Actual source code: davidson.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: */
     10: /*
     11:    Method: General Davidson Method (includes GD and JD)

     13:    References:
     14:     - Ernest R. Davidson. Super-matrix methods. Computer Physics Communications,
     15:       53:49-60, May 1989.
     16: */

     18: #include <slepc/private/epsimpl.h>
     19: #include <slepc/private/vecimplslepc.h>

     21: struct _dvdDashboard;
     22: typedef PetscErrorCode (*dvdCallback)(struct _dvdDashboard*);
     23: typedef struct _dvdFunctionList {
     24:   dvdCallback f;
     25:   struct _dvdFunctionList *next;
     26: } dvdFunctionList;

     28: typedef enum {
     29:   DVD_HARM_NONE,
     30:   DVD_HARM_RR,
     31:   DVD_HARM_RRR,
     32:   DVD_HARM_REIGS,
     33:   DVD_HARM_LEIGS
     34: } HarmType_t;

     36: typedef enum {
     37:   DVD_INITV_CLASSIC,
     38:   DVD_INITV_KRYLOV
     39: } InitType_t;

     41: /*
     42:    Dashboard struct: contains the methods that will be employed and the tuning
     43:    options.
     44: */

     46: typedef struct _dvdDashboard {
     47:   /**** Function steps ****/
     48:   /* Initialize V */
     49:   PetscErrorCode (*initV)(struct _dvdDashboard*);
     50:   void *initV_data;

     52:   /* Find the approximate eigenpairs from V */
     53:   PetscErrorCode (*calcPairs)(struct _dvdDashboard*);
     54:   void *calcPairs_data;

     56:   /* Eigenpair test for convergence */
     57:   PetscBool (*testConv)(struct _dvdDashboard*,PetscScalar,PetscScalar,PetscReal,PetscReal*);
     58:   void *testConv_data;

     60:   /* Improve the selected eigenpairs */
     61:   PetscErrorCode (*improveX)(struct _dvdDashboard*,PetscInt,PetscInt,PetscInt*);
     62:   void *improveX_data;

     64:   /* Check for restarting */
     65:   PetscErrorCode (*isRestarting)(struct _dvdDashboard*,PetscBool*);
     66:   void *isRestarting_data;

     68:   /* Perform restarting */
     69:   PetscErrorCode (*restartV)(struct _dvdDashboard*);
     70:   void *restartV_data;

     72:   /* Update V */
     73:   PetscErrorCode (*updateV)(struct _dvdDashboard*);
     74:   void *updateV_data;

     76:   /**** Problem specification ****/
     77:   Mat         A,B;            /* problem matrices */
     78:   MatType_t   sA,sB;          /* matrix specifications */
     79:   EPType_t    sEP;            /* problem specifications */
     80:   PetscInt    nev;            /* number of eigenpairs */
     81:   EPSWhich    which;          /* spectrum selection */
     82:   PetscBool   withTarget;     /* if there is a target */
     83:   PetscScalar target[2];      /* target value */
     84:   PetscReal   tol;            /* tolerance */
     85:   PetscBool   correctXnorm;   /* if true, norm of X are computed */

     87:   /**** Subspaces specification ****/
     88:   PetscInt nconv;             /* number of converged eigenpairs */
     89:   PetscInt npreconv;          /* number of pairs ready to converge */

     91:   BV       W;                 /* left basis for harmonic case */
     92:   BV       AX;                /* A*V */
     93:   BV       BX;                /* B*V */
     94:   PetscInt size_D;            /* active vectors */
     95:   PetscInt max_size_proj;     /* max size projected problem */
     96:   PetscInt max_size_P;        /* max unconverged vectors in the projector */
     97:   PetscInt bs;                /* max vectors that expands the subspace every iteration */
     98:   EPS      eps;               /* connection to SLEPc */

    100:   /**** Auxiliary space ****/
    101:   VecPool auxV;               /* auxiliary vectors */
    102:   BV      auxBV;              /* auxiliary vectors */

    104:   /**** Eigenvalues and errors ****/
    105:   PetscScalar *ceigr,*ceigi;  /* converged eigenvalues */
    106:   PetscScalar *eigr,*eigi;    /* current eigenvalues */
    107:   PetscReal   *nR;            /* residual norm */
    108:   PetscReal   *real_nR;       /* original nR */
    109:   PetscReal   *nX;            /* X norm */
    110:   PetscReal   *real_nX;       /* original nX */
    111:   PetscReal   *errest;        /* relative error eigenpairs */
    112:   PetscReal   *nBds;          /* B-norms of projected problem  */

    114:   /**** Shared function and variables ****/
    115:   PetscErrorCode (*e_Vchanged)(struct _dvdDashboard*,PetscInt,PetscInt,PetscInt,PetscInt);
    116:   void *e_Vchanged_data;
    117:   PetscErrorCode (*calcpairs_residual)(struct _dvdDashboard*,PetscInt,PetscInt);
    118:   PetscErrorCode (*calcpairs_selectPairs)(struct _dvdDashboard*,PetscInt);
    119:   void *calcpairs_residual_data;
    120:   PetscErrorCode (*improvex_precond)(struct _dvdDashboard*,PetscInt,Vec,Vec);
    121:   void *improvex_precond_data;
    122:   PetscErrorCode (*improvex_jd_proj_uv)(struct _dvdDashboard*,PetscInt,PetscInt,Vec*,Vec*,Vec*,PetscScalar*,PetscScalar*,PetscScalar*,PetscScalar*,PetscInt);
    123:   PetscErrorCode (*improvex_jd_lit)(struct _dvdDashboard*,PetscInt,PetscScalar*,PetscScalar*,PetscInt*,PetscReal*);
    124:   PetscErrorCode (*calcpairs_W)(struct _dvdDashboard*);
    125:   void *calcpairs_W_data;
    126:   PetscErrorCode (*calcpairs_proj_trans)(struct _dvdDashboard*);
    127:   PetscErrorCode (*calcpairs_eigs_trans)(struct _dvdDashboard*);
    128:   PetscErrorCode (*calcpairs_eig_backtrans)(struct _dvdDashboard*,PetscScalar,PetscScalar,PetscScalar*,PetscScalar*);
    129:   PetscErrorCode (*calcpairs_proj_res)(struct _dvdDashboard*,PetscInt,PetscInt,Vec*);
    130:   PetscErrorCode (*preTestConv)(struct _dvdDashboard*,PetscInt,PetscInt,PetscInt,PetscInt*);
    131:   PetscErrorCode (*e_newIteration)(struct _dvdDashboard*);
    132:   void *e_newIteration_data;

    134:   dvdFunctionList *startList;  /* starting list */
    135:   dvdFunctionList *endList;    /* ending list */
    136:   dvdFunctionList *destroyList;/* destructor list */

    138:   Mat       H,G;               /* projected problem matrices */
    139:   Mat       auxM;              /* auxiliary dense matrix */
    140:   PetscInt  size_MT;           /* rows in MT */

    142:   PetscInt  V_tra_s;
    143:   PetscInt  V_tra_e;       /* cX <- [cX V*MT(0:V_tra_s-1)], V <- V*MT(V_tra_s:V_tra_e) */
    144:   PetscInt  V_new_s;
    145:   PetscInt  V_new_e;           /* added to V the columns V_new_s:V_new_e */
    146:   PetscBool W_shift;           /* if true W is shifted when vectors converge */
    147: } dvdDashboard;

    149: typedef struct {
    150:   /*------------------------- User parameters ---------------------------*/
    151:   PetscInt  blocksize;     /* block size */
    152:   PetscInt  initialsize;   /* initial size of V */
    153:   PetscInt  minv;          /* size of V after restarting */
    154:   PetscInt  plusk;         /* keep plusk eigenvectors from the last iteration */
    155:   PetscBool ipB;           /* true if B-ortho is used */
    156:   PetscReal fix;           /* the fix parameter */
    157:   PetscBool krylovstart;   /* true if the starting subspace is a Krylov basis */
    158:   PetscBool dynamic;       /* true if dynamic stopping criterion is used */
    159:   PetscBool doubleexp;     /* double expansion in GD (GD2) */

    161:   /*----------------- Child objects and working data -------------------*/
    162:   dvdDashboard ddb;
    163: } EPS_DAVIDSON;

    165: PETSC_STATIC_INLINE PetscErrorCode EPSDavidsonFLAdd(dvdFunctionList **fl,dvdCallback f)
    166: {
    168:   dvdFunctionList *l;

    171:   PetscNew(&l);
    172:   l->f = f;
    173:   l->next = *fl;
    174:   *fl = l;
    175:   return(0);
    176: }

    178: PETSC_STATIC_INLINE PetscErrorCode EPSDavidsonFLCall(dvdFunctionList *fl,dvdDashboard *d)
    179: {
    181:   dvdFunctionList *l;

    184:   for (l=fl;l;l=l->next) { (l->f)(d); }
    185:   return(0);
    186: }

    188: PETSC_STATIC_INLINE PetscErrorCode EPSDavidsonFLDestroy(dvdFunctionList **fl)
    189: {
    190:   PetscErrorCode  ierr;
    191:   dvdFunctionList *l,*l0;

    194:   for (l=*fl;l;l=l0) {
    195:     l0 = l->next;
    196:     PetscFree(l);
    197:   }
    198:   *fl = NULL;
    199:   return(0);
    200: }

    202: /*
    203:   The blackboard configuration structure: saves information about the memory
    204:   and other requirements.

    206:   The starting memory structure:

    208:   V           W?          AV          BV?          tKZ
    209:   |-----------|-----------|-----------|------------|-------|
    210:   nev+mpd     nev+mpd     scP+mpd     nev?+mpd     sP+scP
    211:               scP+mpd                 scP+mpd

    213:   The final memory structure considering W_shift:

    215:   cX  V       cY?  W?     cAV AV      BcX? BV?     KZ  tKZ
    216:   |---|-------|----|------|---|-------|----|-------|---|---|
    217:   nev mpd     nev  mpd    scP mpd     nev  mpd     scP sP    <- shift
    218:               scP                     scP                    <- !shift
    219: */
    220: typedef struct {
    221:   PetscInt max_size_V;         /* max size of the searching subspace (mpd) */
    222:   PetscInt max_size_X;         /* max size of X (bs) */
    223:   PetscInt size_V;             /* real size of V (nev+size_P+mpd) */
    224:   PetscInt max_size_oldX;      /* max size of oldX */
    225:   PetscInt max_nev;            /* max number of converged pairs */
    226:   PetscInt max_size_P;         /* number of computed vectors for the projector */
    227:   PetscInt max_size_cP;        /* number of converged vectors in the projectors */
    228:   PetscInt max_size_proj;      /* max size projected problem */
    229:   PetscInt max_size_cX_proj;   /* max converged vectors in the projected problem */
    230:   PetscInt state;              /* method states:
    231:                                    0: preconfiguring
    232:                                    1: configuring
    233:                                    2: running */
    234: } dvdBlackboard;

    236: #define DVD_STATE_PRECONF 0
    237: #define DVD_STATE_CONF 1
    238: #define DVD_STATE_RUN 2

    240: /* Prototypes of non-static auxiliary functions */
    241: PETSC_INTERN PetscErrorCode dvd_calcpairs_qz(dvdDashboard*,dvdBlackboard*,PetscBool,PetscBool);
    242: PETSC_INTERN PetscErrorCode dvd_improvex_gd2(dvdDashboard*,dvdBlackboard*,KSP,PetscInt);
    243: PETSC_INTERN PetscErrorCode dvd_improvex_jd(dvdDashboard*,dvdBlackboard*,KSP,PetscInt,PetscBool);
    244: PETSC_INTERN PetscErrorCode dvd_improvex_jd_proj_uv(dvdDashboard*,dvdBlackboard*);
    245: PETSC_INTERN PetscErrorCode dvd_improvex_jd_lit_const(dvdDashboard*,dvdBlackboard*,PetscInt,PetscReal,PetscReal);
    246: PETSC_INTERN PetscErrorCode dvd_improvex_compute_X(dvdDashboard*,PetscInt,PetscInt,Vec*,PetscScalar*,PetscInt);
    247: PETSC_INTERN PetscErrorCode dvd_initV(dvdDashboard*,dvdBlackboard*,PetscInt,PetscInt,PetscBool);
    248: PETSC_INTERN PetscErrorCode dvd_orthV(BV,PetscInt,PetscInt);
    249: PETSC_INTERN PetscErrorCode dvd_schm_basic_preconf(dvdDashboard*,dvdBlackboard*,PetscInt,PetscInt,PetscInt,PetscInt,PetscInt,PetscInt,HarmType_t,KSP,InitType_t,PetscBool,PetscBool,PetscBool);
    250: PETSC_INTERN PetscErrorCode dvd_schm_basic_conf(dvdDashboard*,dvdBlackboard*,PetscInt,PetscInt,PetscInt,PetscInt,PetscInt,PetscInt,HarmType_t,PetscBool,PetscScalar,KSP,PetscReal,InitType_t,PetscBool,PetscBool,PetscBool,PetscBool);
    251: PETSC_INTERN PetscErrorCode dvd_testconv_slepc(dvdDashboard*,dvdBlackboard*);
    252: PETSC_INTERN PetscErrorCode dvd_managementV_basic(dvdDashboard*,dvdBlackboard*,PetscInt,PetscInt,PetscInt,PetscInt,PetscBool,PetscBool);
    253: PETSC_INTERN PetscErrorCode dvd_static_precond_PC(dvdDashboard*,dvdBlackboard*,PC);
    254: PETSC_INTERN PetscErrorCode dvd_harm_updateproj(dvdDashboard*);
    255: PETSC_INTERN PetscErrorCode dvd_harm_conf(dvdDashboard*,dvdBlackboard*,HarmType_t,PetscBool,PetscScalar);

    257: /* Internal interface routines */
    258: PETSC_INTERN PetscErrorCode EPSReset_XD(EPS);
    259: PETSC_INTERN PetscErrorCode EPSSetUp_XD(EPS);
    260: PETSC_INTERN PetscErrorCode EPSSolve_XD(EPS);
    261: PETSC_INTERN PetscErrorCode EPSComputeVectors_XD(EPS);
    262: PETSC_INTERN PetscErrorCode EPSXDSetKrylovStart_XD(EPS,PetscBool);
    263: PETSC_INTERN PetscErrorCode EPSXDGetKrylovStart_XD(EPS,PetscBool*);
    264: PETSC_INTERN PetscErrorCode EPSXDSetBlockSize_XD(EPS,PetscInt);
    265: PETSC_INTERN PetscErrorCode EPSXDGetBlockSize_XD(EPS,PetscInt*);
    266: PETSC_INTERN PetscErrorCode EPSXDSetRestart_XD(EPS,PetscInt,PetscInt);
    267: PETSC_INTERN PetscErrorCode EPSXDGetRestart_XD(EPS,PetscInt*,PetscInt*);
    268: PETSC_INTERN PetscErrorCode EPSXDGetInitialSize_XD(EPS,PetscInt*);
    269: PETSC_INTERN PetscErrorCode EPSXDSetInitialSize_XD(EPS,PetscInt);
    270: PETSC_INTERN PetscErrorCode EPSXDSetBOrth_XD(EPS,PetscBool);
    271: PETSC_INTERN PetscErrorCode EPSXDGetBOrth_XD(EPS,PetscBool*);
    272: PETSC_INTERN PetscErrorCode EPSJDGetFix_JD(EPS,PetscReal*);
    273: PETSC_INTERN PetscErrorCode EPSJDGetConstCorrectionTol_JD(EPS,PetscBool*);