Actual source code: svdprimme.c
slepc-3.17.2 2022-08-09
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: This file implements a wrapper to the PRIMME SVD solver
12: */
14: #include <slepc/private/svdimpl.h>
16: #include <primme.h>
18: #if defined(PETSC_USE_COMPLEX)
19: #if defined(PETSC_USE_REAL_SINGLE)
20: #define PRIMME_DRIVER cprimme_svds
21: #else
22: #define PRIMME_DRIVER zprimme_svds
23: #endif
24: #else
25: #if defined(PETSC_USE_REAL_SINGLE)
26: #define PRIMME_DRIVER sprimme_svds
27: #else
28: #define PRIMME_DRIVER dprimme_svds
29: #endif
30: #endif
32: #if defined(PRIMME_VERSION_MAJOR) && PRIMME_VERSION_MAJOR*100+PRIMME_VERSION_MINOR >= 202
33: #define SLEPC_HAVE_PRIMME2p2
34: #endif
36: typedef struct {
37: primme_svds_params primme; /* param struct */
38: PetscInt bs; /* block size */
39: primme_svds_preset_method method; /* primme method */
40: SVD svd; /* reference to the solver */
41: Vec x,y; /* auxiliary vectors */
42: } SVD_PRIMME;
44: static void multMatvec_PRIMME(void*,PRIMME_INT*,void*,PRIMME_INT*,int*,int*,struct primme_svds_params*,int*);
46: static void par_GlobalSumReal(void *sendBuf,void *recvBuf,int *count,primme_svds_params *primme,int *ierr)
47: {
48: if (sendBuf == recvBuf) {
49: *ierr = MPI_Allreduce(MPI_IN_PLACE,recvBuf,*count,MPIU_REAL,MPIU_SUM,PetscObjectComm((PetscObject)primme->commInfo));
50: } else {
51: *ierr = MPI_Allreduce(sendBuf,recvBuf,*count,MPIU_REAL,MPIU_SUM,PetscObjectComm((PetscObject)primme->commInfo));
52: }
53: }
55: #if defined(SLEPC_HAVE_PRIMME3)
56: static void par_broadcastReal(void *buf,int *count,primme_svds_params *primme,int *ierr)
57: {
58: *ierr = MPI_Bcast(buf,*count,MPIU_REAL,0/*root*/,PetscObjectComm((PetscObject)primme->commInfo));
59: }
60: #endif
62: #if defined(SLEPC_HAVE_PRIMME2p2)
63: static void convTestFun(double *sval,void *leftsvec,void *rightsvec,double *resNorm,
64: #if defined(SLEPC_HAVE_PRIMME3)
65: int *method,
66: #endif
67: int *isconv,struct primme_svds_params *primme,int *err)
68: {
70: SVD svd = (SVD)primme->commInfo;
71: PetscReal sigma = sval?*sval:0.0;
72: PetscReal r = resNorm?*resNorm:HUGE_VAL,errest;
74: ierr = (*svd->converged)(svd,sigma,r,&errest,svd->convergedctx);
75: if (ierr) *err = 1;
76: else {
77: *isconv = (errest<=svd->tol?1:0);
78: *err = 0;
79: }
80: }
82: static void monitorFun(void *basisSvals,int *basisSize,int *basisFlags,int *iblock,int *blockSize,void *basisNorms,int *numConverged,void *lockedSvals,int *numLocked,int *lockedFlags,void *lockedNorms,int *inner_its,void *LSRes,
83: #if defined(SLEPC_HAVE_PRIMME3)
84: const char *msg,double *time,
85: #endif
86: primme_event *event,int *stage,struct primme_svds_params *primme,int *err)
87: {
89: PetscErrorCode ierr = 0;
90: SVD svd = (SVD)primme->commInfo;
91: PetscInt i,k,nerrest;
93: *err = 1;
94: switch (*event) {
95: case primme_event_outer_iteration:
96: /* Update SVD */
97: svd->its = primme->stats.numOuterIterations;
98: if (numConverged) svd->nconv = *numConverged;
99: k = 0;
100: if (lockedSvals && numLocked) for (i=0; i<*numLocked && k<svd->ncv; i++) svd->sigma[k++] = ((PetscReal*)lockedSvals)[i];
101: nerrest = k;
102: if (iblock && blockSize) {
103: for (i=0; i<*blockSize && k+iblock[i]<svd->ncv; i++) svd->errest[k+iblock[i]] = ((PetscReal*)basisNorms)[i];
104: nerrest = k+(*blockSize>0?1+iblock[*blockSize-1]:0);
105: }
106: if (basisSvals && basisSize) for (i=0; i<*basisSize && k<svd->ncv; i++) svd->sigma[k++] = ((PetscReal*)basisSvals)[i];
107: /* Show progress */
108: ierr = SVDMonitor(svd,svd->its,numConverged?*numConverged:0,svd->sigma,svd->errest,nerrest);
109: break;
110: #if defined(SLEPC_HAVE_PRIMME3)
111: case primme_event_message:
112: /* Print PRIMME information messages */
113: ierr = PetscInfo(svd,"%s\n",msg);
114: break;
115: #endif
116: default:
117: break;
118: }
119: *err = (ierr!=0)? 1: 0;
120: }
121: #endif /* SLEPC_HAVE_PRIMME2p2 */
123: static void multMatvec_PRIMME(void *xa,PRIMME_INT *ldx,void *ya,PRIMME_INT *ldy,int *blockSize,int *transpose,struct primme_svds_params *primme,int *ierr)
124: {
125: PetscInt i;
126: SVD_PRIMME *ops = (SVD_PRIMME*)primme->matrix;
127: Vec x = ops->x,y = ops->y;
128: SVD svd = ops->svd;
130: for (i=0;i<*blockSize;i++) {
131: if (*transpose) {
132: PetscObjectComm((PetscObject)svd),VecPlaceArray(y,(PetscScalar*)xa+(*ldx)*i);
133: PetscObjectComm((PetscObject)svd),VecPlaceArray(x,(PetscScalar*)ya+(*ldy)*i);
134: PetscObjectComm((PetscObject)svd),MatMult(svd->AT,y,x);
135: } else {
136: PetscObjectComm((PetscObject)svd),VecPlaceArray(x,(PetscScalar*)xa+(*ldx)*i);
137: PetscObjectComm((PetscObject)svd),VecPlaceArray(y,(PetscScalar*)ya+(*ldy)*i);
138: PetscObjectComm((PetscObject)svd),MatMult(svd->A,x,y);
139: }
140: PetscObjectComm((PetscObject)svd),VecResetArray(x);
141: PetscObjectComm((PetscObject)svd),VecResetArray(y);
142: }
143: return;
144: }
146: PetscErrorCode SVDSetUp_PRIMME(SVD svd)
147: {
148: PetscMPIInt numProcs,procID;
149: PetscInt n,m,nloc,mloc;
150: SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;
151: primme_svds_params *primme = &ops->primme;
153: SVDCheckStandard(svd);
154: MPI_Comm_size(PetscObjectComm((PetscObject)svd),&numProcs);
155: MPI_Comm_rank(PetscObjectComm((PetscObject)svd),&procID);
157: /* Check some constraints and set some default values */
158: MatGetSize(svd->A,&m,&n);
159: MatGetLocalSize(svd->A,&mloc,&nloc);
160: SVDSetDimensions_Default(svd);
161: if (svd->max_it==PETSC_DEFAULT) svd->max_it = PETSC_MAX_INT;
162: svd->leftbasis = PETSC_TRUE;
163: SVDCheckUnsupported(svd,SVD_FEATURE_STOPPING);
164: #if !defined(SLEPC_HAVE_PRIMME2p2)
165: if (svd->converged != SVDConvergedAbsolute) PetscInfo(svd,"Warning: using absolute convergence test\n");
166: #endif
168: /* Transfer SLEPc options to PRIMME options */
169: primme_svds_free(primme);
170: primme_svds_initialize(primme);
171: primme->m = m;
172: primme->n = n;
173: primme->mLocal = mloc;
174: primme->nLocal = nloc;
175: primme->numSvals = svd->nsv;
176: primme->matrix = ops;
177: primme->commInfo = svd;
178: primme->maxMatvecs = svd->max_it;
179: #if !defined(SLEPC_HAVE_PRIMME2p2)
180: primme->eps = SlepcDefaultTol(svd->tol);
181: #endif
182: primme->numProcs = numProcs;
183: primme->procID = procID;
184: primme->printLevel = 1;
185: primme->matrixMatvec = multMatvec_PRIMME;
186: primme->globalSumReal = par_GlobalSumReal;
187: #if defined(SLEPC_HAVE_PRIMME3)
188: primme->broadcastReal = par_broadcastReal;
189: #endif
190: #if defined(SLEPC_HAVE_PRIMME2p2)
191: primme->convTestFun = convTestFun;
192: primme->monitorFun = monitorFun;
193: #endif
194: if (ops->bs > 0) primme->maxBlockSize = ops->bs;
196: switch (svd->which) {
197: case SVD_LARGEST:
198: primme->target = primme_svds_largest;
199: break;
200: case SVD_SMALLEST:
201: primme->target = primme_svds_smallest;
202: break;
203: }
205: /* If user sets mpd or ncv, maxBasisSize is modified */
206: if (svd->mpd!=PETSC_DEFAULT) {
207: primme->maxBasisSize = svd->mpd;
208: if (svd->ncv!=PETSC_DEFAULT) PetscInfo(svd,"Warning: 'ncv' is ignored by PRIMME\n");
209: } else if (svd->ncv!=PETSC_DEFAULT) primme->maxBasisSize = svd->ncv;
213: svd->mpd = primme->maxBasisSize;
214: svd->ncv = (primme->locking?svd->nsv:0)+primme->maxBasisSize;
215: ops->bs = primme->maxBlockSize;
217: /* Set workspace */
218: SVDAllocateSolution(svd,0);
220: /* Prepare auxiliary vectors */
221: if (!ops->x) {
222: MatCreateVecsEmpty(svd->A,&ops->x,&ops->y);
223: PetscLogObjectParent((PetscObject)svd,(PetscObject)ops->x);
224: PetscLogObjectParent((PetscObject)svd,(PetscObject)ops->y);
225: }
226: PetscFunctionReturn(0);
227: }
229: PetscErrorCode SVDSolve_PRIMME(SVD svd)
230: {
231: SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;
232: PetscScalar *svecs, *a;
233: PetscInt i,ierrprimme;
234: PetscReal *svals,*rnorms;
236: /* Reset some parameters left from previous runs */
237: ops->primme.aNorm = 0.0;
238: ops->primme.initSize = svd->nini;
239: ops->primme.iseed[0] = -1;
240: ops->primme.iseed[1] = -1;
241: ops->primme.iseed[2] = -1;
242: ops->primme.iseed[3] = -1;
244: /* Allocating left and right singular vectors contiguously */
245: PetscCalloc1(ops->primme.numSvals*(ops->primme.mLocal+ops->primme.nLocal),&svecs);
246: PetscLogObjectMemory((PetscObject)svd,sizeof(PetscReal)*ops->primme.numSvals*(ops->primme.mLocal+ops->primme.nLocal));
248: /* Call PRIMME solver */
249: PetscMalloc2(svd->ncv,&svals,svd->ncv,&rnorms);
250: ierrprimme = PRIMME_DRIVER(svals,svecs,rnorms,&ops->primme);
251: for (i=0;i<svd->ncv;i++) svd->sigma[i] = svals[i];
252: for (i=0;i<svd->ncv;i++) svd->errest[i] = rnorms[i];
253: PetscFree2(svals,rnorms);
255: /* Copy left and right singular vectors into svd */
256: BVGetArray(svd->U,&a);
257: PetscArraycpy(a,svecs,ops->primme.mLocal*ops->primme.initSize);
258: BVRestoreArray(svd->U,&a);
260: BVGetArray(svd->V,&a);
261: PetscArraycpy(a,svecs+ops->primme.mLocal*ops->primme.initSize,ops->primme.nLocal*ops->primme.initSize);
262: BVRestoreArray(svd->V,&a);
264: PetscFree(svecs);
266: svd->nconv = ops->primme.initSize >= 0 ? ops->primme.initSize : 0;
267: svd->reason = svd->nconv >= svd->nsv ? SVD_CONVERGED_TOL: SVD_DIVERGED_ITS;
268: svd->its = ops->primme.stats.numOuterIterations;
270: /* Process PRIMME error code */
271: if (ierrprimme != 0) {
272: switch (ierrprimme%100) {
273: case -1:
274: SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_LIB,"PRIMME library failed with error code=%" PetscInt_FMT ": unexpected error",ierrprimme);
275: case -2:
276: SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_LIB,"PRIMME library failed with error code=%" PetscInt_FMT ": allocation error",ierrprimme);
277: case -3: /* stop due to maximum number of iterations or matvecs */
278: break;
279: default:
282: }
283: }
284: PetscFunctionReturn(0);
285: }
287: PetscErrorCode SVDReset_PRIMME(SVD svd)
288: {
289: SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;
291: primme_svds_free(&ops->primme);
292: VecDestroy(&ops->x);
293: VecDestroy(&ops->y);
294: PetscFunctionReturn(0);
295: }
297: PetscErrorCode SVDDestroy_PRIMME(SVD svd)
298: {
299: PetscFree(svd->data);
300: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetBlockSize_C",NULL);
301: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetBlockSize_C",NULL);
302: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetMethod_C",NULL);
303: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetMethod_C",NULL);
304: PetscFunctionReturn(0);
305: }
307: PetscErrorCode SVDView_PRIMME(SVD svd,PetscViewer viewer)
308: {
309: PetscBool isascii;
310: SVD_PRIMME *ctx = (SVD_PRIMME*)svd->data;
311: PetscMPIInt rank;
313: PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);
314: if (isascii) {
315: PetscViewerASCIIPrintf(viewer," block size=%" PetscInt_FMT "\n",ctx->bs);
316: PetscViewerASCIIPrintf(viewer," solver method: %s\n",SVDPRIMMEMethods[(SVDPRIMMEMethod)ctx->method]);
318: /* Display PRIMME params */
319: MPI_Comm_rank(PetscObjectComm((PetscObject)svd),&rank);
320: if (!rank) primme_svds_display_params(ctx->primme);
321: }
322: PetscFunctionReturn(0);
323: }
325: PetscErrorCode SVDSetFromOptions_PRIMME(PetscOptionItems *PetscOptionsObject,SVD svd)
326: {
327: SVD_PRIMME *ctx = (SVD_PRIMME*)svd->data;
328: PetscInt bs;
329: SVDPRIMMEMethod meth;
330: PetscBool flg;
332: PetscOptionsHead(PetscOptionsObject,"SVD PRIMME Options");
334: PetscOptionsInt("-svd_primme_blocksize","Maximum block size","SVDPRIMMESetBlockSize",ctx->bs,&bs,&flg);
335: if (flg) SVDPRIMMESetBlockSize(svd,bs);
337: PetscOptionsEnum("-svd_primme_method","Method for solving the singular value problem","SVDPRIMMESetMethod",SVDPRIMMEMethods,(PetscEnum)ctx->method,(PetscEnum*)&meth,&flg);
338: if (flg) SVDPRIMMESetMethod(svd,meth);
340: PetscOptionsTail();
341: PetscFunctionReturn(0);
342: }
344: static PetscErrorCode SVDPRIMMESetBlockSize_PRIMME(SVD svd,PetscInt bs)
345: {
346: SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;
348: if (bs == PETSC_DEFAULT) ops->bs = 0;
349: else {
351: ops->bs = bs;
352: }
353: PetscFunctionReturn(0);
354: }
356: /*@
357: SVDPRIMMESetBlockSize - The maximum block size that PRIMME will try to use.
359: Logically Collective on svd
361: Input Parameters:
362: + svd - the singular value solver context
363: - bs - block size
365: Options Database Key:
366: . -svd_primme_blocksize - Sets the max allowed block size value
368: Notes:
369: If the block size is not set, the value established by primme_svds_initialize
370: is used.
372: The user should set the block size based on the architecture specifics
373: of the target computer, as well as any a priori knowledge of multiplicities.
374: The code does NOT require bs > 1 to find multiple eigenvalues. For some
375: methods, keeping bs = 1 yields the best overall performance.
377: Level: advanced
379: .seealso: SVDPRIMMEGetBlockSize()
380: @*/
381: PetscErrorCode SVDPRIMMESetBlockSize(SVD svd,PetscInt bs)
382: {
385: PetscTryMethod(svd,"SVDPRIMMESetBlockSize_C",(SVD,PetscInt),(svd,bs));
386: PetscFunctionReturn(0);
387: }
389: static PetscErrorCode SVDPRIMMEGetBlockSize_PRIMME(SVD svd,PetscInt *bs)
390: {
391: SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;
393: *bs = ops->bs;
394: PetscFunctionReturn(0);
395: }
397: /*@
398: SVDPRIMMEGetBlockSize - Get the maximum block size the code will try to use.
400: Not Collective
402: Input Parameter:
403: . svd - the singular value solver context
405: Output Parameter:
406: . bs - returned block size
408: Level: advanced
410: .seealso: SVDPRIMMESetBlockSize()
411: @*/
412: PetscErrorCode SVDPRIMMEGetBlockSize(SVD svd,PetscInt *bs)
413: {
416: PetscUseMethod(svd,"SVDPRIMMEGetBlockSize_C",(SVD,PetscInt*),(svd,bs));
417: PetscFunctionReturn(0);
418: }
420: static PetscErrorCode SVDPRIMMESetMethod_PRIMME(SVD svd,SVDPRIMMEMethod method)
421: {
422: SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;
424: ops->method = (primme_svds_preset_method)method;
425: PetscFunctionReturn(0);
426: }
428: /*@
429: SVDPRIMMESetMethod - Sets the method for the PRIMME SVD solver.
431: Logically Collective on svd
433: Input Parameters:
434: + svd - the singular value solver context
435: - method - method that will be used by PRIMME
437: Options Database Key:
438: . -svd_primme_method - Sets the method for the PRIMME SVD solver
440: Note:
441: If not set, the method defaults to SVD_PRIMME_HYBRID.
443: Level: advanced
445: .seealso: SVDPRIMMEGetMethod(), SVDPRIMMEMethod
446: @*/
447: PetscErrorCode SVDPRIMMESetMethod(SVD svd,SVDPRIMMEMethod method)
448: {
451: PetscTryMethod(svd,"SVDPRIMMESetMethod_C",(SVD,SVDPRIMMEMethod),(svd,method));
452: PetscFunctionReturn(0);
453: }
455: static PetscErrorCode SVDPRIMMEGetMethod_PRIMME(SVD svd,SVDPRIMMEMethod *method)
456: {
457: SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;
459: *method = (SVDPRIMMEMethod)ops->method;
460: PetscFunctionReturn(0);
461: }
463: /*@
464: SVDPRIMMEGetMethod - Gets the method for the PRIMME SVD solver.
466: Not Collective
468: Input Parameter:
469: . svd - the singular value solver context
471: Output Parameter:
472: . method - method that will be used by PRIMME
474: Level: advanced
476: .seealso: SVDPRIMMESetMethod(), SVDPRIMMEMethod
477: @*/
478: PetscErrorCode SVDPRIMMEGetMethod(SVD svd,SVDPRIMMEMethod *method)
479: {
482: PetscUseMethod(svd,"SVDPRIMMEGetMethod_C",(SVD,SVDPRIMMEMethod*),(svd,method));
483: PetscFunctionReturn(0);
484: }
486: SLEPC_EXTERN PetscErrorCode SVDCreate_PRIMME(SVD svd)
487: {
488: SVD_PRIMME *primme;
490: PetscNewLog(svd,&primme);
491: svd->data = (void*)primme;
493: primme_svds_initialize(&primme->primme);
494: primme->bs = 0;
495: primme->method = (primme_svds_preset_method)SVD_PRIMME_HYBRID;
496: primme->svd = svd;
498: svd->ops->solve = SVDSolve_PRIMME;
499: svd->ops->setup = SVDSetUp_PRIMME;
500: svd->ops->setfromoptions = SVDSetFromOptions_PRIMME;
501: svd->ops->destroy = SVDDestroy_PRIMME;
502: svd->ops->reset = SVDReset_PRIMME;
503: svd->ops->view = SVDView_PRIMME;
505: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetBlockSize_C",SVDPRIMMESetBlockSize_PRIMME);
506: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetBlockSize_C",SVDPRIMMEGetBlockSize_PRIMME);
507: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetMethod_C",SVDPRIMMESetMethod_PRIMME);
508: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetMethod_C",SVDPRIMMEGetMethod_PRIMME);
509: PetscFunctionReturn(0);
510: }