Actual source code: svdimpl.h
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: */

     11: #if !defined(_SVDIMPL)
     12: #define _SVDIMPL

     14: #include <slepcsvd.h>
     15: #include <slepc/private/slepcimpl.h>

     17: PETSC_EXTERN PetscBool SVDRegisterAllCalled;
     18: PETSC_EXTERN PetscErrorCode SVDRegisterAll(void);
     19: PETSC_EXTERN PetscLogEvent SVD_SetUp,SVD_Solve;

     21: typedef struct _SVDOps *SVDOps;

     23: struct _SVDOps {
     24:   PetscErrorCode (*solve)(SVD);
     25:   PetscErrorCode (*setup)(SVD);
     26:   PetscErrorCode (*setfromoptions)(PetscOptionItems*,SVD);
     27:   PetscErrorCode (*publishoptions)(SVD);
     28:   PetscErrorCode (*destroy)(SVD);
     29:   PetscErrorCode (*reset)(SVD);
     30:   PetscErrorCode (*view)(SVD,PetscViewer);
     31: };

     33: /*
     34:      Maximum number of monitors you can run with a single SVD
     35: */
     36: #define MAXSVDMONITORS 5

     38: typedef enum { SVD_STATE_INITIAL,
     39:                SVD_STATE_SETUP,
     40:                SVD_STATE_SOLVED,
     41:                SVD_STATE_VECTORS } SVDStateType;

     43: /*
     44:    Defines the SVD data structure.
     45: */
     46: struct _p_SVD {
     47:   PETSCHEADER(struct _SVDOps);
     48:   /*------------------------- User parameters ---------------------------*/
     49:   Mat            OP;               /* problem matrix */
     50:   PetscInt       max_it;           /* max iterations */
     51:   PetscInt       nsv;              /* number of requested values */
     52:   PetscInt       ncv;              /* basis size */
     53:   PetscInt       mpd;              /* maximum dimension of projected problem */
     54:   PetscInt       nini,ninil;       /* number of initial vecs (negative means not copied yet) */
     55:   PetscReal      tol;              /* tolerance */
     56:   SVDConv        conv;             /* convergence test */
     57:   SVDStop        stop;             /* stopping test */
     58:   SVDWhich       which;            /* which singular values are computed */
     59:   PetscBool      impltrans;        /* implicit transpose mode */
     60:   PetscBool      trackall;         /* whether all the residuals must be computed */

     62:   /*-------------- User-provided functions and contexts -----------------*/
     63:   PetscErrorCode (*converged)(SVD,PetscReal,PetscReal,PetscReal*,void*);
     64:   PetscErrorCode (*convergeduser)(SVD,PetscReal,PetscReal,PetscReal*,void*);
     65:   PetscErrorCode (*convergeddestroy)(void*);
     66:   PetscErrorCode (*stopping)(SVD,PetscInt,PetscInt,PetscInt,PetscInt,SVDConvergedReason*,void*);
     67:   PetscErrorCode (*stoppinguser)(SVD,PetscInt,PetscInt,PetscInt,PetscInt,SVDConvergedReason*,void*);
     68:   PetscErrorCode (*stoppingdestroy)(void*);
     69:   void           *convergedctx;
     70:   void           *stoppingctx;
     71:   PetscErrorCode (*monitor[MAXSVDMONITORS])(SVD,PetscInt,PetscInt,PetscReal*,PetscReal*,PetscInt,void*);
     72:   PetscErrorCode (*monitordestroy[MAXSVDMONITORS])(void**);
     73:   void           *monitorcontext[MAXSVDMONITORS];
     74:   PetscInt       numbermonitors;

     76:   /*----------------- Child objects and working data -------------------*/
     77:   DS             ds;               /* direct solver object */
     78:   BV             U,V;              /* left and right singular vectors */
     79:   SlepcSC        sc;               /* sorting criterion data */
     80:   Mat            A;                /* problem matrix (m>n) */
     81:   Mat            AT;               /* transposed matrix */
     82:   Vec            *IS,*ISL;         /* placeholder for references to user initial space */
     83:   PetscReal      *sigma;           /* singular values */
     84:   PetscInt       *perm;            /* permutation for singular value ordering */
     85:   PetscReal      *errest;          /* error estimates */
     86:   void           *data;            /* placeholder for solver-specific stuff */

     88:   /* ----------------------- Status variables -------------------------- */
     89:   SVDStateType   state;            /* initial -> setup -> solved -> vectors */
     90:   PetscInt       nconv;            /* number of converged values */
     91:   PetscInt       its;              /* iteration counter */
     92:   PetscBool      leftbasis;        /* if U is filled by the solver */
     93:   SVDConvergedReason reason;
     94: };

     96: /*
     97:     Macros to test valid SVD arguments
     98: */
     99: #if !defined(PETSC_USE_DEBUG)

    101: #define SVDCheckSolved(h,arg) do {} while (0)

    103: #else

    105: #define SVDCheckSolved(h,arg) \
    106:   do { \
    107:     if (h->state<SVD_STATE_SOLVED) SETERRQ1(PetscObjectComm((PetscObject)h),PETSC_ERR_ARG_WRONGSTATE,"Must call SVDSolve() first: Parameter #%d",arg); \
    108:   } while (0)

    110: #endif

    112: PETSC_STATIC_INLINE PetscErrorCode SVDMatMult(SVD svd,PetscBool trans,Vec x,Vec y)
    113: {

    117:   if (trans) {
    118:     if (svd->AT) {
    119:       MatMult(svd->AT,x,y);
    120:     } else {
    121: #if defined(PETSC_USE_COMPLEX)
    122:       MatMultHermitianTranspose(svd->A,x,y);
    123: #else
    124:       MatMultTranspose(svd->A,x,y);
    125: #endif
    126:     }
    127:   } else {
    128:     if (svd->A) {
    129:       MatMult(svd->A,x,y);
    130:     } else {
    131: #if defined(PETSC_USE_COMPLEX)
    132:       MatMultHermitianTranspose(svd->AT,x,y);
    133: #else
    134:       MatMultTranspose(svd->AT,x,y);
    135: #endif
    136:     }
    137:   }
    138:   return(0);
    139: }

    141: PETSC_STATIC_INLINE PetscErrorCode SVDMatCreateVecs(SVD svd,Vec *x,Vec *y)
    142: {

    146:   if (svd->A) {
    147:     MatCreateVecs(svd->A,x,y);
    148:   } else {
    149:     MatCreateVecs(svd->AT,y,x);
    150:   }
    151:   return(0);
    152: }

    154: PETSC_STATIC_INLINE PetscErrorCode SVDMatCreateVecsEmpty(SVD svd,Vec *x,Vec *y)
    155: {

    159:   if (svd->A) {
    160:     MatCreateVecsEmpty(svd->A,x,y);
    161:   } else {
    162:     MatCreateVecsEmpty(svd->AT,y,x);
    163:   }
    164:   return(0);
    165: }

    167: PETSC_STATIC_INLINE PetscErrorCode SVDMatGetSize(SVD svd,PetscInt *m,PetscInt *n)
    168: {

    172:   if (svd->A) {
    173:     MatGetSize(svd->A,m,n);
    174:   } else {
    175:     MatGetSize(svd->AT,n,m);
    176:   }
    177:   return(0);
    178: }

    180: PETSC_STATIC_INLINE PetscErrorCode SVDMatGetLocalSize(SVD svd,PetscInt *m,PetscInt *n)
    181: {

    185:   if (svd->A) {
    186:     MatGetLocalSize(svd->A,m,n);
    187:   } else {
    188:     MatGetLocalSize(svd->AT,n,m);
    189:   }
    190:   return(0);
    191: }

    193: PETSC_INTERN PetscErrorCode SVDTwoSideLanczos(SVD,PetscReal*,PetscReal*,BV,BV,PetscInt,PetscInt);
    194: PETSC_INTERN PetscErrorCode SVDSetDimensions_Default(SVD);
    195: PETSC_INTERN PetscErrorCode SVDComputeVectors(SVD);

    197: #endif