Actual source code: svdprimme.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:    This file implements a wrapper to the PRIMME SVD solver
     12: */

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

     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: typedef struct {
     33:   primme_svds_params primme;         /* param struct */
     34:   primme_svds_preset_method method;  /* primme method */
     35:   SVD       svd;                     /* reference to the solver */
     36:   Vec       x,y;                     /* auxiliary vectors */
     37: } SVD_PRIMME;

     39: static void multMatvec_PRIMME(void*,PRIMME_INT*,void*,PRIMME_INT*,int*,int*,struct primme_svds_params*,int*);

     41: static void par_GlobalSumReal(void *sendBuf,void *recvBuf,int *count,primme_svds_params *primme,int *ierr)
     42: {
     43:   *MPI_Allreduce(sendBuf,recvBuf,*count,MPIU_REAL,MPIU_SUM,PetscObjectComm((PetscObject)primme->commInfo));CHKERRABORT(PetscObjectComm((PetscObject)primme->commInfo),*ierr);
     44: }

     46: PetscErrorCode SVDSetUp_PRIMME(SVD svd)
     47: {
     48:   PetscErrorCode     ierr;
     49:   PetscMPIInt        numProcs,procID;
     50:   PetscInt           n,m,nloc,mloc;
     51:   SVD_PRIMME         *ops = (SVD_PRIMME*)svd->data;
     52:   primme_svds_params *primme = &ops->primme;

     55:   MPI_Comm_size(PetscObjectComm((PetscObject)svd),&numProcs);
     56:   MPI_Comm_rank(PetscObjectComm((PetscObject)svd),&procID);

     58:   /* Check some constraints and set some default values */
     59:   SVDMatGetSize(svd,&m,&n);
     60:   SVDMatGetLocalSize(svd,&mloc,&nloc);
     61:   SVDSetDimensions_Default(svd);
     62:   if (!svd->max_it) svd->max_it = PetscMax(n/svd->ncv,1000);
     63:   svd->leftbasis = PETSC_TRUE;
     64:   if (svd->stopping!=SVDStoppingBasic) SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_SUP,"External packages do not support user-defined stopping test");
     65:   if (svd->converged != SVDConvergedAbsolute) { PetscInfo(svd,"Warning: using absolute convergence test\n"); }

     67:   /* Transfer SLEPc options to PRIMME options */
     68:   primme->m          = m;
     69:   primme->n          = n;
     70:   primme->mLocal     = mloc;
     71:   primme->nLocal     = nloc;
     72:   primme->numSvals   = svd->nsv;
     73:   primme->matrix     = ops;
     74:   primme->commInfo   = svd;
     75:   primme->maxMatvecs = svd->max_it;
     76:   primme->eps        = svd->tol==PETSC_DEFAULT?SLEPC_DEFAULT_TOL:svd->tol;
     77:   primme->numProcs   = numProcs;
     78:   primme->procID     = procID;
     79:   primme->locking    = 1;
     80:   primme->printLevel = 0;

     82:   switch (svd->which) {
     83:     case SVD_LARGEST:
     84:       primme->target = primme_svds_largest;
     85:       break;
     86:     case SVD_SMALLEST:
     87:       primme->target = primme_svds_smallest;
     88:       break;
     89:     default:
     90:       SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_SUP,"'which' value not supported by PRIMME");
     91:       break;
     92:   }

     94:   /* If user sets mpd or ncv, maxBasisSize is modified */
     95:   if (svd->mpd) primme->maxBasisSize = svd->mpd;
     96:   else if (svd->ncv) primme->maxBasisSize = svd->ncv;

     98:   if (primme_svds_set_method(ops->method,(primme_preset_method)EPS_PRIMME_DEFAULT_MIN_TIME,(primme_preset_method)EPS_PRIMME_DEFAULT_MIN_TIME,primme) < 0) SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_SUP,"PRIMME method not valid");

    100:   svd->mpd = primme->maxBasisSize;
    101:   svd->ncv = svd->nsv;

    103:   /* Set workspace */
    104:   SVDAllocateSolution(svd,0);

    106:   /* Prepare auxiliary vectors */
    107:   if (!ops->x) {
    108:     MatCreateVecsEmpty(svd->A,&ops->x,&ops->y);
    109:     PetscLogObjectParent((PetscObject)svd,(PetscObject)ops->x);
    110:     PetscLogObjectParent((PetscObject)svd,(PetscObject)ops->y);
    111:   }
    112:   return(0);
    113: }

    115: PetscErrorCode SVDSolve_PRIMME(SVD svd)
    116: {
    118:   SVD_PRIMME     *ops = (SVD_PRIMME*)svd->data;
    119:   PetscScalar    *svecs, *a;

    122:   /* Reset some parameters left from previous runs */
    123:   ops->primme.aNorm    = 0.0;
    124:   ops->primme.initSize = svd->nini;
    125:   ops->primme.iseed[0] = -1;
    126:   ops->primme.iseed[1] = -1;
    127:   ops->primme.iseed[2] = -1;
    128:   ops->primme.iseed[3] = -1;

    130:   /* Allocating left and right singular vectors contiguously */
    131:   PetscMalloc1(ops->primme.numSvals*(ops->primme.mLocal+ops->primme.nLocal),&svecs);
    132:   PetscLogObjectMemory((PetscObject)svd,sizeof(PetscReal)*ops->primme.numSvals*(ops->primme.mLocal+ops->primme.nLocal));
    133:
    134:   /* Call PRIMME solver */
    135:   PRIMME_DRIVER(svd->sigma,svecs,svd->errest,&ops->primme);
    136:   if (ierr) SETERRQ1(PetscObjectComm((PetscObject)svd),PETSC_ERR_LIB,"PRIMME library failed with error code=%d",ierr);

    138:   /* Copy left and right singular vectors into svd */
    139:   BVGetArray(svd->U,&a);
    140:   PetscMemcpy(a,svecs,sizeof(PetscScalar)*ops->primme.mLocal*ops->primme.initSize);
    141:   BVRestoreArray(svd->U,&a);

    143:   BVGetArray(svd->V,&a);
    144:   PetscMemcpy(a,svecs+ops->primme.mLocal*ops->primme.initSize,sizeof(PetscScalar)*ops->primme.nLocal*ops->primme.initSize);
    145:   BVRestoreArray(svd->V,&a);

    147:   PetscFree(svecs);

    149:   svd->nconv  = ops->primme.initSize >= 0 ? ops->primme.initSize : 0;
    150:   svd->reason = svd->nconv >= svd->nsv ? SVD_CONVERGED_TOL: SVD_DIVERGED_ITS;
    151:   svd->its    = ops->primme.stats.numOuterIterations;
    152:   return(0);
    153: }

    155: 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)
    156: {
    157:   PetscInt   i;
    158:   SVD_PRIMME *ops = (SVD_PRIMME*)primme->matrix;
    159:   Vec        x = ops->x,y = ops->y;
    160:   SVD        svd = ops->svd;

    163:   for (i=0;i<*blockSize;i++) {
    164:     if (*transpose) {
    165:       *VecPlaceArray(y,(PetscScalar*)xa+(*ldx)*i);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
    166:       *VecPlaceArray(x,(PetscScalar*)ya+(*ldy)*i);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
    167:       *SVDMatMult(svd,PETSC_TRUE,y,x);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
    168:     } else {
    169:       *VecPlaceArray(x,(PetscScalar*)xa+(*ldx)*i);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
    170:       *VecPlaceArray(y,(PetscScalar*)ya+(*ldy)*i);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
    171:       *SVDMatMult(svd,PETSC_FALSE,x,y);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
    172:     }
    173:     *VecResetArray(x);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
    174:     *VecResetArray(y);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
    175:   }
    176:   PetscFunctionReturnVoid();
    177: }

    179: PetscErrorCode SVDReset_PRIMME(SVD svd)
    180: {
    182:   SVD_PRIMME     *ops = (SVD_PRIMME*)svd->data;

    185:   primme_svds_free(&ops->primme);
    186:   VecDestroy(&ops->x);
    187:   VecDestroy(&ops->y);
    188:   return(0);
    189: }

    191: PetscErrorCode SVDDestroy_PRIMME(SVD svd)
    192: {

    196:   PetscFree(svd->data);
    197:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetBlockSize_C",NULL);
    198:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetBlockSize_C",NULL);
    199:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetMethod_C",NULL);
    200:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetMethod_C",NULL);
    201:   return(0);
    202: }

    204: PetscErrorCode SVDView_PRIMME(SVD svd,PetscViewer viewer)
    205: {
    206:   PetscErrorCode     ierr;
    207:   PetscBool          isascii;
    208:   primme_svds_params *primme = &((SVD_PRIMME*)svd->data)->primme;
    209:   SVDPRIMMEMethod    methodn;
    210:   PetscMPIInt        rank;

    213:   PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);
    214:   if (isascii) {
    215:     PetscViewerASCIIPrintf(viewer,"  block size=%D\n",primme->maxBlockSize);
    216:     SVDPRIMMEGetMethod(svd,&methodn);
    217:     PetscViewerASCIIPrintf(viewer,"  solver method: %s\n",SVDPRIMMEMethods[methodn]);

    219:     /* Display PRIMME params */
    220:     MPI_Comm_rank(PetscObjectComm((PetscObject)svd),&rank);
    221:     if (!rank) primme_svds_display_params(*primme);
    222:   }
    223:   return(0);
    224: }

    226: PetscErrorCode SVDSetFromOptions_PRIMME(PetscOptionItems *PetscOptionsObject,SVD svd)
    227: {
    228:   PetscErrorCode  ierr;
    229:   SVD_PRIMME      *ctx = (SVD_PRIMME*)svd->data;
    230:   PetscInt        bs;
    231:   SVDPRIMMEMethod meth;
    232:   PetscBool       flg;

    235:   PetscOptionsHead(PetscOptionsObject,"SVD PRIMME Options");

    237:     PetscOptionsInt("-svd_primme_blocksize","Maximum block size","SVDPRIMMESetBlockSize",ctx->primme.maxBlockSize,&bs,&flg);
    238:     if (flg) { SVDPRIMMESetBlockSize(svd,bs); }

    240:     PetscOptionsEnum("-svd_primme_method","Method for solving the singular value problem","SVDPRIMMESetMethod",SVDPRIMMEMethods,(PetscEnum)ctx->method,(PetscEnum*)&meth,&flg);
    241:     if (flg) { SVDPRIMMESetMethod(svd,meth); }

    243:   PetscOptionsTail();
    244:   return(0);
    245: }

    247: static PetscErrorCode SVDPRIMMESetBlockSize_PRIMME(SVD svd,PetscInt bs)
    248: {
    249:   SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;

    252:   if (bs == PETSC_DEFAULT) ops->primme.maxBlockSize = 1;
    253:   else if (bs <= 0) SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_ARG_OUTOFRANGE,"PRIMME: block size must be positive");
    254:   else ops->primme.maxBlockSize = bs;
    255:   return(0);
    256: }

    258: /*@
    259:    SVDPRIMMESetBlockSize - The maximum block size that PRIMME will try to use.

    261:    Logically Collective on SVD

    263:    Input Parameters:
    264: +  svd - the singular value solver context
    265: -  bs - block size

    267:    Options Database Key:
    268: .  -svd_primme_blocksize - Sets the max allowed block size value

    270:    Notes:
    271:    If the block size is not set, the value established by primme_svds_initialize
    272:    is used.

    274:    The user should set the block size based on the architecture specifics
    275:    of the target computer, as well as any a priori knowledge of multiplicities.
    276:    The code does NOT require bs > 1 to find multiple eigenvalues. For some
    277:    methods, keeping bs = 1 yields the best overall performance.

    279:    Level: advanced

    281: .seealso: SVDPRIMMEGetBlockSize()
    282: @*/
    283: PetscErrorCode SVDPRIMMESetBlockSize(SVD svd,PetscInt bs)
    284: {

    290:   PetscTryMethod(svd,"SVDPRIMMESetBlockSize_C",(SVD,PetscInt),(svd,bs));
    291:   return(0);
    292: }

    294: static PetscErrorCode SVDPRIMMEGetBlockSize_PRIMME(SVD svd,PetscInt *bs)
    295: {
    296:   SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;

    299:   *bs = ops->primme.maxBlockSize;
    300:   return(0);
    301: }

    303: /*@
    304:    SVDPRIMMEGetBlockSize - Get the maximum block size the code will try to use.

    306:    Not Collective

    308:    Input Parameter:
    309: .  svd - the singular value solver context

    311:    Output Parameter:
    312: .  bs - returned block size

    314:    Level: advanced

    316: .seealso: SVDPRIMMESetBlockSize()
    317: @*/
    318: PetscErrorCode SVDPRIMMEGetBlockSize(SVD svd,PetscInt *bs)
    319: {

    325:   PetscUseMethod(svd,"SVDPRIMMEGetBlockSize_C",(SVD,PetscInt*),(svd,bs));
    326:   return(0);
    327: }

    329: static PetscErrorCode SVDPRIMMESetMethod_PRIMME(SVD svd,SVDPRIMMEMethod method)
    330: {
    331:   SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;

    334:   ops->method = (primme_svds_preset_method)method;
    335:   return(0);
    336: }

    338: /*@
    339:    SVDPRIMMESetMethod - Sets the method for the PRIMME SVD solver.

    341:    Logically Collective on SVD

    343:    Input Parameters:
    344: +  svd - the singular value solver context
    345: -  method - method that will be used by PRIMME

    347:    Options Database Key:
    348: .  -svd_primme_method - Sets the method for the PRIMME SVD solver

    350:    Note:
    351:    If not set, the method defaults to SVD_PRIMME_HYBRID.

    353:    Level: advanced

    355: .seealso: SVDPRIMMEGetMethod(), SVDPRIMMEMethod
    356: @*/
    357: PetscErrorCode SVDPRIMMESetMethod(SVD svd,SVDPRIMMEMethod method)
    358: {

    364:   PetscTryMethod(svd,"SVDPRIMMESetMethod_C",(SVD,SVDPRIMMEMethod),(svd,method));
    365:   return(0);
    366: }

    368: static PetscErrorCode SVDPRIMMEGetMethod_PRIMME(SVD svd,SVDPRIMMEMethod *method)
    369: {
    370:   SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;

    373:   *method = (SVDPRIMMEMethod)ops->method;
    374:   return(0);
    375: }

    377: /*@
    378:    SVDPRIMMEGetMethod - Gets the method for the PRIMME SVD solver.

    380:    Not Collective

    382:    Input Parameter:
    383: .  svd - the singular value solver context

    385:    Output Parameter:
    386: .  method - method that will be used by PRIMME

    388:    Level: advanced

    390: .seealso: SVDPRIMMESetMethod(), SVDPRIMMEMethod
    391: @*/
    392: PetscErrorCode SVDPRIMMEGetMethod(SVD svd,SVDPRIMMEMethod *method)
    393: {

    399:   PetscUseMethod(svd,"SVDPRIMMEGetMethod_C",(SVD,SVDPRIMMEMethod*),(svd,method));
    400:   return(0);
    401: }

    403: PETSC_EXTERN PetscErrorCode SVDCreate_PRIMME(SVD svd)
    404: {
    406:   SVD_PRIMME     *primme;

    409:   PetscNewLog(svd,&primme);
    410:   svd->data = (void*)primme;

    412:   primme_svds_initialize(&primme->primme);
    413:   primme->primme.matrixMatvec = multMatvec_PRIMME;
    414:   primme->primme.globalSumReal = par_GlobalSumReal;
    415:   primme->method = (primme_svds_preset_method)SVD_PRIMME_HYBRID;
    416:   primme->svd = svd;

    418:   svd->ops->solve          = SVDSolve_PRIMME;
    419:   svd->ops->setup          = SVDSetUp_PRIMME;
    420:   svd->ops->setfromoptions = SVDSetFromOptions_PRIMME;
    421:   svd->ops->destroy        = SVDDestroy_PRIMME;
    422:   svd->ops->reset          = SVDReset_PRIMME;
    423:   svd->ops->view           = SVDView_PRIMME;

    425:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetBlockSize_C",SVDPRIMMESetBlockSize_PRIMME);
    426:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetBlockSize_C",SVDPRIMMEGetBlockSize_PRIMME);
    427:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetMethod_C",SVDPRIMMESetMethod_PRIMME);
    428:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetMethod_C",SVDPRIMMEGetMethod_PRIMME);
    429:   return(0);
    430: }