PetscErrorCode VecNorm_Seq(Vec xin,NormType type,PetscReal *z)
{
const PetscScalar *xx;
PetscErrorCode ierr;
PetscInt n = xin->map->n;
PetscBLASInt one = 1, bn;
PetscFunctionBegin;
ierr = PetscBLASIntCast(n,&bn);CHKERRQ(ierr);
if (type == NORM_2 || type == NORM_FROBENIUS) {
ierr = VecGetArrayRead(xin,&xx);CHKERRQ(ierr);
#if defined(PETSC_USE_REAL___FP16)
*z = BLASnrm2_(&bn,xx,&one);
#else
*z = PetscRealPart(BLASdot_(&bn,xx,&one,xx,&one));
*z = PetscSqrtReal(*z);
#endif
ierr = VecRestoreArrayRead(xin,&xx);CHKERRQ(ierr);
ierr = PetscLogFlops(PetscMax(2.0*n-1,0.0));CHKERRQ(ierr);
} else if (type == NORM_INFINITY) {
PetscInt i;
PetscReal max = 0.0,tmp;
ierr = VecGetArrayRead(xin,&xx);CHKERRQ(ierr);
for (i=0; i<n; i++) {
if ((tmp = PetscAbsScalar(*xx)) > max) max = tmp;
/* check special case of tmp == NaN */
if (tmp != tmp) {max = tmp; break;}
xx++;
}
ierr = VecRestoreArrayRead(xin,&xx);CHKERRQ(ierr);
*z = max;
} else if (type == NORM_1) {
#if defined(PETSC_USE_COMPLEX)
PetscReal tmp = 0.0;
PetscInt i;
#endif
ierr = VecGetArrayRead(xin,&xx);CHKERRQ(ierr);
#if defined(PETSC_USE_COMPLEX)
/* BLASasum() returns the nonstandard 1 norm of the 1 norm of the complex entries so we provide a custom loop instead */
for (i=0; i<n; i++) {
tmp += PetscAbsScalar(xx[i]);
}
*z = tmp;
#else
PetscStackCallBLAS("BLASasum",*z = BLASasum_(&bn,xx,&one));
#endif
ierr = VecRestoreArrayRead(xin,&xx);CHKERRQ(ierr);
ierr = PetscLogFlops(PetscMax(n-1.0,0.0));CHKERRQ(ierr);
} else if (type == NORM_1_AND_2) {
ierr = VecNorm_Seq(xin,NORM_1,z);CHKERRQ(ierr);
ierr = VecNorm_Seq(xin,NORM_2,z+1);CHKERRQ(ierr);
}
PetscFunctionReturn(0);
}
static PetscErrorCode estsv(PetscInt n, PetscReal *r, PetscInt ldr, PetscReal *svmin, PetscReal *z)
{
PetscBLASInt blas1=1, blasn=n, blasnmi, blasj, blasldr = ldr;
PetscInt i,j;
PetscReal e,temp,w,wm,ynorm,znorm,s,sm;
PetscFunctionBegin;
for (i=0;i<n;i++) {
z[i]=0.0;
}
e = PetscAbs(r[0]);
if (e == 0.0) {
*svmin = 0.0;
z[0] = 1.0;
} else {
/* Solve R'*y = e */
for (i=0;i<n;i++) {
/* Scale y. The scaling factor (0.01) reduces the number of scalings */
if (z[i] >= 0.0) e =-PetscAbs(e);
else e = PetscAbs(e);
if (PetscAbs(e - z[i]) > PetscAbs(r[i + ldr*i])) {
temp = PetscMin(0.01,PetscAbs(r[i + ldr*i]))/PetscAbs(e-z[i]);
PetscStackCallBLAS("BLASscal",BLASscal_(&blasn, &temp, z, &blas1));
e = temp*e;
}
/* Determine the two possible choices of y[i] */
if (r[i + ldr*i] == 0.0) {
w = wm = 1.0;
} else {
w = (e - z[i]) / r[i + ldr*i];
wm = - (e + z[i]) / r[i + ldr*i];
}
/* Chose y[i] based on the predicted value of y[j] for j>i */
s = PetscAbs(e - z[i]);
sm = PetscAbs(e + z[i]);
for (j=i+1;j<n;j++) {
sm += PetscAbs(z[j] + wm * r[i + ldr*j]);
}
if (i < n-1) {
blasnmi = n-i-1;
PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasnmi, &w, &r[i + ldr*(i+1)], &blasldr, &z[i+1], &blas1));
s += BLASasum_(&blasnmi, &z[i+1], &blas1);
}
if (s < sm) {
temp = wm - w;
w = wm;
if (i < n-1) {
PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasnmi, &temp, &r[i + ldr*(i+1)], &blasldr, &z[i+1], &blas1));
}
}
z[i] = w;
}
ynorm = BLASnrm2_(&blasn, z, &blas1);
/* Solve R*z = y */
for (j=n-1; j>=0; j--) {
/* Scale z */
if (PetscAbs(z[j]) > PetscAbs(r[j + ldr*j])) {
temp = PetscMin(0.01, PetscAbs(r[j + ldr*j] / z[j]));
PetscStackCallBLAS("BLASscal",BLASscal_(&blasn, &temp, z, &blas1));
ynorm *=temp;
}
if (r[j + ldr*j] == 0) {
z[j] = 1.0;
} else {
z[j] = z[j] / r[j + ldr*j];
}
temp = -z[j];
blasj=j;
PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasj,&temp,&r[0+ldr*j],&blas1,z,&blas1));
}
/* Compute svmin and normalize z */
znorm = 1.0 / BLASnrm2_(&blasn, z, &blas1);
*svmin = ynorm*znorm;
PetscStackCallBLAS("BLASscal",BLASscal_(&blasn, &znorm, z, &blas1));
}
PetscFunctionReturn(0);
}
/*
c ***********
c
c Subroutine dgqt
c
c Given an n by n symmetric matrix A, an n-vector b, and a
c positive number delta, this subroutine determines a vector
c x which approximately minimizes the quadratic function
c
c f(x) = (1/2)*x'*A*x + b'*x
c
c subject to the Euclidean norm constraint
c
c norm(x) <= delta.
c
c This subroutine computes an approximation x and a Lagrange
c multiplier par such that either par is zero and
c
c norm(x) <= (1+rtol)*delta,
c
c or par is positive and
c
c abs(norm(x) - delta) <= rtol*delta.
c
c If xsol is the solution to the problem, the approximation x
c satisfies
c
c f(x) <= ((1 - rtol)**2)*f(xsol)
c
c The subroutine statement is
c
c subroutine dgqt(n,a,lda,b,delta,rtol,atol,itmax,
c par,f,x,info,z,wa1,wa2)
c
c where
c
c n is an integer variable.
c On entry n is the order of A.
c On exit n is unchanged.
c
c a is a double precision array of dimension (lda,n).
c On entry the full upper triangle of a must contain the
c full upper triangle of the symmetric matrix A.
c On exit the array contains the matrix A.
c
c lda is an integer variable.
c On entry lda is the leading dimension of the array a.
c On exit lda is unchanged.
c
c b is an double precision array of dimension n.
c On entry b specifies the linear term in the quadratic.
c On exit b is unchanged.
c
c delta is a double precision variable.
c On entry delta is a bound on the Euclidean norm of x.
c On exit delta is unchanged.
c
c rtol is a double precision variable.
c On entry rtol is the relative accuracy desired in the
c solution. Convergence occurs if
c
c f(x) <= ((1 - rtol)**2)*f(xsol)
c
c On exit rtol is unchanged.
c
c atol is a double precision variable.
c On entry atol is the absolute accuracy desired in the
c solution. Convergence occurs when
c
c norm(x) <= (1 + rtol)*delta
c
c max(-f(x),-f(xsol)) <= atol
c
c On exit atol is unchanged.
c
c itmax is an integer variable.
c On entry itmax specifies the maximum number of iterations.
c On exit itmax is unchanged.
c
c par is a double precision variable.
c On entry par is an initial estimate of the Lagrange
c multiplier for the constraint norm(x) <= delta.
c On exit par contains the final estimate of the multiplier.
c
c f is a double precision variable.
c On entry f need not be specified.
c On exit f is set to f(x) at the output x.
c
c x is a double precision array of dimension n.
c On entry x need not be specified.
c On exit x is set to the final estimate of the solution.
c
c info is an integer variable.
c On entry info need not be specified.
c On exit info is set as follows:
c
c info = 1 The function value f(x) has the relative
c accuracy specified by rtol.
c
c info = 2 The function value f(x) has the absolute
c accuracy specified by atol.
c
c info = 3 Rounding errors prevent further progress.
c On exit x is the best available approximation.
c
c info = 4 Failure to converge after itmax iterations.
c On exit x is the best available approximation.
c
c z is a double precision work array of dimension n.
c
c wa1 is a double precision work array of dimension n.
c
c wa2 is a double precision work array of dimension n.
c
c Subprograms called
c
c MINPACK-2 ...... destsv
c
c LAPACK ......... dpotrf
c
c Level 1 BLAS ... daxpy, dcopy, ddot, dnrm2, dscal
c
c Level 2 BLAS ... dtrmv, dtrsv
c
c MINPACK-2 Project. October 1993.
c Argonne National Laboratory and University of Minnesota.
c Brett M. Averick, Richard Carter, and Jorge J. More'
c
c ***********
*/
PetscErrorCode gqt(PetscInt n, PetscReal *a, PetscInt lda, PetscReal *b,
PetscReal delta, PetscReal rtol, PetscReal atol,
PetscInt itmax, PetscReal *retpar, PetscReal *retf,
PetscReal *x, PetscInt *retinfo, PetscInt *retits,
PetscReal *z, PetscReal *wa1, PetscReal *wa2)
{
PetscErrorCode ierr;
PetscReal f=0.0,p001=0.001,p5=0.5,minusone=-1,delta2=delta*delta;
PetscInt iter, j, rednc,info;
PetscBLASInt indef;
PetscBLASInt blas1=1, blasn=n, iblas, blaslda = lda,blasldap1=lda+1,blasinfo;
PetscReal alpha, anorm, bnorm, parc, parf, parl, pars, par=*retpar,paru, prod, rxnorm, rznorm=0.0, temp, xnorm;
PetscFunctionBegin;
parf = 0.0;
xnorm = 0.0;
rxnorm = 0.0;
rednc = 0;
for (j=0; j<n; j++) {
x[j] = 0.0;
z[j] = 0.0;
}
/* Copy the diagonal and save A in its lower triangle */
PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,a,&blasldap1, wa1, &blas1));
for (j=0;j<n-1;j++) {
iblas = n - j - 1;
PetscStackCallBLAS("BLAScopy",BLAScopy_(&iblas,&a[j + lda*(j+1)], &blaslda, &a[j+1 + lda*j], &blas1));
}
/* Calculate the l1-norm of A, the Gershgorin row sums, and the
l2-norm of b */
anorm = 0.0;
for (j=0;j<n;j++) {
wa2[j] = BLASasum_(&blasn, &a[0 + lda*j], &blas1);
CHKMEMQ;
anorm = PetscMax(anorm,wa2[j]);
}
for (j=0;j<n;j++) {
wa2[j] = wa2[j] - PetscAbs(wa1[j]);
}
bnorm = BLASnrm2_(&blasn,b,&blas1);
CHKMEMQ;
/* Calculate a lower bound, pars, for the domain of the problem.
Also calculate an upper bound, paru, and a lower bound, parl,
for the Lagrange multiplier. */
pars = parl = paru = -anorm;
for (j=0;j<n;j++) {
pars = PetscMax(pars, -wa1[j]);
parl = PetscMax(parl, wa1[j] + wa2[j]);
paru = PetscMax(paru, -wa1[j] + wa2[j]);
}
parl = PetscMax(bnorm/delta - parl,pars);
parl = PetscMax(0.0,parl);
paru = PetscMax(0.0, bnorm/delta + paru);
/* If the input par lies outside of the interval (parl, paru),
set par to the closer endpoint. */
par = PetscMax(par,parl);
par = PetscMin(par,paru);
/* Special case: parl == paru */
paru = PetscMax(paru, (1.0 + rtol)*parl);
/* Beginning of an iteration */
info = 0;
for (iter=1;iter<=itmax;iter++) {
/* Safeguard par */
if (par <= pars && paru > 0) {
par = PetscMax(p001, PetscSqrtScalar(parl/paru)) * paru;
}
/* Copy the lower triangle of A into its upper triangle and
compute A + par*I */
for (j=0;j<n-1;j++) {
iblas = n - j - 1;
PetscStackCallBLAS("BLAScopy",BLAScopy_(&iblas,&a[j+1 + j*lda], &blas1,&a[j + (j+1)*lda], &blaslda));
}
for (j=0;j<n;j++) {
a[j + j*lda] = wa1[j] + par;
}
/* Attempt the Cholesky factorization of A without referencing
the lower triangular part. */
PetscStackCallBLAS("LAPACKpotrf",LAPACKpotrf_("U",&blasn,a,&blaslda,&indef));
/* Case 1: A + par*I is pos. def. */
if (indef == 0) {
/* Compute an approximate solution x and save the
last value of par with A + par*I pos. def. */
parf = par;
PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn, b, &blas1, wa2, &blas1));
PetscStackCallBLAS("LAPACKtrtrs",LAPACKtrtrs_("U","T","N",&blasn,&blas1,a,&blaslda,wa2,&blasn,&blasinfo));
rxnorm = BLASnrm2_(&blasn, wa2, &blas1);
PetscStackCallBLAS("LAPACKtrtrs",LAPACKtrtrs_("U","N","N",&blasn,&blas1,a,&blaslda,wa2,&blasn,&blasinfo));
PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn, wa2, &blas1, x, &blas1));
PetscStackCallBLAS("BLASscal",BLASscal_(&blasn, &minusone, x, &blas1));
xnorm = BLASnrm2_(&blasn, x, &blas1);
CHKMEMQ;
/* Test for convergence */
if (PetscAbs(xnorm - delta) <= rtol*delta ||
(par == 0 && xnorm <= (1.0+rtol)*delta)) {
info = 1;
}
/* Compute a direction of negative curvature and use this
information to improve pars. */
iblas=blasn*blasn;
ierr = estsv(n,a,lda,&rznorm,z);CHKERRQ(ierr);
CHKMEMQ;
pars = PetscMax(pars, par-rznorm*rznorm);
/* Compute a negative curvature solution of the form
x + alpha*z, where norm(x+alpha*z)==delta */
rednc = 0;
if (xnorm < delta) {
/* Compute alpha */
prod = BLASdot_(&blasn, z, &blas1, x, &blas1) / delta;
temp = (delta - xnorm)*((delta + xnorm)/delta);
alpha = temp/(PetscAbs(prod) + PetscSqrtScalar(prod*prod + temp/delta));
if (prod >= 0) alpha = PetscAbs(alpha);
else alpha =-PetscAbs(alpha);
/* Test to decide if the negative curvature step
produces a larger reduction than with z=0 */
rznorm = PetscAbs(alpha) * rznorm;
if ((rznorm*rznorm + par*xnorm*xnorm)/(delta2) <= par) {
rednc = 1;
}
/* Test for convergence */
if (p5 * rznorm*rznorm / delta2 <= rtol*(1.0-p5*rtol)*(par + rxnorm*rxnorm/delta2)) {
info = 1;
} else if (info == 0 && (p5*(par + rxnorm*rxnorm/delta2) <= atol/delta2)) {
info = 2;
}
}
/* Compute the Newton correction parc to par. */
if (xnorm == 0) {
parc = -par;
} else {
PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn, x, &blas1, wa2, &blas1));
temp = 1.0/xnorm;
PetscStackCallBLAS("BLASscal",BLASscal_(&blasn, &temp, wa2, &blas1));
PetscStackCallBLAS("LAPACKtrtrs",LAPACKtrtrs_("U","T","N",&blasn, &blas1, a, &blaslda, wa2, &blasn, &blasinfo));
temp = BLASnrm2_(&blasn, wa2, &blas1);
parc = (xnorm - delta)/(delta*temp*temp);
}
/* update parl or paru */
if (xnorm > delta) {
parl = PetscMax(parl, par);
} else if (xnorm < delta) {
paru = PetscMin(paru, par);
}
} else {
/* Case 2: A + par*I is not pos. def. */
/* Use the rank information from the Cholesky
decomposition to update par. */
if (indef > 1) {
/* Restore column indef to A + par*I. */
iblas = indef - 1;
PetscStackCallBLAS("BLAScopy",BLAScopy_(&iblas,&a[indef-1 + 0*lda],&blaslda,&a[0 + (indef-1)*lda],&blas1));
a[indef-1 + (indef-1)*lda] = wa1[indef-1] + par;
/* compute parc. */
PetscStackCallBLAS("BLAScopy",BLAScopy_(&iblas,&a[0 + (indef-1)*lda], &blas1, wa2, &blas1));
PetscStackCallBLAS("LAPACKtrtrs",LAPACKtrtrs_("U","T","N",&iblas,&blas1,a,&blaslda,wa2,&blasn,&blasinfo));
PetscStackCallBLAS("BLAScopy",BLAScopy_(&iblas,wa2,&blas1,&a[0 + (indef-1)*lda],&blas1));
temp = BLASnrm2_(&iblas,&a[0 + (indef-1)*lda],&blas1);
CHKMEMQ;
a[indef-1 + (indef-1)*lda] -= temp*temp;
PetscStackCallBLAS("LAPACKtrtr",LAPACKtrtrs_("U","N","N",&iblas,&blas1,a,&blaslda,wa2,&blasn,&blasinfo));
}
wa2[indef-1] = -1.0;
iblas = indef;
temp = BLASnrm2_(&iblas,wa2,&blas1);
parc = - a[indef-1 + (indef-1)*lda]/(temp*temp);
pars = PetscMax(pars,par+parc);
/* If necessary, increase paru slightly.
This is needed because in some exceptional situations
paru is the optimal value of par. */
paru = PetscMax(paru, (1.0+rtol)*pars);
}
/* Use pars to update parl */
parl = PetscMax(parl,pars);
/* Test for converged. */
if (info == 0) {
if (iter == itmax) info=4;
if (paru <= (1.0+p5*rtol)*pars) info=3;
if (paru == 0.0) info = 2;
}
/* If exiting, store the best approximation and restore
the upper triangle of A. */
if (info != 0) {
/* Compute the best current estimates for x and f. */
par = parf;
f = -p5 * (rxnorm*rxnorm + par*xnorm*xnorm);
if (rednc) {
f = -p5 * (rxnorm*rxnorm + par*delta*delta - rznorm*rznorm);
PetscStackCallBLAS("BLASaxpy",BLASaxpy_(&blasn, &alpha, z, &blas1, x, &blas1));
}
/* Restore the upper triangle of A */
for (j = 0; j<n; j++) {
iblas = n - j - 1;
PetscStackCallBLAS("BLAScopy",BLAScopy_(&iblas,&a[j+1 + j*lda],&blas1, &a[j + (j+1)*lda],&blaslda));
}
iblas = lda+1;
PetscStackCallBLAS("BLAScopy",BLAScopy_(&blasn,wa1,&blas1,a,&iblas));
break;
}
par = PetscMax(parl,par+parc);
}
*retpar = par;
*retf = f;
*retinfo = info;
*retits = iter;
CHKMEMQ;
PetscFunctionReturn(0);
}
