Actual source code: svdimpl.h
slepc-3.19.2 2023-09-05
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: #if !defined(SLEPCSVDIMPL_H)
12: #define SLEPCSVDIMPL_H
14: #include <slepcsvd.h>
15: #include <slepc/private/slepcimpl.h>
17: /* SUBMANSEC = SVD */
19: SLEPC_EXTERN PetscBool SVDRegisterAllCalled;
20: SLEPC_EXTERN PetscBool SVDMonitorRegisterAllCalled;
21: SLEPC_EXTERN PetscErrorCode SVDRegisterAll(void);
22: SLEPC_EXTERN PetscErrorCode SVDMonitorRegisterAll(void);
23: SLEPC_EXTERN PetscLogEvent SVD_SetUp,SVD_Solve;
25: typedef struct _SVDOps *SVDOps;
27: struct _SVDOps {
28: PetscErrorCode (*solve)(SVD);
29: PetscErrorCode (*solveg)(SVD);
30: PetscErrorCode (*solveh)(SVD);
31: PetscErrorCode (*setup)(SVD);
32: PetscErrorCode (*setfromoptions)(SVD,PetscOptionItems*);
33: PetscErrorCode (*publishoptions)(SVD);
34: PetscErrorCode (*destroy)(SVD);
35: PetscErrorCode (*reset)(SVD);
36: PetscErrorCode (*view)(SVD,PetscViewer);
37: PetscErrorCode (*computevectors)(SVD);
38: PetscErrorCode (*setdstype)(SVD);
39: };
41: /*
42: Maximum number of monitors you can run with a single SVD
43: */
44: #define MAXSVDMONITORS 5
46: typedef enum { SVD_STATE_INITIAL,
47: SVD_STATE_SETUP,
48: SVD_STATE_SOLVED,
49: SVD_STATE_VECTORS } SVDStateType;
51: /*
52: To check for unsupported features at SVDSetUp_XXX()
53: */
54: typedef enum { SVD_FEATURE_CONVERGENCE=16, /* convergence test selected by user */
55: SVD_FEATURE_STOPPING=32 /* 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: SVDConv conv; /* convergence test */
73: SVDStop stop; /* stopping test */
74: SVDWhich which; /* which singular values are computed */
75: SVDProblemType problem_type; /* which kind of problem to be solved */
76: PetscBool impltrans; /* implicit transpose mode */
77: PetscBool trackall; /* whether all the residuals must be computed */
79: /*-------------- User-provided functions and contexts -----------------*/
80: PetscErrorCode (*converged)(SVD,PetscReal,PetscReal,PetscReal*,void*);
81: PetscErrorCode (*convergeduser)(SVD,PetscReal,PetscReal,PetscReal*,void*);
82: PetscErrorCode (*convergeddestroy)(void*);
83: PetscErrorCode (*stopping)(SVD,PetscInt,PetscInt,PetscInt,PetscInt,SVDConvergedReason*,void*);
84: PetscErrorCode (*stoppinguser)(SVD,PetscInt,PetscInt,PetscInt,PetscInt,SVDConvergedReason*,void*);
85: PetscErrorCode (*stoppingdestroy)(void*);
86: void *convergedctx;
87: void *stoppingctx;
88: PetscErrorCode (*monitor[MAXSVDMONITORS])(SVD,PetscInt,PetscInt,PetscReal*,PetscReal*,PetscInt,void*);
89: PetscErrorCode (*monitordestroy[MAXSVDMONITORS])(void**);
90: void *monitorcontext[MAXSVDMONITORS];
91: PetscInt numbermonitors;
93: /*----------------- Child objects and working data -------------------*/
94: DS ds; /* direct solver object */
95: BV U,V; /* left and right singular vectors */
96: SlepcSC sc; /* sorting criterion data */
97: Mat A,B; /* problem matrices */
98: Mat AT,BT; /* transposed matrices */
99: Vec *IS,*ISL; /* placeholder for references to user initial space */
100: PetscReal *sigma; /* singular values */
101: PetscReal *errest; /* error estimates */
102: PetscReal *sign; /* +-1 for each singular value in hyperbolic problems=U'*Omega*U */
103: PetscInt *perm; /* permutation for singular value ordering */
104: PetscInt nworkl,nworkr; /* number of work vectors */
105: Vec *workl,*workr; /* work vectors */
106: void *data; /* placeholder for solver-specific stuff */
108: /* ----------------------- Status variables -------------------------- */
109: SVDStateType state; /* initial -> setup -> solved -> vectors */
110: PetscInt nconv; /* number of converged values */
111: PetscInt its; /* iteration counter */
112: PetscBool leftbasis; /* if U is filled by the solver */
113: PetscBool swapped; /* the U and V bases have been swapped (M<N) */
114: PetscBool expltrans; /* explicit transpose created */
115: PetscReal nrma,nrmb; /* computed matrix norms */
116: PetscBool isgeneralized;
117: PetscBool ishyperbolic;
118: SVDConvergedReason reason;
119: };
121: /*
122: Macros to test valid SVD arguments
123: */
124: #if !defined(PETSC_USE_DEBUG)
126: #define SVDCheckSolved(h,arg) do {(void)(h);} while (0)
128: #else
130: #define SVDCheckSolved(h,arg) \
131: do { \
132: PetscCheck((h)->state>=SVD_STATE_SOLVED,PetscObjectComm((PetscObject)(h)),PETSC_ERR_ARG_WRONGSTATE,"Must call SVDSolve() first: Parameter #%d",arg); \
133: } while (0)
135: #endif
137: /*
138: Macros to check settings at SVDSetUp()
139: */
141: /* SVDCheckStandard: the problem is not GSVD */
142: #define SVDCheckStandardCondition(svd,condition,msg) \
143: do { \
144: if (condition) { \
145: PetscCheck(!(svd)->isgeneralized,PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s cannot be used for generalized problems",((PetscObject)(svd))->type_name,(msg)); \
146: } \
147: } while (0)
148: #define SVDCheckStandard(svd) SVDCheckStandardCondition(svd,PETSC_TRUE,"")
150: /* SVDCheckDefinite: the problem is not hyperbolic */
151: #define SVDCheckDefiniteCondition(svd,condition,msg) \
152: do { \
153: if (condition) { \
154: PetscCheck(!(svd)->ishyperbolic,PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s cannot be used for hyperbolic problems",((PetscObject)(svd))->type_name,(msg)); \
155: } \
156: } while (0)
157: #define SVDCheckDefinite(svd) SVDCheckDefiniteCondition(svd,PETSC_TRUE,"")
159: /* Check for unsupported features */
160: #define SVDCheckUnsupportedCondition(svd,mask,condition,msg) \
161: do { \
162: if (condition) { \
163: 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)); \
164: 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)); \
165: } \
166: } while (0)
167: #define SVDCheckUnsupported(svd,mask) SVDCheckUnsupportedCondition(svd,mask,PETSC_TRUE,"")
169: /* Check for ignored features */
170: #define SVDCheckIgnoredCondition(svd,mask,condition,msg) \
171: do { \
172: if (condition) { \
173: 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))); \
174: 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))); \
175: } \
176: } while (0)
177: #define SVDCheckIgnored(svd,mask) SVDCheckIgnoredCondition(svd,mask,PETSC_TRUE,"")
179: /*
180: SVD_KSPSetOperators - Sets the KSP matrices
181: */
182: static inline PetscErrorCode SVD_KSPSetOperators(KSP ksp,Mat A,Mat B)
183: {
184: const char *prefix;
186: PetscFunctionBegin;
187: PetscCall(KSPSetOperators(ksp,A,B));
188: PetscCall(MatGetOptionsPrefix(B,&prefix));
189: if (!prefix) {
190: /* set Mat prefix to be the same as KSP to enable setting command-line options (e.g. MUMPS)
191: only applies if the Mat has no user-defined prefix */
192: PetscCall(KSPGetOptionsPrefix(ksp,&prefix));
193: PetscCall(MatSetOptionsPrefix(B,prefix));
194: }
195: PetscFunctionReturn(PETSC_SUCCESS);
196: }
198: /*
199: Create the template vector for the left basis in GSVD, as in
200: MatCreateVecsEmpty(Z,NULL,&t) for Z=[A;B] without forming Z.
201: */
202: static inline PetscErrorCode SVDCreateLeftTemplate(SVD svd,Vec *t)
203: {
204: PetscInt M,P,m,p;
205: Vec v1,v2;
206: VecType vec_type;
208: PetscFunctionBegin;
209: PetscCall(MatCreateVecsEmpty(svd->OP,NULL,&v1));
210: PetscCall(VecGetSize(v1,&M));
211: PetscCall(VecGetLocalSize(v1,&m));
212: PetscCall(VecGetType(v1,&vec_type));
213: PetscCall(MatCreateVecsEmpty(svd->OPb,NULL,&v2));
214: PetscCall(VecGetSize(v2,&P));
215: PetscCall(VecGetLocalSize(v2,&p));
216: PetscCall(VecCreate(PetscObjectComm((PetscObject)(v1)),t));
217: PetscCall(VecSetType(*t,vec_type));
218: PetscCall(VecSetSizes(*t,m+p,M+P));
219: PetscCall(VecSetUp(*t));
220: PetscCall(VecDestroy(&v1));
221: PetscCall(VecDestroy(&v2));
222: PetscFunctionReturn(PETSC_SUCCESS);
223: }
225: SLEPC_INTERN PetscErrorCode SVDKrylovConvergence(SVD,PetscBool,PetscInt,PetscInt,PetscReal,PetscInt*);
226: SLEPC_INTERN PetscErrorCode SVDTwoSideLanczos(SVD,PetscReal*,PetscReal*,BV,BV,PetscInt,PetscInt*,PetscBool*);
227: SLEPC_INTERN PetscErrorCode SVDSetDimensions_Default(SVD);
228: SLEPC_INTERN PetscErrorCode SVDComputeVectors(SVD);
229: SLEPC_INTERN PetscErrorCode SVDComputeVectors_Left(SVD);
231: #endif