Example #1
0
PetscErrorCode EPSSolve_Arnoldi(EPS eps)
{
  PetscErrorCode     ierr;
  PetscInt           k,nv,ld;
  Mat                U;
  PetscScalar        *H,*X;
  PetscReal          beta,gamma=1.0;
  PetscBool          breakdown,harmonic,refined;
  BVOrthogRefineType orthog_ref;
  EPS_ARNOLDI        *arnoldi = (EPS_ARNOLDI*)eps->data;

  PetscFunctionBegin;
  ierr = DSGetLeadingDimension(eps->ds,&ld);CHKERRQ(ierr);
  ierr = DSGetRefined(eps->ds,&refined);CHKERRQ(ierr);
  harmonic = (eps->extraction==EPS_HARMONIC || eps->extraction==EPS_REFINED_HARMONIC)?PETSC_TRUE:PETSC_FALSE;
  ierr = BVGetOrthogonalization(eps->V,NULL,&orthog_ref,NULL);CHKERRQ(ierr);

  /* Get the starting Arnoldi vector */
  ierr = EPSGetStartVector(eps,0,NULL);CHKERRQ(ierr);

  /* Restart loop */
  while (eps->reason == EPS_CONVERGED_ITERATING) {
    eps->its++;

    /* Compute an nv-step Arnoldi factorization */
    nv = PetscMin(eps->nconv+eps->mpd,eps->ncv);
    ierr = DSSetDimensions(eps->ds,nv,0,eps->nconv,0);CHKERRQ(ierr);
    ierr = DSGetArray(eps->ds,DS_MAT_A,&H);CHKERRQ(ierr);
    if (!arnoldi->delayed) {
      ierr = EPSBasicArnoldi(eps,PETSC_FALSE,H,ld,eps->nconv,&nv,&beta,&breakdown);CHKERRQ(ierr);
    } else SETERRQ(PetscObjectComm((PetscObject)eps),1,"Not implemented");
    /*if (orthog_ref == BV_ORTHOG_REFINE_NEVER) {
      ierr = EPSDelayedArnoldi1(eps,H,ld,eps->V,eps->nconv,&nv,f,&beta,&breakdown);CHKERRQ(ierr);
    } else {
      ierr = EPSDelayedArnoldi(eps,H,ld,eps->V,eps->nconv,&nv,f,&beta,&breakdown);CHKERRQ(ierr);
    }*/
    ierr = DSRestoreArray(eps->ds,DS_MAT_A,&H);CHKERRQ(ierr);
    ierr = DSSetState(eps->ds,DS_STATE_INTERMEDIATE);CHKERRQ(ierr);
    ierr = BVSetActiveColumns(eps->V,eps->nconv,nv);CHKERRQ(ierr);

    /* Compute translation of Krylov decomposition if harmonic extraction used */
    if (harmonic) {
      ierr = DSTranslateHarmonic(eps->ds,eps->target,beta,PETSC_FALSE,NULL,&gamma);CHKERRQ(ierr);
    }

    /* Solve projected problem */
    ierr = DSSolve(eps->ds,eps->eigr,eps->eigi);CHKERRQ(ierr);
    ierr = DSSort(eps->ds,eps->eigr,eps->eigi,NULL,NULL,NULL);CHKERRQ(ierr);
    ierr = DSUpdateExtraRow(eps->ds);CHKERRQ(ierr);

    /* Check convergence */
    ierr = EPSKrylovConvergence(eps,PETSC_FALSE,eps->nconv,nv-eps->nconv,beta,gamma,&k);CHKERRQ(ierr);
    if (refined) {
      ierr = DSGetArray(eps->ds,DS_MAT_X,&X);CHKERRQ(ierr);
      ierr = BVMultColumn(eps->V,1.0,0.0,k,X+k*ld);CHKERRQ(ierr);
      ierr = DSRestoreArray(eps->ds,DS_MAT_X,&X);CHKERRQ(ierr);
      ierr = DSGetMat(eps->ds,DS_MAT_Q,&U);CHKERRQ(ierr);
      ierr = BVMultInPlace(eps->V,U,eps->nconv,nv);CHKERRQ(ierr);
      ierr = MatDestroy(&U);CHKERRQ(ierr);
      ierr = BVOrthogonalizeColumn(eps->V,k,NULL,NULL,NULL);CHKERRQ(ierr);
    } else {
      ierr = DSGetMat(eps->ds,DS_MAT_Q,&U);CHKERRQ(ierr);
      ierr = BVMultInPlace(eps->V,U,eps->nconv,nv);CHKERRQ(ierr);
      ierr = MatDestroy(&U);CHKERRQ(ierr);
    }
    eps->nconv = k;

    ierr = EPSMonitor(eps,eps->its,eps->nconv,eps->eigr,eps->eigi,eps->errest,nv);CHKERRQ(ierr);
    if (breakdown && k<eps->nev) {
      ierr = PetscInfo2(eps,"Breakdown in Arnoldi method (it=%D norm=%g)\n",eps->its,(double)beta);CHKERRQ(ierr);
      ierr = EPSGetStartVector(eps,k,&breakdown);CHKERRQ(ierr);
      if (breakdown) {
        eps->reason = EPS_DIVERGED_BREAKDOWN;
        ierr = PetscInfo(eps,"Unable to generate more start vectors\n");CHKERRQ(ierr);
      }
    }
    if (eps->its >= eps->max_it) eps->reason = EPS_DIVERGED_ITS;
    if (eps->nconv >= eps->nev) eps->reason = EPS_CONVERGED_TOL;
  }

  /* truncate Schur decomposition and change the state to raw so that
     PSVectors() computes eigenvectors from scratch */
  ierr = DSSetDimensions(eps->ds,eps->nconv,0,0,0);CHKERRQ(ierr);
  ierr = DSSetState(eps->ds,DS_STATE_RAW);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}
Example #2
0
PetscErrorCode EPSSolve_KrylovSchur_Default(EPS eps)
{
  PetscErrorCode  ierr;
  EPS_KRYLOVSCHUR *ctx = (EPS_KRYLOVSCHUR*)eps->data;
  PetscInt        i,j,*pj,k,l,nv,ld;
  Mat             U;
  PetscScalar     *S,*Q,*g;
  PetscReal       beta,gamma=1.0;
  PetscBool       breakdown,harmonic;

  PetscFunctionBegin;
  ierr = DSGetLeadingDimension(eps->ds,&ld);CHKERRQ(ierr);
  harmonic = (eps->extraction==EPS_HARMONIC || eps->extraction==EPS_REFINED_HARMONIC)?PETSC_TRUE:PETSC_FALSE;
  if (harmonic) { ierr = PetscMalloc1(ld,&g);CHKERRQ(ierr); }
  if (eps->arbitrary) pj = &j;
  else pj = NULL;

  /* Get the starting Arnoldi vector */
  ierr = EPSGetStartVector(eps,0,NULL);CHKERRQ(ierr);
  l = 0;

  /* Restart loop */
  while (eps->reason == EPS_CONVERGED_ITERATING) {
    eps->its++;

    /* Compute an nv-step Arnoldi factorization */
    nv = PetscMin(eps->nconv+eps->mpd,eps->ncv);
    ierr = DSGetArray(eps->ds,DS_MAT_A,&S);CHKERRQ(ierr);
    ierr = EPSBasicArnoldi(eps,PETSC_FALSE,S,ld,eps->nconv+l,&nv,&beta,&breakdown);CHKERRQ(ierr);
    ierr = DSRestoreArray(eps->ds,DS_MAT_A,&S);CHKERRQ(ierr);
    ierr = DSSetDimensions(eps->ds,nv,0,eps->nconv,eps->nconv+l);CHKERRQ(ierr);
    if (l==0) {
      ierr = DSSetState(eps->ds,DS_STATE_INTERMEDIATE);CHKERRQ(ierr);
    } else {
      ierr = DSSetState(eps->ds,DS_STATE_RAW);CHKERRQ(ierr);
    }
    ierr = BVSetActiveColumns(eps->V,eps->nconv,nv);CHKERRQ(ierr);

    /* Compute translation of Krylov decomposition if harmonic extraction used */
    if (harmonic) {
      ierr = DSTranslateHarmonic(eps->ds,eps->target,beta,PETSC_FALSE,g,&gamma);CHKERRQ(ierr);
    }

    /* Solve projected problem */
    ierr = DSSolve(eps->ds,eps->eigr,eps->eigi);CHKERRQ(ierr);
    if (eps->arbitrary) {
      ierr = EPSGetArbitraryValues(eps,eps->rr,eps->ri);CHKERRQ(ierr);
      j=1;
    }
    ierr = DSSort(eps->ds,eps->eigr,eps->eigi,eps->rr,eps->ri,pj);CHKERRQ(ierr);

    /* Check convergence */
    ierr = EPSKrylovConvergence(eps,PETSC_FALSE,eps->nconv,nv-eps->nconv,beta,gamma,&k);CHKERRQ(ierr);
    if (eps->its >= eps->max_it) eps->reason = EPS_DIVERGED_ITS;
    if (k >= eps->nev) eps->reason = EPS_CONVERGED_TOL;

    /* Update l */
    if (eps->reason != EPS_CONVERGED_ITERATING || breakdown) l = 0;
    else {
      l = PetscMax(1,(PetscInt)((nv-k)*ctx->keep));
#if !defined(PETSC_USE_COMPLEX)
      ierr = DSGetArray(eps->ds,DS_MAT_A,&S);CHKERRQ(ierr);
      if (S[k+l+(k+l-1)*ld] != 0.0) {
        if (k+l<nv-1) l = l+1;
        else l = l-1;
      }
      ierr = DSRestoreArray(eps->ds,DS_MAT_A,&S);CHKERRQ(ierr);
#endif
    }

    if (eps->reason == EPS_CONVERGED_ITERATING) {
      if (breakdown) {
        /* Start a new Arnoldi factorization */
        ierr = PetscInfo2(eps,"Breakdown in Krylov-Schur method (it=%D norm=%g)\n",eps->its,(double)beta);CHKERRQ(ierr);
        if (k<eps->nev) {
          ierr = EPSGetStartVector(eps,k,&breakdown);CHKERRQ(ierr);
          if (breakdown) {
            eps->reason = EPS_DIVERGED_BREAKDOWN;
            ierr = PetscInfo(eps,"Unable to generate more start vectors\n");CHKERRQ(ierr);
          }
        }
      } else {
        /* Undo translation of Krylov decomposition */
        if (harmonic) {
          ierr = DSSetDimensions(eps->ds,nv,0,k,l);CHKERRQ(ierr);
          ierr = DSTranslateHarmonic(eps->ds,0.0,beta,PETSC_TRUE,g,&gamma);CHKERRQ(ierr);
          /* gamma u^ = u - U*g~ */
          ierr = BVMultColumn(eps->V,-1.0,1.0,nv,g);CHKERRQ(ierr);
          ierr = BVScaleColumn(eps->V,nv,1.0/gamma);CHKERRQ(ierr);
        }
        /* Prepare the Rayleigh quotient for restart */
        ierr = DSGetArray(eps->ds,DS_MAT_A,&S);CHKERRQ(ierr);
        ierr = DSGetArray(eps->ds,DS_MAT_Q,&Q);CHKERRQ(ierr);
        for (i=k;i<k+l;i++) {
          S[k+l+i*ld] = Q[nv-1+i*ld]*beta*gamma;
        }
        ierr = DSRestoreArray(eps->ds,DS_MAT_A,&S);CHKERRQ(ierr);
        ierr = DSRestoreArray(eps->ds,DS_MAT_Q,&Q);CHKERRQ(ierr);
      }
    }
    /* Update the corresponding vectors V(:,idx) = V*Q(:,idx) */
    ierr = DSGetMat(eps->ds,DS_MAT_Q,&U);CHKERRQ(ierr);
    ierr = BVMultInPlace(eps->V,U,eps->nconv,k+l);CHKERRQ(ierr);
    ierr = MatDestroy(&U);CHKERRQ(ierr);

    if (eps->reason == EPS_CONVERGED_ITERATING && !breakdown) {
      ierr = BVCopyColumn(eps->V,nv,k+l);CHKERRQ(ierr);
    }
    eps->nconv = k;
    ierr = EPSMonitor(eps,eps->its,eps->nconv,eps->eigr,eps->eigi,eps->errest,nv);CHKERRQ(ierr);
  }

  if (harmonic) { ierr = PetscFree(g);CHKERRQ(ierr); }
  /* truncate Schur decomposition and change the state to raw so that
     PSVectors() computes eigenvectors from scratch */
  ierr = DSSetDimensions(eps->ds,eps->nconv,0,0,0);CHKERRQ(ierr);
  ierr = DSSetState(eps->ds,DS_STATE_RAW);CHKERRQ(ierr);
  PetscFunctionReturn(0);
}