コード例 #1
0
ファイル: locking_d.c プロジェクト: a061105/AugGreedySDPsolve
int lock_vectors_dprimme(double tol, double *aNormEstimate, double *maxConvTol, 
   int *basisSize, int *numLocked, int *numGuesses, int *nextGuess,
   double *V, double *W, double *H, double *evecsHat, double *M, 
   double *UDU, int *ipivot, double *hVals, double *hVecs, 
   double *evecs, double *evals, int *perm, double machEps, 
   double *resNorms, int *numPrevRitzVals, double *prevRitzVals, 
   int *flag, double *rwork, int rworkSize, int *iwork, 
   int *LockingProblem, primme_params *primme) {

   int i;             /* Loop counter                                       */
   int numCandidates; /* Number of targeted Ritz vectors converged before   */
                      /* restart.                                           */
   int newStart;      /* Index in evecs where the locked vectors were added */
   int numNewVectors; /* Number of vectors added to the basis to replace    */
                      /* locked vectors.                                    */
   int candidate;     /* Index of Ritz vector to be checked for convergence */
   int numDeflated;   /* The number of vectors actually locked              */
   int numReplaced;   /* The number of locked vectors that were replaced by */
                      /* initial guesses.                                   */
   int numRecentlyLocked; /* Number of vectors locked.                      */
   int evecsSize;     /* The number of orthogonalization constraints plus   */
                      /* the number of locked vectors.                      */
   int ret;           /* Used to store return values.                       */
   int workinW;       /* Flag whether an active W vector is used as tempwork*/
   int entireSpace = (*basisSize+*numLocked >= primme->n); /* bool if entire*/
                      /* space is built, so current ritzvecs are accurate.  */

   double *norms, *tnorms; /* Array of residual norms, and temp array       */
   double attainableTol;   /* Used to verify a practical convergence problem*/
   double *residual;  /* Stores residual vector                             */
   double ztmp;       /* temp variable */

   /* ----------------------------------------*/
   /* Assign temporary work space for residual*/
   /* ----------------------------------------*/

   if (*basisSize < primme->maxBasisSize) {
      /* compute residuals in the next open slot of W */
      residual = &W[*basisSize*primme->nLocal];
      workinW = 0;
   }
   else {
      /* This basiSize==maxBasisSize, immediately after restart, can only occur
       * if the basisSize + numLocked = n (at which case we lock everything)
       * OR if (numConverged + restartSize + numPrevRetain > basisSize), ie.
       * too many converged. Since we do not know which evec will be locked
       * we use the W[LAST] as temporary space, but only after W[LAST] has 
       * been used to compute residual(LAST) -the while loop starts from LAST.
       * After all lockings, if the LAST evec was not locked, we must  
       * recompute W[LAST]=Av. This matvec event is extremely infrequent */
      residual = &W[(*basisSize-1)*primme->nLocal];
      workinW = 1;
   }

   /* -------------------------------------*/
   /* Set the tolerance, and attainableTol */
   /* -------------------------------------*/
   
   if (primme->aNorm <= 0.0L) {
      tol = tol * (*aNormEstimate);
   }
   attainableTol=max(tol,sqrt(primme->numOrthoConst+*numLocked)*(*maxConvTol));

   /* -------------------------------------------------------- */
   /* Determine how many Ritz vectors converged before restart */
   /* -------------------------------------------------------- */

   i = *basisSize - 1;
   while ((flag[i] == LOCK_IT ||flag[i] == UNCONDITIONAL_LOCK_IT) && i >= 0) {
      i--;
   }
      
   numCandidates = *basisSize - i - 1;

   if (numCandidates == 0) {
      return 0;
   }

   /* --------------------------------- */
   /* Compute residuals and their norms */
   /* --------------------------------- */

   tnorms = (double *) rwork;
   norms  = tnorms + numCandidates;

   for (i = *basisSize-1, candidate = numCandidates-1;  
      i >= *basisSize-numCandidates; i--, candidate--) {
      Num_dcopy_dprimme(primme->nLocal, &W[primme->nLocal*i], 1, residual, 1);
      ztmp = -hVals[i];
      Num_axpy_dprimme(primme->nLocal, ztmp, &V[primme->nLocal*i],1,residual,1);
      tnorms[candidate] = Num_dot_dprimme(primme->nLocal,residual,1,residual,1);
   }

   /* Global sum the dot products */
   (*primme->globalSumDouble)(tnorms, norms, &numCandidates, primme); 

   numRecentlyLocked = 0;

   /* ------------------------------------------------------------------- */
   /* Check the convergence of each residual norm.  If the Ritz vector is */
   /* converged, then lock it.                                            */
   /* ------------------------------------------------------------------- */

   for (i = *basisSize - numCandidates, candidate = 0; i < *basisSize; i++, 
      candidate++) {

      norms[candidate] = sqrt(norms[candidate]);

      /* If the vector has become (regularly or practically) unconverged, */
      /* then flag it, else lock it and replace it with an initial guess, */
      /* if one is available. Exception: If the entire space is spanned,  */
      /* we can't do better, so lock it.                                  */


      if ((flag[i]!=UNCONDITIONAL_LOCK_IT && norms[candidate] >= tol 
                                   && !entireSpace ) ||
          (flag[i]==UNCONDITIONAL_LOCK_IT && norms[candidate] >= attainableTol
                                   && !entireSpace )) {
         flag[i] = UNCONVERGED;
      }
      else {
        /* If an unconditional lock has become converged, show it and */
        /* record the max converged tolerance accordingly             */
        if (norms[candidate]<tol) {
           flag[i]=LOCK_IT;
           *maxConvTol = max(*maxConvTol, tol);
        }
        else {
           *maxConvTol = max(*maxConvTol, norms[candidate]);
           *LockingProblem = 1;
        }

         if (primme->printLevel >= 2 && primme->procID == 0) { 
            fprintf(primme->outputFile, 
            "Lock epair[ %d ]= %e norm %.4e Mvecs %d Time %.4e Flag %d\n",
                  *numLocked+1, hVals[i], norms[candidate], 
                   primme->stats.numMatvecs,primme_wTimer(0),flag[i]);
            fflush(primme->outputFile);
         }

         /* Copy the converged Ritz vector to the evecs array and  */
         /* insert the converged Ritz value in sorted order within */
         /* the evals array.                                       */

         Num_dcopy_dprimme(primme->nLocal, &V[primme->nLocal*i], 1, 
            &evecs[primme->nLocal*(primme->numOrthoConst + *numLocked)], 1);
         insertionSort(hVals[i], evals, norms[candidate], resNorms, perm, 
            *numLocked, primme);

         /* If there are any initial guesses remaining, then copy it */
         /* into the basis, else flag the vector as locked so it may */
         /* be discarded later.                                      */

         if (*numGuesses > 0) {
            Num_dcopy_dprimme(primme->nLocal, 
               &evecs[primme->nLocal*(*nextGuess)], 1, &V[primme->nLocal*i], 1);
            flag[i] = INITIAL_GUESS;
            *numGuesses = *numGuesses - 1;
            *nextGuess = *nextGuess + 1;
         }
         else {
            flag[i] = LOCKED;
         }

         *numLocked = *numLocked + 1;
         numRecentlyLocked++;
            
      }
   }
      
   evecsSize = primme->numOrthoConst + *numLocked;

   /* -------------------------------------------------------------------- */
   /* If a W vector was used as workspace for residual AND its evec has    */
   /* not been locked out,  recompute it, W = A*v. This is rare.           */
   /* -------------------------------------------------------------------- */
      if (workinW && flag[*basisSize-1] != LOCKED) {
         update_W_dprimme(V, W, *basisSize-1, 1, primme);
      }
   
   /* -------------------------------------------------------------------- */
   /* Return IF all target Ritz vectors have been locked, ELSE update the  */
   /* evecsHat array by applying the preconditioner (if preconditioning is */
   /* needed, and JDQMR with right, skew Q projector is applied            */
   /* -------------------------------------------------------------------- */

   if (*numLocked >= primme->numEvals) {
      return 0;
   }
   else if (UDU != NULL) {

      /* Compute K^{-1}x for all newly locked eigenvectors */

      newStart = primme->nLocal*(evecsSize - numRecentlyLocked);
      (*primme->applyPreconditioner)( &evecs[newStart], &evecsHat[newStart], 
                                    &numRecentlyLocked, primme);
      primme->stats.numPreconds += numRecentlyLocked;

      /* Update the projection evecs'*evecsHat now that evecs and evecsHat   */
      /* have been expanded by numRecentlyLocked columns.  Required          */
      /* workspace is numLocked*numEvals.  The most ever needed would be     */
      /* maxBasisSize*numEvals.                                              */

      update_projection_dprimme(evecs, evecsHat, M, 
         evecsSize-numRecentlyLocked, primme->numOrthoConst+primme->numEvals, 
         numRecentlyLocked, rwork, primme);

      ret = UDUDecompose_dprimme(M, UDU, ipivot, evecsSize, rwork, 
         rworkSize, primme);

      if (ret != 0) {
         primme_PushErrorMessage(Primme_lock_vectors, Primme_ududecompose, ret,
            __FILE__, __LINE__, primme);
         return UDUDECOMPOSE_FAILURE;
      }

   }


   /* --------------------------------------------------------------------- */
   /* Swap, towards the end of the basis, vectors that were locked but not  */
   /* replaced by new initial guesses.                                      */
   /* --------------------------------------------------------------------- */

   numDeflated = swap_flagVecs_toEnd(*basisSize, LOCKED, V, W, H, hVals, flag, 
      primme);

   /* --------------------------------------------------------------------- */
   /* Reduce the basis size by numDeflated and swap the new initial guesses */
   /* towards the end of the basis.                                         */
   /* --------------------------------------------------------------------- */
  
   numReplaced = swap_flagVecs_toEnd(*basisSize-numDeflated, INITIAL_GUESS, 
      V, W, H, hVals, flag, primme);

   *basisSize = *basisSize - (numDeflated + numReplaced);

   if (primme->printLevel >= 5 && primme->procID == 0) {
      fprintf(primme->outputFile, "numDeflated: %d numReplaced: %d \
              basisSize: %d\n", numDeflated, numReplaced, *basisSize);
   }
コード例 #2
0
ファイル: init_d.c プロジェクト: nikoloutsa/primme
int init_basis_dprimme(double *V, double *W, double *evecs,
                       double *evecsHat, double *M, double *UDU, int *ipivot,
                       double machEps,  double *rwork, int rworkSize, int *basisSize,
                       int *nextGuess, int *numGuesses, double *timeForMV,
                       primme_params *primme) {

    int ret;          /* Return value                              */
    int currentSize;

    /*-----------------------------------------------------------------------*/
    /* Orthogonalize the orthogonalization constraints provided by the user. */
    /* If a preconditioner is given and inner iterations are to be           */
    /* performed, then initialize M.                                         */
    /*-----------------------------------------------------------------------*/

    if (primme->numOrthoConst > 0) {
        ret = ortho_dprimme(evecs, primme->nLocal, 0,
                            primme->numOrthoConst - 1, NULL, 0, 0, primme->nLocal,
                            primme->iseed, machEps, rwork, rworkSize, primme);

        /* Push an error message onto the stack trace if an error occured */
        if (ret < 0) {
            primme_PushErrorMessage(Primme_init_basis, Primme_ortho, ret,
                                    __FILE__, __LINE__, primme);
            return ORTHO_FAILURE;
        }

        /* Initialize evecsHat, M, and its factorization UDU,ipivot. This   */
        /* allows the orthogonalization constraints to be included in the   */
        /* projector (I-QQ'). Only needed if there is preconditioning, and  */
        /* JDqmr inner iterations with a right, skew projector. Only in     */
        /* that case, is UDU not NULL                                       */

        if (UDU != NULL) {

            (*primme->applyPreconditioner)
            (evecs, evecsHat, &primme->numOrthoConst, primme);
            primme->stats.numPreconds += primme->numOrthoConst;

            update_projection_dprimme(evecs, evecsHat, M, 0,
                                      primme->numOrthoConst+primme->numEvals, primme->numOrthoConst,
                                      rwork, primme);

            ret = UDUDecompose_dprimme(M, UDU, ipivot, primme->numOrthoConst,
                                       rwork, rworkSize, primme);

            if (ret != 0) {
                primme_PushErrorMessage(Primme_init_basis, Primme_ududecompose, ret,
                                        __FILE__, __LINE__, primme);
                return UDUDECOMPOSE_FAILURE;
            }

        }  /* if evecsHat and M=evecs'evecsHat, UDU are needed */

    }  /* if numOrthoCont >0 */


    /*-----------------------------------------------------------------------*/
    /* No locking                                                            */
    /*-----------------------------------------------------------------------*/
    if (!primme->locking) {

        /* Handle case when no initial guesses are provided by the user */
        if (primme->initSize == 0) {

            ret = init_block_krylov(V, W, 0, primme->minRestartSize - 1, evecs,
                                    primme->numOrthoConst, machEps, rwork, rworkSize, primme);

            /* Push an error message onto the stack trace if an error occured */
            if (ret < 0) {
                primme_PushErrorMessage(Primme_init_basis, Primme_init_block_krylov,
                                        ret, __FILE__, __LINE__, primme);
                return INIT_BLOCK_KRYLOV_FAILURE;
            }

            *basisSize = primme->minRestartSize;

        }
        else {
            /* Handle case when some or all initial guesses are provided by */
            /* the user                                                     */

            /* Copy over the initial guesses provided by the user */
            Num_dcopy_dprimme(primme->nLocal*primme->initSize,
                              &evecs[primme->numOrthoConst*primme->nLocal], 1, V, 1);

            /* Orthonormalize the guesses provided by the user */

            ret = ortho_dprimme(V, primme->nLocal, 0, primme->initSize-1,
                                evecs, primme->nLocal, primme->numOrthoConst, primme->nLocal,
                                primme->iseed, machEps, rwork, rworkSize, primme);

            /* Push an error message onto the stack trace if an error occured */
            if (ret < 0) {
                primme_PushErrorMessage(Primme_init_basis, Primme_ortho, ret,
                                        __FILE__, __LINE__, primme);
                return ORTHO_FAILURE;
            }

            update_W_dprimme(V, W, 0, primme->initSize, primme);

            /* An insufficient number of initial guesses were provided by */
            /* the user.  Generate a block Krylov space to fill the       */
            /* remaining vacancies.                                       */

            if (primme->initSize < primme->minRestartSize) {

                ret = init_block_krylov(V, W, primme->initSize,
                                        primme->minRestartSize - 1, evecs, primme->numOrthoConst,
                                        machEps, rwork, rworkSize, primme);

                /* Push an error message onto the stack trace if an error occured */
                if (ret < 0) {
                    primme_PushErrorMessage(Primme_init_basis,
                                            Primme_init_block_krylov, ret, __FILE__, __LINE__, primme);
                    return INIT_KRYLOV_FAILURE;
                }

                *basisSize = primme->minRestartSize;
            }
            else {
                *basisSize = primme->initSize;
            }

        }

        *numGuesses = 0;
        *nextGuess = 0;

    }
    else {
        /*-----------------------------------------------------------------------*/
        /* Locking                                                               */
        /*-----------------------------------------------------------------------*/

        *numGuesses = primme->initSize;
        *nextGuess = primme->numOrthoConst;

        /* If some initial guesses are available, copy them to the basis       */
        /* and orthogonalize them against themselves and the orthogonalization */
        /* constraints.                                                        */

        if (primme->initSize > 0) {
            currentSize = min(primme->initSize, primme->minRestartSize);
            Num_dcopy_dprimme(primme->nLocal*currentSize,
                              &evecs[primme->numOrthoConst*primme->nLocal], 1, V, 1);

            ret = ortho_dprimme(V, primme->nLocal, 0, currentSize-1, evecs,
                                primme->nLocal, primme->numOrthoConst, primme->nLocal,
                                primme->iseed, machEps, rwork, rworkSize, primme);

            if (ret < 0) {
                primme_PushErrorMessage(Primme_init_basis, Primme_ortho, ret,
                                        __FILE__, __LINE__, primme);
                return ORTHO_FAILURE;
            }

            update_W_dprimme(V, W, 0, currentSize, primme);
            *numGuesses = *numGuesses - currentSize;
            *nextGuess = *nextGuess + currentSize;

        }
        else {
            currentSize = 0;
        }

        /* If an insufficient number of guesses was provided, then fill */
        /* the remaining vacancies with a block Krylov space.           */

        if (currentSize < primme->minRestartSize) {

            ret = init_block_krylov(V, W, currentSize, primme->minRestartSize - 1,
                                    evecs, primme->numOrthoConst, machEps, rwork, rworkSize, primme);

            if (ret < 0) {
                primme_PushErrorMessage(Primme_init_basis, Primme_init_block_krylov,
                                        ret, __FILE__, __LINE__, primme);
                return INIT_BLOCK_KRYLOV_FAILURE;
            }

        }

        *basisSize = primme->minRestartSize;
    }

    /* ----------------------------------------------------------- */
    /* If time measurements are needed, waste one MV + one Precond */
    /* Put dummy results in the first open space of W (currentSize)*/
    /* ----------------------------------------------------------- */
    if (primme->dynamicMethodSwitch) {
        currentSize = primme->nLocal*(*basisSize);
        ret = 1;
        *timeForMV = primme_wTimer(0);
        (*primme->matrixMatvec)(V, &W[currentSize], &ret, primme);
        *timeForMV = primme_wTimer(0) - *timeForMV;
        primme->stats.numMatvecs += 1;
    }

    return 0;
}