Actual source code: svdsolve.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:    SVD routines related to the solution process
     12: */

     14: #include <slepc/private/svdimpl.h>   /*I "slepcsvd.h" I*/

     16: PetscErrorCode SVDComputeVectors(SVD svd)
     17: {
     19:   Vec            tl,uj,vj;
     20:   PetscInt       j,oldsize;

     23:   SVDCheckSolved(svd,1);
     24:   if (svd->state==SVD_STATE_SOLVED) {
     25:     /* generate left singular vectors on U */
     26:     if (!svd->U) { SVDGetBV(svd,NULL,&svd->U); }
     27:     BVGetSizes(svd->U,NULL,NULL,&oldsize);
     28:     if (!oldsize) {
     29:       if (!((PetscObject)(svd->U))->type_name) {
     30:         BVSetType(svd->U,BVSVEC);
     31:       }
     32:       SVDMatCreateVecsEmpty(svd,NULL,&tl);
     33:       BVSetSizesFromVec(svd->U,tl,svd->ncv);
     34:       VecDestroy(&tl);
     35:     }
     36:     for (j=0;j<svd->nconv;j++) {
     37:       BVGetColumn(svd->V,j,&vj);
     38:       BVGetColumn(svd->U,j,&uj);
     39:       SVDMatMult(svd,PETSC_FALSE,vj,uj);
     40:       BVRestoreColumn(svd->V,j,&vj);
     41:       BVRestoreColumn(svd->U,j,&uj);
     42:       BVOrthonormalizeColumn(svd->U,j,PETSC_FALSE,NULL,NULL);
     43:     }
     44:   }
     45:   svd->state = SVD_STATE_VECTORS;
     46:   return(0);
     47: }

     49: /*@
     50:    SVDSolve - Solves the singular value problem.

     52:    Collective on SVD

     54:    Input Parameter:
     55: .  svd - singular value solver context obtained from SVDCreate()

     57:    Options Database Keys:
     58: +  -svd_view - print information about the solver used
     59: .  -svd_view_mat binary - save the matrix to the default binary viewer
     60: .  -svd_view_vectors binary - save the computed singular vectors to the default binary viewer
     61: .  -svd_view_values - print computed singular values
     62: .  -svd_converged_reason - print reason for convergence, and number of iterations
     63: .  -svd_error_absolute - print absolute errors of each singular triplet
     64: -  -svd_error_relative - print relative errors of each singular triplet

     66:    Level: beginner

     68: .seealso: SVDCreate(), SVDSetUp(), SVDDestroy()
     69: @*/
     70: PetscErrorCode SVDSolve(SVD svd)
     71: {
     73:   PetscInt       i,*workperm;

     77:   if (svd->state>=SVD_STATE_SOLVED) return(0);
     78:   PetscLogEventBegin(SVD_Solve,svd,0,0,0);

     80:   /* call setup */
     81:   SVDSetUp(svd);
     82:   svd->its = 0;
     83:   svd->nconv = 0;
     84:   for (i=0;i<svd->ncv;i++) {
     85:     svd->sigma[i]  = 0.0;
     86:     svd->errest[i] = 0.0;
     87:     svd->perm[i]   = i;
     88:   }
     89:   SVDViewFromOptions(svd,NULL,"-svd_view_pre");

     91:   (*svd->ops->solve)(svd);
     92:   svd->state = (svd->leftbasis)? SVD_STATE_VECTORS: SVD_STATE_SOLVED;

     94:   /* sort singular triplets */
     95:   if (svd->which == SVD_SMALLEST) {
     96:     PetscSortRealWithPermutation(svd->nconv,svd->sigma,svd->perm);
     97:   } else {
     98:     PetscMalloc1(svd->nconv,&workperm);
     99:     for (i=0;i<svd->nconv;i++) workperm[i] = i;
    100:     PetscSortRealWithPermutation(svd->nconv,svd->sigma,workperm);
    101:     for (i=0;i<svd->nconv;i++) svd->perm[i] = workperm[svd->nconv-i-1];
    102:     PetscFree(workperm);
    103:   }
    104:   PetscLogEventEnd(SVD_Solve,svd,0,0,0);

    106:   /* various viewers */
    107:   SVDViewFromOptions(svd,NULL,"-svd_view");
    108:   SVDReasonViewFromOptions(svd);
    109:   SVDErrorViewFromOptions(svd);
    110:   SVDValuesViewFromOptions(svd);
    111:   SVDVectorsViewFromOptions(svd);
    112:   MatViewFromOptions(svd->OP,(PetscObject)svd,"-svd_view_mat");

    114:   /* Remove the initial subspaces */
    115:   svd->nini = 0;
    116:   svd->ninil = 0;
    117:   return(0);
    118: }

    120: /*@
    121:    SVDGetIterationNumber - Gets the current iteration number. If the
    122:    call to SVDSolve() is complete, then it returns the number of iterations
    123:    carried out by the solution method.

    125:    Not Collective

    127:    Input Parameter:
    128: .  svd - the singular value solver context

    130:    Output Parameter:
    131: .  its - number of iterations

    133:    Note:
    134:    During the i-th iteration this call returns i-1. If SVDSolve() is
    135:    complete, then parameter "its" contains either the iteration number at
    136:    which convergence was successfully reached, or failure was detected.
    137:    Call SVDGetConvergedReason() to determine if the solver converged or
    138:    failed and why.

    140:    Level: intermediate

    142: .seealso: SVDGetConvergedReason(), SVDSetTolerances()
    143: @*/
    144: PetscErrorCode SVDGetIterationNumber(SVD svd,PetscInt *its)
    145: {
    149:   *its = svd->its;
    150:   return(0);
    151: }

    153: /*@
    154:    SVDGetConvergedReason - Gets the reason why the SVDSolve() iteration was
    155:    stopped.

    157:    Not Collective

    159:    Input Parameter:
    160: .  svd - the singular value solver context

    162:    Output Parameter:
    163: .  reason - negative value indicates diverged, positive value converged
    164:    (see SVDConvergedReason)

    166:    Notes:

    168:    Possible values for reason are
    169: +  SVD_CONVERGED_TOL - converged up to tolerance
    170: .  SVD_CONVERGED_USER - converged due to a user-defined condition
    171: .  SVD_DIVERGED_ITS - required more than max_it iterations to reach convergence
    172: -  SVD_DIVERGED_BREAKDOWN - generic breakdown in method

    174:    Can only be called after the call to SVDSolve() is complete.

    176:    Level: intermediate

    178: .seealso: SVDSetTolerances(), SVDSolve(), SVDConvergedReason
    179: @*/
    180: PetscErrorCode SVDGetConvergedReason(SVD svd,SVDConvergedReason *reason)
    181: {
    185:   SVDCheckSolved(svd,1);
    186:   *reason = svd->reason;
    187:   return(0);
    188: }

    190: /*@
    191:    SVDGetConverged - Gets the number of converged singular values.

    193:    Not Collective

    195:    Input Parameter:
    196: .  svd - the singular value solver context

    198:    Output Parameter:
    199: .  nconv - number of converged singular values

    201:    Note:
    202:    This function should be called after SVDSolve() has finished.

    204:    Level: beginner

    206: @*/
    207: PetscErrorCode SVDGetConverged(SVD svd,PetscInt *nconv)
    208: {
    212:   SVDCheckSolved(svd,1);
    213:   *nconv = svd->nconv;
    214:   return(0);
    215: }

    217: /*@C
    218:    SVDGetSingularTriplet - Gets the i-th triplet of the singular value decomposition
    219:    as computed by SVDSolve(). The solution consists in the singular value and its left
    220:    and right singular vectors.

    222:    Not Collective, but vectors are shared by all processors that share the SVD

    224:    Input Parameters:
    225: +  svd - singular value solver context
    226: -  i   - index of the solution

    228:    Output Parameters:
    229: +  sigma - singular value
    230: .  u     - left singular vector
    231: -  v     - right singular vector

    233:    Note:
    234:    Both U or V can be NULL if singular vectors are not required.
    235:    Otherwise, the caller must provide valid Vec objects, i.e.,
    236:    they must be created by the calling program with e.g. MatCreateVecs().

    238:    The index i should be a value between 0 and nconv-1 (see SVDGetConverged()).
    239:    Singular triplets are indexed according to the ordering criterion established
    240:    with SVDSetWhichSingularTriplets().

    242:    Level: beginner

    244: .seealso: SVDSolve(), SVDGetConverged(), SVDSetWhichSingularTriplets()
    245: @*/
    246: PetscErrorCode SVDGetSingularTriplet(SVD svd,PetscInt i,PetscReal *sigma,Vec u,Vec v)
    247: {
    249:   PetscInt       M,N;
    250:   Vec            w;

    255:   SVDCheckSolved(svd,1);
    258:   if (i<0 || i>=svd->nconv) SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_ARG_OUTOFRANGE,"Argument 2 out of range");
    259:   if (sigma) *sigma = svd->sigma[svd->perm[i]];
    260:   MatGetSize(svd->OP,&M,&N);
    261:   if (M<N) { w = u; u = v; v = w; }
    262:   if (u) {
    263:     SVDComputeVectors(svd);
    264:     BVCopyVec(svd->U,svd->perm[i],u);
    265:   }
    266:   if (v) {
    267:     BVCopyVec(svd->V,svd->perm[i],v);
    268:   }
    269:   return(0);
    270: }

    272: /*
    273:    SVDComputeResidualNorms_Private - Computes the norms of the left and
    274:    right residuals associated with the i-th computed singular triplet.
    275: @*/
    276: static PetscErrorCode SVDComputeResidualNorms_Private(SVD svd,PetscInt i,PetscReal *norm1,PetscReal *norm2)
    277: {
    279:   Vec            u,v,x = NULL,y = NULL;
    280:   PetscReal      sigma;
    281:   PetscInt       M,N;

    284:   MatCreateVecs(svd->OP,&v,&u);
    285:   SVDGetSingularTriplet(svd,i,&sigma,u,v);
    286:   /* norm1 = ||A*v-sigma*u||_2 */
    287:   if (norm1) {
    288:     VecDuplicate(u,&x);
    289:     MatMult(svd->OP,v,x);
    290:     VecAXPY(x,-sigma,u);
    291:     VecNorm(x,NORM_2,norm1);
    292:   }
    293:   /* norm2 = ||A^T*u-sigma*v||_2 */
    294:   if (norm2) {
    295:     VecDuplicate(v,&y);
    296:     if (svd->A && svd->AT) {
    297:       MatGetSize(svd->OP,&M,&N);
    298:       if (M<N) {
    299:         MatMult(svd->A,u,y);
    300:       } else {
    301:         MatMult(svd->AT,u,y);
    302:       }
    303:     } else {
    304: #if defined(PETSC_USE_COMPLEX)
    305:       MatMultHermitianTranspose(svd->OP,u,y);
    306: #else
    307:       MatMultTranspose(svd->OP,u,y);
    308: #endif
    309:     }
    310:     VecAXPY(y,-sigma,v);
    311:     VecNorm(y,NORM_2,norm2);
    312:   }

    314:   VecDestroy(&v);
    315:   VecDestroy(&u);
    316:   VecDestroy(&x);
    317:   VecDestroy(&y);
    318:   return(0);
    319: }

    321: /*@
    322:    SVDComputeError - Computes the error (based on the residual norm) associated
    323:    with the i-th singular triplet.

    325:    Collective on SVD

    327:    Input Parameter:
    328: +  svd  - the singular value solver context
    329: .  i    - the solution index
    330: -  type - the type of error to compute

    332:    Output Parameter:
    333: .  error - the error

    335:    Notes:
    336:    The error can be computed in various ways, all of them based on the residual
    337:    norm obtained as sqrt(n1^2+n2^2) with n1 = ||A*v-sigma*u||_2 and
    338:    n2 = ||A^T*u-sigma*v||_2, where sigma is the singular value, u is the left
    339:    singular vector and v is the right singular vector.

    341:    Level: beginner

    343: .seealso: SVDErrorType, SVDSolve()
    344: @*/
    345: PetscErrorCode SVDComputeError(SVD svd,PetscInt i,SVDErrorType type,PetscReal *error)
    346: {
    348:   PetscReal      sigma,norm1,norm2;

    355:   SVDCheckSolved(svd,1);
    356:   SVDGetSingularTriplet(svd,i,&sigma,NULL,NULL);
    357:   SVDComputeResidualNorms_Private(svd,i,&norm1,&norm2);
    358:   *error = PetscSqrtReal(norm1*norm1+norm2*norm2);
    359:   switch (type) {
    360:     case SVD_ERROR_ABSOLUTE:
    361:       break;
    362:     case SVD_ERROR_RELATIVE:
    363:       *error /= sigma;
    364:       break;
    365:     default:
    366:       SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_ARG_OUTOFRANGE,"Invalid error type");
    367:   }
    368:   return(0);
    369: }