Actual source code: davidson.c

slepc-3.7.0 2016-05-16
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  1: /*
  2:    Skeleton of Davidson solver. Actual solvers are GD and JD.

  4:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
  5:    SLEPc - Scalable Library for Eigenvalue Problem Computations
  6:    Copyright (c) 2002-2016, Universitat Politecnica de Valencia, Spain

  8:    This file is part of SLEPc.

 10:    SLEPc is free software: you can redistribute it and/or modify it under  the
 11:    terms of version 3 of the GNU Lesser General Public License as published by
 12:    the Free Software Foundation.

 14:    SLEPc  is  distributed in the hope that it will be useful, but WITHOUT  ANY
 15:    WARRANTY;  without even the implied warranty of MERCHANTABILITY or  FITNESS
 16:    FOR  A  PARTICULAR PURPOSE. See the GNU Lesser General Public  License  for
 17:    more details.

 19:    You  should have received a copy of the GNU Lesser General  Public  License
 20:    along with SLEPc. If not, see <http://www.gnu.org/licenses/>.
 21:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
 22: */

 24:  #include davidson.h

 26: static PetscBool  cited = PETSC_FALSE;
 27: static const char citation[] =
 28:   "@Article{slepc-davidson,\n"
 29:   "   author = \"E. Romero and J. E. Roman\",\n"
 30:   "   title = \"A parallel implementation of {Davidson} methods for large-scale eigenvalue problems in {SLEPc}\",\n"
 31:   "   journal = \"{ACM} Trans. Math. Software\",\n"
 32:   "   volume = \"40\",\n"
 33:   "   number = \"2\",\n"
 34:   "   pages = \"13:1--13:29\",\n"
 35:   "   year = \"2014,\"\n"
 36:   "   doi = \"http://dx.doi.org/10.1145/2543696\"\n"
 37:   "}\n";

 41: PetscErrorCode EPSSetUp_XD(EPS eps)
 42: {
 44:   EPS_DAVIDSON   *data = (EPS_DAVIDSON*)eps->data;
 45:   dvdDashboard   *dvd = &data->ddb;
 46:   dvdBlackboard  b;
 47:   PetscInt       min_size_V,plusk,bs,initv,i,cX_in_proj,cX_in_impr,nmat;
 48:   Mat            A,B;
 49:   KSP            ksp;
 50:   PetscBool      t,ipB,ispositive,dynamic;
 51:   HarmType_t     harm;
 52:   InitType_t     init;
 53:   PetscReal      fix;
 54:   PetscScalar    target;

 57:   /* Setup EPS options and get the problem specification */
 58:   EPSXDGetBlockSize_XD(eps,&bs);
 59:   if (bs <= 0) bs = 1;
 60:   if (eps->ncv) {
 61:     if (eps->ncv<eps->nev) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The value of ncv must be at least nev");
 62:   } else if (eps->mpd) eps->ncv = eps->mpd + eps->nev + bs;
 63:   else if (eps->nev<500) eps->ncv = PetscMin(eps->n-bs,PetscMax(2*eps->nev,eps->nev+15))+bs;
 64:   else eps->ncv = PetscMin(eps->n-bs,eps->nev+500)+bs;
 65:   if (!eps->mpd) eps->mpd = eps->ncv;
 66:   if (eps->mpd > eps->ncv) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The mpd has to be less or equal than ncv");
 67:   if (eps->mpd < 2) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The mpd has to be greater than 2");
 68:   if (!eps->max_it) eps->max_it = PetscMax(100*eps->ncv,2*eps->n);
 69:   if (!eps->which) eps->which = EPS_LARGEST_MAGNITUDE;
 70:   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");
 71:   if (!(eps->nev + bs <= eps->ncv)) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The ncv has to be greater than nev plus blocksize");
 72:   if (eps->trueres) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"-eps_true_residual is temporally disable in this solver.");

 74:   EPSXDGetRestart_XD(eps,&min_size_V,&plusk);
 75:   if (!min_size_V) min_size_V = PetscMin(PetscMax(bs,5),eps->mpd/2);
 76:   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");
 77:   EPSXDGetInitialSize_XD(eps,&initv);
 78:   if (eps->mpd < initv) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The initv has to be less or equal than mpd");

 80:   /* Set STPrecond as the default ST */
 81:   if (!((PetscObject)eps->st)->type_name) {
 82:     STSetType(eps->st,STPRECOND);
 83:   }
 84:   STPrecondSetKSPHasMat(eps->st,PETSC_FALSE);

 86:   /* Change the default sigma to inf if necessary */
 87:   if (eps->which == EPS_LARGEST_MAGNITUDE || eps->which == EPS_LARGEST_REAL || eps->which == EPS_LARGEST_IMAGINARY) {
 88:     STSetDefaultShift(eps->st,PETSC_MAX_REAL);
 89:   }

 91:   /* Davidson solvers only support STPRECOND */
 92:   STSetUp(eps->st);
 93:   PetscObjectTypeCompare((PetscObject)eps->st,STPRECOND,&t);
 94:   if (!t) SETERRQ1(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"%s only works with precond spectral transformation",((PetscObject)eps)->type_name);

 96:   /* Setup problem specification in dvd */
 97:   STGetNumMatrices(eps->st,&nmat);
 98:   STGetOperators(eps->st,0,&A);
 99:   if (nmat>1) { STGetOperators(eps->st,1,&B); }
100:   EPSReset_XD(eps);
101:   PetscMemzero(dvd,sizeof(dvdDashboard));
102:   dvd->A = A; dvd->B = eps->isgeneralized? B: NULL;
103:   ispositive = eps->ispositive;
104:   dvd->sA = DVD_MAT_IMPLICIT | (eps->ishermitian? DVD_MAT_HERMITIAN: 0) | ((ispositive && !eps->isgeneralized) ? DVD_MAT_POS_DEF: 0);
105:   /* Asume -eps_hermitian means hermitian-definite in generalized problems */
106:   if (!ispositive && !eps->isgeneralized && eps->ishermitian) ispositive = PETSC_TRUE;
107:   if (!eps->isgeneralized) dvd->sB = DVD_MAT_IMPLICIT | DVD_MAT_HERMITIAN | DVD_MAT_IDENTITY | DVD_MAT_UNITARY | DVD_MAT_POS_DEF;
108:   else dvd->sB = DVD_MAT_IMPLICIT | (eps->ishermitian? DVD_MAT_HERMITIAN: 0) | (ispositive? DVD_MAT_POS_DEF: 0);
109:   ipB = (dvd->B && data->ipB && DVD_IS(dvd->sB,DVD_MAT_HERMITIAN))?PETSC_TRUE:PETSC_FALSE;
110:   if (data->ipB && !ipB) data->ipB = PETSC_FALSE;
111:   dvd->correctXnorm = ipB;
112:   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);
113:   dvd->nev        = eps->nev;
114:   dvd->which      = eps->which;
115:   dvd->withTarget = PETSC_TRUE;
116:   switch (eps->which) {
117:     case EPS_TARGET_MAGNITUDE:
118:     case EPS_TARGET_IMAGINARY:
119:       dvd->target[0] = target = eps->target;
120:       dvd->target[1] = 1.0;
121:       break;
122:     case EPS_TARGET_REAL:
123:       dvd->target[0] = PetscRealPart(target = eps->target);
124:       dvd->target[1] = 1.0;
125:       break;
126:     case EPS_LARGEST_REAL:
127:     case EPS_LARGEST_MAGNITUDE:
128:     case EPS_LARGEST_IMAGINARY: /* TODO: think about this case */
129:       dvd->target[0] = 1.0;
130:       dvd->target[1] = target = 0.0;
131:       break;
132:     case EPS_SMALLEST_MAGNITUDE:
133:     case EPS_SMALLEST_REAL:
134:     case EPS_SMALLEST_IMAGINARY: /* TODO: think about this case */
135:       dvd->target[0] = target = 0.0;
136:       dvd->target[1] = 1.0;
137:       break;
138:     case EPS_WHICH_USER:
139:       STGetShift(eps->st,&target);
140:       dvd->target[0] = target;
141:       dvd->target[1] = 1.0;
142:       break;
143:     case EPS_ALL:
144:       SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"Unsupported option: which == EPS_ALL");
145:       break;
146:     default:
147:       SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"Unsupported value of option 'which'");
148:   }
149:   dvd->tol = (eps->tol==PETSC_DEFAULT)? SLEPC_DEFAULT_TOL: eps->tol;
150:   dvd->eps = eps;

152:   /* Setup the extraction technique */
153:   if (!eps->extraction) {
154:     if (ipB || ispositive) eps->extraction = EPS_RITZ;
155:     else {
156:       switch (eps->which) {
157:         case EPS_TARGET_REAL:
158:         case EPS_TARGET_MAGNITUDE:
159:         case EPS_TARGET_IMAGINARY:
160:         case EPS_SMALLEST_MAGNITUDE:
161:         case EPS_SMALLEST_REAL:
162:         case EPS_SMALLEST_IMAGINARY:
163:           eps->extraction = EPS_HARMONIC;
164:           break;
165:         case EPS_LARGEST_REAL:
166:         case EPS_LARGEST_MAGNITUDE:
167:         case EPS_LARGEST_IMAGINARY:
168:           eps->extraction = EPS_HARMONIC_LARGEST;
169:           break;
170:         default:
171:           eps->extraction = EPS_RITZ;
172:       }
173:     }
174:   }
175:   switch (eps->extraction) {
176:     case EPS_RITZ:              harm = DVD_HARM_NONE; break;
177:     case EPS_HARMONIC:          harm = DVD_HARM_RR; break;
178:     case EPS_HARMONIC_RELATIVE: harm = DVD_HARM_RRR; break;
179:     case EPS_HARMONIC_RIGHT:    harm = DVD_HARM_REIGS; break;
180:     case EPS_HARMONIC_LARGEST:  harm = DVD_HARM_LEIGS; break;
181:     default: SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"Unsupported extraction type");
182:   }

184:   /* Setup the type of starting subspace */
185:   EPSXDGetKrylovStart_XD(eps,&t);
186:   init = (!t)? DVD_INITV_CLASSIC : DVD_INITV_KRYLOV;

188:   /* Setup the presence of converged vectors in the projected problem and the projector */
189:   EPSXDGetWindowSizes_XD(eps,&cX_in_impr,&cX_in_proj);
190:   if (cX_in_impr>0) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The option pwindow is temporally disable in this solver.");
191:   if (cX_in_proj>0) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"The option qwindow is temporally disable in this solver.");
192:   if (min_size_V <= cX_in_proj) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"minv has to be greater than qwindow");
193:   if (bs > 1 && cX_in_impr > 0) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"Unsupported option: pwindow > 0 and bs > 1");

195:   /* Get the fix parameter */
196:   EPSXDGetFix_XD(eps,&fix);

198:   /* Get whether the stopping criterion is used */
199:   EPSJDGetConstCorrectionTol_JD(eps,&dynamic);

201:   /* Preconfigure dvd */
202:   STGetKSP(eps->st,&ksp);
203:   dvd_schm_basic_preconf(dvd,&b,eps->mpd,min_size_V,bs,initv,PetscAbs(eps->nini),plusk,harm,ksp,init,eps->trackall,data->ipB,cX_in_proj,cX_in_impr,data->doubleexp);

205:   /* Allocate memory */
206:   EPSAllocateSolution(eps,0);

208:   /* Setup orthogonalization */
209:   EPS_SetInnerProduct(eps);
210:   if (!(ipB && dvd->B)) {
211:     BVSetMatrix(eps->V,NULL,PETSC_FALSE);
212:   }

214:   for (i=0;i<eps->ncv;i++) eps->perm[i] = i;

216:   /* Configure dvd for a basic GD */
217:   dvd_schm_basic_conf(dvd,&b,eps->mpd,min_size_V,bs,initv,PetscAbs(eps->nini),plusk,harm,dvd->withTarget,target,ksp,fix,init,eps->trackall,data->ipB,cX_in_proj,cX_in_impr,dynamic,data->doubleexp);
218:   return(0);
219: }

223: PetscErrorCode EPSSolve_XD(EPS eps)
224: {
225:   EPS_DAVIDSON   *data = (EPS_DAVIDSON*)eps->data;
226:   dvdDashboard   *d = &data->ddb;
227:   PetscInt       l,k;

231:   PetscCitationsRegister(citation,&cited);
232:   /* Call the starting routines */
233:   EPSDavidsonFLCall(d->startList,d);

235:   while (eps->reason == EPS_CONVERGED_ITERATING) {

237:     /* Initialize V, if it is needed */
238:     BVGetActiveColumns(d->eps->V,&l,&k);
239:     if (l == k) { d->initV(d); }

241:     /* Find the best approximated eigenpairs in V, X */
242:     d->calcPairs(d);

244:     /* Test for convergence */
245:     (*eps->stopping)(eps,eps->its,eps->max_it,eps->nconv,eps->nev,&eps->reason,eps->stoppingctx);
246:     if (eps->reason != EPS_CONVERGED_ITERATING) break;

248:     /* Expand the subspace */
249:     d->updateV(d);

251:     /* Monitor progress */
252:     eps->nconv = d->nconv;
253:     eps->its++;
254:     BVGetActiveColumns(d->eps->V,&l,&k);
255:     EPSMonitor(eps,eps->its,eps->nconv,eps->eigr,eps->eigi,eps->errest,k);
256:   }

258:   /* Call the ending routines */
259:   EPSDavidsonFLCall(d->endList,d);
260:   return(0);
261: }

265: PetscErrorCode EPSReset_XD(EPS eps)
266: {
267:   EPS_DAVIDSON   *data = (EPS_DAVIDSON*)eps->data;
268:   dvdDashboard   *dvd = &data->ddb;

272:   /* Call step destructors and destroys the list */
273:   EPSDavidsonFLCall(dvd->destroyList,dvd);
274:   EPSDavidsonFLDestroy(&dvd->destroyList);
275:   EPSDavidsonFLDestroy(&dvd->startList);
276:   EPSDavidsonFLDestroy(&dvd->endList);
277:   return(0);
278: }

282: PetscErrorCode EPSXDSetKrylovStart_XD(EPS eps,PetscBool krylovstart)
283: {
284:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

287:   data->krylovstart = krylovstart;
288:   return(0);
289: }

293: PetscErrorCode EPSXDGetKrylovStart_XD(EPS eps,PetscBool *krylovstart)
294: {
295:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

298:   *krylovstart = data->krylovstart;
299:   return(0);
300: }

304: PetscErrorCode EPSXDSetBlockSize_XD(EPS eps,PetscInt blocksize)
305: {
306:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

309:   if (blocksize == PETSC_DEFAULT || blocksize == PETSC_DECIDE) blocksize = 1;
310:   if (blocksize <= 0) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_ARG_OUTOFRANGE,"Invalid blocksize value");
311:   data->blocksize = blocksize;
312:   return(0);
313: }

317: PetscErrorCode EPSXDGetBlockSize_XD(EPS eps,PetscInt *blocksize)
318: {
319:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

322:   *blocksize = data->blocksize;
323:   return(0);
324: }

328: PetscErrorCode EPSXDSetRestart_XD(EPS eps,PetscInt minv,PetscInt plusk)
329: {
330:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

333:   if (minv == PETSC_DEFAULT || minv == PETSC_DECIDE) minv = 5;
334:   if (minv <= 0) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_ARG_OUTOFRANGE,"Invalid minv value");
335:   if (plusk == PETSC_DEFAULT || plusk == PETSC_DECIDE) plusk = 5;
336:   if (plusk < 0) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_ARG_OUTOFRANGE,"Invalid plusk value");
337:   data->minv = minv;
338:   data->plusk = plusk;
339:   return(0);
340: }

344: PetscErrorCode EPSXDGetRestart_XD(EPS eps,PetscInt *minv,PetscInt *plusk)
345: {
346:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

349:   if (minv) *minv = data->minv;
350:   if (plusk) *plusk = data->plusk;
351:   return(0);
352: }

356: PetscErrorCode EPSXDGetInitialSize_XD(EPS eps,PetscInt *initialsize)
357: {
358:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

361:   *initialsize = data->initialsize;
362:   return(0);
363: }

367: PetscErrorCode EPSXDSetInitialSize_XD(EPS eps,PetscInt initialsize)
368: {
369:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

372:   if (initialsize == PETSC_DEFAULT || initialsize == PETSC_DECIDE) initialsize = 5;
373:   if (initialsize <= 0) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_ARG_OUTOFRANGE,"Invalid initial size value");
374:   data->initialsize = initialsize;
375:   return(0);
376: }

380: PetscErrorCode EPSXDGetFix_XD(EPS eps,PetscReal *fix)
381: {
382:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

385:   *fix = data->fix;
386:   return(0);
387: }

391: PetscErrorCode EPSJDSetFix_JD(EPS eps,PetscReal fix)
392: {
393:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

396:   if (fix == PETSC_DEFAULT || fix == PETSC_DECIDE) fix = 0.01;
397:   if (fix < 0.0) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_ARG_OUTOFRANGE,"Invalid fix value");
398:   data->fix = fix;
399:   return(0);
400: }

404: PetscErrorCode EPSXDSetBOrth_XD(EPS eps,PetscBool borth)
405: {
406:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

409:   data->ipB = borth;
410:   return(0);
411: }

415: PetscErrorCode EPSXDGetBOrth_XD(EPS eps,PetscBool *borth)
416: {
417:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

420:   *borth = data->ipB;
421:   return(0);
422: }

426: PetscErrorCode EPSJDSetConstCorrectionTol_JD(EPS eps,PetscBool constant)
427: {
428:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

431:   data->dynamic = PetscNot(constant);
432:   return(0);
433: }

437: PetscErrorCode EPSJDGetConstCorrectionTol_JD(EPS eps,PetscBool *constant)
438: {
439:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

442:   *constant = PetscNot(data->dynamic);
443:   return(0);
444: }

448: PetscErrorCode EPSXDSetWindowSizes_XD(EPS eps,PetscInt pwindow,PetscInt qwindow)
449: {
450:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

453:   if (pwindow == PETSC_DEFAULT || pwindow == PETSC_DECIDE) pwindow = 0;
454:   if (pwindow < 0) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_ARG_OUTOFRANGE,"Invalid pwindow value");
455:   if (qwindow == PETSC_DEFAULT || qwindow == PETSC_DECIDE) qwindow = 0;
456:   if (qwindow < 0) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_ARG_OUTOFRANGE,"Invalid qwindow value");
457:   data->cX_in_proj = qwindow;
458:   data->cX_in_impr = pwindow;
459:   return(0);
460: }

464: PetscErrorCode EPSXDGetWindowSizes_XD(EPS eps,PetscInt *pwindow,PetscInt *qwindow)
465: {
466:   EPS_DAVIDSON *data = (EPS_DAVIDSON*)eps->data;

469:   if (pwindow) *pwindow = data->cX_in_impr;
470:   if (qwindow) *qwindow = data->cX_in_proj;
471:   return(0);
472: }

476: /*
477:   EPSComputeVectors_XD - Compute eigenvectors from the vectors
478:   provided by the eigensolver. This version is intended for solvers
479:   that provide Schur vectors from the QZ decomposition. Given the partial
480:   Schur decomposition OP*V=V*T, the following steps are performed:
481:       1) compute eigenvectors of (S,T): S*Z=T*Z*D
482:       2) compute eigenvectors of OP: X=V*Z
483:  */
484: PetscErrorCode EPSComputeVectors_XD(EPS eps)
485: {
487:   Mat            X;
488:   PetscBool      symm;

491:   PetscObjectTypeCompare((PetscObject)eps->ds,DSHEP,&symm);
492:   if (symm) return(0);
493:   DSVectors(eps->ds,DS_MAT_X,NULL,NULL);

495:   /* V <- V * X */
496:   DSGetMat(eps->ds,DS_MAT_X,&X);
497:   BVSetActiveColumns(eps->V,0,eps->nconv);
498:   BVMultInPlace(eps->V,X,0,eps->nconv);
499:   DSRestoreMat(eps->ds,DS_MAT_X,&X);
500:   return(0);
501: }