Actual source code: svdimpl.h
slepc-3.5.2 2014-10-10
1: /*
2: - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
3: SLEPc - Scalable Library for Eigenvalue Problem Computations
4: Copyright (c) 2002-2014, Universitat Politecnica de Valencia, Spain
6: This file is part of SLEPc.
8: SLEPc is free software: you can redistribute it and/or modify it under the
9: terms of version 3 of the GNU Lesser General Public License as published by
10: the Free Software Foundation.
12: SLEPc is distributed in the hope that it will be useful, but WITHOUT ANY
13: WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
14: FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for
15: more details.
17: You should have received a copy of the GNU Lesser General Public License
18: along with SLEPc. If not, see <http://www.gnu.org/licenses/>.
19: - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
20: */
22: #if !defined(_SVDIMPL)
23: #define _SVDIMPL
25: #include <slepcsvd.h>
26: #include <slepc-private/slepcimpl.h>
28: PETSC_EXTERN PetscLogEvent SVD_SetUp,SVD_Solve;
30: typedef struct _SVDOps *SVDOps;
32: struct _SVDOps {
33: PetscErrorCode (*solve)(SVD);
34: PetscErrorCode (*setup)(SVD);
35: PetscErrorCode (*setfromoptions)(SVD);
36: PetscErrorCode (*publishoptions)(SVD);
37: PetscErrorCode (*destroy)(SVD);
38: PetscErrorCode (*reset)(SVD);
39: PetscErrorCode (*view)(SVD,PetscViewer);
40: };
42: /*
43: Maximum number of monitors you can run with a single SVD
44: */
45: #define MAXSVDMONITORS 5
47: /*
48: Defines the SVD data structure.
49: */
50: struct _p_SVD {
51: PETSCHEADER(struct _SVDOps);
52: /*------------------------- User parameters ---------------------------*/
53: Mat OP; /* problem matrix */
54: PetscInt max_it; /* max iterations */
55: PetscInt nsv; /* number of requested values */
56: PetscInt ncv; /* basis size */
57: PetscInt mpd; /* maximum dimension of projected problem */
58: PetscInt nini,ninil; /* number of initial vectors (negative means not copied yet) */
59: PetscReal tol; /* tolerance */
60: SVDWhich which; /* which singular values are computed */
61: PetscBool impltrans; /* implicit transpose mode */
62: PetscBool trackall; /* whether all the residuals must be computed */
64: /*-------------- User-provided functions and contexts -----------------*/
65: PetscErrorCode (*monitor[MAXSVDMONITORS])(SVD,PetscInt,PetscInt,PetscReal*,PetscReal*,PetscInt,void*);
66: PetscErrorCode (*monitordestroy[MAXSVDMONITORS])(void**);
67: void *monitorcontext[MAXSVDMONITORS];
68: PetscInt numbermonitors;
70: /*----------------- Child objects and working data -------------------*/
71: DS ds; /* direct solver object */
72: BV U,V; /* left and right singular vectors */
73: PetscRandom rand; /* random number generator */
74: SlepcSC sc; /* sorting criterion data */
75: Mat A; /* problem matrix (m>n) */
76: Mat AT; /* transposed matrix */
77: Vec *IS,*ISL; /* placeholder for references to user-provided initial space */
78: PetscReal *sigma; /* singular values */
79: PetscInt *perm; /* permutation for singular value ordering */
80: PetscReal *errest; /* error estimates */
81: void *data; /* placeholder for solver-specific stuff */
83: /* ----------------------- Status variables -------------------------- */
84: PetscInt nconv; /* number of converged values */
85: PetscInt its; /* iteration counter */
86: PetscBool leftbasis; /* if U is filled by the solver */
87: PetscBool lvecsavail; /* if U contains left singular vectors */
88: PetscInt setupcalled;
89: SVDConvergedReason reason;
90: };
94: PETSC_STATIC_INLINE PetscErrorCode SVDMatMult(SVD svd,PetscBool trans,Vec x,Vec y)
95: {
99: if (trans) {
100: if (svd->AT) {
101: MatMult(svd->AT,x,y);
102: } else {
103: #if defined(PETSC_USE_COMPLEX)
104: MatMultHermitianTranspose(svd->A,x,y);
105: #else
106: MatMultTranspose(svd->A,x,y);
107: #endif
108: }
109: } else {
110: if (svd->A) {
111: MatMult(svd->A,x,y);
112: } else {
113: #if defined(PETSC_USE_COMPLEX)
114: MatMultHermitianTranspose(svd->AT,x,y);
115: #else
116: MatMultTranspose(svd->AT,x,y);
117: #endif
118: }
119: }
120: return(0);
121: }
125: PETSC_STATIC_INLINE PetscErrorCode SVDMatGetVecs(SVD svd,Vec *x,Vec *y)
126: {
130: if (svd->A) {
131: MatGetVecs(svd->A,x,y);
132: } else {
133: MatGetVecs(svd->AT,y,x);
134: }
135: return(0);
136: }
140: PETSC_STATIC_INLINE PetscErrorCode SVDMatGetSize(SVD svd,PetscInt *m,PetscInt *n)
141: {
145: if (svd->A) {
146: MatGetSize(svd->A,m,n);
147: } else {
148: MatGetSize(svd->AT,n,m);
149: }
150: return(0);
151: }
155: PETSC_STATIC_INLINE PetscErrorCode SVDMatGetLocalSize(SVD svd,PetscInt *m,PetscInt *n)
156: {
160: if (svd->A) {
161: MatGetLocalSize(svd->A,m,n);
162: } else {
163: MatGetLocalSize(svd->AT,n,m);
164: }
165: return(0);
166: }
168: PETSC_INTERN PetscErrorCode SVDTwoSideLanczos(SVD,PetscReal*,PetscReal*,BV,BV,PetscInt,PetscInt);
169: PETSC_INTERN PetscErrorCode SVDSetDimensions_Default(SVD);
171: #endif