예제 #1
0
/* Benchmark certain kernel operations */
void 
time_kernels (
    struct vtx_data **A,		/* matrix/graph being analyzed */
    int n,			/* number of rows/columns in matrix */
    double *vwsqrt		/* square roots of vertex weights */
)
{
    extern int DEBUG_PERTURB;	/* debug flag for matrix perturbation */
    extern int PERTURB;		/* randomly perturb to break symmetry? */
    extern int NPERTURB;	/* number of edges to perturb */
    extern int DEBUG_TRACE;	/* trace main execution path */
    extern double PERTURB_MAX;	/* maximum size of perturbation */
    int       i, beg, end;
    double   *dvec1, *dvec2, *dvec3;
    float    *svec1, *svec2, *svec3, *vwsqrt_float;
    double    norm_dvec, norm_svec;
    double    dot_dvec, dot_svec;
    double    time, time_dvec, time_svec;
    double    diff;
    double    factor, fac;
    float     factor_float, fac_float;
    int       loops;
    double    min_time, target_time;

    double   *mkvec();
    float    *mkvec_float();
    void      frvec(), frvec_float();
    void      vecran();
    double    ch_norm(), dot();
    double    norm_float(), dot_float();
    double    seconds();
    void      scadd(), scadd_float(), update(), update_float();
    void      splarax(), splarax_float();
    void      perturb_init(), perturb_clear();

    if (DEBUG_TRACE > 0) {
	printf("<Entering time_kernels>\n");
    }

    beg = 1;
    end = n;

    dvec1 = mkvec(beg, end);
    dvec2 = mkvec(beg, end);
    dvec3 = mkvec(beg - 1, end);
    svec1 = mkvec_float(beg, end);
    svec2 = mkvec_float(beg, end);
    svec3 = mkvec_float(beg - 1, end);

    if (vwsqrt == NULL) {
	vwsqrt_float = NULL;
    }
    else {
        vwsqrt_float = mkvec_float(beg - 1, end);
	for (i = beg - 1; i <= end; i++) {
	    vwsqrt_float[i] = vwsqrt[i];
	}
    }

    vecran(dvec1, beg, end);
    vecran(dvec2, beg, end);
    vecran(dvec3, beg, end);
    for (i = beg; i <= end; i++) {
	svec1[i] = dvec1[i];
	svec2[i] = dvec2[i];
	svec3[i] = dvec3[i];
    }

    /* Set number of loops so that ch_norm() takes about one second. This should
       insulate against inaccurate timings on faster machines. */

    loops = 1;
    time_dvec = 0;
    min_time = 0.5;
    target_time = 1.0;
    while (time_dvec < min_time) {
	time = seconds();
	for (i = loops; i; i--) {
	    norm_dvec = ch_norm(dvec1, beg, end);
	}
	time_dvec = seconds() - time;
	if (time_dvec < min_time) {
	    loops = 10 * loops;
	}
    }
    loops = (target_time / time_dvec) * loops;
    if (loops < 1)
	loops = 1;

    printf("                Kernel benchmarking\n");
    printf("Time (in seconds) for %d loops of each operation:\n\n", loops);

    printf("Routine      Double     Float      Discrepancy      Description\n");
    printf("-------      ------     -----      -----------      -----------\n");


    /* Norm operation */
    time = seconds();
    for (i = loops; i; i--) {
	norm_dvec = ch_norm(dvec1, beg, end);
    }
    time_dvec = seconds() - time;

    time = seconds();
    for (i = loops; i; i--) {
	norm_svec = norm_float(svec1, beg, end);
    }
    time_svec = seconds() - time;

    diff = norm_dvec - norm_svec;
    printf("norm        %6.2f    %6.2f    %14.5e", time_dvec, time_svec, diff);
    printf("      2 norm\n");


    /* Dot operation */
    time = seconds();
    for (i = loops; i; i--) {
	dot_dvec = dot(dvec1, beg, end, dvec2);
    }
    time_dvec = seconds() - time;

    time = seconds();
    for (i = loops; i; i--) {
	dot_svec = dot_float(svec1, beg, end, svec2);
    }
    time_svec = seconds() - time;

    diff = dot_dvec - dot_svec;
    printf("dot         %6.2f    %6.2f    %14.5e", time_dvec, time_svec, diff);
    printf("      scalar product\n");


    /* Scadd operation */
    factor = 1.01;
    factor_float = factor;

    fac = factor;
    time = seconds();
    for (i = loops; i; i--) {
	scadd(dvec1, beg, end, fac, dvec2);
	fac = -fac;		/* to keep things in scale */
    }
    time_dvec = seconds() - time;

    fac_float = factor_float;
    time = seconds();
    for (i = loops; i; i--) {
	scadd_float(svec1, beg, end, fac_float, svec2);
	fac_float = -fac_float;	/* to keep things in scale */
    }
    time_svec = seconds() - time;

    diff = checkvec(dvec1, beg, end, svec1);
    printf("scadd       %6.2f    %6.2f    %14.5e", time_dvec, time_svec, diff);
    printf("      vec1 <- vec1 + alpha*vec2\n");


    /* Update operation */
    time = seconds();
    for (i = loops; i; i--) {
	update(dvec1, beg, end, dvec2, factor, dvec3);
    }
    time_dvec = seconds() - time;

    time = seconds();
    for (i = loops; i; i--) {
	update_float(svec1, beg, end, svec2, factor_float, svec3);
    }
    time_svec = seconds() - time;

    diff = checkvec(dvec1, beg, end, svec1);
    printf("update      %6.2f    %6.2f    %14.2g", time_dvec, time_svec, diff);
    printf("      vec1 <- vec2 + alpha*vec3\n");

    /* splarax operation */
    if (PERTURB) {
	if (NPERTURB > 0 && PERTURB_MAX > 0.0) {
	    perturb_init(n);
	    if (DEBUG_PERTURB > 0) {
		printf("Matrix being perturbed with scale %e\n", PERTURB_MAX);
	    }
	}
	else if (DEBUG_PERTURB > 0) {
	    printf("Matrix not being perturbed\n");
	}
    }

    time = seconds();
    for (i = loops; i; i--) {
	splarax(dvec1, A, n, dvec2, vwsqrt, dvec3);
    }
    time_dvec = seconds() - time;

    time = seconds();
    for (i = loops; i; i--) {
	splarax_float(svec1, A, n, svec2, vwsqrt_float, svec3);
    }

    time_svec = seconds() - time;

    diff = checkvec(dvec1, beg, end, svec1);
    printf("splarax     %6.2f    %6.2f    %14.5e", time_dvec, time_svec, diff);
    printf("      sparse matrix vector multiply\n");

    if (PERTURB && NPERTURB > 0 && PERTURB_MAX > 0.0) {
	perturb_clear();
    }
    printf("\n");

    /* Free memory */
    frvec(dvec1, 1);
    frvec(dvec2, 1);
    frvec(dvec3, 0);
    frvec_float(svec1, 1);
    frvec_float(svec2, 1);
    frvec_float(svec3, 0);
    if (vwsqrt_float != NULL) {
        frvec_float(vwsqrt_float, beg - 1);
    }
}
예제 #2
0
void 
lanczos_FO (
    struct vtx_data **A,		/* graph data structure */
    int n,			/* number of rows/colums in matrix */
    int d,			/* problem dimension = # evecs to find */
    double **y,			/* columns of y are eigenvectors of A  */
    double *lambda,		/* ritz approximation to eigenvals of A */
    double *bound,		/* on ritz pair approximations to eig pairs of A */
    double eigtol,		/* tolerance on eigenvectors */
    double *vwsqrt,		/* square root of vertex weights */
    double maxdeg,               /* maximum degree of graph */
    int version		/* 1 = standard mode, 2 = inverse operator mode */
)

{
    extern FILE *Output_File;	/* output file or NULL */
    extern int DEBUG_EVECS;	/* print debugging output? */
    extern int DEBUG_TRACE;	/* trace main execution path */
    extern int WARNING_EVECS;	/* print warning messages? */
    extern int LANCZOS_MAXITNS;         /* maximum Lanczos iterations allowed */
    extern double BISECTION_SAFETY;	/* safety factor for bisection algorithm */
    extern double SRESTOL;		/* resid tol for T evec comp */
    extern double DOUBLE_MAX;	/* Warning on inaccurate computation of evec of T */
    extern double splarax_time;	/* time matvecs */
    extern double orthog_time;	/* time orthogonalization work */
    extern double tevec_time;	/* time tridiagonal eigvec work */
    extern double evec_time;	/* time to generate eigenvectors */
    extern double ql_time;      /* time tridiagonal eigval work */
    extern double blas_time;	/* time for blas (not assembly coded) */
    extern double init_time;	/* time for allocating memory, etc. */
    extern double scan_time;	/* time for scanning bounds list */
    extern double debug_time;	/* time for debug computations and output */
    int       i, j;		/* indicies */
    int       maxj;		/* maximum number of Lanczos iterations */
    double   *u, *r;		/* Lanczos vectors */
    double   *Aq;		/* sparse matrix-vector product vector */
    double   *alpha, *beta;	/* the Lanczos scalars from each step */
    double   *ritz;		/* copy of alpha for tqli */
    double   *workj;		/* work vector (eg. for tqli) */
    double   *workn;		/* work vector (eg. for checkeig) */
    double   *s;		/* eigenvector of T */
    double  **q;		/* columns of q = Lanczos basis vectors */
    double   *bj;		/* beta(j)*(last element of evecs of T) */
    double    bis_safety;	/* real safety factor for bisection algorithm */
    double    Sres;		/* how well Tevec calculated eigvecs */
    double    Sres_max;		/* Maximum value of Sres */
    int       inc_bis_safety;	/* need to increase bisection safety */
    double   *Ares;		/* how well Lanczos calculated each eigpair */
    double   *inv_lambda;	/* eigenvalues of inverse operator */
    int      *index;		/* the Ritz index of an eigenpair */
    struct orthlink *orthlist  = NULL;	/* vectors to orthogonalize against in Lanczos */
    struct orthlink *orthlist2 = NULL;	/* vectors to orthogonalize against in Symmlq */
    struct orthlink *temp;	/* for expanding orthogonalization list */
    double   *ritzvec=NULL;	/* ritz vector for current iteration */
    double   *zeros=NULL;	/* vector of all zeros */
    double   *ones=NULL;	/* vector of all ones */
    struct scanlink *scanlist;	/* list of fields for min ritz vals */
    struct scanlink *curlnk;	/* for traversing the scanlist */
    double    bji_tol;		/* tol on bji estimate of A e-residual */
    int       converged;	/* has the iteration converged? */
    double    time;		/* current clock time */
    double    shift, rtol;		/* symmlq input */
    long      precon, goodb, nout;	/* symmlq input */
    long      checka, intlim;	/* symmlq input */
    double    anorm, acond;	/* symmlq output */
    double    rnorm, ynorm;	/* symmlq output */
    long      istop, itn;	/* symmlq output */
    double    macheps;		/* machine precision calculated by symmlq */
    double    normxlim;		/* a stopping criteria for symmlq */
    long      itnmin;		/* enforce minimum number of iterations */
    int       symmlqitns;	/* # symmlq itns */
    double   *wv1=NULL, *wv2=NULL, *wv3=NULL;	/* Symmlq work space */
    double   *wv4=NULL, *wv5=NULL, *wv6=NULL;	/* Symmlq work space */
    long      long_n;		/* long int copy of n for symmlq */
    int       ritzval_flag = 0;	/* status flag for ql() */
    double    Anorm;            /* Norm estimate of the Laplacian matrix */
    int       left, right;      /* ranges on the search for ritzvals */
    int       memory_ok;        /* TRUE as long as don't run out of memory */

    double   *mkvec();		/* allocates space for a vector */
    double   *mkvec_ret();      /* mkvec() which returns error code */
    double    dot();		/* standard dot product routine */
    struct orthlink *makeorthlnk();	/* make space for entry in orthog. set */
    double    ch_norm();		/* vector norm */
    double    Tevec();		/* calc evec of T by linear recurrence */
    struct scanlink *mkscanlist();	/* make scan list for min ritz vecs */
    double    lanc_seconds();	/* current clock timer */
    int       symmlq_(), get_ritzvals();
    void      setvec(), vecscale(), update(), vecran(), strout();
    void      splarax(), scanmin(), scanmax(), frvec(), orthogonalize();
    void      orthog1(), orthogvec(), bail(), warnings(), mkeigvecs();

    if (DEBUG_TRACE > 0) {
        printf("<Entering lanczos_FO>\n");
    }

    if (DEBUG_EVECS > 0) {
	if (version == 1) {
    	    printf("Full orthogonalization Lanczos, matrix size = %d\n", n);
	}
	else {
    	    printf("Full orthogonalization Lanczos, inverted operator, matrix size = %d\n", n);
	}
    }

    /* Initialize time. */
    time = lanc_seconds();

    if (n < d + 1) {
	bail("ERROR: System too small for number of eigenvalues requested.",1);
	/* d+1 since don't use zero eigenvalue pair */
    }

    /* Allocate Lanczos space. */
    maxj = LANCZOS_MAXITNS;
    u = mkvec(1, n);
    r = mkvec(1, n);
    Aq = mkvec(1, n);
    ritzvec = mkvec(1, n);
    zeros = mkvec(1, n);
    setvec(zeros, 1, n, 0.0);
    workn = mkvec(1, n);
    Ares = mkvec(1, d);
    inv_lambda = mkvec(1, d);
    index = smalloc((d + 1) * sizeof(int));
    alpha = mkvec(1, maxj);
    beta = mkvec(1, maxj + 1);
    ritz = mkvec(1, maxj);
    s = mkvec(1, maxj);
    bj = mkvec(1, maxj);
    workj = mkvec(1, maxj + 1);
    q = smalloc((maxj + 1) * sizeof(double *));
    scanlist = mkscanlist(d);

    if (version == 2) {
        /* Allocate Symmlq space all in one chunk. */
        wv1 = smalloc(6 * (n + 1) * sizeof(double));
        wv2 = &wv1[(n + 1)];
        wv3 = &wv1[2 * (n + 1)];
        wv4 = &wv1[3 * (n + 1)];
        wv5 = &wv1[4 * (n + 1)];
        wv6 = &wv1[5 * (n + 1)];

        /* Set invariant symmlq parameters */
        precon = FALSE;		/* FALSE until we figure out a good way */
        goodb = FALSE;		/* should be FALSE for this application */
        checka = FALSE;		/* if don't know by now, too bad */
        intlim = n;			/* set to enforce a maximum number of Symmlq itns */
        itnmin = 0;			/* set to enforce a minimum number of Symmlq itns */
        shift = 0.0;		/* since just solving rather than doing RQI */
        symmlqitns = 0;		/* total number of Symmlq iterations */
        nout = 0;			/* Effectively disabled - see notes in symmlq.f */
        rtol = 1.0e-5;		/* requested residual tolerance */
        normxlim = DOUBLE_MAX;	/* Effectively disables ||x|| termination criterion */
        long_n = n;			/* copy to long for linting */
    }

    /* Initialize. */
    vecran(r, 1, n);
    if (vwsqrt == NULL) {
	/* whack one's direction from initial vector */
	orthog1(r, 1, n);

	/* list the ones direction for later use in Symmlq */
	if (version == 2) {
	    orthlist2 = makeorthlnk();
	    ones = mkvec(1, n);
	    setvec(ones, 1, n, 1.0);
	    orthlist2->vec = ones;
	    orthlist2->pntr = NULL;
	}
    }
    else {
	/* whack vwsqrt direction from initial vector */
	orthogvec(r, 1, n, vwsqrt);

	if (version == 2) {
	    /* list the vwsqrt direction for later use in Symmlq */
	    orthlist2 = makeorthlnk();
	    orthlist2->vec = vwsqrt;
	    orthlist2->pntr = NULL;
	}
    }
    beta[1] = ch_norm(r, 1, n);
    q[0] = zeros;
    bji_tol = eigtol;
    orthlist = NULL;
    Sres_max = 0.0;
    Anorm = 2 * maxdeg;                         /* Gershgorin estimate for ||A|| */
    bis_safety = BISECTION_SAFETY;
    inc_bis_safety = FALSE;
    init_time += lanc_seconds() - time;

    /* Main Lanczos loop. */
    j = 1;
    converged = FALSE;
    memory_ok = TRUE;
    while ((j <= maxj) && (converged == FALSE) && memory_ok) {
	time = lanc_seconds();

	/* Allocate next Lanczos vector. If fail, back up one step and compute approx. eigvec. */
	q[j] = mkvec_ret(1, n);
        if (q[j] == NULL) {
	    memory_ok = FALSE;
  	    if (DEBUG_EVECS > 0 || WARNING_EVECS > 0) {
                strout("WARNING: Lanczos out of memory; computing best approximation available.\n");
            }
	    if (j <= 2) {
	        bail("ERROR: Sorry, can't salvage Lanczos.",1); 
  	        /* ... save yourselves, men.  */
	    }
            j--;
	}

	vecscale(q[j], 1, n, 1.0 / beta[j], r);
	blas_time += lanc_seconds() - time;
	time = lanc_seconds();
	if (version == 1) {
            splarax(Aq, A, n, q[j], vwsqrt, workn);
	}
	else {
	    symmlq_(&long_n, &(q[j][1]), &wv1[1], &wv2[1], &wv3[1], &wv4[1], &Aq[1], &wv5[1],
		&wv6[1], &checka, &goodb, &precon, &shift, &nout,
		&intlim, &rtol, &istop, &itn, &anorm, &acond,
		&rnorm, &ynorm, (double *) A, vwsqrt, (double *) orthlist2,
		&macheps, &normxlim, &itnmin);
	    symmlqitns += itn;
	    if (DEBUG_EVECS > 2) {
	        printf("Symmlq report:      rtol %g\n", rtol);
	        printf("  system norm %g, solution norm %g\n", anorm, ynorm);
	        printf("  system condition %g, residual %g\n", acond, rnorm);
	        printf("  termination condition %2ld, iterations %3ld\n", istop, itn);
	    }
	}
	splarax_time += lanc_seconds() - time;
	time = lanc_seconds();
	update(u, 1, n, Aq, -beta[j], q[j - 1]);
	alpha[j] = dot(u, 1, n, q[j]);
	update(r, 1, n, u, -alpha[j], q[j]);
	blas_time += lanc_seconds() - time;
	time = lanc_seconds();
	if (vwsqrt == NULL) {
	    orthog1(r, 1, n);
	}
	else {
	    orthogvec(r, 1, n, vwsqrt);
	}
	orthogonalize(r, n, orthlist);
	temp = orthlist;
	orthlist = makeorthlnk();
	orthlist->vec = q[j];
	orthlist->pntr = temp;
	beta[j + 1] = ch_norm(r, 1, n);
	orthog_time += lanc_seconds() - time;

	time = lanc_seconds();
	left = j/2;
	right = j - left + 1;
	if (inc_bis_safety) {
	    bis_safety *= 10;
	    inc_bis_safety = FALSE;
	}
	ritzval_flag = get_ritzvals(alpha, beta+1, j, Anorm, workj+1, 
                                    ritz, d, left, right, eigtol, bis_safety);
        /* ... have to off-set beta and workj since full orthogonalization
               indexes these from 1 to maxj+1 whereas selective orthog.
               indexes them from 0 to maxj */ 

	if (ritzval_flag != 0) {
            bail("ERROR: Both Sturm bisection and QL failed.",1);
	    /* ... give up. */
 	}
        ql_time += lanc_seconds() - time;

	/* Convergence check using Paige bji estimates. */
	time = lanc_seconds();
	for (i = 1; i <= j; i++) {
	    Sres = Tevec(alpha, beta, j, ritz[i], s);
	    if (Sres > Sres_max) {
		Sres_max = Sres;
	    }
	    if (Sres > SRESTOL) {
		inc_bis_safety = TRUE;
	    }
	    bj[i] = s[j] * beta[j + 1];
	}
	tevec_time += lanc_seconds() - time;


	time = lanc_seconds();
	if (version == 1) {
	    scanmin(ritz, 1, j, &scanlist);
	}
	else {
	    scanmax(ritz, 1, j, &scanlist);
	}
	converged = TRUE;
	if (j < d)
	    converged = FALSE;
	else {
	    curlnk = scanlist;
	    while (curlnk != NULL) {
		if (bj[curlnk->indx] > bji_tol) {
		    converged = FALSE;
		}
		curlnk = curlnk->pntr;
	    }
	}
	scan_time += lanc_seconds() - time;
	j++;
    }
    j--;

    /* Collect eigenvalue and bound information. */
    time = lanc_seconds();
    mkeigvecs(scanlist,lambda,bound,index,bj,d,&Sres_max,alpha,beta+1,j,s,y,n,q);
    evec_time += lanc_seconds() - time;

    /* Analyze computation for and report additional problems */
    time = lanc_seconds();
    if (DEBUG_EVECS>0 && version == 2) {
	printf("\nTotal Symmlq iterations %3d\n", symmlqitns);
    }
    if (version == 2) {
        for (i = 1; i <= d; i++) {
	    lambda[i] = 1.0/lambda[i];
	}
    }
    warnings(workn, A, y, n, lambda, vwsqrt, Ares, bound, index,
             d, j, maxj, Sres_max, eigtol, u, Anorm, Output_File);
    debug_time += lanc_seconds() - time;

    /* Free any memory allocated in this routine. */
    time = lanc_seconds();
    frvec(u, 1);
    frvec(r, 1);
    frvec(Aq, 1);
    frvec(ritzvec, 1);
    frvec(zeros, 1);
    if (vwsqrt == NULL && version == 2) {
	frvec(ones, 1);
    }
    frvec(workn, 1);
    frvec(Ares, 1);
    frvec(inv_lambda, 1);
    sfree(index);
    frvec(alpha, 1);
    frvec(beta, 1);
    frvec(ritz, 1);
    frvec(s, 1);
    frvec(bj, 1);
    frvec(workj, 1);
    if (version == 2) {
	frvec(wv1, 0);
    }
    while (scanlist != NULL) {
	curlnk = scanlist->pntr;
	sfree(scanlist);
	scanlist = curlnk;
    }
    for (i = 1; i <= j; i++) {
	frvec(q[i], 1);
    }
    while (orthlist != NULL) {
	temp = orthlist->pntr;
	sfree(orthlist);
	orthlist = temp;
    }
    while (version == 2 && orthlist2 != NULL) {
	temp = orthlist2->pntr;
	sfree(orthlist2);
	orthlist2 = temp;
    }
    sfree(q);
    init_time += lanc_seconds() - time;
}