Actual source code: svdimpl.h
slepc-3.16.2 2022-02-01
1: /*
2: - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
3: SLEPc - Scalable Library for Eigenvalue Problem Computations
4: Copyright (c) 2002-2021, 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: SLEPC_EXTERN PetscBool SVDRegisterAllCalled;
18: SLEPC_EXTERN PetscBool SVDMonitorRegisterAllCalled;
19: SLEPC_EXTERN PetscErrorCode SVDRegisterAll(void);
20: SLEPC_EXTERN PetscErrorCode SVDMonitorRegisterAll(void);
21: SLEPC_EXTERN PetscLogEvent SVD_SetUp,SVD_Solve;
23: typedef struct _SVDOps *SVDOps;
25: struct _SVDOps {
26: PetscErrorCode (*solve)(SVD);
27: PetscErrorCode (*solveg)(SVD);
28: PetscErrorCode (*setup)(SVD);
29: PetscErrorCode (*setfromoptions)(PetscOptionItems*,SVD);
30: PetscErrorCode (*publishoptions)(SVD);
31: PetscErrorCode (*destroy)(SVD);
32: PetscErrorCode (*reset)(SVD);
33: PetscErrorCode (*view)(SVD,PetscViewer);
34: PetscErrorCode (*computevectors)(SVD);
35: };
37: /*
38: Maximum number of monitors you can run with a single SVD
39: */
40: #define MAXSVDMONITORS 5
42: typedef enum { SVD_STATE_INITIAL,
43: SVD_STATE_SETUP,
44: SVD_STATE_SOLVED,
45: SVD_STATE_VECTORS } SVDStateType;
47: /*
48: To check for unsupported features at SVDSetUp_XXX()
49: */
50: typedef enum { SVD_FEATURE_CONVERGENCE=16, /* convergence test selected by user */
51: SVD_FEATURE_STOPPING=32 /* stopping test */
52: } SVDFeatureType;
54: /*
55: Defines the SVD data structure.
56: */
57: struct _p_SVD {
58: PETSCHEADER(struct _SVDOps);
59: /*------------------------- User parameters ---------------------------*/
60: Mat OP,OPb; /* problem matrices */
61: PetscInt max_it; /* max iterations */
62: PetscInt nsv; /* number of requested values */
63: PetscInt ncv; /* basis size */
64: PetscInt mpd; /* maximum dimension of projected problem */
65: PetscInt nini,ninil; /* number of initial vecs (negative means not copied yet) */
66: PetscReal tol; /* tolerance */
67: SVDConv conv; /* convergence test */
68: SVDStop stop; /* stopping test */
69: SVDWhich which; /* which singular values are computed */
70: SVDProblemType problem_type; /* which kind of problem to be solved */
71: PetscBool impltrans; /* implicit transpose mode */
72: PetscBool trackall; /* whether all the residuals must be computed */
74: /*-------------- User-provided functions and contexts -----------------*/
75: PetscErrorCode (*converged)(SVD,PetscReal,PetscReal,PetscReal*,void*);
76: PetscErrorCode (*convergeduser)(SVD,PetscReal,PetscReal,PetscReal*,void*);
77: PetscErrorCode (*convergeddestroy)(void*);
78: PetscErrorCode (*stopping)(SVD,PetscInt,PetscInt,PetscInt,PetscInt,SVDConvergedReason*,void*);
79: PetscErrorCode (*stoppinguser)(SVD,PetscInt,PetscInt,PetscInt,PetscInt,SVDConvergedReason*,void*);
80: PetscErrorCode (*stoppingdestroy)(void*);
81: void *convergedctx;
82: void *stoppingctx;
83: PetscErrorCode (*monitor[MAXSVDMONITORS])(SVD,PetscInt,PetscInt,PetscReal*,PetscReal*,PetscInt,void*);
84: PetscErrorCode (*monitordestroy[MAXSVDMONITORS])(void**);
85: void *monitorcontext[MAXSVDMONITORS];
86: PetscInt numbermonitors;
88: /*----------------- Child objects and working data -------------------*/
89: DS ds; /* direct solver object */
90: BV U,V; /* left and right singular vectors */
91: SlepcSC sc; /* sorting criterion data */
92: Mat A,B; /* problem matrices */
93: Mat AT,BT; /* transposed matrices */
94: Vec *IS,*ISL; /* placeholder for references to user initial space */
95: PetscReal *sigma; /* singular values */
96: PetscReal *errest; /* error estimates */
97: PetscInt *perm; /* permutation for singular value ordering */
98: PetscInt nworkl,nworkr; /* number of work vectors */
99: Vec *workl,*workr; /* work vectors */
100: void *data; /* placeholder for solver-specific stuff */
102: /* ----------------------- Status variables -------------------------- */
103: SVDStateType state; /* initial -> setup -> solved -> vectors */
104: PetscInt nconv; /* number of converged values */
105: PetscInt its; /* iteration counter */
106: PetscBool leftbasis; /* if U is filled by the solver */
107: PetscBool swapped; /* the U and V bases have been swapped (M<N) */
108: PetscBool expltrans; /* explicit transpose created */
109: PetscReal nrma,nrmb; /* computed matrix norms */
110: PetscBool isgeneralized;
111: SVDConvergedReason reason;
112: };
114: /*
115: Macros to test valid SVD arguments
116: */
117: #if !defined(PETSC_USE_DEBUG)
119: #define SVDCheckSolved(h,arg) do {(void)(h);} while (0)
121: #else
123: #define SVDCheckSolved(h,arg) \
124: do { \
125: if ((h)->state<SVD_STATE_SOLVED) SETERRQ1(PetscObjectComm((PetscObject)(h)),PETSC_ERR_ARG_WRONGSTATE,"Must call SVDSolve() first: Parameter #%d",arg); \
126: } while (0)
128: #endif
130: /*
131: Macros to check settings at SVDSetUp()
132: */
134: /* SVDCheckStandard: the problem is not GSVD */
135: #define SVDCheckStandardCondition(svd,condition,msg) \
136: do { \
137: if (condition) { \
138: if ((svd)->isgeneralized) SETERRQ2(PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s cannot be used for generalized problems",((PetscObject)(svd))->type_name,(msg)); \
139: } \
140: } while (0)
141: #define SVDCheckStandard(svd) SVDCheckStandardCondition(svd,PETSC_TRUE,"")
143: /* Check for unsupported features */
144: #define SVDCheckUnsupportedCondition(svd,mask,condition,msg) \
145: do { \
146: if (condition) { \
147: if (((mask) & SVD_FEATURE_CONVERGENCE) && (svd)->converged!=SVDConvergedRelative) SETERRQ2(PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s only supports the default convergence test",((PetscObject)(svd))->type_name,(msg)); \
148: if (((mask) & SVD_FEATURE_STOPPING) && (svd)->stopping!=SVDStoppingBasic) SETERRQ2(PetscObjectComm((PetscObject)(svd)),PETSC_ERR_SUP,"The solver '%s'%s only supports the default stopping test",((PetscObject)(svd))->type_name,(msg)); \
149: } \
150: } while (0)
151: #define SVDCheckUnsupported(svd,mask) SVDCheckUnsupportedCondition(svd,mask,PETSC_TRUE,"")
153: /* Check for ignored features */
154: #define SVDCheckIgnoredCondition(svd,mask,condition,msg) \
155: do { \
156: PetscErrorCode __ierr; \
157: if (condition) { \
158: if (((mask) & SVD_FEATURE_CONVERGENCE) && (svd)->converged!=SVDConvergedRelative) { __PetscInfo2((svd),"The solver '%s'%s ignores the convergence test settings\n",((PetscObject)(svd))->type_name,(msg)); } \
159: if (((mask) & SVD_FEATURE_STOPPING) && (svd)->stopping!=SVDStoppingBasic) { __PetscInfo2((svd),"The solver '%s'%s ignores the stopping test settings\n",((PetscObject)(svd))->type_name,(msg)); } \
160: } \
161: } while (0)
162: #define SVDCheckIgnored(svd,mask) SVDCheckIgnoredCondition(svd,mask,PETSC_TRUE,"")
164: /*
165: Create the template vector for the left basis in GSVD, as in
166: MatCreateVecsEmpty(Z,NULL,&t) for Z=[A;B] without forming Z.
167: */
168: PETSC_STATIC_INLINE PetscErrorCode SVDCreateLeftTemplate(SVD svd,Vec *t)
169: {
171: PetscInt M,P,m,p;
172: Vec v1,v2;
173: VecType vec_type;
176: MatCreateVecsEmpty(svd->OP,NULL,&v1);
177: VecGetSize(v1,&M);
178: VecGetLocalSize(v1,&m);
179: VecGetType(v1,&vec_type);
180: MatCreateVecsEmpty(svd->OPb,NULL,&v2);
181: VecGetSize(v2,&P);
182: VecGetLocalSize(v2,&p);
183: VecCreate(PetscObjectComm((PetscObject)(v1)),t);
184: VecSetType(*t,vec_type);
185: VecSetSizes(*t,m+p,M+P);
186: VecSetUp(*t);
187: VecDestroy(&v1);
188: VecDestroy(&v2);
189: return(0);
190: }
192: SLEPC_INTERN PetscErrorCode SVDKrylovConvergence(SVD,PetscBool,PetscInt,PetscInt,PetscInt*);
193: SLEPC_INTERN PetscErrorCode SVDTwoSideLanczos(SVD,PetscReal*,PetscReal*,BV,BV,PetscInt,PetscInt*,PetscBool*);
194: SLEPC_INTERN PetscErrorCode SVDSetDimensions_Default(SVD);
195: SLEPC_INTERN PetscErrorCode SVDComputeVectors(SVD);
196: SLEPC_INTERN PetscErrorCode SVDComputeVectors_Left(SVD);
198: #endif