Actual source code: chebyshev.c

      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: */
     10: /*
     11:    A polynomial filter based on a truncated Chebyshev series.
     12: */

     14: #include <slepc/private/stimpl.h>
     15: #include "filter.h"

     17: #define DAMPING_LANCZOS_POW 2

     19: /*
     20:    Gateway to Chebyshev for evaluating y=p(A)*x
     21:    (Clenshaw with a vector)
     22: */
     23: static PetscErrorCode MatMult_Chebyshev(Mat A,Vec x,Vec y)
     24: {
     25:   ST             st;
     26:   ST_FILTER      *ctx;
     27:   CHEBYSHEV_CTX  cheby;
     28:   PetscInt       degree,i,w0=0,w1=1;
     29:   PetscReal      s1,s2;

     31:   PetscFunctionBegin;
     32:   PetscCall(MatShellGetContext(A,&st));
     33:   ctx = (ST_FILTER*)st->data;
     34:   cheby = (CHEBYSHEV_CTX)ctx->data;
     35:   degree = ctx->polyDegree;
     36:   s1 = 4/(ctx->right - ctx->left);
     37:   s2 = -2*(ctx->right+ctx->left)/(ctx->right-ctx->left);

     39:   PetscCall(VecSet(st->work[w0],0.0));
     40:   PetscCall(VecCopy(x,y));
     41:   PetscCall(VecScale(y,cheby->damping_coeffs[degree]*cheby->coeffs[degree]));

     43:   for (i=0;i<degree;i++) {
     44:     /* swap work vectors, save a copy of current y */
     45:     w0 = 1-w0;
     46:     w1 = 1-w1;
     47:     PetscCall(VecCopy(y,st->work[w0]));
     48:     /* compute next y */
     49:     if (i == degree-1) {
     50:       s1 = s1/2;
     51:       s2 = s2/2;
     52:     }
     53:     PetscCall(VecAXPBYPCZ(y,cheby->damping_coeffs[degree-i-1]*cheby->coeffs[degree-i-1],-1,s2,x,st->work[w1]));
     54:     PetscCall(MatMult(ctx->T,st->work[w0],st->work[w1]));
     55:     PetscCall(VecAXPY(y,s1,st->work[w1]));
     56:   }
     57:   PetscFunctionReturn(PETSC_SUCCESS);
     58: }

     60: /*
     61:    Gateway to Chebyshev for evaluating C=p(A)*B
     62:    (Clenshaw with a matrix)
     63: */
     64: static PetscErrorCode MatMatMult_Chebyshev(Mat A,Mat B,Mat C,void *pctx)
     65: {
     66:   ST             st;
     67:   ST_FILTER      *ctx;
     68:   CHEBYSHEV_CTX  cheby;
     69:   PetscInt       degree,i,m1,m2,w0=0,w1=1;
     70:   PetscReal      s1,s2;

     72:   PetscFunctionBegin;
     73:   PetscCall(MatShellGetContext(A,&st));
     74:   ctx = (ST_FILTER*)st->data;
     75:   cheby = (CHEBYSHEV_CTX)ctx->data;
     76:   degree = ctx->polyDegree;
     77:   s1 = 4/(ctx->right - ctx->left);
     78:   s2 = -2*(ctx->right+ctx->left)/(ctx->right-ctx->left);

     80:   if (ctx->nW) {  /* check if work matrices must be resized */
     81:     PetscCall(MatGetSize(B,NULL,&m1));
     82:     PetscCall(MatGetSize(ctx->W[0],NULL,&m2));
     83:     if (m1!=m2) {
     84:       PetscCall(MatDestroyMatrices(ctx->nW,&ctx->W));
     85:       ctx->nW = 0;
     86:     }
     87:   }
     88:   if (!ctx->nW) {  /* allocate work matrices */
     89:     ctx->nW = 2;
     90:     PetscCall(PetscMalloc1(ctx->nW,&ctx->W));
     91:     for (i=0;i<ctx->nW;i++) PetscCall(MatDuplicate(B,MAT_DO_NOT_COPY_VALUES,&ctx->W[i]));
     92:   }

     94:   PetscCall(MatScale(ctx->W[w0],0));
     95:   PetscCall(MatCopy(B,C,SAME_NONZERO_PATTERN));
     96:   PetscCall(MatScale(C,cheby->damping_coeffs[degree]*cheby->coeffs[degree]));

     98:   for (i=0;i<degree;i++) {
     99:     /* swap work matrices, save a copy of current C */
    100:     w0 = 1-w0;
    101:     w1 = 1-w1;
    102:     PetscCall(MatCopy(C,ctx->W[w0],SAME_NONZERO_PATTERN));
    103:     if (i == degree-1) {
    104:       s1 = s1/2;
    105:       s2 = s2/2;
    106:     }
    107:     PetscCall(MatScale(C,s2));
    108:     PetscCall(MatAXPY(C,-1,ctx->W[w1],SAME_NONZERO_PATTERN));
    109:     PetscCall(MatAXPY(C,cheby->damping_coeffs[degree-i-1]*cheby->coeffs[degree-i-1],B,SAME_NONZERO_PATTERN));
    110:     PetscCall(MatMatMult(ctx->T,ctx->W[w0],MAT_REUSE_MATRIX,PETSC_CURRENT,&ctx->W[w1]));
    111:     PetscCall(MatAXPY(C,s1,ctx->W[w1],SAME_NONZERO_PATTERN));
    112:   }
    113:   PetscFunctionReturn(PETSC_SUCCESS);
    114: }

    116: static PetscErrorCode Chebyshev_Compute_Coefficients(ST st)
    117: {
    118:   ST_FILTER     *ctx = (ST_FILTER*)st->data;
    119:   CHEBYSHEV_CTX cheby = (CHEBYSHEV_CTX)ctx->data;
    120:   PetscInt      i,degree;
    121:   PetscReal     s_inta,s_intb,acosa,acosb,t1,t2,s;

    123:   PetscFunctionBegin;
    124:   degree = ctx->polyDegree;
    125:   PetscCall(PetscFree(cheby->coeffs));
    126:   PetscCall(PetscMalloc1(degree+1,&cheby->coeffs));
    127:   s_inta = PetscMax((2.0*ctx->inta - (ctx->right + ctx->left))/(ctx->right - ctx->left),-1.0);
    128:   s_intb = PetscMin((2.0*ctx->intb - (ctx->right + ctx->left))/(ctx->right - ctx->left),1.0);
    129:   acosa = PetscAcosReal(s_inta);
    130:   acosb = PetscAcosReal(s_intb);
    131:   t1 = (acosa - acosb)/PETSC_PI;
    132:   t2 = t1;
    133:   cheby->coeffs[0] = t1;
    134:   for (i=0;i<degree;i++) {
    135:     cheby->coeffs[i+1] = 2.0*(PetscSinReal((i+1)*acosa) - PetscSinReal((i+1)*acosb)) / ((i+1)*PETSC_PI);
    136:     t1 = t1 + cheby->coeffs[i+1]*PetscCosReal((i+1)*acosa);
    137:     t2 = t2 + cheby->coeffs[i+1]*PetscCosReal((i+1)*acosb);
    138:   }
    139:   if (s_inta == -1.0) s = 0.5/PetscAbs(t1);
    140:   else if (s_intb == 1.0) s = 0.5/PetscMin(PetscAbs(t1),PetscAbs(t2));
    141:   else s = 0.5/PetscMin(PetscAbs(t1),PetscAbs(t2));
    142:   for (i=0;i<degree+1;i++) cheby->coeffs[i] = s*cheby->coeffs[i];
    143:   PetscFunctionReturn(PETSC_SUCCESS);
    144: }

    146: static PetscErrorCode Chebyshev_Compute_Damping_Coefficients(ST st)
    147: {
    148:   ST_FILTER     *ctx = (ST_FILTER*)st->data;
    149:   CHEBYSHEV_CTX cheby = (CHEBYSHEV_CTX)ctx->data;
    150:   PetscInt      i,degree;
    151:   PetscReal     invdeg;

    153:   PetscFunctionBegin;
    154:   degree = ctx->polyDegree;
    155:   PetscCall(PetscFree(cheby->damping_coeffs));
    156:   PetscCall(PetscMalloc1(degree+1,&cheby->damping_coeffs));
    157:   cheby->damping_coeffs[0] = 1;
    158:   switch (ctx->damping) {
    159:     case ST_FILTER_DAMPING_NONE:
    160:       for (i=1;i<=degree;i++) cheby->damping_coeffs[i] = 1;
    161:       break;
    162:     case ST_FILTER_DAMPING_LANCZOS:
    163:       for (i=1;i<=degree;i++) cheby->damping_coeffs[i] = PetscPowRealInt(PetscSinReal(i*PETSC_PI/(degree+1))/(i*PETSC_PI/(degree+1)),DAMPING_LANCZOS_POW);
    164:       break;
    165:     case ST_FILTER_DAMPING_JACKSON:
    166:       invdeg = 1/((PetscReal)degree+2);
    167:       for (i=1;i<=degree;i++) cheby->damping_coeffs[i] = invdeg*((degree+2-i)*PetscCosReal(PETSC_PI*i*invdeg)+PetscSinReal(PETSC_PI*i*invdeg)/PetscTanReal(PETSC_PI*invdeg));
    168:       break;
    169:     case ST_FILTER_DAMPING_FEJER:
    170:       for (i=1;i<=degree;i++) cheby->damping_coeffs[i] = 1-i/(PetscReal)(degree+1);
    171:       break;
    172:     default:
    173:       SETERRQ(PetscObjectComm((PetscObject)st),PETSC_ERR_ARG_WRONG,"Invalid Chebyshev filter damping type");
    174:   }
    175:   PetscFunctionReturn(PETSC_SUCCESS);
    176: }

    178: /*
    179:    Computes the coefficients and damping coefficients for the Chebyshev filter

    181:    Creates the shifted (and scaled) matrix and the filter P(z).
    182:    G is a shell matrix whose MatMult() and MatMatMult() applies the filter.
    183: */
    184: static PetscErrorCode STComputeOperator_Filter_Chebyshev(ST st,Mat *G)
    185: {
    186:   ST_FILTER     *ctx = (ST_FILTER*)st->data;
    187:   PetscInt      n,m,N,M;

    189:   PetscFunctionBegin;
    190:   PetscCall(STSetWorkVecs(st,2));
    191:   PetscCall(Chebyshev_Compute_Coefficients(st));
    192:   PetscCall(Chebyshev_Compute_Damping_Coefficients(st));
    193:   /* create shell matrix*/
    194:   PetscCall(MatDestroy(&ctx->T));
    195:   PetscCall(MatDuplicate(st->A[0],MAT_COPY_VALUES,&ctx->T));
    196:   if (!*G) {
    197:     PetscCall(MatGetSize(ctx->T,&N,&M));
    198:     PetscCall(MatGetLocalSize(ctx->T,&n,&m));
    199:     PetscCall(MatCreateShell(PetscObjectComm((PetscObject)st),n,m,N,M,st,G));
    200:     PetscCall(MatShellSetOperation(*G,MATOP_MULT,(PetscErrorCodeFn*)MatMult_Chebyshev));
    201:     PetscCall(MatShellSetMatProductOperation(*G,MATPRODUCT_AB,NULL,MatMatMult_Chebyshev,NULL,MATDENSE,MATDENSE));
    202:     PetscCall(MatShellSetMatProductOperation(*G,MATPRODUCT_AB,NULL,MatMatMult_Chebyshev,NULL,MATDENSECUDA,MATDENSECUDA));
    203:     PetscCall(MatShellSetMatProductOperation(*G,MATPRODUCT_AB,NULL,MatMatMult_Chebyshev,NULL,MATDENSEHIP,MATDENSEHIP));
    204:   }
    205:   PetscFunctionReturn(PETSC_SUCCESS);
    206: }

    208: static PetscErrorCode Chebyshev_Clenshaw_Damping_Real(ST st,PetscReal x,PetscReal *px)
    209: {
    210:   ST_FILTER     *ctx = (ST_FILTER*)st->data;
    211:   CHEBYSHEV_CTX cheby = (CHEBYSHEV_CTX)ctx->data;
    212:   PetscReal     t1=0,t2=0;
    213:   PetscInt      i,degree;

    215:   PetscFunctionBegin;
    216:   degree = ctx->polyDegree;
    217:   PetscCheck(cheby->coeffs,PetscObjectComm((PetscObject)st),PETSC_ERR_ARG_NULL,"Chebyshev coefficients are not computed");
    218:   PetscCheck(cheby->damping_coeffs,PetscObjectComm((PetscObject)st),PETSC_ERR_ARG_NULL,"Chebyshev damping coefficients are not computed");
    219:   x = 2*x;
    220:   for (i=degree;i>1;i=i-2) {
    221:     t2 = cheby->damping_coeffs[i]*cheby->coeffs[i] + x*t1 - t2;
    222:     t1 = cheby->damping_coeffs[i-1]*cheby->coeffs[i-1] + x*t2 - t1;
    223:   }
    224:   if (degree % 2) {
    225:     t2 = cheby->damping_coeffs[1]*cheby->coeffs[1] + x*t1 - t2;
    226:     t1 = t2;
    227:   }
    228:   *px = cheby->damping_coeffs[0]*cheby->coeffs[0] + .5*x*t1 - t2;
    229:   PetscFunctionReturn(PETSC_SUCCESS);
    230: }

    232: /*
    233:    Computes the threshold for the Chebyshev filter

    235:    The threshold is P(scale(ctx->inta)), where ctx->inta is the lower bound of the interval.
    236:    It should be the same value if the upper bound was used instead.
    237: */
    238: static PetscErrorCode STFilterGetThreshold_Filter_Chebyshev(ST st,PetscReal *gamma)
    239: {
    240:   ST_FILTER     *ctx = (ST_FILTER*)st->data;
    241:   PetscReal     c,e;

    243:   PetscFunctionBegin;
    244:   /* scale ctx->inta */
    245:   c = (ctx->right + ctx->left) / 2.0;
    246:   e = (ctx->right - ctx->left) / 2.0;
    247:   PetscCall(Chebyshev_Clenshaw_Damping_Real(st,(ctx->inta-c)/e,gamma));
    248:   PetscFunctionReturn(PETSC_SUCCESS);
    249: }

    251: static PetscErrorCode STDestroy_Filter_Chebyshev(ST st)
    252: {
    253:   ST_FILTER     *ctx = (ST_FILTER*)st->data;
    254:   CHEBYSHEV_CTX cheby = (CHEBYSHEV_CTX)ctx->data;

    256:   PetscFunctionBegin;
    257:   PetscCall(PetscFree(cheby->coeffs));
    258:   PetscCall(PetscFree(cheby->damping_coeffs));
    259:   PetscCall(PetscFree(cheby));
    260:   PetscFunctionReturn(PETSC_SUCCESS);
    261: }

    263: PetscErrorCode STCreate_Filter_Chebyshev(ST st)
    264: {
    265:   ST_FILTER     *ctx = (ST_FILTER*)st->data;
    266:   CHEBYSHEV_CTX cheby;

    268:   PetscFunctionBegin;
    269:   PetscCall(PetscNew(&cheby));
    270:   ctx->data = (void*)cheby;

    272:   ctx->computeoperator = STComputeOperator_Filter_Chebyshev;
    273:   ctx->getthreshold    = STFilterGetThreshold_Filter_Chebyshev;
    274:   ctx->destroy         = STDestroy_Filter_Chebyshev;
    275:   PetscFunctionReturn(PETSC_SUCCESS);
    276: }