コード例 #1
0
ファイル: conjugate.c プロジェクト: 6twirl9/qdp-lapack
int Zconjugate(Complex_Z a, Complex_Z b, double epsi)
{
    double ia = a.i;
    double ib = b.i;
    double ra = a.r;
    double rb = b.r;
    int flag = 0;
    Complex_Z sum;
    double sum_abs;

    sum.r = a.r+b.r;    sum.i=a.i+b.i;

    sum_abs = z_abs_primme(sum);

    if ( ia*ib < 0 ) 
      if ( (fabs(ia+ib)/sum_abs) < epsi)
        if ( (fabs(ra-rb)/sum_abs) < epsi)
	    flag = 1;
      
    return flag;
}
コード例 #2
0
ファイル: correction_z.c プロジェクト: oseledets/tt-fort
static void Olsen_preconditioner_block(Complex_Z *r, Complex_Z *x,
		int blockSize, Complex_Z *rwork, primme_params *primme) {

   int blockIndex, count;
   Complex_Z alpha;
   Complex_Z *Kinvx, *xKinvx, *xKinvr, *xKinvx_local, *xKinvr_local;
   Complex_Z ztmp;
   Complex_Z tzero = {+0.0e+00,+0.0e00};

   //------------------------------------------------------------------
   // Subdivide workspace
   //------------------------------------------------------------------
   Kinvx = rwork;
   xKinvx_local = Kinvx + primme->nLocal*blockSize;
   xKinvr_local = xKinvx_local + blockSize;
   xKinvx       = xKinvr_local + blockSize;
   xKinvr       = xKinvx + blockSize;
          
   //------------------------------------------------------------------
   // Compute K^{-1}x for block x. Kinvx memory requirement (blockSize*nLocal)
   //------------------------------------------------------------------

   apply_preconditioner_block(x, Kinvx, blockSize, primme );

   //------------------------------------------------------------------
   // Compute local x^TK^{-1}x and x^TK^{-1}r = (K^{-1}x)^Tr for each vector
   //------------------------------------------------------------------

   for (blockIndex = 0; blockIndex < blockSize; blockIndex++) {
      xKinvx_local[blockIndex] =
        Num_dot_zprimme(primme->nLocal, &x[primme->nLocal*blockIndex],1, 
                           &Kinvx[primme->nLocal*blockIndex],1);
      xKinvr_local[blockIndex] =
        Num_dot_zprimme(primme->nLocal, &Kinvx[primme->nLocal*blockIndex],1,
                                   &r[primme->nLocal*blockIndex],1);
   }      
   count = 4*blockSize;
   (*primme->globalSumDouble)(xKinvx_local, xKinvx, &count, primme);

   //------------------------------------------------------------------
   // Compute K^{-1}r
   //------------------------------------------------------------------

   apply_preconditioner_block(r, x, blockSize, primme );

   //------------------------------------------------------------------
   // Compute K^(-1)r  - ( xKinvr/xKinvx ) K^(-1)r for each vector
   //------------------------------------------------------------------

   for (blockIndex = 0; blockIndex < blockSize; blockIndex++) {
      if (z_abs_primme(xKinvx[blockIndex]) > 0.0L) 
      {
	 ztmp.r = -xKinvr[blockIndex].r;
	 ztmp.i = -xKinvr[blockIndex].i;
         z_div_primme(&alpha, &ztmp, &xKinvx[blockIndex]);
      }
      else   
         alpha = tzero;

      Num_axpy_zprimme(primme->nLocal,alpha,&Kinvx[primme->nLocal*blockIndex],
		      		       1, &x[primme->nLocal*blockIndex],1);
   } //for

} // of Olsen_preconditiner_block
コード例 #3
0
ファイル: inner_solve_z.c プロジェクト: wpoely86/PRIMME
int inner_solve_zprimme(Complex_Z *x, Complex_Z *r, double *rnorm, 
   Complex_Z *evecs, Complex_Z *evecsHat, Complex_Z *UDU, int *ipivot, 
   Complex_Z *xKinvx, Complex_Z *Lprojector, Complex_Z *RprojectorQ, 
   Complex_Z *RprojectorX, int sizeLprojector, int sizeRprojectorQ, 
   int sizeRprojectorX, Complex_Z *sol, double eval, double shift, 
   double eresTol, double aNormEstimate, double machEps, Complex_Z *rwork, 
   int rworkSize, primme_params *primme) {

   int i;             /* loop variable                                      */
   int workSpaceSize; /* Size of local work array.                          */
   int numIts;        /* Number of inner iterations                         */
   int ret;           /* Return value used for error checking.              */
   int maxIterations; /* The maximum # iterations allowed. Depends on primme  */

   Complex_Z *workSpace; /* Workspace needed by UDU routine */

   /* QMR parameters */

   Complex_Z *g, *d, *delta, *w;
   Complex_Z alpha_prev, beta, rho_prev, rho;
   Complex_Z ztmp;
   double Theta_prev, Theta, c, sigma_prev, tau_init, tau_prev, tau; 

   /* Parameters used to dynamically update eigenpair */
   Complex_Z Beta, Delta, Psi, Beta_prev, Delta_prev, Psi_prev;
   Complex_Z eta;

   double dot_sol, eval_updated, eval_prev, eres2_updated, eres_updated, R;
   double Gamma_prev, Phi_prev;
   double Gamma, Phi;
   double gamma;

   /* The convergence criteria of the inner linear system must satisfy:       */
   /* || current residual || <= relativeTolerance * || initial residual ||    */
   /*                                               + absoluteTol             */

   double relativeTolerance; 
   double absoluteTolerance;
   double LTolerance, ETolerance;

   /* Some constants 							      */
   Complex_Z tpone = {+1.0e+00,+0.0e00}, tzero = {+0.0e+00,+0.0e00};

   /* -------------------------------------------*/
   /* Subdivide the workspace into needed arrays */
   /* -------------------------------------------*/

   g      = rwork;
   d      = g + primme->nLocal;
   delta  = d + primme->nLocal;
   w      = delta + primme->nLocal;
   workSpace = w + primme->nLocal;  // This needs at least 2*numOrth+NumEvals)
   
   workSpaceSize = rworkSize - (workSpace - rwork);
   
   /* -----------------------------------------*/
   /* Set up convergence criteria by Tolerance */
   /* -----------------------------------------*/

   if (primme->aNorm <= 0.0L) {
      absoluteTolerance = aNormEstimate*machEps;
      eresTol = eresTol*aNormEstimate;
   }
   else {
      absoluteTolerance = primme->aNorm*machEps;
   }
   tau_prev = tau_init = *rnorm;       /* Assumes zero initial guess */
   LTolerance = eresTol;

   // Andreas: note that eigenresidual tol may not be achievable, because we
   // iterate on P(A-s)P not (A-s). But tau reflects linSys on P(A-s)P.
   if (primme->correctionParams.convTest == primme_adaptive) {
      ETolerance = max(eresTol/1.8L, absoluteTolerance);
      LTolerance = ETolerance;
   }
   else if (primme->correctionParams.convTest == primme_adaptive_ETolerance) {
      LTolerance = max(eresTol/1.8L, absoluteTolerance);
      ETolerance = max(tau_init*0.1L, LTolerance);
   }
   else if (primme->correctionParams.convTest == primme_decreasing_LTolerance) {
      relativeTolerance = pow(primme->correctionParams.relTolBase, 
         (double)-primme->stats.numOuterIterations);
      LTolerance = relativeTolerance * tau_init 
	           + absoluteTolerance + eresTol;
     //printf(" RL %e INI %e abso %e LToler %e aNormEstimate %e \n",
     //relativeTolerance, tau_init, absoluteTolerance,LTolerance,aNormEstimate);
   }
   
   /* --------------------------------------------------------*/
   /* Set up convergence criteria by max number of iterations */
   /* --------------------------------------------------------*/

   /* compute first total number of remaining matvecs */

   maxIterations = primme->maxMatvecs - primme->stats.numMatvecs;

   /* Perform primme.maxInnerIterations, but do not exceed total remaining */
   if (primme->correctionParams.maxInnerIterations > 0) {

      maxIterations = min(primme->correctionParams.maxInnerIterations, 
		          maxIterations);
   }

   /* --------------------------------------------------------*/
   /* Rest of initializations                                 */
   /* --------------------------------------------------------*/

   /* Assume zero initial guess */
   Num_zcopy_zprimme(primme->nLocal, r, 1, g, 1);

   ret = apply_projected_preconditioner(g, evecs, RprojectorQ, 
	   x, RprojectorX, sizeRprojectorQ, sizeRprojectorX, 
	   xKinvx, UDU, ipivot, d, workSpace, primme);

   if (ret != 0) {
      primme_PushErrorMessage(Primme_inner_solve, 
         Primme_apply_projected_preconditioner, ret, __FILE__, __LINE__, 
         primme);
      return APPLYPROJECTEDPRECONDITIONER_FAILURE;
   }
      
   Theta_prev = 0.0L;
   eval_prev = eval;
   rho_prev = dist_dot(g, 1, d, 1, primme);
      
   /* Initialize recurrences used to dynamically update the eigenpair */

   Beta_prev = Delta_prev = Psi_prev = tzero;
   Gamma_prev = Phi_prev = 0.0L;

   /* other initializations */
   for (i = 0; i < primme->nLocal; i++) {
      delta[i] = tzero;
      sol[i] = tzero;
   }

   numIts = 0;
      
   /*----------------------------------------------------------------------*/
   /*------------------------ Begin Inner Loop ----------------------------*/
   /*----------------------------------------------------------------------*/

   while (numIts < maxIterations) {

      apply_projected_matrix(d, shift, Lprojector, sizeLprojector, 
		             w, workSpace, primme);
      ztmp = dist_dot(d, 1, w, 1, primme);
      sigma_prev = ztmp.r;

      if (sigma_prev == 0.0L) {
         if (primme->printLevel >= 5 && primme->procID == 0) {
            fprintf(primme->outputFile,"Exiting because SIGMA %e\n",sigma_prev);
         }
         break;
      }

      zd_mult_primme(alpha_prev, rho_prev, 1.0L/sigma_prev);
      if (z_abs_primme(alpha_prev) < machEps || z_abs_primme(alpha_prev) > 1.0L/machEps){
         if (primme->printLevel >= 5 && primme->procID == 0) {
            fprintf(primme->outputFile,"Exiting because ALPHA %e\n",alpha_prev);
         }
	 break;
      }

      ztmp.r = -alpha_prev.r;
      ztmp.i = -alpha_prev.i;
      Num_axpy_zprimme(primme->nLocal, ztmp, w, 1, g, 1);

      ztmp = dist_dot(g, 1, g, 1, primme);
      Theta = ztmp.r;
      Theta = sqrt(Theta);
      Theta = Theta/tau_prev;
      c = 1.0L/sqrt(1+Theta*Theta);
      tau = tau_prev*Theta*c;

      gamma = c*c*Theta_prev*Theta_prev;
      {ztmp.r = gamma; ztmp.i = 0.0L;}
      zd_mult_primme(eta, alpha_prev, c*c);
      Num_scal_zprimme(primme->nLocal, ztmp, delta, 1);
      Num_axpy_zprimme(primme->nLocal, eta, d, 1, delta, 1);
      Num_axpy_zprimme(primme->nLocal, tpone, delta, 1, sol, 1);
      numIts++;

      if (z_abs_primme(rho_prev) == 0.0L ) {
         if (primme->printLevel >= 5 && primme->procID == 0) {
            fprintf(primme->outputFile,"Exiting because abs(rho) %e\n",
	       z_abs_primme(rho_prev));
         }
         break;
      }
      
      if (tau < LTolerance) {
         if (primme->printLevel >= 5 && primme->procID == 0) {
            fprintf(primme->outputFile, " tau < LTol %e %e\n",tau, LTolerance);
         }
         break;
      }
      else if (primme->correctionParams.convTest == primme_adaptive_ETolerance
	    || primme->correctionParams.convTest == primme_adaptive) {
         /* --------------------------------------------------------*/
	 /* Adaptive stopping based on dynamic monitoring of eResid */
         /* --------------------------------------------------------*/

         /* Update the Ritz value and eigenresidual using the */
         /* following recurrences.                            */
      
         zd_mult_primme(Delta, Delta_prev, gamma);
	 zz_mult_primme(ztmp, eta, rho_prev);
	 z_add_primme(Delta, Delta, ztmp);
         z_sub_primme(Beta, Beta_prev, Delta);
         Phi = gamma*gamma*Phi_prev + z_abs_primme(eta)*z_abs_primme(eta)*sigma_prev;
         zd_mult_primme(Psi, Psi_prev, gamma);
	 {ztmp.r = gamma*Phi_prev; ztmp.i = 0.0L;}
	 z_add_primme(Psi, Psi, ztmp);
         Gamma = Gamma_prev + 2.0L*Psi.r + Phi;

         /* Perform the update: update the eigenvalue and the square of the  */
         /* residual norm.                                                   */
	 
         ztmp = dist_dot(sol, 1, sol, 1, primme);
	 dot_sol = ztmp.r;
         eval_updated = shift + (eval - shift + 2*Beta.r + Gamma)/(1 + dot_sol);
         eres2_updated = (tau*tau)/(1 + dot_sol) 
            + ((eval - shift)*(eval - shift) + z_abs_primme(Beta)*z_abs_primme(Beta)
	       + 2.0L*(eval - shift)*Beta.r)/(1 + dot_sol) 
	    - (eval_updated - shift)*(eval_updated - shift);

	 /* If numerical problems, let eres about the same as tau */
	 if (eres2_updated < 0){
            eres_updated = sqrt( (tau*tau)/(1 + dot_sol) );
	 }
	 else 
            eres_updated = sqrt(eres2_updated);

         /* --------------------------------------------------------*/
	 /* Stopping criteria                                       */
         /* --------------------------------------------------------*/

         R = max(0.9878, sqrt(tau/tau_prev))*sqrt(1+dot_sol);
        
	 if ( tau <= R*eres_updated || eres_updated <= tau*R ) {
            if (primme->printLevel >= 5 && primme->procID == 0) {
               fprintf(primme->outputFile, " tau < R eres \n");
            }
	    break;
	 }

	 if (primme->target == primme_smallest && eval_updated > eval_prev) {
            if (primme->printLevel >= 5 && primme->procID == 0) {
               fprintf(primme->outputFile, "eval_updated > eval_prev\n");
            }
	    break;
	 }
	 else if (primme->target == primme_largest && eval_updated < eval_prev){
            if (primme->printLevel >= 5 && primme->procID == 0) {
               fprintf(primme->outputFile, "eval_updated < eval_prev\n");
	    }
	    break;
	 }
	 
         if (eres_updated < ETolerance) {    // tau < LTol has been checked
            if (primme->printLevel >= 5 && primme->procID == 0) {
               fprintf(primme->outputFile, "eres < eresTol %e \n",eres_updated);
            }
            break;
         }

         eval_prev = eval_updated;

         if (primme->printLevel >= 4 && primme->procID == 0) {
            fprintf(primme->outputFile,
           "INN MV %d Sec %e Eval %e Lin|r| %.3e EV|r| %.3e\n", primme->stats.
	    numMatvecs, primme_wTimer(0), eval_updated, tau, eres_updated);
	    fflush(primme->outputFile);
         }

        /* --------------------------------------------------------*/
      } /* End of if adaptive JDQMR section                        */
        /* --------------------------------------------------------*/
      else if (primme->printLevel >= 4 && primme->procID == 0) {
        // Report for non adaptive inner iterations
        fprintf(primme->outputFile,
           "INN MV %d Sec %e Lin|r| %e\n", primme->stats.numMatvecs,
           primme_wTimer(0),tau);
	fflush(primme->outputFile);
      }

      if (numIts < maxIterations) {

	 ret = apply_projected_preconditioner(g, evecs, RprojectorQ, 
	   x, RprojectorX, sizeRprojectorQ, sizeRprojectorX, 
	   xKinvx, UDU, ipivot, w, workSpace, primme);

         if (ret != 0) {
            primme_PushErrorMessage(Primme_inner_solve, 
               Primme_apply_projected_preconditioner, ret, __FILE__, __LINE__, 
               primme);
               ret = APPLYPROJECTEDPRECONDITIONER_FAILURE;
	       break;
         }
         rho = dist_dot(g, 1, w, 1, primme);
         z_div_primme(&beta, &rho, &rho_prev);
         Num_scal_zprimme(primme->nLocal, beta, d, 1);
         Num_axpy_zprimme(primme->nLocal, tpone, w, 1, d, 1);
      
         rho_prev = rho; 
         tau_prev = tau;
         Theta_prev = Theta;

         Delta_prev = Delta;
         Beta_prev = Beta;
         Phi_prev = Phi;
         Psi_prev = Psi;
         Gamma_prev = Gamma;
      }

     /* --------------------------------------------------------*/
   } /* End of QMR main while loop                              */
     /* --------------------------------------------------------*/

   *rnorm = eres_updated;
   return 0;
}