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:   SVDConvergedReason reason;
    121: };

    123: /*
    124:     Macros to test valid SVD arguments
    125: */
    126: #if !defined(PETSC_USE_DEBUG)

    128: #define SVDCheckSolved(h,arg) do {(void)(h);} while (0)

    130: #else

    132: #define SVDCheckSolved(h,arg) \
    133:   do { \
    134:     PetscCheck((h)->state>=SVD_STATE_SOLVED,PetscObjectComm((PetscObject)(h)),PETSC_ERR_ARG_WRONGSTATE,"Must call SVDSolve() first: Parameter #%d",arg); \
    135:   } while (0)

    137: #endif

    139: /*
    140:     Macros to check settings at SVDSetUp()
    141: */

    143: /* SVDCheckStandard: the problem is not GSVD */
    144: #define SVDCheckStandardCondition(svd,condition,msg) \
    145:   do { \
    146:     if (condition) { \
    147:       PetscCheck(!(svd)->isgeneralized,PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s cannot be used for generalized problems",((PetscObject)(svd))->type_name,(msg)); \
    148:     } \
    149:   } while (0)
    150: #define SVDCheckStandard(svd) SVDCheckStandardCondition(svd,PETSC_TRUE,"")

    152: /* SVDCheckDefinite: the problem is not hyperbolic */
    153: #define SVDCheckDefiniteCondition(svd,condition,msg) \
    154:   do { \
    155:     if (condition) { \
    156:       PetscCheck(!(svd)->ishyperbolic,PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s cannot be used for hyperbolic problems",((PetscObject)(svd))->type_name,(msg)); \
    157:     } \
    158:   } while (0)
    159: #define SVDCheckDefinite(svd) SVDCheckDefiniteCondition(svd,PETSC_TRUE,"")

    161: /* Check for unsupported features */
    162: #define SVDCheckUnsupportedCondition(svd,mask,condition,msg) \
    163:   do { \
    164:     if (condition) { \
    165:       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)); \
    166:       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)); \
    167:       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)); \
    168:     } \
    169:   } while (0)
    170: #define SVDCheckUnsupported(svd,mask) SVDCheckUnsupportedCondition(svd,mask,PETSC_TRUE,"")

    172: /* Check for ignored features */
    173: #define SVDCheckIgnoredCondition(svd,mask,condition,msg) \
    174:   do { \
    175:     if (condition) { \
    176:       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))); \
    177:       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))); \
    178:     } \
    179:   } while (0)
    180: #define SVDCheckIgnored(svd,mask) SVDCheckIgnoredCondition(svd,mask,PETSC_TRUE,"")

    182: /*
    183:     SVDSetCtxThreshold - Fills SVDStoppingCtx with data needed for the threshold stopping test
    184: */
    185: #define SVDSetCtxThreshold(svd,sigma,k) \
    186:   do { \
    187:     if (svd->stop==SVD_STOP_THRESHOLD && k) { \
    188:       ((SVDStoppingCtx)svd->stoppingctx)->firstsv = sigma[0]; \
    189:       ((SVDStoppingCtx)svd->stoppingctx)->lastsv  = sigma[k-1]; \
    190:     } \
    191:   } while (0)

    193: /*
    194:   SVD_KSPSetOperators - Sets the KSP matrices
    195: */
    196: static inline PetscErrorCode SVD_KSPSetOperators(KSP ksp,Mat A,Mat B)
    197: {
    198:   const char     *prefix;

    200:   PetscFunctionBegin;
    201:   PetscCall(KSPSetOperators(ksp,A,B));
    202:   PetscCall(MatGetOptionsPrefix(B,&prefix));
    203:   if (!prefix) {
    204:     /* set Mat prefix to be the same as KSP to enable setting command-line options (e.g. MUMPS)
    205:        only applies if the Mat has no user-defined prefix */
    206:     PetscCall(KSPGetOptionsPrefix(ksp,&prefix));
    207:     PetscCall(MatSetOptionsPrefix(B,prefix));
    208:   }
    209:   PetscFunctionReturn(PETSC_SUCCESS);
    210: }

    212: /*
    213:    Create the template vector for the left basis in GSVD, as in
    214:    MatCreateVecsEmpty(Z,NULL,&t) for Z=[A;B] without forming Z.
    215:  */
    216: static inline PetscErrorCode SVDCreateLeftTemplate(SVD svd,Vec *t)
    217: {
    218:   PetscInt       M,P,m,p;
    219:   Vec            v1,v2;
    220:   VecType        vec_type;

    222:   PetscFunctionBegin;
    223:   PetscCall(MatCreateVecsEmpty(svd->OP,NULL,&v1));
    224:   PetscCall(VecGetSize(v1,&M));
    225:   PetscCall(VecGetLocalSize(v1,&m));
    226:   PetscCall(VecGetType(v1,&vec_type));
    227:   PetscCall(MatCreateVecsEmpty(svd->OPb,NULL,&v2));
    228:   PetscCall(VecGetSize(v2,&P));
    229:   PetscCall(VecGetLocalSize(v2,&p));
    230:   PetscCall(VecCreate(PetscObjectComm((PetscObject)(v1)),t));
    231:   PetscCall(VecSetType(*t,vec_type));
    232:   PetscCall(VecSetSizes(*t,m+p,M+P));
    233:   PetscCall(VecSetUp(*t));
    234:   PetscCall(VecDestroy(&v1));
    235:   PetscCall(VecDestroy(&v2));
    236:   PetscFunctionReturn(PETSC_SUCCESS);
    237: }

    239: SLEPC_INTERN PetscErrorCode SVDKrylovConvergence(SVD,PetscBool,PetscInt,PetscInt,PetscReal,PetscInt*);
    240: SLEPC_INTERN PetscErrorCode SVDTwoSideLanczos(SVD,PetscReal*,PetscReal*,BV,BV,PetscInt,PetscInt*,PetscBool*);
    241: SLEPC_INTERN PetscErrorCode SVDSetDimensions_Default(SVD);
    242: SLEPC_INTERN PetscErrorCode SVDComputeVectors(SVD);
    243: SLEPC_INTERN PetscErrorCode SVDComputeVectors_Left(SVD);