Actual source code: davidson.c
slepc-3.11.2 2019-07-30
1: /*
2: - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
3: SLEPc - Scalable Library for Eigenvalue Problem Computations
4: Copyright (c) 2002-2019, 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: Skeleton of Davidson solver. Actual solvers are GD and JD.
12: */
14: #include "davidson.h"
16: static PetscBool cited = PETSC_FALSE;
17: static const char citation[] =
18: "@Article{slepc-davidson,\n"
19: " author = \"E. Romero and J. E. Roman\",\n"
20: " title = \"A parallel implementation of {Davidson} methods for large-scale eigenvalue problems in {SLEPc}\",\n"
21: " journal = \"{ACM} Trans. Math. Software\",\n"
22: " volume = \"40\",\n"
23: " number = \"2\",\n"
24: " pages = \"13:1--13:29\",\n"
25: " year = \"2014,\"\n"
26: " doi = \"https://doi.org/10.1145/2543696\"\n"
27: "}\n";
29: PetscErrorCode EPSSetUp_XD(EPS eps)
30: {
32: EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
33: dvdDashboard *dvd = &data->ddb;
34: dvdBlackboard b;
35: PetscInt min_size_V,bs,initv,nmat;
36: Mat A,B;
37: KSP ksp;
38: PetscBool ipB,ispositive;
39: HarmType_t harm;
40: InitType_t init;
41: PetscScalar target;
44: /* Setup EPS options and get the problem specification */
45: bs = data->blocksize;
46: if (bs <= 0) bs = 1;
47: if (eps->ncv) {
48: if (eps->ncv<eps->nev) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The value of ncv must be at least nev");
49: } else if (eps->mpd) eps->ncv = eps->mpd + eps->nev + bs;
50: else if (eps->nev<500) eps->ncv = PetscMin(eps->n-bs,PetscMax(2*eps->nev,eps->nev+15))+bs;
51: else eps->ncv = PetscMin(eps->n-bs,eps->nev+500)+bs;
52: if (!eps->mpd) eps->mpd = eps->ncv;
53: if (eps->mpd > eps->ncv) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The mpd has to be less or equal than ncv");
54: if (eps->mpd < 2) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The mpd has to be greater than 2");
55: if (!eps->max_it) eps->max_it = PetscMax(100*eps->ncv,2*eps->n);
56: if (!eps->which) eps->which = EPS_LARGEST_MAGNITUDE;
57: if (eps->ishermitian && (eps->which==EPS_LARGEST_IMAGINARY || eps->which==EPS_SMALLEST_IMAGINARY)) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"Wrong value of eps->which");
58: if (!(eps->nev + bs <= eps->ncv)) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The ncv has to be greater than nev plus blocksize");
59: if (eps->trueres) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"-eps_true_residual is temporally disable in this solver.");
61: EPSXDSetRestart_XD(eps,data->minv,data->plusk);
62: min_size_V = data->minv;
63: if (!min_size_V) min_size_V = PetscMin(PetscMax(bs,5),eps->mpd/2);
64: if (!(min_size_V+bs <= eps->mpd)) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The value of minv must be less than mpd minus blocksize");
65: initv = data->initialsize;
66: if (eps->mpd < initv) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The initv has to be less or equal than mpd");
68: /* Change the default sigma to inf if necessary */
69: if (eps->which == EPS_LARGEST_MAGNITUDE || eps->which == EPS_LARGEST_REAL || eps->which == EPS_LARGEST_IMAGINARY) {
70: STSetDefaultShift(eps->st,PETSC_MAX_REAL);
71: }
73: /* Set up preconditioner */
74: STSetUp(eps->st);
76: /* Setup problem specification in dvd */
77: STGetNumMatrices(eps->st,&nmat);
78: STGetMatrix(eps->st,0,&A);
79: if (nmat>1) { STGetMatrix(eps->st,1,&B); }
80: EPSReset_XD(eps);
81: PetscMemzero(dvd,sizeof(dvdDashboard));
82: dvd->A = A; dvd->B = eps->isgeneralized? B: NULL;
83: ispositive = eps->ispositive;
84: dvd->sA = DVD_MAT_IMPLICIT | (eps->ishermitian? DVD_MAT_HERMITIAN: 0) | ((ispositive && !eps->isgeneralized) ? DVD_MAT_POS_DEF: 0);
85: /* Asume -eps_hermitian means hermitian-definite in generalized problems */
86: if (!ispositive && !eps->isgeneralized && eps->ishermitian) ispositive = PETSC_TRUE;
87: if (!eps->isgeneralized) dvd->sB = DVD_MAT_IMPLICIT | DVD_MAT_HERMITIAN | DVD_MAT_IDENTITY | DVD_MAT_UNITARY | DVD_MAT_POS_DEF;
88: else dvd->sB = DVD_MAT_IMPLICIT | (eps->ishermitian? DVD_MAT_HERMITIAN: 0) | (ispositive? DVD_MAT_POS_DEF: 0);
89: ipB = (dvd->B && data->ipB && DVD_IS(dvd->sB,DVD_MAT_HERMITIAN))?PETSC_TRUE:PETSC_FALSE;
90: dvd->sEP = ((!eps->isgeneralized || (eps->isgeneralized && ipB))? DVD_EP_STD: 0) | (ispositive? DVD_EP_HERMITIAN: 0) | ((eps->problem_type == EPS_GHIEP && ipB) ? DVD_EP_INDEFINITE : 0);
91: if (data->ipB && !ipB) data->ipB = PETSC_FALSE;
92: dvd->correctXnorm = (dvd->B && (DVD_IS(dvd->sB,DVD_MAT_HERMITIAN)||DVD_IS(dvd->sEP,DVD_EP_INDEFINITE)))?PETSC_TRUE:PETSC_FALSE;
93: dvd->nev = eps->nev;
94: dvd->which = eps->which;
95: dvd->withTarget = PETSC_TRUE;
96: switch (eps->which) {
97: case EPS_TARGET_MAGNITUDE:
98: case EPS_TARGET_IMAGINARY:
99: dvd->target[0] = target = eps->target;
100: dvd->target[1] = 1.0;
101: break;
102: case EPS_TARGET_REAL:
103: dvd->target[0] = PetscRealPart(target = eps->target);
104: dvd->target[1] = 1.0;
105: break;
106: case EPS_LARGEST_REAL:
107: case EPS_LARGEST_MAGNITUDE:
108: case EPS_LARGEST_IMAGINARY: /* TODO: think about this case */
109: dvd->target[0] = 1.0;
110: dvd->target[1] = target = 0.0;
111: break;
112: case EPS_SMALLEST_MAGNITUDE:
113: case EPS_SMALLEST_REAL:
114: case EPS_SMALLEST_IMAGINARY: /* TODO: think about this case */
115: dvd->target[0] = target = 0.0;
116: dvd->target[1] = 1.0;
117: break;
118: case EPS_WHICH_USER:
119: STGetShift(eps->st,&target);
120: dvd->target[0] = target;
121: dvd->target[1] = 1.0;
122: break;
123: case EPS_ALL:
124: SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"Unsupported option: which == EPS_ALL");
125: break;
126: default:
127: SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"Unsupported value of option 'which'");
128: }
129: dvd->tol = (eps->tol==PETSC_DEFAULT)? SLEPC_DEFAULT_TOL: eps->tol;
130: dvd->eps = eps;
132: /* Setup the extraction technique */
133: if (!eps->extraction) {
134: if (ipB || ispositive) eps->extraction = EPS_RITZ;
135: else {
136: switch (eps->which) {
137: case EPS_TARGET_REAL:
138: case EPS_TARGET_MAGNITUDE:
139: case EPS_TARGET_IMAGINARY:
140: case EPS_SMALLEST_MAGNITUDE:
141: case EPS_SMALLEST_REAL:
142: case EPS_SMALLEST_IMAGINARY:
143: eps->extraction = EPS_HARMONIC;
144: break;
145: case EPS_LARGEST_REAL:
146: case EPS_LARGEST_MAGNITUDE:
147: case EPS_LARGEST_IMAGINARY:
148: eps->extraction = EPS_HARMONIC_LARGEST;
149: break;
150: default:
151: eps->extraction = EPS_RITZ;
152: }
153: }
154: }
155: switch (eps->extraction) {
156: case EPS_RITZ: harm = DVD_HARM_NONE; break;
157: case EPS_HARMONIC: harm = DVD_HARM_RR; break;
158: case EPS_HARMONIC_RELATIVE: harm = DVD_HARM_RRR; break;
159: case EPS_HARMONIC_RIGHT: harm = DVD_HARM_REIGS; break;
160: case EPS_HARMONIC_LARGEST: harm = DVD_HARM_LEIGS; break;
161: default: SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"Unsupported extraction type");
162: }
164: /* Setup the type of starting subspace */
165: init = data->krylovstart? DVD_INITV_KRYLOV: DVD_INITV_CLASSIC;
167: /* Preconfigure dvd */
168: STGetKSP(eps->st,&ksp);
169: dvd_schm_basic_preconf(dvd,&b,eps->mpd,min_size_V,bs,initv,PetscAbs(eps->nini),data->plusk,harm,ksp,init,eps->trackall,data->ipB,data->doubleexp);
171: /* Allocate memory */
172: EPSAllocateSolution(eps,0);
174: /* Setup orthogonalization */
175: EPS_SetInnerProduct(eps);
176: if (!(ipB && dvd->B)) {
177: BVSetMatrix(eps->V,NULL,PETSC_FALSE);
178: }
180: /* Configure dvd for a basic GD */
181: dvd_schm_basic_conf(dvd,&b,eps->mpd,min_size_V,bs,initv,PetscAbs(eps->nini),data->plusk,harm,dvd->withTarget,target,ksp,data->fix,init,eps->trackall,data->ipB,data->dynamic,data->doubleexp);
182: return(0);
183: }
185: PetscErrorCode EPSSolve_XD(EPS eps)
186: {
187: EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
188: dvdDashboard *d = &data->ddb;
189: PetscInt l,k;
193: PetscCitationsRegister(citation,&cited);
194: /* Call the starting routines */
195: EPSDavidsonFLCall(d->startList,d);
197: while (eps->reason == EPS_CONVERGED_ITERATING) {
199: /* Initialize V, if it is needed */
200: BVGetActiveColumns(d->eps->V,&l,&k);
201: if (l == k) { d->initV(d); }
203: /* Find the best approximated eigenpairs in V, X */
204: d->calcPairs(d);
206: /* Test for convergence */
207: (*eps->stopping)(eps,eps->its,eps->max_it,eps->nconv,eps->nev,&eps->reason,eps->stoppingctx);
208: if (eps->reason != EPS_CONVERGED_ITERATING) break;
210: /* Expand the subspace */
211: d->updateV(d);
213: /* Monitor progress */
214: eps->nconv = d->nconv;
215: eps->its++;
216: BVGetActiveColumns(d->eps->V,NULL,&k);
217: EPSMonitor(eps,eps->its,eps->nconv+d->npreconv,eps->eigr,eps->eigi,eps->errest,PetscMin(k,eps->nev));
218: }
220: /* Call the ending routines */
221: EPSDavidsonFLCall(d->endList,d);
222: return(0);
223: }
225: PetscErrorCode EPSReset_XD(EPS eps)
226: {
227: EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
228: dvdDashboard *dvd = &data->ddb;
232: /* Call step destructors and destroys the list */
233: EPSDavidsonFLCall(dvd->destroyList,dvd);
234: EPSDavidsonFLDestroy(&dvd->destroyList);
235: EPSDavidsonFLDestroy(&dvd->startList);
236: EPSDavidsonFLDestroy(&dvd->endList);
237: return(0);
238: }
240: PetscErrorCode EPSXDSetKrylovStart_XD(EPS eps,PetscBool krylovstart)
241: {
242: EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
245: data->krylovstart = krylovstart;
246: return(0);
247: }
249: PetscErrorCode EPSXDGetKrylovStart_XD(EPS eps,PetscBool *krylovstart)
250: {
251: EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
254: *krylovstart = data->krylovstart;
255: return(0);
256: }
258: PetscErrorCode EPSXDSetBlockSize_XD(EPS eps,PetscInt blocksize)
259: {
260: EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
263: if (blocksize == PETSC_DEFAULT || blocksize == PETSC_DECIDE) blocksize = 1;
264: if (blocksize <= 0) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_ARG_OUTOFRANGE,"Invalid blocksize value");
265: data->blocksize = blocksize;
266: return(0);
267: }
269: PetscErrorCode EPSXDGetBlockSize_XD(EPS eps,PetscInt *blocksize)
270: {
271: EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
274: *blocksize = data->blocksize;
275: return(0);
276: }
278: PetscErrorCode EPSXDSetRestart_XD(EPS eps,PetscInt minv,PetscInt plusk)
279: {
280: EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
283: if (minv == PETSC_DEFAULT || minv == PETSC_DECIDE) minv = 5;
284: if (minv <= 0) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_ARG_OUTOFRANGE,"Invalid minv value");
285: if (plusk == PETSC_DEFAULT || plusk == PETSC_DECIDE) plusk = eps->problem_type == EPS_GHIEP?0:1;
286: if (plusk < 0) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_ARG_OUTOFRANGE,"Invalid plusk value");
287: data->minv = minv;
288: data->plusk = plusk;
289: return(0);
290: }
292: PetscErrorCode EPSXDGetRestart_XD(EPS eps,PetscInt *minv,PetscInt *plusk)
293: {
294: EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
297: if (minv) *minv = data->minv;
298: if (plusk) *plusk = data->plusk;
299: return(0);
300: }
302: PetscErrorCode EPSXDGetInitialSize_XD(EPS eps,PetscInt *initialsize)
303: {
304: EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
307: *initialsize = data->initialsize;
308: return(0);
309: }
311: PetscErrorCode EPSXDSetInitialSize_XD(EPS eps,PetscInt initialsize)
312: {
313: EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
316: if (initialsize == PETSC_DEFAULT || initialsize == PETSC_DECIDE) initialsize = 5;
317: if (initialsize <= 0) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_ARG_OUTOFRANGE,"Invalid initial size value");
318: data->initialsize = initialsize;
319: return(0);
320: }
322: PetscErrorCode EPSXDSetBOrth_XD(EPS eps,PetscBool borth)
323: {
324: EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
327: data->ipB = borth;
328: return(0);
329: }
331: PetscErrorCode EPSXDGetBOrth_XD(EPS eps,PetscBool *borth)
332: {
333: EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;
336: *borth = data->ipB;
337: return(0);
338: }
340: /*
341: EPSComputeVectors_XD - Compute eigenvectors from the vectors
342: provided by the eigensolver. This version is intended for solvers
343: that provide Schur vectors from the QZ decomposition. Given the partial
344: Schur decomposition OP*V=V*T, the following steps are performed:
345: 1) compute eigenvectors of (S,T): S*Z=T*Z*D
346: 2) compute eigenvectors of OP: X=V*Z
347: */
348: PetscErrorCode EPSComputeVectors_XD(EPS eps)
349: {
351: Mat X;
352: PetscBool symm;
355: PetscObjectTypeCompare((PetscObject)eps->ds,DSHEP,&symm);
356: if (symm) return(0);
357: DSVectors(eps->ds,DS_MAT_X,NULL,NULL);
359: /* V <- V * X */
360: DSGetMat(eps->ds,DS_MAT_X,&X);
361: BVSetActiveColumns(eps->V,0,eps->nconv);
362: BVMultInPlace(eps->V,X,0,eps->nconv);
363: MatDestroy(&X);
364: return(0);
365: }