd,mask,PETSC_TRUE,"")
173: /* Check for ignored features */
174: #define SVDCheckIgnoredCondition(svd,mask,condition,msg) \
175: do { \
176: if (condition) { \
177: if (((mask) & SVD_FEATURE_CONVERGENCE) && (svd)->converged!=SVDConvergedRelative) PetscCall(PetscInfo((svd),"The solver '%s'%s ignores the convergence test settings\n",((PetscObject)(svd))->type_name,(msg))); \
178: if (((mask) & SVD_FEATURE_STOPPING) && (svd)->stopping!=SVDStoppingBasic) PetscCall(PetscInfo((svd),"The solver '%s'%s ignores the stopping test settings\n",((PetscObject)(svd))->type_name,(msg))); \
179: } \
180: } while (0)
181: #define SVDCheckIgnored(svd,mask) SVDCheckIgnoredCondition(svd,mask,PETSC_TRUE,"")
183: /*
184: SVDSetCtxThreshold - Fills SVDStoppingCtx with data needed for the threshold stopping test
186: k = number of converged approximations, n = total number of available approximations
187: */
188: #define SVDSetCtxThreshold(svd,sigma,err_est,k,n) \
189: do { \
190: if ((svd)->stop==SVD_STOP_THRESHOLD && (k)) { \
191: PetscReal __krn=0.0; \
192: ((SVDStoppingCtx)(svd)->stoppingctx)->firstsv = (sigma)[0]; \
193: ((SVDStoppingCtx)(svd)->stoppingctx)->lastsv = (sigma)[(k)-1]; \
194: if (n>(k)) __krn=(sigma)[k]; \
195: ((SVDStoppingCtx)(svd)->stoppingctx)->firstnc = __krn; \
196: ((SVDStoppingCtx)(svd)->stoppingctx)->errest = (err_est)[k]; \
197: ((SVDStoppingCtx)(svd)->stoppingctx)->napprox = n; \
198: } \
199: } while (0)
201: /*
202: SVD_KSPSetOperators - Sets the KSP matrices
203: */
204: static inline PetscErrorCode SVD_KSPSetOperators(KSP ksp,Mat A,Mat B)
205: {
206: const char *prefix;
208: PetscFunctionBegin;
209: PetscCall(KSPSetOperators(ksp,A,B));
210: PetscCall(MatGetOptionsPrefix(B,&prefix));
211: if (!prefix) {
212: /* set Mat prefix to be the same as KSP to enable setting command-line options (e.g. MUMPS)
213: only applies if the Mat has no user-defined prefix */
214: PetscCall(KSPGetOptionsPrefix(ksp,&prefix));
215: PetscCall(MatSetOptionsPrefix(B,prefix));
216: }
217: PetscFunctionReturn(PETSC_SUCCESS);
218: }
220: /*
221: Create the template vector for the left basis in GSVD, as in
222: MatCreateVecsEmpty(Z,NULL,&t) for Z=[A;B] without forming Z.
223: */
224: static inline PetscErrorCode SVDCreateLeftTemplate(SVD svd,Vec *t)
225: {
226: PetscInt M,P,m,p;
227: Vec v1,v2;
228: VecType vec_type;
230: PetscFunctionBegin;
231: PetscCall(MatCreateVecsEmpty(svd->OP,NULL,&v1));
232: PetscCall(VecGetSize(v1,&M));
233: PetscCall(VecGetLocalSize(v1,&m));
234: PetscCall(VecGetType(v1,&vec_type));
235: PetscCall(MatCreateVecsEmpty(svd->OPb,NULL,&v2));
236: PetscCall(VecGetSize(v2,&P));
237: PetscCall(VecGetLocalSize(v2,&p));
238: PetscCall(VecCreate(PetscObjectComm((PetscObject)(v1)),t));
239: PetscCall(VecSetType(*t,vec_type));
240: PetscCall(VecSetSizes(*t,m+p,M+P));
241: PetscCall(VecSetUp(*t));
242: PetscCall(VecDestroy(&v1));
243: PetscCall(VecDestroy(&v2));
244: PetscFunctionReturn(PETSC_SUCCESS);
245: }
247: SLEPC_INTERN PetscErrorCode SVDKrylovConvergence(SVD,PetscBool,PetscInt,PetscInt,PetscReal,PetscInt*);
248: SLEPC_INTERN PetscErrorCode SVDTwoSideLanczos(SVD,PetscReal*,PetscReal*,BV,BV,PetscInt,PetscInt*,PetscBool*);
249: SLEPC_INTERN PetscErrorCode SVDSetDimensions_Default(SVD);
250: SLEPC_INTERN PetscErrorCode SVDComputeVectors(SVD);
251: SLEPC_INTERN PetscErrorCode SVDComputeVectors_Left(SVD);