Actual source code: dsrtdf.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:    BDC - Block-divide and conquer (see description in README file)
     12: */

     14: #include <slepc/private/dsimpl.h>
     15: #include <slepcblaslapack.h>

     17: PetscErrorCode BDC_dsrtdf_(PetscBLASInt *k,PetscBLASInt n,PetscBLASInt n1,
     18:         PetscReal *d,PetscReal *q,PetscBLASInt ldq,PetscBLASInt *indxq,
     19:         PetscReal *rho,PetscReal *z,PetscReal *dlamda,PetscReal *w,
     20:         PetscReal *q2,PetscBLASInt *indx,PetscBLASInt *indxc,PetscBLASInt *indxp,
     21:         PetscBLASInt *coltyp,PetscReal reltol,PetscBLASInt *dz,PetscBLASInt *de,
     22:         PetscBLASInt *info)
     23: {
     24: /*  -- Routine written in LAPACK Version 3.0 style -- */
     25: /* *************************************************** */
     26: /*     Written by */
     27: /*     Michael Moldaschl and Wilfried Gansterer */
     28: /*     University of Vienna */
     29: /*     last modification: March 16, 2014 */

     31: /*     Small adaptations of original code written by */
     32: /*     Wilfried Gansterer and Bob Ward, */
     33: /*     Department of Computer Science, University of Tennessee */
     34: /*     see https://doi.org/10.1137/S1064827501399432 */
     35: /* *************************************************** */

     37: /*  Purpose */
     38: /*  ======= */

     40: /*  DSRTDF merges the two sets of eigenvalues of a rank-one modified */
     41: /*  diagonal matrix D+ZZ^T together into a single sorted set. Then it tries */
     42: /*  to deflate the size of the problem. */
     43: /*  There are two ways in which deflation can occur:  when two or more */
     44: /*  eigenvalues of D are close together or if there is a tiny entry in the */
     45: /*  Z vector.  For each such occurrence the order of the related secular */
     46: /*  equation problem is reduced by one. */

     48: /*  Arguments */
     49: /*  ========= */

     51: /*  K      (output) INTEGER */
     52: /*         The number of non-deflated eigenvalues, and the order of the */
     53: /*         related secular equation. 0 <= K <=N. */

     55: /*  N      (input) INTEGER */
     56: /*         The dimension of the diagonal matrix.  N >= 0. */

     58: /*  N1     (input) INTEGER */
     59: /*         The location of the last eigenvalue in the leading sub-matrix. */
     60: /*         min(1,N) <= N1 <= max(1,N). */

     62: /*  D      (input/output) DOUBLE PRECISION array, dimension (N) */
     63: /*         On entry, D contains the eigenvalues of the two submatrices to */
     64: /*         be combined. */
     65: /*         On exit, D contains the trailing (N-K) updated eigenvalues */
     66: /*         (those which were deflated) sorted into increasing order. */

     68: /*  Q      (input/output) DOUBLE PRECISION array, dimension (LDQ, N) */
     69: /*         On entry, Q contains the eigenvectors of two submatrices in */
     70: /*         the two square blocks with corners at (1,1), (N1,N1) */
     71: /*         and (N1+1, N1+1), (N,N). */
     72: /*         On exit, Q contains the trailing (N-K) updated eigenvectors */
     73: /*         (those which were deflated) in its last N-K columns. */

     75: /*  LDQ    (input) INTEGER */
     76: /*         The leading dimension of the array Q.  LDQ >= max(1,N). */

     78: /*  INDXQ  (input/output) INTEGER array, dimension (N) */
     79: /*         The permutation which separately sorts the two sub-problems */
     80: /*         in D into ascending order.  Note that elements in the second */
     81: /*         half of this permutation must first have N1 added to their */
     82: /*         values. Destroyed on exit. */

     84: /*  RHO    (input/output) DOUBLE PRECISION */
     85: /*         On entry, the off-diagonal element associated with the rank-1 */
     86: /*         cut which originally split the two submatrices which are now */
     87: /*         being recombined. */
     88: /*         On exit, RHO has been modified to the value required by */
     89: /*         DLAED3M (made positive and multiplied by two, such that */
     90: /*         the modification vector has norm one). */

     92: /*  Z      (input/output) DOUBLE PRECISION array, dimension (N) */
     93: /*         On entry, Z contains the updating vector. */
     94: /*         On exit, the contents of Z has been destroyed by the updating */
     95: /*         process. */

     97: /*  DLAMDA (output) DOUBLE PRECISION array, dimension (N) */
     98: /*         A copy of the first K non-deflated eigenvalues which */
     99: /*         will be used by DLAED3M to form the secular equation. */

    101: /*  W      (output) DOUBLE PRECISION array, dimension (N) */
    102: /*         The first K values of the final deflation-altered z-vector */
    103: /*         which will be passed to DLAED3M. */

    105: /*  Q2     (output) DOUBLE PRECISION array, dimension */
    106: /*         (N*N) (if everything is deflated) or */
    107: /*         (N1*(COLTYP(1)+COLTYP(2)) + (N-N1)*(COLTYP(2)+COLTYP(3))) */
    108: /*         (if not everything is deflated) */
    109: /*         If everything is deflated, then N*N intermediate workspace */
    110: /*         is needed in Q2. */
    111: /*         If not everything is deflated, Q2 contains on exit a copy of the */
    112: /*         first K non-deflated eigenvectors which will be used by */
    113: /*         DLAED3M in a matrix multiply (DGEMM) to accumulate the new */
    114: /*         eigenvectors, followed by the N-K deflated eigenvectors. */

    116: /*  INDX   (workspace) INTEGER array, dimension (N) */
    117: /*         The permutation used to sort the contents of DLAMDA into */
    118: /*         ascending order. */

    120: /*  INDXC  (output) INTEGER array, dimension (N) */
    121: /*         The permutation used to arrange the columns of the deflated */
    122: /*         Q matrix into three groups:  columns in the first group contain */
    123: /*         non-zero elements only at and above N1 (type 1), columns in the */
    124: /*         second group are dense (type 2), and columns in the third group */
    125: /*         contain non-zero elements only below N1 (type 3). */

    127: /*  INDXP  (workspace) INTEGER array, dimension (N) */
    128: /*         The permutation used to place deflated values of D at the end */
    129: /*         of the array.  INDXP(1:K) points to the nondeflated D-values */
    130: /*         and INDXP(K+1:N) points to the deflated eigenvalues. */

    132: /*  COLTYP (workspace/output) INTEGER array, dimension (N) */
    133: /*         During execution, a label which will indicate which of the */
    134: /*         following types a column in the Q2 matrix is: */
    135: /*         1 : non-zero in the upper half only; */
    136: /*         2 : dense; */
    137: /*         3 : non-zero in the lower half only; */
    138: /*         4 : deflated. */
    139: /*         On exit, COLTYP(i) is the number of columns of type i, */
    140: /*         for i=1 to 4 only. */

    142: /*  RELTOL (input) DOUBLE PRECISION */
    143: /*         User specified deflation tolerance. If RELTOL.LT.20*EPS, then */
    144: /*         the standard value used in the original LAPACK routines is used. */

    146: /*  DZ     (output) INTEGER, DZ.GE.0 */
    147: /*         counts the deflation due to a small component in the modification */
    148: /*         vector. */

    150: /*  DE     (output) INTEGER, DE.GE.0 */
    151: /*         counts the deflation due to close eigenvalues. */

    153: /*  INFO   (output) INTEGER */
    154: /*          = 0:  successful exit. */
    155: /*          < 0:  if INFO = -i, the i-th argument had an illegal value. */

    157: /*  Further Details */
    158: /*  =============== */

    160: /*  Based on code written by */
    161: /*  Wilfried Gansterer and Bob Ward, */
    162: /*  Department of Computer Science, University of Tennessee */

    164: /*  Based on the design of the LAPACK code DLAED2 with modifications */
    165: /*  to allow a block divide and conquer scheme */

    167: /*  DLAED2 was written by Jeff Rutter, Computer Science Division, University */
    168: /*  of California at Berkeley, USA, and modified by Francoise Tisseur, */
    169: /*  University of Tennessee. */

    171: /*  ===================================================================== */

    173:   PetscReal    c, s, t, eps, tau, tol, dmax, dmone = -1.;
    174:   PetscBLASInt i, j, i1, k2, n2, ct, nj, pj=0, js, iq1, iq2;
    175:   PetscBLASInt psm[4], imax, jmax, ctot[4], factmp=1, one=1;

    177:   PetscFunctionBegin;
    178:   *info = 0;

    180:   if (n < 0) *info = -2;
    181:   else if (n1 < PetscMin(1,n) || n1 > PetscMax(1,n)) *info = -3;
    182:   else if (ldq < PetscMax(1,n)) *info = -6;
    183:   PetscCheck(!*info,PETSC_COMM_SELF,PETSC_ERR_ARG_WRONG,"Wrong argument %" PetscBLASInt_FMT " in DSRTDF",-(*info));

    185:   /* Initialize deflation counters */

    187:   *dz = 0;
    188:   *de = 0;

    190: /* **************************************************************************** */

    192:   /* Quick return if possible */

    194:   if (n == 0) PetscFunctionReturn(PETSC_SUCCESS);

    196: /* **************************************************************************** */

    198:   n2 = n - n1;

    200:   /* Modify Z so that RHO is positive. */

    202:   if (*rho < 0.) PetscCallBLAS("BLASscal",BLASscal_(&n2, &dmone, &z[n1], &one));

    204:   /* Normalize z so that norm2(z) = 1.  Since z is the concatenation of */
    205:   /* two normalized vectors, norm2(z) = sqrt(2). (NOTE that this holds also */
    206:   /* here in the approximate block-tridiagonal D&C because the two vectors are */
    207:   /* singular vectors, but it would not necessarily hold in a D&C for a */
    208:   /* general banded matrix !) */

    210:   t = 1. / PETSC_SQRT2;
    211:   PetscCallBLAS("BLASscal",BLASscal_(&n, &t, z, &one));

    213:   /* NOTE: at this point the value of RHO is modified in order to */
    214:   /*       normalize Z:    RHO = ABS( norm2(z)**2 * RHO */
    215:   /*       in our case:    norm2(z) = sqrt(2), and therefore: */

    217:   *rho = PetscAbs(*rho * 2.);

    219:   /* Sort the eigenvalues into increasing order */

    221:   for (i = n1; i < n; ++i) indxq[i] += n1;

    223:   /* re-integrate the deflated parts from the last pass */

    225:   for (i = 0; i < n; ++i) dlamda[i] = d[indxq[i]-1];
    226:   PetscCallBLAS("LAPACKlamrg",LAPACKlamrg_(&n1, &n2, dlamda, &one, &one, indxc));
    227:   for (i = 0; i < n; ++i) indx[i] = indxq[indxc[i]-1];
    228:   for (i = 0; i < n; ++i) indxq[i] = 0;

    230:   /* Calculate the allowable deflation tolerance */

    232:   /* imax = BLASamax_(&n, z, &one); */
    233:   imax = 1;
    234:   dmax = PetscAbsReal(z[0]);
    235:   for (i=1;i<n;i++) {
    236:     if (PetscAbsReal(z[i])>dmax) {
    237:       imax = i+1;
    238:       dmax = PetscAbsReal(z[i]);
    239:     }
    240:   }
    241:   /* jmax = BLASamax_(&n, d, &one); */
    242:   jmax = 1;
    243:   dmax = PetscAbsReal(d[0]);
    244:   for (i=1;i<n;i++) {
    245:     if (PetscAbsReal(d[i])>dmax) {
    246:       jmax = i+1;
    247:       dmax = PetscAbsReal(d[i]);
    248:     }
    249:   }

    251:   eps = LAPACKlamch_("Epsilon");
    252:   if (reltol < eps * 20) {
    253:     /* use the standard deflation tolerance from the original LAPACK code */
    254:     tol = eps * 8. * PetscMax(PetscAbs(d[jmax-1]),PetscAbs(z[imax-1]));
    255:   } else {
    256:     /* otherwise set TOL to the input parameter RELTOL ! */
    257:     tol = reltol * PetscMax(PetscAbs(d[jmax-1]),PetscAbs(z[imax-1]));
    258:   }

    260:   /* If the rank-1 modifier is small enough, no more needs to be done */
    261:   /* except to reorganize Q so that its columns correspond with the */
    262:   /* elements in D. */

    264:   if (*rho * PetscAbs(z[imax-1]) <= tol) {

    266:     /* complete deflation because of small rank-one modifier */
    267:     /* NOTE: in this case we need N*N space in the array Q2 ! */

    269:     *dz = n; *k = 0;
    270:     iq2 = 1;
    271:     for (j = 0; j < n; ++j) {
    272:       i = indx[j]; indxq[j] = i;
    273:       PetscCallBLAS("BLAScopy",BLAScopy_(&n, &q[(i-1)*ldq], &one, &q2[iq2-1], &one));
    274:       dlamda[j] = d[i-1];
    275:       iq2 += n;
    276:     }
    277:     for (j=0;j<n;j++) for (i=0;i<n;i++) q[i+j*ldq] = q2[i+j*n];
    278:     PetscCallBLAS("BLAScopy",BLAScopy_(&n, dlamda, &one, d, &one));
    279:     PetscFunctionReturn(PETSC_SUCCESS);
    280:   }

    282:   /* If there are multiple eigenvalues then the problem deflates.  Here */
    283:   /* the number of equal eigenvalues is found.  As each equal */
    284:   /* eigenvalue is found, an elementary reflector is computed to rotate */
    285:   /* the corresponding eigensubspace so that the corresponding */
    286:   /* components of Z are zero in this new basis. */

    288:   /* initialize the column types */

    290:   /* first N1 columns are initially (before deflation) of type 1 */
    291:   for (i = 0; i < n1; ++i) coltyp[i] = 1;
    292:   /* columns N1+1 to N are initially (before deflation) of type 3 */
    293:   for (i = n1; i < n; ++i) coltyp[i] = 3;

    295:   *k = 0;
    296:   k2 = n + 1;
    297:   for (j = 0; j < n; ++j) {
    298:     nj = indx[j]-1;
    299:     if (*rho * PetscAbs(z[nj]) <= tol) {

    301:       /* Deflate due to small z component. */
    302:       ++(*dz);
    303:       --k2;

    305:       /* deflated eigenpair, therefore column type 4 */
    306:       coltyp[nj] = 4;
    307:       indxp[k2-1] = nj+1;
    308:       indxq[k2-1] = nj+1;
    309:       if (j+1 == n) goto L100;
    310:     } else {

    312:       /* not deflated */
    313:       pj = nj;
    314:       goto L80;
    315:     }
    316:   }
    317:   factmp = 1;
    318: L80:
    319:   ++j;
    320:   nj = indx[j]-1;
    321:   if (j+1 > n) goto L100;
    322:   if (*rho * PetscAbs(z[nj]) <= tol) {

    324:     /* Deflate due to small z component. */
    325:     ++(*dz);
    326:     --k2;
    327:     coltyp[nj] = 4;
    328:     indxp[k2-1] = nj+1;
    329:     indxq[k2-1] = nj+1;
    330:   } else {

    332:     /* Check if eigenvalues are close enough to allow deflation. */
    333:     s = z[pj];
    334:     c = z[nj];

    336:     /* Find sqrt(a**2+b**2) without overflow or */
    337:     /* destructive underflow. */

    339:     tau = SlepcAbs(c, s);
    340:     t = d[nj] - d[pj];
    341:     c /= tau;
    342:     s = -s / tau;
    343:     if (PetscAbs(t * c * s) <= tol) {

    345:       /* Deflate due to close eigenvalues. */
    346:       ++(*de);
    347:       z[nj] = tau;
    348:       z[pj] = 0.;
    349:       if (coltyp[nj] != coltyp[pj]) coltyp[nj] = 2;

    351:         /* if deflation happens across the two eigenvector blocks */
    352:         /* (eigenvalues corresponding to different blocks), then */
    353:         /* on column in the eigenvector matrix fills up completely */
    354:         /* (changes from type 1 or 3 to type 2) */

    356:         /* eigenpair PJ is deflated, therefore the column type changes */
    357:         /* to 4 */

    359:         coltyp[pj] = 4;
    360:         PetscCallBLAS("BLASrot",BLASrot_(&n, &q[pj*ldq], &one, &q[nj*ldq], &one, &c, &s));
    361:         t = d[pj] * (c * c) + d[nj] * (s * s);
    362:         d[nj] = d[pj] * (s * s) + d[nj] * (c * c);
    363:         d[pj] = t;
    364:         --k2;
    365:         i = 1;
    366: L90:
    367:         if (k2 + i <= n) {
    368:           if (d[pj] < d[indxp[k2 + i-1]-1]) {
    369:             indxp[k2 + i - 2] = indxp[k2 + i - 1];
    370:             indxq[k2 + i - 2] = indxq[k2 + i - 1];
    371:             indxp[k2 + i - 1] = pj + 1;
    372:             indxq[k2 + i - 2] = pj + 1;
    373:             ++i;
    374:             goto L90;
    375:           } else {
    376:             indxp[k2 + i - 2] = pj + 1;
    377:             indxq[k2 + i - 2] = pj + 1;
    378:           }
    379:         } else {
    380:           indxp[k2 + i - 2] = pj + 1;
    381:           indxq[k2 + i - 2] = pj + 1;
    382:         }
    383:         pj = nj;
    384:         factmp = -1;
    385:       } else {

    387:       /* do not deflate */
    388:       ++(*k);
    389:       dlamda[*k-1] = d[pj];
    390:       w[*k-1] = z[pj];
    391:       indxp[*k-1] = pj + 1;
    392:       indxq[*k-1] = pj + 1;
    393:       factmp = 1;
    394:       pj = nj;
    395:     }
    396:   }
    397:   goto L80;
    398: L100:

    400:   /* Record the last eigenvalue. */
    401:   ++(*k);
    402:   dlamda[*k-1] = d[pj];
    403:   w[*k-1] = z[pj];
    404:   indxp[*k-1] = pj+1;
    405:   indxq[*k-1] = (pj+1) * factmp;

    407:   /* Count up the total number of the various types of columns, then */
    408:   /* form a permutation which positions the four column types into */
    409:   /* four uniform groups (although one or more of these groups may be */
    410:   /* empty). */

    412:   for (j = 0; j < 4; ++j) ctot[j] = 0;
    413:   for (j = 0; j < n; ++j) {
    414:     ct = coltyp[j];
    415:     ++ctot[ct-1];
    416:   }

    418:   /* PSM(*) = Position in SubMatrix (of types 1 through 4) */
    419:   psm[0] = 1;
    420:   psm[1] = ctot[0] + 1;
    421:   psm[2] = psm[1] + ctot[1];
    422:   psm[3] = psm[2] + ctot[2];
    423:   *k = n - ctot[3];

    425:   /* Fill out the INDXC array so that the permutation which it induces */
    426:   /* will place all type-1 columns first, all type-2 columns next, */
    427:   /* then all type-3's, and finally all type-4's. */

    429:   for (j = 0; j < n; ++j) {
    430:     js = indxp[j];
    431:     ct = coltyp[js-1];
    432:     indx[psm[ct - 1]-1] = js;
    433:     indxc[psm[ct - 1]-1] = j+1;
    434:     ++psm[ct - 1];
    435:   }

    437:   /* Sort the eigenvalues and corresponding eigenvectors into DLAMDA */
    438:   /* and Q2 respectively.  The eigenvalues/vectors which were not */
    439:   /* deflated go into the first K slots of DLAMDA and Q2 respectively, */
    440:   /* while those which were deflated go into the last N - K slots. */

    442:   i = 0;
    443:   iq1 = 0;
    444:   iq2 = (ctot[0] + ctot[1]) * n1;
    445:   for (j = 0; j < ctot[0]; ++j) {
    446:     js = indx[i];
    447:     PetscCallBLAS("BLAScopy",BLAScopy_(&n1, &q[(js-1)*ldq], &one, &q2[iq1], &one));
    448:     z[i] = d[js-1];
    449:     ++i;
    450:     iq1 += n1;
    451:   }

    453:   for (j = 0; j < ctot[1]; ++j) {
    454:     js = indx[i];
    455:     PetscCallBLAS("BLAScopy",BLAScopy_(&n1, &q[(js-1)*ldq], &one, &q2[iq1], &one));
    456:     PetscCallBLAS("BLAScopy",BLAScopy_(&n2, &q[n1+(js-1)*ldq], &one, &q2[iq2], &one));
    457:     z[i] = d[js-1];
    458:     ++i;
    459:     iq1 += n1;
    460:     iq2 += n2;
    461:   }

    463:   for (j = 0; j < ctot[2]; ++j) {
    464:     js = indx[i];
    465:     PetscCallBLAS("BLAScopy",BLAScopy_(&n2, &q[n1+(js-1)*ldq], &one, &q2[iq2], &one));
    466:     z[i] = d[js-1];
    467:     ++i;
    468:     iq2 += n2;
    469:   }

    471:   iq1 = iq2;
    472:   for (j = 0; j < ctot[3]; ++j) {
    473:     js = indx[i];
    474:     PetscCallBLAS("BLAScopy",BLAScopy_(&n, &q[(js-1)*ldq], &one, &q2[iq2], &one));
    475:     iq2 += n;
    476:     z[i] = d[js-1];
    477:     ++i;
    478:   }

    480:   /* The deflated eigenvalues and their corresponding vectors go back */
    481:   /* into the last N - K slots of D and Q respectively. */

    483:   for (j=0;j<ctot[3];j++) for (i=0;i<n;i++) q[i+(j+*k)*ldq] = q2[iq1+i+j*n];
    484:   i1 = n - *k;
    485:   PetscCallBLAS("BLAScopy",BLAScopy_(&i1, &z[*k], &one, &d[*k], &one));

    487:   /* Copy CTOT into COLTYP for referencing in DLAED3M. */

    489:   for (j = 0; j < 4; ++j) coltyp[j] = ctot[j];
    490:   PetscFunctionReturn(PETSC_SUCCESS);
    491: }