Actual source code: svdimpl.h
slepc-main 2023-10-18
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: } SVDFeatureType;
57: /*
58: Defines the SVD data structure.
59: */
60: struct _p_SVD {
61: PETSCHEADER(struct _SVDOps);
62: /*------------------------- User parameters ---------------------------*/
63: Mat OP,OPb; /* problem matrices */
64: Vec omega; /* signature for hyperbolic problems */
65: PetscInt max_it; /* max iterations */
66: PetscInt nsv; /* number of requested values */
67: PetscInt ncv; /* basis size */
68: PetscInt mpd; /* maximum dimension of projected problem */
69: PetscInt nini,ninil; /* number of initial vecs (negative means not copied yet) */
70: PetscReal tol; /* tolerance */
71: SVDConv conv; /* convergence test */
72: SVDStop stop; /* stopping test */
73: SVDWhich which; /* which singular values are computed */
74: SVDProblemType problem_type; /* which kind of problem to be solved */
75: PetscBool impltrans; /* implicit transpose mode */
76: PetscBool trackall; /* whether all the residuals must be computed */
78: /*-------------- User-provided functions and contexts -----------------*/
79: PetscErrorCode (*converged)(SVD,PetscReal,PetscReal,PetscReal*,void*);
80: PetscErrorCode (*convergeduser)(SVD,PetscReal,PetscReal,PetscReal*,void*);
81: PetscErrorCode (*convergeddestroy)(void*);
82: PetscErrorCode (*stopping)(SVD,PetscInt,PetscInt,PetscInt,PetscInt,SVDConvergedReason*,void*);
83: PetscErrorCode (*stoppinguser)(SVD,PetscInt,PetscInt,PetscInt,PetscInt,SVDConvergedReason*,void*);
84: PetscErrorCode (*stoppingdestroy)(void*);
85: void *convergedctx;
86: void *stoppingctx;
87: PetscErrorCode (*monitor[MAXSVDMONITORS])(SVD,PetscInt,PetscInt,PetscReal*,PetscReal*,PetscInt,void*);
88: PetscErrorCode (*monitordestroy[MAXSVDMONITORS])(void**);
89: void *monitorcontext[MAXSVDMONITORS];
90: PetscInt numbermonitors;
92: /*----------------- Child objects and working data -------------------*/
93: DS ds; /* direct solver object */
94: BV U,V; /* left and right singular vectors */
95: SlepcSC sc; /* sorting criterion data */
96: Mat A,B; /* problem matrices */
97: Mat AT,BT; /* transposed matrices */
98: Vec *IS,*ISL; /* placeholder for references to user initial space */
99: PetscReal *sigma; /* singular values */
100: PetscReal *errest; /* error estimates */
101: PetscReal *sign; /* +-1 for each singular value in hyperbolic problems=U'*Omega*U */
102: PetscInt *perm; /* permutation for singular value ordering */
103: PetscInt nworkl,nworkr; /* number of work vectors */
104: Vec *workl,*workr; /* work vectors */
105: void *data; /* placeholder for solver-specific stuff */
107: /* ----------------------- Status variables -------------------------- */
108: SVDStateType state; /* initial -> setup -> solved -> vectors */
109: PetscInt nconv; /* number of converged values */
110: PetscInt its; /* iteration counter */
111: PetscBool leftbasis; /* if U is filled by the solver */
112: PetscBool swapped; /* the U and V bases have been swapped (M<N) */
113: PetscBool expltrans; /* explicit transpose created */
114: PetscReal nrma,nrmb; /* computed matrix norms */
115: PetscBool isgeneralized;
116: PetscBool ishyperbolic;
117: SVDConvergedReason reason;
118: };
120: /*
121: Macros to test valid SVD arguments
122: */
123: #if !defined(PETSC_USE_DEBUG)
125: #define SVDCheckSolved(h,arg) do {(void)(h);} while (0)
127: #else
129: #define SVDCheckSolved(h,arg) \
130: do { \
131: PetscCheck((h)->state>=SVD_STATE_SOLVED,PetscObjectComm((PetscObject)(h)),PETSC_ERR_ARG_WRONGSTATE,"Must call SVDSolve() first: Parameter #%d",arg); \
132: } while (0)
134: #endif
136: /*
137: Macros to check settings at SVDSetUp()
138: */
140: /* SVDCheckStandard: the problem is not GSVD */
141: #define SVDCheckStandardCondition(svd,condition,msg) \
142: do { \
143: if (condition) { \
144: PetscCheck(!(svd)->isgeneralized,PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s cannot be used for generalized problems",((PetscObject)(svd))->type_name,(msg)); \
145: } \
146: } while (0)
147: #define SVDCheckStandard(svd) SVDCheckStandardCondition(svd,PETSC_TRUE,"")
149: /* SVDCheckDefinite: the problem is not hyperbolic */
150: #define SVDCheckDefiniteCondition(svd,condition,msg) \
151: do { \
152: if (condition) { \
153: PetscCheck(!(svd)->ishyperbolic,PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s cannot be used for hyperbolic problems",((PetscObject)(svd))->type_name,(msg)); \
154: } \
155: } while (0)
156: #define SVDCheckDefinite(svd) SVDCheckDefiniteCondition(svd,PETSC_TRUE,"")
158: /* Check for unsupported features */
159: #define SVDCheckUnsupportedCondition(svd,mask,condition,msg) \
160: do { \
161: if (condition) { \
162: 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)); \
163: 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)); \
164: } \
165: } while (0)
166: #define SVDCheckUnsupported(svd,mask) SVDCheckUnsupportedCondition(svd,mask,PETSC_TRUE,"")
168: /* Check for ignored features */
169: #define SVDCheckIgnoredCondition(svd,mask,condition,msg) \
170: do { \
171: if (condition) { \
172: 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))); \
173: 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))); \
174: } \
175: } while (0)
176: #define SVDCheckIgnored(svd,mask) SVDCheckIgnoredCondition(svd,mask,PETSC_TRUE,"")
178: /*
179: SVD_KSPSetOperators - Sets the KSP matrices
180: */
181: static inline PetscErrorCode SVD_KSPSetOperators(KSP ksp,Mat A,Mat B)
182: {
183: const char *prefix;
185: PetscFunctionBegin;
186: PetscCall(KSPSetOperators(ksp,A,B));
187: PetscCall(MatGetOptionsPrefix(B,&prefix));
188: if (!prefix) {
189: /* set Mat prefix to be the same as KSP to enable setting command-line options (e.g. MUMPS)
190: only applies if the Mat has no user-defined prefix */
191: PetscCall(KSPGetOptionsPrefix(ksp,&prefix));
192: PetscCall(MatSetOptionsPrefix(B,prefix));
193: }
194: PetscFunctionReturn(PETSC_SUCCESS);
195: }
197: /*
198: Create the template vector for the left basis in GSVD, as in
199: MatCreateVecsEmpty(Z,NULL,&t) for Z=[A;B] without forming Z.
200: */
201: static inline PetscErrorCode SVDCreateLeftTemplate(SVD svd,Vec *t)
202: {
203: PetscInt M,P,m,p;
204: Vec v1,v2;
205: VecType vec_type;
207: PetscFunctionBegin;
208: PetscCall(MatCreateVecsEmpty(svd->OP,NULL,&v1));
209: PetscCall(VecGetSize(v1,&M));
210: PetscCall(VecGetLocalSize(v1,&m));
211: PetscCall(VecGetType(v1,&vec_type));
212: PetscCall(MatCreateVecsEmpty(svd->OPb,NULL,&v2));
213: PetscCall(VecGetSize(v2,&P));
214: PetscCall(VecGetLocalSize(v2,&p));
215: PetscCall(VecCreate(PetscObjectComm((PetscObject)(v1)),t));
216: PetscCall(VecSetType(*t,vec_type));
217: PetscCall(VecSetSizes(*t,m+p,M+P));
218: PetscCall(VecSetUp(*t));
219: PetscCall(VecDestroy(&v1));
220: PetscCall(VecDestroy(&v2));
221: PetscFunctionReturn(PETSC_SUCCESS);
222: }
224: SLEPC_INTERN PetscErrorCode SVDKrylovConvergence(SVD,PetscBool,PetscInt,PetscInt,PetscReal,PetscInt*);
225: SLEPC_INTERN PetscErrorCode SVDTwoSideLanczos(SVD,PetscReal*,PetscReal*,BV,BV,PetscInt,PetscInt*,PetscBool*);
226: SLEPC_INTERN PetscErrorCode SVDSetDimensions_Default(SVD);
227: SLEPC_INTERN PetscErrorCode SVDComputeVectors(SVD);
228: SLEPC_INTERN PetscErrorCode SVDComputeVectors_Left(SVD);