Actual source code: svdsetup.c

slepc-3.13.2 2020-05-12
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  1: /*
  2:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
  3:    SLEPc - Scalable Library for Eigenvalue Problem Computations
  4:    Copyright (c) 2002-2020, 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 for setting up the solver
 12: */

 14:  #include <slepc/private/svdimpl.h>

 16: /*@
 17:    SVDSetOperator - Set the matrix associated with the singular value problem.

 19:    Collective on svd

 21:    Input Parameters:
 22: +  svd - the singular value solver context
 23: -  A  - the matrix associated with the singular value problem

 25:    Level: beginner

 27: .seealso: SVDSolve(), SVDGetOperator()
 28: @*/
 29: PetscErrorCode SVDSetOperator(SVD svd,Mat mat)
 30: {

 37:   PetscObjectReference((PetscObject)mat);
 38:   if (svd->state) { SVDReset(svd); }
 39:   else { MatDestroy(&svd->OP); }
 40:   svd->OP = mat;
 41:   svd->state = SVD_STATE_INITIAL;
 42:   return(0);
 43: }

 45: /*@
 46:    SVDGetOperator - Get the matrix associated with the singular value problem.

 48:    Not collective, though parallel Mats are returned if the SVD is parallel

 50:    Input Parameter:
 51: .  svd - the singular value solver context

 53:    Output Parameters:
 54: .  A    - the matrix associated with the singular value problem

 56:    Level: advanced

 58: .seealso: SVDSolve(), SVDSetOperator()
 59: @*/
 60: PetscErrorCode SVDGetOperator(SVD svd,Mat *A)
 61: {
 65:   *A = svd->OP;
 66:   return(0);
 67: }

 69: /*@
 70:    SVDSetUp - Sets up all the internal data structures necessary for the
 71:    execution of the singular value solver.

 73:    Collective on svd

 75:    Input Parameter:
 76: .  svd   - singular value solver context

 78:    Notes:
 79:    This function need not be called explicitly in most cases, since SVDSolve()
 80:    calls it. It can be useful when one wants to measure the set-up time
 81:    separately from the solve time.

 83:    Level: developer

 85: .seealso: SVDCreate(), SVDSolve(), SVDDestroy()
 86: @*/
 87: PetscErrorCode SVDSetUp(SVD svd)
 88: {
 90:   PetscBool      expltrans,flg;
 91:   PetscInt       M,N,k;
 92:   SlepcSC        sc;
 93:   Vec            *T;
 94:   BV             bv;

 98:   if (svd->state) return(0);
 99:   PetscLogEventBegin(SVD_SetUp,svd,0,0,0);

101:   /* reset the convergence flag from the previous solves */
102:   svd->reason = SVD_CONVERGED_ITERATING;

104:   /* Set default solver type (SVDSetFromOptions was not called) */
105:   if (!((PetscObject)svd)->type_name) {
106:     SVDSetType(svd,SVDCROSS);
107:   }
108:   if (!svd->ds) { SVDGetDS(svd,&svd->ds); }

110:   /* check matrix */
111:   if (!svd->OP) SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_ARG_WRONGSTATE,"SVDSetOperator must be called first");

113:   /* determine how to handle the transpose */
114:   expltrans = PETSC_TRUE;
115:   if (svd->impltrans) expltrans = PETSC_FALSE;
116:   else {
117:     MatHasOperation(svd->OP,MATOP_TRANSPOSE,&flg);
118:     if (!flg) expltrans = PETSC_FALSE;
119:     else {
120:       PetscObjectTypeCompare((PetscObject)svd,SVDLAPACK,&flg);
121:       if (flg) expltrans = PETSC_FALSE;
122:     }
123:   }

125:   /* build transpose matrix */
126:   MatDestroy(&svd->A);
127:   MatDestroy(&svd->AT);
128:   MatGetSize(svd->OP,&M,&N);
129:   PetscObjectReference((PetscObject)svd->OP);
130:   if (expltrans) {
131:     if (M>=N) {
132:       svd->A = svd->OP;
133:       MatTranspose(svd->OP,MAT_INITIAL_MATRIX,&svd->AT);
134:       MatConjugate(svd->AT);
135:     } else {
136:       MatTranspose(svd->OP,MAT_INITIAL_MATRIX,&svd->A);
137:       MatConjugate(svd->A);
138:       svd->AT = svd->OP;
139:     }
140:   } else {
141:     if (M>=N) {
142:       svd->A = svd->OP;
143:       svd->AT = NULL;
144:     } else {
145:       svd->A = NULL;
146:       svd->AT = svd->OP;
147:     }
148:   }

150:   if (M<N) {
151:     /* swap initial vectors and basis vectors */
152:     T=svd->ISL; svd->ISL=svd->IS; svd->IS=T;
153:     k=svd->ninil; svd->ninil=svd->nini; svd->nini=k;
154:     bv=svd->V; svd->V=svd->U; svd->U=bv;
155:   }

157:   if (svd->ncv > PetscMin(M,N)) svd->ncv = PetscMin(M,N);
158:   if (svd->nsv > PetscMin(M,N)) svd->nsv = PetscMin(M,N);
159:   if (svd->ncv && svd->nsv > svd->ncv) SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_ARG_OUTOFRANGE,"nsv bigger than ncv");

161:   /* call specific solver setup */
162:   (*svd->ops->setup)(svd);

164:   /* set tolerance if not yet set */
165:   if (svd->tol==PETSC_DEFAULT) svd->tol = SLEPC_DEFAULT_TOL;

167:   /* fill sorting criterion context */
168:   DSGetSlepcSC(svd->ds,&sc);
169:   sc->comparison    = (svd->which==SVD_LARGEST)? SlepcCompareLargestReal: SlepcCompareSmallestReal;
170:   sc->comparisonctx = NULL;
171:   sc->map           = NULL;
172:   sc->mapobj        = NULL;

174:   /* process initial vectors */
175:   if (svd->nini<0) {
176:     k = -svd->nini;
177:     if (k>svd->ncv) SETERRQ(PetscObjectComm((PetscObject)svd),1,"The number of initial vectors is larger than ncv");
178:     BVInsertVecs(svd->V,0,&k,svd->IS,PETSC_TRUE);
179:     SlepcBasisDestroy_Private(&svd->nini,&svd->IS);
180:     svd->nini = k;
181:   }
182:   if (svd->ninil<0) {
183:     k = 0;
184:     if (svd->leftbasis) {
185:       k = -svd->ninil;
186:       if (k>svd->ncv) SETERRQ(PetscObjectComm((PetscObject)svd),1,"The number of left initial vectors is larger than ncv");
187:       BVInsertVecs(svd->U,0,&k,svd->ISL,PETSC_TRUE);
188:     } else {
189:       PetscInfo(svd,"Ignoring initial left vectors\n");
190:     }
191:     SlepcBasisDestroy_Private(&svd->ninil,&svd->ISL);
192:     svd->ninil = k;
193:   }

195:   PetscLogEventEnd(SVD_SetUp,svd,0,0,0);
196:   svd->state = SVD_STATE_SETUP;
197:   return(0);
198: }

200: /*@C
201:    SVDSetInitialSpaces - Specify two basis of vectors that constitute the initial
202:    right and/or left spaces, that is, a rough approximation to the right and/or
203:    left singular subspaces from which the solver starts to iterate.

205:    Collective on svd

207:    Input Parameter:
208: +  svd   - the singular value solver context
209: .  nr    - number of right vectors
210: .  isr   - set of basis vectors of the right initial space
211: .  nl    - number of left vectors
212: -  isl   - set of basis vectors of the left initial space

214:    Notes:
215:    It is not necessary to provide both sets of vectors.

217:    Some solvers start to iterate on a single vector (initial vector). In that case,
218:    the other vectors are ignored.

220:    These vectors do not persist from one SVDSolve() call to the other, so the
221:    initial space should be set every time.

223:    The vectors do not need to be mutually orthonormal, since they are explicitly
224:    orthonormalized internally.

226:    Common usage of this function is when the user can provide a rough approximation
227:    of the wanted singular space. Then, convergence may be faster.

229:    Level: intermediate
230: @*/
231: PetscErrorCode SVDSetInitialSpaces(SVD svd,PetscInt nr,Vec isr[],PetscInt nl,Vec isl[])
232: {

239:   if (nr<0) SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_ARG_OUTOFRANGE,"Argument nr cannot be negative");
240:   if (nr>0) {
243:   }
244:   if (nl<0) SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_ARG_OUTOFRANGE,"Argument nl cannot be negative");
245:   if (nl>0) {
248:   }
249:   SlepcBasisReference_Private(nr,isr,&svd->nini,&svd->IS);
250:   SlepcBasisReference_Private(nl,isl,&svd->ninil,&svd->ISL);
251:   if (nr>0 || nl>0) svd->state = SVD_STATE_INITIAL;
252:   return(0);
253: }

255: /*
256:   SVDSetDimensions_Default - Set reasonable values for ncv, mpd if not set
257:   by the user. This is called at setup.
258:  */
259: PetscErrorCode SVDSetDimensions_Default(SVD svd)
260: {
262:   PetscInt       N;

265:   SVDMatGetSize(svd,NULL,&N);
266:   if (svd->ncv) { /* ncv set */
267:     if (svd->ncv<svd->nsv) SETERRQ(PetscObjectComm((PetscObject)svd),1,"The value of ncv must be at least nsv");
268:   } else if (svd->mpd) { /* mpd set */
269:     svd->ncv = PetscMin(N,svd->nsv+svd->mpd);
270:   } else { /* neither set: defaults depend on nsv being small or large */
271:     if (svd->nsv<500) svd->ncv = PetscMin(N,PetscMax(2*svd->nsv,10));
272:     else {
273:       svd->mpd = 500;
274:       svd->ncv = PetscMin(N,svd->nsv+svd->mpd);
275:     }
276:   }
277:   if (!svd->mpd) svd->mpd = svd->ncv;
278:   return(0);
279: }

281: /*@
282:    SVDAllocateSolution - Allocate memory storage for common variables such
283:    as the singular values and the basis vectors.

285:    Collective on svd

287:    Input Parameters:
288: +  svd   - eigensolver context
289: -  extra - number of additional positions, used for methods that require a
290:            working basis slightly larger than ncv

292:    Developers Notes:
293:    This is SLEPC_EXTERN because it may be required by user plugin SVD
294:    implementations.

296:    This is called at setup after setting the value of ncv and the flag leftbasis.

298:    Level: developer
299: @*/
300: PetscErrorCode SVDAllocateSolution(SVD svd,PetscInt extra)
301: {
303:   PetscInt       oldsize,requested;
304:   Vec            tr,tl;

307:   requested = svd->ncv + extra;

309:   /* oldsize is zero if this is the first time setup is called */
310:   BVGetSizes(svd->V,NULL,NULL,&oldsize);

312:   /* allocate sigma */
313:   if (requested != oldsize || !svd->sigma) {
314:     PetscFree3(svd->sigma,svd->perm,svd->errest);
315:     PetscMalloc3(requested,&svd->sigma,requested,&svd->perm,requested,&svd->errest);
316:     PetscLogObjectMemory((PetscObject)svd,PetscMax(0,requested-oldsize)*(2*sizeof(PetscReal)+sizeof(PetscInt)));
317:   }
318:   /* allocate V */
319:   if (!svd->V) { SVDGetBV(svd,&svd->V,NULL); }
320:   if (!oldsize) {
321:     if (!((PetscObject)(svd->V))->type_name) {
322:       BVSetType(svd->V,BVSVEC);
323:     }
324:     SVDMatCreateVecsEmpty(svd,&tr,NULL);
325:     BVSetSizesFromVec(svd->V,tr,requested);
326:     VecDestroy(&tr);
327:   } else {
328:     BVResize(svd->V,requested,PETSC_FALSE);
329:   }
330:   /* allocate U */
331:   if (svd->leftbasis) {
332:     if (!svd->U) { SVDGetBV(svd,NULL,&svd->U); }
333:     if (!oldsize) {
334:       if (!((PetscObject)(svd->U))->type_name) {
335:         BVSetType(svd->U,BVSVEC);
336:       }
337:       SVDMatCreateVecsEmpty(svd,NULL,&tl);
338:       BVSetSizesFromVec(svd->U,tl,requested);
339:       VecDestroy(&tl);
340:     } else {
341:       BVResize(svd->U,requested,PETSC_FALSE);
342:     }
343:   }
344:   return(0);
345: }