Actual source code: rqcg.c
slepc-3.10.1 2018-10-23
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      1: /*
      2:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      3:    SLEPc - Scalable Library for Eigenvalue Problem Computations
      4:    Copyright (c) 2002-2018, 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:    SLEPc eigensolver: "rqcg"

     13:    Method: Rayleigh Quotient Conjugate Gradient

     15:    Algorithm:

     17:        Conjugate Gradient minimization of the Rayleigh quotient with
     18:        periodic Rayleigh-Ritz acceleration.

     20:    References:

     22:        [1] L. Bergamaschi et al., "Parallel preconditioned conjugate gradient
     23:            optimization of the Rayleigh quotient for the solution of sparse
     24:            eigenproblems", Appl. Math. Comput. 175(2):1694-1715, 2006.
     25: */

     27: #include <slepc/private/epsimpl.h>                /*I "slepceps.h" I*/

     29: PetscErrorCode EPSSolve_RQCG(EPS);

     31: typedef struct {
     32:   PetscInt nrest;         /* user-provided reset parameter */
     33:   PetscInt allocsize;     /* number of columns of work BV's allocated at setup */
     34:   BV       AV,W,P,G;
     35: } EPS_RQCG;

     37: PetscErrorCode EPSSetUp_RQCG(EPS eps)
     38: {
     40:   PetscInt       nmat;
     41:   EPS_RQCG       *ctx = (EPS_RQCG*)eps->data;

     44:   if (!eps->ishermitian || (eps->isgeneralized && !eps->ispositive)) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"RQCG only works for Hermitian problems");
     45:   EPSSetDimensions_Default(eps,eps->nev,&eps->ncv,&eps->mpd);
     46:   if (!eps->max_it) eps->max_it = PetscMax(100,2*eps->n/eps->ncv);
     47:   if (!eps->which) eps->which = EPS_SMALLEST_REAL;
     48:   if (eps->which!=EPS_SMALLEST_REAL) SETERRQ(PetscObjectComm((PetscObject)eps),1,"Wrong value of eps->which");
     49:   if (!eps->extraction) {
     50:     EPSSetExtraction(eps,EPS_RITZ);
     51:   } else if (eps->extraction!=EPS_RITZ) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"Unsupported extraction type");
     52:   if (eps->arbitrary) SETERRQ(PetscObjectComm((PetscObject)eps),PETSC_ERR_SUP,"Arbitrary selection of eigenpairs not supported in this solver");

     54:   if (!ctx->nrest) ctx->nrest = 20;

     56:   EPSAllocateSolution(eps,0);
     57:   EPS_SetInnerProduct(eps);

     59:   STGetNumMatrices(eps->st,&nmat);
     60:   if (!ctx->allocsize) {
     61:     ctx->allocsize = eps->mpd;
     62:     BVDuplicateResize(eps->V,eps->mpd,&ctx->AV);
     63:     PetscLogObjectParent((PetscObject)eps,(PetscObject)ctx->AV);
     64:     if (nmat>1) {
     65:       BVDuplicate(ctx->AV,&ctx->W);
     66:       PetscLogObjectParent((PetscObject)eps,(PetscObject)ctx->W);
     67:     }
     68:     BVDuplicate(ctx->AV,&ctx->P);
     69:     PetscLogObjectParent((PetscObject)eps,(PetscObject)ctx->P);
     70:     BVDuplicate(ctx->AV,&ctx->G);
     71:     PetscLogObjectParent((PetscObject)eps,(PetscObject)ctx->G);
     72:   } else if (ctx->allocsize!=eps->mpd) {
     73:     ctx->allocsize = eps->mpd;
     74:     BVResize(ctx->AV,eps->mpd,PETSC_FALSE);
     75:     if (nmat>1) {
     76:       BVResize(ctx->W,eps->mpd,PETSC_FALSE);
     77:     }
     78:     BVResize(ctx->P,eps->mpd,PETSC_FALSE);
     79:     BVResize(ctx->G,eps->mpd,PETSC_FALSE);
     80:   }
     81:   DSSetType(eps->ds,DSHEP);
     82:   DSAllocate(eps->ds,eps->ncv);
     83:   EPSSetWorkVecs(eps,1);
     84:   return(0);
     85: }

     87: /*
     88:    ExtractSubmatrix - Returns B = A(k+1:end,k+1:end).
     89: */
     90: static PetscErrorCode ExtractSubmatrix(Mat A,PetscInt k,Mat *B)
     91: {
     93:   PetscInt       j,m,n;
     94:   PetscScalar    *pA,*pB;

     97:   MatGetSize(A,&m,&n);
     98:   MatCreateSeqDense(PETSC_COMM_SELF,m-k,n-k,NULL,B);
     99:   MatDenseGetArray(A,&pA);
    100:   MatDenseGetArray(*B,&pB);
    101:   for (j=k;j<n;j++) {
    102:     PetscMemcpy(pB+(j-k)*(m-k),pA+j*m+k,(m-k)*sizeof(PetscScalar));
    103:   }
    104:   MatDenseRestoreArray(A,&pA);
    105:   MatDenseRestoreArray(*B,&pB);
    106:   return(0);
    107: }

    109: PetscErrorCode EPSSolve_RQCG(EPS eps)
    110: {
    112:   EPS_RQCG       *ctx = (EPS_RQCG*)eps->data;
    113:   PetscInt       i,j,k,ld,nv,ncv = eps->ncv,kini,nmat;
    114:   PetscScalar    *C,*gamma,g,pap,pbp,pbx,pax,nu,mu,alpha,beta;
    115:   PetscReal      resnorm,a,b,c,disc,t;
    116:   PetscBool      reset;
    117:   Mat            A,B,Q,Q1;
    118:   Vec            v,av,bv,p,w=eps->work[0];

    121:   DSGetLeadingDimension(eps->ds,&ld);
    122:   STGetNumMatrices(eps->st,&nmat);
    123:   STGetMatrix(eps->st,0,&A);
    124:   if (nmat>1) { STGetMatrix(eps->st,1,&B); }
    125:   else B = NULL;
    126:   PetscMalloc1(eps->mpd,&gamma);

    128:   kini = eps->nini;
    129:   while (eps->reason == EPS_CONVERGED_ITERATING) {
    130:     eps->its++;
    131:     nv = PetscMin(eps->nconv+eps->mpd,ncv);
    132:     DSSetDimensions(eps->ds,nv,0,eps->nconv,0);
    133:     for (;kini<nv;kini++) { /* Generate more initial vectors if necessary */
    134:       BVSetRandomColumn(eps->V,kini);
    135:       BVOrthonormalizeColumn(eps->V,kini,PETSC_TRUE,NULL,NULL);
    136:     }
    137:     reset = (eps->its>1 && (eps->its-1)%ctx->nrest==0)? PETSC_TRUE: PETSC_FALSE;

    139:     if (reset) {
    140:       /* Prevent BVDotVec below to use B-product, restored at the end */
    141:       BVSetMatrix(eps->V,NULL,PETSC_FALSE);

    143:       /* Compute Rayleigh quotient */
    144:       BVSetActiveColumns(eps->V,eps->nconv,nv);
    145:       BVSetActiveColumns(ctx->AV,0,nv-eps->nconv);
    146:       BVMatMult(eps->V,A,ctx->AV);
    147:       DSGetArray(eps->ds,DS_MAT_A,&C);
    148:       for (i=eps->nconv;i<nv;i++) {
    149:         BVSetActiveColumns(eps->V,eps->nconv,i+1);
    150:         BVGetColumn(ctx->AV,i-eps->nconv,&av);
    151:         BVDotVec(eps->V,av,C+eps->nconv+i*ld);
    152:         BVRestoreColumn(ctx->AV,i-eps->nconv,&av);
    153:         for (j=eps->nconv;j<i-1;j++) C[i+j*ld] = PetscConj(C[j+i*ld]);
    154:       }
    155:       DSRestoreArray(eps->ds,DS_MAT_A,&C);
    156:       DSSetState(eps->ds,DS_STATE_RAW);

    158:       /* Solve projected problem */
    159:       DSSolve(eps->ds,eps->eigr,eps->eigi);
    160:       DSSort(eps->ds,eps->eigr,eps->eigi,NULL,NULL,NULL);
    161:       DSSynchronize(eps->ds,eps->eigr,eps->eigi);

    163:       /* Update vectors V(:,idx) = V * Y(:,idx) */
    164:       DSGetMat(eps->ds,DS_MAT_Q,&Q);
    165:       BVMultInPlace(eps->V,Q,eps->nconv,nv);
    166:       ExtractSubmatrix(Q,eps->nconv,&Q1);
    167:       BVMultInPlace(ctx->AV,Q1,0,nv-eps->nconv);
    168:       MatDestroy(&Q);
    169:       MatDestroy(&Q1);
    170:       if (B) { BVSetMatrix(eps->V,B,PETSC_FALSE); }
    171:     } else {
    172:       /* No need to do Rayleigh-Ritz, just take diag(V'*A*V) */
    173:       for (i=eps->nconv;i<nv;i++) {
    174:         BVGetColumn(eps->V,i,&v);
    175:         BVGetColumn(ctx->AV,i-eps->nconv,&av);
    176:         MatMult(A,v,av);
    177:         VecDot(av,v,eps->eigr+i);
    178:         BVRestoreColumn(eps->V,i,&v);
    179:         BVRestoreColumn(ctx->AV,i-eps->nconv,&av);
    180:       }
    181:     }

    183:     /* Compute gradient and check convergence */
    184:     k = -1;
    185:     for (i=eps->nconv;i<nv;i++) {
    186:       BVGetColumn(eps->V,i,&v);
    187:       BVGetColumn(ctx->AV,i-eps->nconv,&av);
    188:       BVGetColumn(ctx->G,i-eps->nconv,&p);
    189:       if (B) {
    190:         BVGetColumn(ctx->W,i-eps->nconv,&bv);
    191:         MatMult(B,v,bv);
    192:         VecWAXPY(p,-eps->eigr[i],bv,av);
    193:         BVRestoreColumn(ctx->W,i-eps->nconv,&bv);
    194:       } else {
    195:         VecWAXPY(p,-eps->eigr[i],v,av);
    196:       }
    197:       BVRestoreColumn(eps->V,i,&v);
    198:       BVRestoreColumn(ctx->AV,i-eps->nconv,&av);
    199:       VecNorm(p,NORM_2,&resnorm);
    200:       BVRestoreColumn(ctx->G,i-eps->nconv,&p);
    201:       (*eps->converged)(eps,eps->eigr[i],0.0,resnorm,&eps->errest[i],eps->convergedctx);
    202:       if (k==-1 && eps->errest[i] >= eps->tol) k = i;
    203:     }
    204:     if (k==-1) k = nv;
    205:     (*eps->stopping)(eps,eps->its,eps->max_it,k,eps->nev,&eps->reason,eps->stoppingctx);

    207:     /* The next lines are necessary to avoid DS zeroing eigr */
    208:     DSGetArray(eps->ds,DS_MAT_A,&C);
    209:     for (i=eps->nconv;i<k;i++) C[i+i*ld] = eps->eigr[i];
    210:     DSRestoreArray(eps->ds,DS_MAT_A,&C);

    212:     if (eps->reason == EPS_CONVERGED_ITERATING) {

    214:       /* Search direction */
    215:       for (i=0;i<nv-eps->nconv;i++) {
    216:         BVGetColumn(ctx->G,i,&v);
    217:         STMatSolve(eps->st,v,w);
    218:         VecDot(w,v,&g);
    219:         BVRestoreColumn(ctx->G,i,&v);
    220:         beta = (!reset && eps->its>1)? g/gamma[i]: 0.0;
    221:         gamma[i] = g;
    222:         BVGetColumn(ctx->P,i,&v);
    223:         VecAXPBY(v,1.0,beta,w);
    224:         if (i+eps->nconv>0) {
    225:           BVSetActiveColumns(eps->V,0,i+eps->nconv);
    226:           BVOrthogonalizeVec(eps->V,v,NULL,NULL,NULL);
    227:         }
    228:         BVRestoreColumn(ctx->P,i,&v);
    229:       }

    231:       /* Minimization problem */
    232:       for (i=eps->nconv;i<nv;i++) {
    233:         BVGetColumn(eps->V,i,&v);
    234:         BVGetColumn(ctx->AV,i-eps->nconv,&av);
    235:         BVGetColumn(ctx->P,i-eps->nconv,&p);
    236:         VecDot(av,v,&nu);
    237:         VecDot(av,p,&pax);
    238:         MatMult(A,p,w);
    239:         VecDot(w,p,&pap);
    240:         if (B) {
    241:           BVGetColumn(ctx->W,i-eps->nconv,&bv);
    242:           VecDot(bv,v,&mu);
    243:           VecDot(bv,p,&pbx);
    244:           BVRestoreColumn(ctx->W,i-eps->nconv,&bv);
    245:           MatMult(B,p,w);
    246:           VecDot(w,p,&pbp);
    247:         } else {
    248:           VecDot(v,v,&mu);
    249:           VecDot(v,p,&pbx);
    250:           VecDot(p,p,&pbp);
    251:         }
    252:         BVRestoreColumn(ctx->AV,i-eps->nconv,&av);
    253:         a = PetscRealPart(pap*pbx-pax*pbp);
    254:         b = PetscRealPart(nu*pbp-mu*pap);
    255:         c = PetscRealPart(mu*pax-nu*pbx);
    256:         t = PetscMax(PetscMax(PetscAbsReal(a),PetscAbsReal(b)),PetscAbsReal(c));
    257:         if (t!=0.0) { a /= t; b /= t; c /= t; }
    258:         disc = PetscSqrtReal(PetscAbsReal(b*b-4.0*a*c));
    259:         if (b>=0.0 && a!=0.0) alpha = (b+disc)/(2.0*a);
    260:         else if (b!=disc) alpha = 2.0*c/(b-disc);
    261:         else alpha = 0;
    262:         /* Next iterate */
    263:         if (alpha!=0.0) {
    264:           VecAXPY(v,alpha,p);
    265:         }
    266:         BVRestoreColumn(eps->V,i,&v);
    267:         BVRestoreColumn(ctx->P,i-eps->nconv,&p);
    268:         BVOrthonormalizeColumn(eps->V,i,PETSC_TRUE,NULL,NULL);
    269:       }
    270:     }

    272:     EPSMonitor(eps,eps->its,k,eps->eigr,eps->eigi,eps->errest,nv);
    273:     eps->nconv = k;
    274:   }

    276:   PetscFree(gamma);
    277:   return(0);
    278: }

    280: static PetscErrorCode EPSRQCGSetReset_RQCG(EPS eps,PetscInt nrest)
    281: {
    282:   EPS_RQCG *ctx = (EPS_RQCG*)eps->data;

    285:   ctx->nrest = nrest;
    286:   return(0);
    287: }

    289: /*@
    290:    EPSRQCGSetReset - Sets the reset parameter of the RQCG iteration. Every
    291:    nrest iterations, the solver performs a Rayleigh-Ritz projection step.

    293:    Logically Collective on EPS

    295:    Input Parameters:
    296: +  eps - the eigenproblem solver context
    297: -  nrest - the number of iterations between resets

    299:    Options Database Key:
    300: .  -eps_rqcg_reset - Sets the reset parameter

    302:    Level: advanced

    304: .seealso: EPSRQCGGetReset()
    305: @*/
    306: PetscErrorCode EPSRQCGSetReset(EPS eps,PetscInt nrest)
    307: {

    313:   PetscTryMethod(eps,"EPSRQCGSetReset_C",(EPS,PetscInt),(eps,nrest));
    314:   return(0);
    315: }

    317: static PetscErrorCode EPSRQCGGetReset_RQCG(EPS eps,PetscInt *nrest)
    318: {
    319:   EPS_RQCG *ctx = (EPS_RQCG*)eps->data;

    322:   *nrest = ctx->nrest;
    323:   return(0);
    324: }

    326: /*@
    327:    EPSRQCGGetReset - Gets the reset parameter used in the RQCG method.

    329:    Not Collective

    331:    Input Parameter:
    332: .  eps - the eigenproblem solver context

    334:    Output Parameter:
    335: .  nrest - the reset parameter

    337:    Level: advanced

    339: .seealso: EPSRQCGSetReset()
    340: @*/
    341: PetscErrorCode EPSRQCGGetReset(EPS eps,PetscInt *nrest)
    342: {

    348:   PetscUseMethod(eps,"EPSRQCGGetReset_C",(EPS,PetscInt*),(eps,nrest));
    349:   return(0);
    350: }

    352: PetscErrorCode EPSReset_RQCG(EPS eps)
    353: {
    355:   EPS_RQCG       *ctx = (EPS_RQCG*)eps->data;

    358:   BVDestroy(&ctx->AV);
    359:   BVDestroy(&ctx->W);
    360:   BVDestroy(&ctx->P);
    361:   BVDestroy(&ctx->G);
    362:   ctx->allocsize = 0;
    363:   return(0);
    364: }

    366: PetscErrorCode EPSSetFromOptions_RQCG(PetscOptionItems *PetscOptionsObject,EPS eps)
    367: {
    369:   PetscBool      flg;
    370:   PetscInt       nrest;

    373:   PetscOptionsHead(PetscOptionsObject,"EPS RQCG Options");

    375:     PetscOptionsInt("-eps_rqcg_reset","Reset parameter","EPSRQCGSetReset",20,&nrest,&flg);
    376:     if (flg) { EPSRQCGSetReset(eps,nrest); }

    378:   PetscOptionsTail();
    379:   return(0);
    380: }

    382: PetscErrorCode EPSDestroy_RQCG(EPS eps)
    383: {

    387:   PetscFree(eps->data);
    388:   PetscObjectComposeFunction((PetscObject)eps,"EPSRQCGSetReset_C",NULL);
    389:   PetscObjectComposeFunction((PetscObject)eps,"EPSRQCGGetReset_C",NULL);
    390:   return(0);
    391: }

    393: PetscErrorCode EPSView_RQCG(EPS eps,PetscViewer viewer)
    394: {
    396:   EPS_RQCG       *ctx = (EPS_RQCG*)eps->data;
    397:   PetscBool      isascii;

    400:   PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);
    401:   if (isascii) {
    402:     PetscViewerASCIIPrintf(viewer,"  reset every %D iterations\n",ctx->nrest);
    403:   }
    404:   return(0);
    405: }

    407: PETSC_EXTERN PetscErrorCode EPSCreate_RQCG(EPS eps)
    408: {
    409:   EPS_RQCG       *rqcg;

    413:   PetscNewLog(eps,&rqcg);
    414:   eps->data = (void*)rqcg;

    416:   eps->useds = PETSC_TRUE;
    417:   eps->categ = EPS_CATEGORY_PRECOND;

    419:   eps->ops->solve          = EPSSolve_RQCG;
    420:   eps->ops->setup          = EPSSetUp_RQCG;
    421:   eps->ops->setfromoptions = EPSSetFromOptions_RQCG;
    422:   eps->ops->destroy        = EPSDestroy_RQCG;
    423:   eps->ops->reset          = EPSReset_RQCG;
    424:   eps->ops->view           = EPSView_RQCG;
    425:   eps->ops->backtransform  = EPSBackTransform_Default;
    426:   eps->ops->setdefaultst   = EPSSetDefaultST_GMRES;

    428:   PetscObjectComposeFunction((PetscObject)eps,"EPSRQCGSetReset_C",EPSRQCGSetReset_RQCG);
    429:   PetscObjectComposeFunction((PetscObject)eps,"EPSRQCGGetReset_C",EPSRQCGGetReset_RQCG);
    430:   return(0);
    431: }