Actual source code: ex53.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: */

     11: static char help[] = "Partial hyperbolic singular value decomposition (HSVD) of matrix generated by plane rotations.\n\n"
     12:   "The command line options are:\n"
     13:   "  -p <p>, number of rows in upper part of matrix A.\n"
     14:   "  -q <q>, number of rows in lower part of matrix A.\n"
     15:   "  -n <n>, number of columns of matrix A.\n"
     16:   "  -k <k>, condition number.\n"
     17:   "  -d <d>, density.\n"
     18:   "  -prog, show progress of matrix generation\n";

     20: #include <slepcsvd.h>
     21: #include <slepcblaslapack.h>

     23: /* The problem matrix is the (p+q)-by-n matrix

     25:      A =  |     Q1 * D1 * U |
     26:           | 1/2*Q2 * D2 * U |

     28:  with p>=n, where Q1 (p-by-p), Q2 (q-by-q) and U (n-by-n) are orthonormal
     29:  matrices, D1 is a diagonal p-by-n matrix with elements
     30:      D1(i,i) = sqrt(5/4)*d(i), if i<=q
     31:              = d(i),           if i>q
     32:  D2 is a diagonal q-by-n matrix with elements D2(i,i)= d(i),
     33:  and d is an n-element vector with elements distributed exponentially
     34:  from 1/k to 1.

     36:  The signature matrix is Omega = diag(I_p,-I_q)

     38:  The hyperbolic singular values of A are equal to the elements of vector d.

     40:  A is generated by random plane rotations applied to the diagonal matrices
     41:  D1 and D2

     43:  This test case is based on the paper:

     45:  [1] A. Bojanczyk, N.J. Higham, and H. Patel, "Solving the Indefinite Least
     46:      Squares Problem by Hyperbolic QR Factorization", SIAM J. Matrix Anal.
     47:      Appl. 24(4):914-931 2003
     48: */

     50: /* Timing */
     51: #ifdef TIMING
     52:   static PetscReal tt_rotr,tt_rotc,tt_assmr=0.0,tt_assmc=0.0,tt_getr=0.0,tt_getc=0.0,tt_setvalr=0.0,tt_setvalc=0.0;
     53:   #define time_now(t) t=MPI_Wtime();
     54:   #define time_diff(tacum,t0,t,t1) {t=MPI_Wtime(); tacum += t-t0; t1=t;}
     55: #else
     56:   #define time_diff(tacum,t0,t,t1)
     57:   #define time_now(t)
     58: #endif

     60: struct _p_XMat {
     61:   MPI_Comm    comm;
     62:   PetscInt    M,N;         /* global number of rows and columns */
     63:   PetscInt    Istart,Iend; /* Index of 1st row and last local rows */
     64:   PetscInt    *nzr;        /* number of non-zeros in each row */
     65:   PetscInt    **rcol;      /* row columns */
     66:   PetscInt    *ranges;     /* proc row ranges */
     67:   PetscScalar **rval;      /* row values */
     68: };

     70: typedef struct _p_XMat *XMat;

     72: /* Iterator over non-zero rows of 2 columns */
     73: struct _p_ColsNzIter {
     74:   XMat      A;
     75:   PetscInt  j1,j2;    /* Columns considered */
     76:   PetscInt  iloc;     /* current local row */
     77: };

     79: typedef struct _p_ColsNzIter *ColsNzIter;

     81: static PetscErrorCode XMatCreate(MPI_Comm comm,XMat *A,PetscInt Istart,PetscInt Iend,PetscInt M,PetscInt N)
     82: {
     83:   PetscInt    i;
     84:   PetscMPIInt np;

     86:   PetscFunctionBeginUser;
     87:   PetscCall(PetscNew(A));
     88:   (*A)->M = M;
     89:   (*A)->N = N;
     90:   (*A)->Istart = Istart;
     91:   (*A)->Iend = Iend;
     92:   (*A)->comm = comm;
     93:   PetscCallMPI(MPI_Comm_size(comm,&np));
     94:   PetscCall(PetscMalloc4(Iend-Istart,&(*A)->nzr,Iend-Istart,&(*A)->rcol,Iend-Istart,&(*A)->rval,np+1,&(*A)->ranges));
     95:   for (i=0; i<Iend-Istart; i++) {
     96:     (*A)->nzr[i] = 0;
     97:     (*A)->rcol[i] = NULL;
     98:     (*A)->rval[i] = NULL;
     99:   }
    100:   PetscCallMPI(MPI_Allgather(&Istart,1,MPIU_INT,(*A)->ranges,1,MPIU_INT,comm));
    101:   (*A)->ranges[np]=M;
    102:   PetscFunctionReturn(PETSC_SUCCESS);
    103: }

    105: static PetscErrorCode XMatDestroy(XMat *A)
    106: {
    107:   PetscInt m,i;

    109:   PetscFunctionBeginUser;
    110:   m = (*A)->Iend-(*A)->Istart;
    111:   for (i=0; i<m; i++) {
    112:     if ((*A)->nzr[i]>0) {
    113:       PetscCall(PetscFree2((*A)->rcol[i],(*A)->rval[i]));
    114:     }
    115:   }
    116:   PetscCall(PetscFree4((*A)->nzr,(*A)->rcol,(*A)->rval,(*A)->ranges));
    117:   PetscCall(PetscFree(*A));
    118:   *A = NULL;
    119:   PetscFunctionReturn(PETSC_SUCCESS);
    120: }

    122: static PetscErrorCode XMatGetSize(XMat A,PetscInt *M,PetscInt *N)
    123: {
    124:   PetscFunctionBeginUser;
    125:   *M = A->M;
    126:   *N = A->N;
    127:   PetscFunctionReturn(PETSC_SUCCESS);
    128: }

    130: static PetscErrorCode XMatGetOwnershipRange(XMat A,PetscInt *Istart,PetscInt *Iend)
    131: {
    132:   PetscFunctionBeginUser;
    133:   *Istart = A->Istart;
    134:   *Iend = A->Iend;
    135:   PetscFunctionReturn(PETSC_SUCCESS);
    136: }

    138: static PetscErrorCode XMatGetOwnershipRanges(XMat A,PetscInt **ranges)
    139: {
    140:   PetscFunctionBeginUser;
    141:   *ranges = A->ranges;
    142:   PetscFunctionReturn(PETSC_SUCCESS);
    143: }

    145: static PetscErrorCode XMatGetRow(XMat A,PetscInt i,PetscInt *nc,PetscInt **vj,PetscScalar **va)
    146: {
    147:   PetscInt iloc=i-A->Istart;

    149:   PetscFunctionBeginUser;
    150:   *nc = A->nzr[iloc];
    151:   *vj = A->rcol[iloc];
    152:   *va = A->rval[iloc];
    153:   PetscFunctionReturn(PETSC_SUCCESS);
    154: }

    156: static PetscErrorCode XMatRestoreRow(XMat A,PetscInt i,PetscInt *nc,PetscInt **vj,PetscScalar **va)
    157: {
    158:   PetscFunctionBeginUser;
    159:   *nc = 0;
    160:   *vj = NULL;
    161:   *va = NULL;
    162:   PetscFunctionReturn(PETSC_SUCCESS);
    163: }

    165: static PetscErrorCode XMatChangeRow(XMat A,PetscInt i,PetscInt nc,PetscInt vj[],PetscScalar va[])
    166: {
    167:   PetscInt iloc = i-A->Istart;

    169:   PetscFunctionBeginUser;
    170:   if (A->nzr[iloc]>0) {
    171:     PetscCall(PetscFree2(A->rcol[iloc],A->rval[iloc]));
    172:   }
    173:   A->nzr[iloc] = nc;
    174:   A->rcol[iloc] = vj;
    175:   A->rval[iloc] = va;
    176:   PetscFunctionReturn(PETSC_SUCCESS);
    177: }

    179: /* Given a row with non-zero elements in columns indicated by rcol, get the
    180:    position where the non-zero element of column j is, or where it should be inserted.
    181:    Returns true if there is a non-zero element for the column, false otherwise */
    182: static PetscBool getcolpos(const PetscInt rcol[],PetscInt nz,PetscInt j,PetscInt *k)
    183: {
    184:   PetscInt ka,kb;
    185:   if (nz==0) {
    186:     *k = 0;
    187:     return PETSC_FALSE;
    188:   }
    189:   if (j<=rcol[0]) {
    190:     *k = 0;
    191:     return (rcol[0]==j)? PETSC_TRUE: PETSC_FALSE;
    192:   }
    193:   if (rcol[nz-1]<=j) {
    194:     *k = nz-(rcol[nz-1]==j);
    195:     return (rcol[nz-1]==j)? PETSC_TRUE: PETSC_FALSE;
    196:   }
    197:   /* Bisection: rcol[ka] < j < rcol[kb] */
    198:   ka = 0; kb = nz-1;
    199:   while (ka+1<kb) {
    200:     *k = (ka+kb)/2;
    201:     if (rcol[*k]<=j) {
    202:       if (rcol[*k]==j) return PETSC_TRUE;
    203:       else ka = *k;
    204:     } else kb = *k;
    205:   }
    206:   *k = kb;
    207:   return PETSC_FALSE;
    208: }

    210: /* Only local elements can be set */
    211: static PetscErrorCode XMatSetValue(XMat A,PetscInt i,PetscInt j,PetscScalar x,InsertMode dummy)
    212: {
    213:   PetscInt    nz,iloc,k,kx,*col1,*col2;
    214:   PetscScalar *val1,*val2;

    216:   PetscFunctionBeginUser;
    217:   PetscCheck(i>=A->Istart && i<A->Iend && j>=0 && j<A->N,A->comm,PETSC_ERR_ARG_OUTOFRANGE,"Incorrect index of row/column");
    218:   iloc = i-A->Istart;
    219:   nz = A->nzr[iloc];
    220:   col1 = A->rcol[iloc];
    221:   val1 = A->rval[iloc];
    222:   if (!getcolpos(col1,nz,j,&k)) {
    223:     A->nzr[iloc]++;
    224:     /* Replace row */
    225:     PetscCall(PetscMalloc2(nz+1,&col2,nz+1,&val2));
    226:     A->rcol[iloc] = col2;
    227:     A->rval[iloc] = val2;
    228:     for (kx=0; kx<k; kx++) {
    229:       col2[kx] = col1[kx];
    230:       val2[kx] = val1[kx];
    231:     }
    232:     for (; kx<nz; kx++) {
    233:       col2[kx+1] = col1[kx];
    234:       val2[kx+1] = val1[kx];
    235:     }
    236:     if (nz>0) {
    237:       PetscCall(PetscFree2(col1,val1));
    238:     }
    239:     col1 = col2;
    240:     val1 = val2;
    241:   }
    242:   col1[k] = j;
    243:   val1[k] = x;
    244:   PetscFunctionReturn(PETSC_SUCCESS);
    245: }

    247: /* Convert to PETSc Mat */
    248: static PetscErrorCode XMatConvert(XMat XA,Mat A)
    249: {
    250:   PetscInt    i,iloc;

    252:   PetscFunctionBeginUser;
    253:   for (i=XA->Istart; i<XA->Iend; i++) {
    254:     iloc = i-XA->Istart;
    255:     PetscCall(MatSetValues(A,1,&i,XA->nzr[iloc],XA->rcol[iloc],XA->rval[iloc],INSERT_VALUES));
    256:   }
    257:   PetscCall(MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY));
    258:   PetscCall(MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY));
    259:   PetscFunctionReturn(PETSC_SUCCESS);
    260: }

    262: /* gets the number of nonzeros in the matrix on this MPI rank */
    263: static PetscErrorCode XMatGetNumberNonzeros(XMat A,PetscInt *nz)
    264: {
    265:   PetscInt i;

    267:   PetscFunctionBeginUser;
    268:   *nz = 0;
    269:   for (i=0; i<A->Iend-A->Istart; i++) *nz += A->nzr[i];
    270:   PetscFunctionReturn(PETSC_SUCCESS);
    271: }

    273: static PetscErrorCode XMatCreateColsNzIter(XMat A,PetscInt j1,PetscInt j2,ColsNzIter *iter)
    274: {
    275:   PetscFunctionBeginUser;
    276:   PetscCall(PetscNew(iter));
    277:   (*iter)->A = A;
    278:   (*iter)->j1 = j1;
    279:   (*iter)->j2 = j2;
    280:   (*iter)->iloc = 0;
    281:   PetscFunctionReturn(PETSC_SUCCESS);
    282: }

    284: static PetscErrorCode ColitDestroy(ColsNzIter *iter)
    285: {
    286:   PetscFunctionBeginUser;
    287:   PetscCall(PetscFree(*iter));
    288:   PetscFunctionReturn(PETSC_SUCCESS);
    289: }

    291: static PetscErrorCode ColitNextRow(ColsNzIter iter,PetscInt *i,PetscScalar **paij1,PetscScalar **paij2)
    292: {
    293:   PetscInt    iloc = iter->iloc,*rcol,nz,k,k1,k2,kx,jx,*rcol2;
    294:   PetscScalar *rval,*rval2;
    295:   PetscBool   found1, found2;
    296:   XMat        A=iter->A;

    298:   PetscFunctionBeginUser;
    299:   *i = -1;
    300:   *paij1 = *paij2 = NULL;
    301:   if (iloc>=0) {
    302:     rcol =  A->rcol[iloc];
    303:     nz = A->nzr[iloc];
    304:     while (PETSC_TRUE) {
    305:       found1 = getcolpos(rcol,nz,iter->j1,&k1);
    306:       found2 = getcolpos(PetscSafePointerPlusOffset(rcol,k1+found1),nz-k1-found1,iter->j2,&k2);
    307:       if (found1 || found2) break;
    308:       iloc++;
    309:       if (iloc>=A->Iend-A->Istart) {
    310:         iloc = -1;
    311:         break;
    312:       }
    313:       rcol = A->rcol[iloc];
    314:       nz = A->nzr[iloc];
    315:     }
    316:     if (iloc>=0) {
    317:       k2 += k1 + 1;
    318:       rval = A->rval[iloc];
    319:       *i = A->Istart+iloc;
    320:       if (!found1 || !found2) {
    321:         /* Copy row to a new one */
    322:         rcol2 = rcol;
    323:         rval2 = rval;
    324:         PetscCall(PetscMalloc2(nz+1,&rcol,nz+1,&rval));
    325:         if (found1) {
    326:           kx = k2;
    327:           jx = iter->j2;
    328:         } else {
    329:           kx = k1;
    330:           jx = iter->j1;
    331:         }
    332:         for (k=0; k<kx; k++) {
    333:           rcol[k] = rcol2[k];
    334:           rval[k] = rval2[k];
    335:         }
    336:         rcol[kx] = jx;
    337:         rval[kx] = 0.0;
    338:         for (k=kx+1; k<nz+1; k++) {
    339:           rcol[k] = rcol2[k-1];
    340:           rval[k] = rval2[k-1];
    341:         }
    342:         PetscCall(XMatChangeRow(A,*i,nz+1,rcol,rval));
    343:       }
    344:       *paij1 = &rval[k1];
    345:       *paij2 = &rval[k2];
    346:       iloc++;
    347:       if (iloc>=A->Iend-A->Istart) iloc = -1;
    348:     }
    349:     iter->iloc = iloc;
    350:   }
    351:   PetscFunctionReturn(PETSC_SUCCESS);
    352: }

    354: static PetscErrorCode SendrecvRow(XMat A,PetscInt nc1,const PetscInt vj1[],const PetscScalar va1[],PetscInt i2,PetscInt *nc2,PetscInt vj2[],PetscScalar va2[])
    355: {
    356:   PetscInt    *ranges,N=A->N;
    357:   PetscMPIInt rank,naux,len1,len2;
    358:   MPI_Status  st;

    360:   PetscFunctionBeginUser;
    361:   PetscCall(XMatGetOwnershipRanges(A,&ranges));
    362:   PetscAssertAbort(i2>=0 && i2<A->M,A->comm,PETSC_ERR_ARG_OUTOFRANGE,"Incorrect index of row");
    363:   /* Find owner of row i2 */
    364:   rank=0;
    365:   while (ranges[rank+1]<=i2) rank++;
    366:   /* Send row i1, receive row i2 */
    367:   PetscCall(PetscMPIIntCast(nc1,&len1));
    368:   PetscCall(PetscMPIIntCast(N,&len2));
    369:   PetscCallMPI(MPI_Sendrecv(vj1,len1,MPIU_INT,rank,0,vj2,len2,MPIU_INT,rank,0,A->comm,&st));
    370:   PetscCallMPI(MPI_Sendrecv(va1,len1,MPIU_SCALAR,rank,0,va2,len2,MPIU_SCALAR,rank,0,A->comm,MPI_STATUS_IGNORE));
    371:   PetscCallMPI(MPI_Get_count(&st,MPIU_INT,&naux));
    372:   *nc2 = (PetscInt)naux;
    373:   PetscFunctionReturn(PETSC_SUCCESS);
    374: }

    376: static PetscErrorCode PadRows(PetscInt nc1,const PetscInt vj1[],const PetscScalar va1[],PetscInt nc2,const PetscInt vj2[],const PetscScalar va2[],PetscInt *nc,PetscInt **vjj1,PetscScalar **vaa1,PetscInt **vjj2,PetscScalar **vaa2,PetscInt *iwork,PetscScalar *swork)
    377: {
    378:   PetscInt    k1,k2,k,n1=nc1+nc2,*vjjaux=iwork;
    379:   PetscScalar *vaa1aux=swork,*vaa2aux=swork+n1;

    381:   PetscFunctionBeginUser;
    382:   *nc=0;
    383:   for (k1=k2=k=0; k1<nc1 && k2<nc2; ) {
    384:     if (vj1[k1]<vj2[k2]) {
    385:       /* Take next element from first row */
    386:       vaa1aux[k] = va1[k1];
    387:       vaa2aux[k] = 0.0;
    388:       vjjaux[k++] = vj1[k1++];
    389:     } else if (vj1[k1]>vj2[k2]) {
    390:       /* Take next element from second row */
    391:       vaa1aux[k] = 0.0;
    392:       vaa2aux[k] = va2[k2];
    393:       vjjaux[k++] = vj2[k2++];
    394:     } else {
    395:       /* Take next element from both rows */
    396:       vaa1aux[k] = va1[k1];
    397:       vaa2aux[k] = va2[k2++];
    398:       vjjaux[k++] = vj1[k1++];
    399:     }
    400:   }

    402:   /* We reached the end of one of the rows. Continue with the other one */
    403:   while (k1<nc1) {
    404:       /* Take next element from first row */
    405:       vaa1aux[k] = va1[k1];
    406:       vaa2aux[k] = 0.0;
    407:       vjjaux[k++] = vj1[k1++];
    408:   }
    409:   while (k2<nc2) {
    410:       /* Take next element from second row */
    411:       vaa1aux[k] = 0.0;
    412:       vaa2aux[k] = va2[k2];
    413:       vjjaux[k++] = vj2[k2++];
    414:   }
    415:   *nc=k;

    417:   /* Copy rows (each row must be allocated separately)*/
    418:   PetscCall(PetscMalloc2(k,vjj1,k,vaa1));
    419:   PetscCall(PetscMalloc2(k,vjj2,k,vaa2));
    420:   PetscCall(PetscArraycpy(*vjj1,vjjaux,k));
    421:   PetscCall(PetscArraycpy(*vjj2,vjjaux,k));
    422:   PetscCall(PetscArraycpy(*vaa1,vaa1aux,k));
    423:   PetscCall(PetscArraycpy(*vaa2,vaa2aux,k));
    424:   PetscFunctionReturn(PETSC_SUCCESS);
    425: }

    427: static inline void MyAxpby(PetscInt n,PetscScalar a,PetscScalar x[],PetscScalar b,const PetscScalar y[])
    428: {
    429:   PetscInt i;

    431:   for (i=0; i<n; i++) x[i] = a*x[i]+b*y[i];
    432: }

    434: /* Apply plane rotation on rows i1, i2 of A */
    435: static PetscErrorCode RotateRows(XMat A,PetscInt i1,PetscInt i2,PetscReal c,PetscReal s,PetscInt *nzloc,PetscInt *iwork,PetscScalar *swork)
    436: {
    437:   PetscInt     M,N,Istart,Iend,nc,nc1,nc2,*vj1=NULL,*vj2=NULL,*vjj1=NULL,*vjj2=NULL,*iworkx=iwork;
    438:   PetscBLASInt nc_,one=1;
    439:   PetscScalar  *va1=NULL,*va2=NULL,*vaa1=NULL,*vaa2=NULL,*sworkx=swork;
    440:   PetscBool    i1mine, i2mine;
    441: #ifdef TIMING
    442:   PetscReal    t,t0;
    443: #endif

    445:   PetscFunctionBeginUser;
    446:   PetscCall(XMatGetOwnershipRange(A,&Istart,&Iend));
    447:   i1mine = (Istart<=i1 && i1<Iend)? PETSC_TRUE: PETSC_FALSE;
    448:   i2mine = (Istart<=i2 && i2<Iend)? PETSC_TRUE: PETSC_FALSE;

    450:   if (i1mine || i2mine) {
    451:     PetscCall(XMatGetSize(A,&M,&N));

    453:     /* Get local row(s) (at least 1, possibly 2) */
    454:     time_now(t0);
    455:     if (i1mine) PetscCall(XMatGetRow(A,i1,&nc1,&vj1,&va1));
    456:     if (i2mine) PetscCall(XMatGetRow(A,i2,&nc2,&vj2,&va2));
    457:     time_diff(tt_getr,t0,t,t0);
    458:     /* Get remote row (at most 1, possibly none) */
    459:     if (!i2mine) {
    460:       vj2 = iworkx;
    461:       iworkx += N;
    462:       va2 = sworkx;
    463:       sworkx += N;
    464:       PetscCall(SendrecvRow(A,nc1,vj1,va1,i2,&nc2,vj2,va2));
    465:     } else if (!i1mine) {
    466:       vj1 = iworkx;
    467:       iworkx += N;
    468:       va1 = sworkx;
    469:       sworkx += N;
    470:       PetscCall(SendrecvRow(A,nc2,vj2,va2,i1,&nc1,vj1,va1));
    471:     }

    473:     PetscCall(PadRows(nc1,vj1,va1,nc2,vj2,va2,&nc,&vjj1,&vaa1,&vjj2,&vaa2,iworkx,sworkx));
    474:     if (i1mine) {
    475:       *nzloc += nc-nc1;
    476:       PetscCall(XMatRestoreRow(A,i1,&nc1,&vj1,&va1));
    477:     }
    478:     if (i2mine) {
    479:       *nzloc += nc-nc2;
    480:       PetscCall(XMatRestoreRow(A,i2,&nc2,&vj2,&va2));
    481:     }

    483:     /* Compute rotation and update matrix */
    484:     if (nc) {
    485:       PetscCall(PetscBLASIntCast(nc,&nc_));
    486:       if (i1mine && i2mine) PetscCallBLAS("BLASrot",BLASMIXEDrot_(&nc_,vaa1,&one,vaa2,&one,&c,&s));
    487:       else if (i1mine) {
    488:         MyAxpby(nc,c,vaa1,s,vaa2);
    489:         PetscCall(PetscFree2(vjj2,vaa2));
    490:       } else {
    491:         MyAxpby(nc,c,vaa2,-s,vaa1);
    492:         PetscCall(PetscFree2(vjj1,vaa1));
    493:       }
    494:       time_now(t0);
    495:       if (i1mine) PetscCall(XMatChangeRow(A,i1,nc,vjj1,vaa1));
    496:       if (i2mine) PetscCall(XMatChangeRow(A,i2,nc,vjj2,vaa2));
    497:       time_diff(tt_setvalr,t0,t,t0);
    498:     }
    499:   }
    500:   PetscFunctionReturn(PETSC_SUCCESS);
    501: }

    503: /* Apply plane rotation on columns j1, j2 of A */
    504: static PetscErrorCode RotateCols(XMat A,PetscInt j1,PetscInt j2,PetscReal c,PetscReal s,PetscInt *nzloc)
    505: {
    506:   PetscInt    i;
    507:   PetscScalar aux1,aux2,*paij1,*paij2;
    508:   ColsNzIter  iter;

    510:   PetscFunctionBeginUser;
    511:   PetscCall(XMatCreateColsNzIter(A,j1,j2,&iter));
    512:   while (PETSC_TRUE) {
    513:     PetscCall(ColitNextRow(iter,&i,&paij1,&paij2));
    514:     if (i<0) break;
    515:     if (*paij1**paij2==0.0) (*nzloc)++;
    516:     aux1 = *paij1*c+*paij2*s;
    517:     aux2 = -*paij1*s+*paij2*c;
    518:     *paij1 = aux1;
    519:     *paij2 = aux2;
    520:   }
    521:   PetscCall(ColitDestroy(&iter));
    522:   PetscFunctionReturn(PETSC_SUCCESS);
    523: }

    525: /* Generate a pair of indices i1, i2, where 0 <= i1 < i2 < n */
    526: static PetscErrorCode GetIndexPair(PetscRandom rand,PetscInt n,PetscInt *i1,PetscInt *i2)
    527: {
    528:   PetscInt  aux;
    529:   PetscReal x;

    531:   PetscFunctionBeginUser;
    532:   PetscCall(PetscRandomGetValueReal(rand,&x));
    533:   *i1 = (PetscInt)(x*n);
    534:   PetscCall(PetscRandomGetValueReal(rand,&x));
    535:   *i2 = (PetscInt)(x*(n-1));
    536:   if (*i2>=*i1) (*i2)++;
    537:   if (*i1>*i2) {
    538:     aux = *i1;
    539:     *i1 = *i2;
    540:     *i2 = aux;
    541:   }
    542:   PetscFunctionReturn(PETSC_SUCCESS);
    543: }

    545: int main(int argc,char **argv)
    546: {
    547:   Mat         A,Omega;         /* operator matrix, signature matrix */
    548:   XMat        XA;
    549:   SVD         svd;             /* singular value problem solver context */
    550:   Vec         u,v,vomega,*U,*V;
    551:   MatType     Atype;
    552:   PetscReal   tol,lev1=0.0,lev2=0.0,k=1e3,dens=0.1,log0,loginc,sq,x,angle,c,s;
    553:   PetscScalar *swork;
    554:   PetscInt    P=110,Q=80,N=100,i,j,Istart,Iend,nconv,nsv,i1,i2,nroth,nrotv,*iwork,nnzwanted,nz,nzloc;
    555:   PetscBool   flg,flgp,flgq,flgn,terse,skiporth=PETSC_FALSE,progress=PETSC_FALSE;
    556:   PetscRandom rand;
    557:   MatInfo     Ainfo;
    558: #ifdef TIMING
    559:   PetscReal   t,t0;
    560: #endif

    562:   PetscFunctionBeginUser;
    563:   PetscCall(SlepcInitialize(&argc,&argv,NULL,help));

    565:   PetscCall(PetscOptionsGetInt(NULL,NULL,"-p",&P,&flgp));
    566:   PetscCall(PetscOptionsGetInt(NULL,NULL,"-q",&Q,&flgq));
    567:   PetscCall(PetscOptionsGetInt(NULL,NULL,"-n",&N,&flgn));
    568:   PetscCall(PetscOptionsGetReal(NULL,NULL,"-k",&k,&flg));
    569:   PetscCall(PetscOptionsGetReal(NULL,NULL,"-d",&dens,&flg));
    570:   PetscCall(PetscOptionsGetBool(NULL,NULL,"-prog",&progress,&flg));
    571:   if (!flgp && flgn) P=N;
    572:   if (!flgq && flgn) Q=N;
    573:   PetscCheck(P>=N,PETSC_COMM_WORLD,PETSC_ERR_USER_INPUT,"Parameter p must be >= n");
    574:   PetscCheck(k>=1.0,PETSC_COMM_WORLD,PETSC_ERR_USER_INPUT,"Parameter k must be >= 1.0");
    575:   PetscCheck(dens<=1.0,PETSC_COMM_WORLD,PETSC_ERR_USER_INPUT,"Parameter d must be <= 1.0");

    577:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    578:         Build matrix that defines the hyperbolic singular value problem
    579:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

    581:   PetscCall(PetscPrintf(PETSC_COMM_WORLD,"\nHyperbolic singular value problem.\n\n"));
    582:   PetscCall(PetscPrintf(PETSC_COMM_WORLD,"\n Matrix dimensions: (%" PetscInt_FMT "+%" PetscInt_FMT ")x%" PetscInt_FMT,P,Q,N));
    583:   PetscCall(PetscPrintf(PETSC_COMM_WORLD,", using signature Omega=blkdiag(I_%" PetscInt_FMT ",-I_%" PetscInt_FMT ")\n\n",P,Q));

    585:   PetscCall(MatCreate(PETSC_COMM_WORLD,&A));
    586:   PetscCall(MatSetSizes(A,PETSC_DECIDE,PETSC_DECIDE,P+Q,N));
    587:   PetscCall(MatSetFromOptions(A));
    588:   PetscCall(MatSetOption(A,MAT_IGNORE_OFF_PROC_ENTRIES,PETSC_TRUE));

    590:   /* Set diagonals */
    591:   PetscCall(MatGetOwnershipRange(A,&Istart,&Iend));

    593:   PetscCall(XMatCreate(MPI_COMM_WORLD,&XA,Istart,Iend,P+Q,N));
    594:   log0 = PetscLogReal(1/k);
    595:   loginc = -log0/(N-1);
    596:   sq = PetscSqrtReal(5.0/4.0);
    597:   for (i=Istart;i<Iend;i++) {
    598:     if (i<P && i<N) {
    599:       if (i<Q) x = sq*PetscExpReal(log0+i*loginc);
    600:       else     x = PetscExpReal(log0+i*loginc);
    601:       PetscCall(XMatSetValue(XA,i,i,x,INSERT_VALUES));
    602:     } else if (i>=P && i-P<N) {
    603:       j = i-P;
    604:       PetscCall(XMatSetValue(XA,i,j,PetscExpReal(log0+j*loginc),INSERT_VALUES));
    605:     }
    606:   }

    608:   /* Apply plane rotations */
    609:   nnzwanted = dens*(P+Q)*N;
    610:   PetscCall(XMatGetNumberNonzeros(XA,&nzloc));
    611:   PetscCallMPI(MPI_Allreduce(&nzloc,&nz,1,MPIU_INT,MPI_SUM,MPI_COMM_WORLD));
    612:   PetscCall(PetscRandomCreate(PETSC_COMM_SELF,&rand));
    613:   PetscCall(PetscRandomSetFromOptions(rand));
    614:   nroth = nrotv = 0;
    615:   PetscCall(PetscMalloc2(2*N,&iwork,3*N,&swork));
    616:   time_now(t0);
    617:   while (nz<0.95*nnzwanted) {
    618:     /* Plane rotation on 2 of the top P rows*/
    619:     PetscCall(PetscRandomGetValueReal(rand,&angle));
    620:     c=PetscCosReal(angle);
    621:     s=PetscSinReal(angle);
    622:     PetscCall(GetIndexPair(rand,P,&i1,&i2));
    623:     PetscCall(RotateRows(XA,i1,i2,c,s,&nzloc,iwork,swork));
    624:     time_diff(tt_rotr,t0,t,t0);
    625:     nroth++;
    626:     /* Plane rotation on 2 of the bottom Q rows*/
    627:     if (Q>1) {
    628:       PetscCall(PetscRandomGetValueReal(rand,&angle));
    629:       c=PetscCosReal(angle);
    630:       s=PetscSinReal(angle);
    631:       PetscCall(GetIndexPair(rand,Q,&i1,&i2));
    632:       PetscCall(RotateRows(XA,P+i1,P+i2,c,s,&nzloc,iwork,swork));
    633:       time_diff(tt_rotr,t0,t,t0);
    634:       nroth++;
    635:     }
    636:     /* Plane rotation on 2 columns */
    637:     PetscCall(PetscRandomGetValueReal(rand,&angle));
    638:     c=PetscCosReal(angle);
    639:     s=PetscSinReal(angle);
    640:     PetscCall(GetIndexPair(rand,N,&i1,&i2));
    641:     PetscCall(RotateCols(XA,i1,i2,c,s,&nzloc));
    642:     time_diff(tt_rotc,t0,t,t0);
    643:     nrotv++;
    644:     /* Update total number of non-zeros */
    645:     PetscCallMPI(MPI_Allreduce(&nzloc,&nz,1,MPIU_INT,MPI_SUM,MPI_COMM_WORLD));
    646:     if (progress) PetscCall(PetscFPrintf(MPI_COMM_WORLD,stderr,"\rProgress: %.2f%%",(double)nz/nnzwanted*100));
    647:   }
    648:   if (progress) PetscCall(PetscFPrintf(MPI_COMM_WORLD,stderr,"\r"));

    650:   PetscCall(PetscFree2(iwork,swork));
    651:   PetscCall(PetscRandomDestroy(&rand));

    653:   PetscCall(XMatConvert(XA,A));
    654:   PetscCall(XMatDestroy(&XA));
    655:   PetscCall(MatGetInfo(A,MAT_GLOBAL_SUM,&Ainfo));
    656:   PetscCall(PetscPrintf(MPI_COMM_WORLD," Matrix created. %" PetscInt_FMT " rotations applied. nnz=%.0f. Density: %.4g\n\n",nroth+nrotv,Ainfo.nz_used,(double)Ainfo.nz_used/(1.0*(P+Q)*N)));

    658: #ifdef TIMING
    659:   PetscCall(PetscPrintf(MPI_COMM_WORLD,"#T rot-rows: %6.3f  get-rows: %6.3f  setval-rows: %6.3f  assm-rows: %.3f\n",tt_rotr,tt_getr,tt_setvalr,tt_assmr));
    660:   PetscCall(PetscPrintf(MPI_COMM_WORLD,"#T rot cols: %6.3f  get-cols: %6.3f  setval-cols: %6.3f  assm-cols: %.3f\n",tt_rotc,tt_getc,tt_setvalc,tt_assmc));
    661: #endif

    663:   /* scale by 0.5 the lower Q rows of A */
    664:   PetscCall(MatCreateVecs(A,NULL,&vomega));
    665:   PetscCall(VecSet(vomega,1.0));
    666:   for (i=PetscMax(P,Istart);i<Iend;i++) {
    667:     PetscCall(VecSetValue(vomega,i,0.5,INSERT_VALUES));
    668:   }
    669:   PetscCall(VecAssemblyBegin(vomega));
    670:   PetscCall(VecAssemblyEnd(vomega));
    671:   PetscCall(MatDiagonalScale(A,vomega,NULL));

    673:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    674:                           Create the signature
    675:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

    677:   PetscCall(VecSet(vomega,1.0));
    678:   PetscCall(VecGetOwnershipRange(vomega,&Istart,&Iend));
    679:   for (i=Istart;i<Iend;i++) {
    680:     if (i>=P) PetscCall(VecSetValue(vomega,i,-1.0,INSERT_VALUES));
    681:   }
    682:   PetscCall(VecAssemblyBegin(vomega));
    683:   PetscCall(VecAssemblyEnd(vomega));

    685:   PetscCall(MatGetType(A,&Atype));
    686:   PetscCall(MatCreate(PETSC_COMM_WORLD,&Omega));
    687:   PetscCall(MatSetSizes(Omega,PETSC_DECIDE,PETSC_DECIDE,P+Q,P+Q));
    688:   PetscCall(MatSetType(Omega,Atype));
    689:   PetscCall(MatDiagonalSet(Omega,vomega,INSERT_VALUES));

    691:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    692:           Create the singular value solver and set various options
    693:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

    695:   PetscCall(SVDCreate(PETSC_COMM_WORLD,&svd));

    697:   PetscCall(SVDSetOperators(svd,A,NULL));
    698:   PetscCall(SVDSetSignature(svd,vomega));
    699:   PetscCall(SVDSetProblemType(svd,SVD_HYPERBOLIC));

    701:   PetscCall(SVDSetFromOptions(svd));

    703:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    704:                  Solve the problem, display solution
    705:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */

    707:   PetscCall(MatCreateVecs(A,&v,&u));
    708:   PetscCall(SVDSolve(svd));

    710:   /* show detailed info unless -terse option is given by user */
    711:   PetscCall(PetscOptionsHasName(NULL,NULL,"-terse",&terse));
    712:   if (terse) PetscCall(SVDErrorView(svd,SVD_ERROR_NORM,NULL));
    713:   else {
    714:     PetscCall(PetscViewerPushFormat(PETSC_VIEWER_STDOUT_WORLD,PETSC_VIEWER_ASCII_INFO_DETAIL));
    715:     PetscCall(SVDConvergedReasonView(svd,PETSC_VIEWER_STDOUT_WORLD));
    716:     PetscCall(SVDErrorView(svd,SVD_ERROR_NORM,PETSC_VIEWER_STDOUT_WORLD));
    717:     PetscCall(PetscViewerPopFormat(PETSC_VIEWER_STDOUT_WORLD));
    718:   }

    720:   /* check orthogonality */
    721:   PetscCall(PetscOptionsGetBool(NULL,NULL,"-skiporth",&skiporth,NULL));
    722:   PetscCall(SVDGetConverged(svd,&nconv));
    723:   PetscCall(SVDGetDimensions(svd,&nsv,NULL,NULL));
    724:   nconv = PetscMin(nconv,nsv);
    725:   if (nconv>0 && !skiporth) {
    726:     PetscCall(SVDGetTolerances(svd,&tol,NULL));
    727:     PetscCall(VecDuplicateVecs(u,nconv,&U));
    728:     PetscCall(VecDuplicateVecs(v,nconv,&V));
    729:     for (i=0;i<nconv;i++) PetscCall(SVDGetSingularTriplet(svd,i,NULL,U[i],V[i]));
    730:     PetscCall(VecCheckOrthonormality(U,nconv,NULL,nconv,Omega,NULL,&lev1));
    731:     PetscCall(VecCheckOrthonormality(V,nconv,NULL,nconv,NULL,NULL,&lev2));
    732:     if (lev1+lev2<20*tol) PetscCall(PetscPrintf(PETSC_COMM_WORLD,"Level of orthogonality below the tolerance\n"));
    733:     else PetscCall(PetscPrintf(PETSC_COMM_WORLD,"Level of orthogonality: %g (U) %g (V)\n",(double)lev1,(double)lev2));
    734:     PetscCall(VecDestroyVecs(nconv,&U));
    735:     PetscCall(VecDestroyVecs(nconv,&V));
    736:   }
    737:   PetscCall(VecDestroy(&u));
    738:   PetscCall(VecDestroy(&v));

    740:   /* free work space */
    741:   PetscCall(SVDDestroy(&svd));
    742:   PetscCall(MatDestroy(&Omega));
    743:   PetscCall(MatDestroy(&A));
    744:   PetscCall(VecDestroy(&vomega));
    745:   PetscCall(SlepcFinalize());
    746:   return 0;
    747: }

    749: /*TEST

    751:    testset:
    752:       args: -svd_nsv 5 -d .15 -terse
    753:       output_file: output/ex53_1.out
    754:       nsize: {{1 2}}
    755:       test:
    756:          args: -svd_type trlanczos -ds_parallel {{redundant synchronized}}
    757:          suffix: 1_trlanczos
    758:       test:
    759:          args: -svd_type cross
    760:          suffix: 1_cross
    761:       test:
    762:          args: -svd_type cyclic
    763:          requires: !single
    764:          suffix: 1_cyclic

    766: TEST*/