Actual source code: svdprimme.c

slepc-3.18.2 2023-01-26
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  1: /*
  2:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
  3:    SLEPc - Scalable Library for Eigenvalue Problem Computations
  4:    Copyright (c) 2002-, Universitat Politecnica de Valencia, Spain

  6:    This file is part of SLEPc.
  7:    SLEPc is distributed under a 2-clause BSD license (see LICENSE).
  8:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
  9: */
 10: /*
 11:    This file implements a wrapper to the PRIMME SVD solver
 12: */

 14: #include <slepc/private/svdimpl.h>

 16: #include <primme.h>

 18: #if defined(PETSC_USE_COMPLEX)
 19: #if defined(PETSC_USE_REAL_SINGLE)
 20: #define PRIMME_DRIVER cprimme_svds
 21: #else
 22: #define PRIMME_DRIVER zprimme_svds
 23: #endif
 24: #else
 25: #if defined(PETSC_USE_REAL_SINGLE)
 26: #define PRIMME_DRIVER sprimme_svds
 27: #else
 28: #define PRIMME_DRIVER dprimme_svds
 29: #endif
 30: #endif

 32: #if defined(PRIMME_VERSION_MAJOR) && PRIMME_VERSION_MAJOR*100+PRIMME_VERSION_MINOR >= 202
 33: #define SLEPC_HAVE_PRIMME2p2
 34: #endif

 36: typedef struct {
 37:   primme_svds_params        primme;   /* param struct */
 38:   PetscInt                  bs;       /* block size */
 39:   primme_svds_preset_method method;   /* primme method */
 40:   SVD                       svd;      /* reference to the solver */
 41:   Vec                       x,y;      /* auxiliary vectors */
 42: } SVD_PRIMME;

 44: static void multMatvec_PRIMME(void*,PRIMME_INT*,void*,PRIMME_INT*,int*,int*,struct primme_svds_params*,int*);

 46: static void par_GlobalSumReal(void *sendBuf,void *recvBuf,int *count,primme_svds_params *primme,int *ierr)
 47: {
 48:   if (sendBuf == recvBuf) {
 49:     *ierr = MPI_Allreduce(MPI_IN_PLACE,recvBuf,*count,MPIU_REAL,MPIU_SUM,PetscObjectComm((PetscObject)primme->commInfo));
 50:   } else {
 51:     *ierr = MPI_Allreduce(sendBuf,recvBuf,*count,MPIU_REAL,MPIU_SUM,PetscObjectComm((PetscObject)primme->commInfo));
 52:   }
 53: }

 55: #if defined(SLEPC_HAVE_PRIMME3)
 56: static void par_broadcastReal(void *buf,int *count,primme_svds_params *primme,int *ierr)
 57: {
 58:   *ierr = MPI_Bcast(buf,*count,MPIU_REAL,0/*root*/,PetscObjectComm((PetscObject)primme->commInfo));
 59: }
 60: #endif

 62: #if defined(SLEPC_HAVE_PRIMME2p2)
 63: static void convTestFun(double *sval,void *leftsvec,void *rightsvec,double *resNorm,
 64: #if defined(SLEPC_HAVE_PRIMME3)
 65:                         int *method,
 66: #endif
 67:                         int *isconv,struct primme_svds_params *primme,int *err)
 68: {
 70:   SVD            svd = (SVD)primme->commInfo;
 71:   PetscReal      sigma = sval?*sval:0.0;
 72:   PetscReal      r = resNorm?*resNorm:HUGE_VAL,errest;

 74:   ierr = (*svd->converged)(svd,sigma,r,&errest,svd->convergedctx);
 75:   if (ierr) *err = 1;
 76:   else {
 77:     *isconv = (errest<=svd->tol?1:0);
 78:     *err = 0;
 79:   }
 80: }

 82: static void monitorFun(void *basisSvals,int *basisSize,int *basisFlags,int *iblock,int *blockSize,void *basisNorms,int *numConverged,void *lockedSvals,int *numLocked,int *lockedFlags,void *lockedNorms,int *inner_its,void *LSRes,
 83: #if defined(SLEPC_HAVE_PRIMME3)
 84:                        const char *msg,double *time,
 85: #endif
 86:                        primme_event *event,int *stage,struct primme_svds_params *primme,int *err)
 87: {

 89:   PetscErrorCode ierr = 0;
 90:   SVD            svd = (SVD)primme->commInfo;
 91:   PetscInt       i,k,nerrest;

 93:   *err = 1;
 94:   switch (*event) {
 95:     case primme_event_outer_iteration:
 96:       /* Update SVD */
 97:       svd->its = primme->stats.numOuterIterations;
 98:       if (numConverged) svd->nconv = *numConverged;
 99:       k = 0;
100:       if (lockedSvals && numLocked) for (i=0; i<*numLocked && k<svd->ncv; i++) svd->sigma[k++] = ((PetscReal*)lockedSvals)[i];
101:       nerrest = k;
102:       if (iblock && blockSize) {
103:         for (i=0; i<*blockSize && k+iblock[i]<svd->ncv; i++) svd->errest[k+iblock[i]] = ((PetscReal*)basisNorms)[i];
104:         nerrest = k+(*blockSize>0?1+iblock[*blockSize-1]:0);
105:       }
106:       if (basisSvals && basisSize) for (i=0; i<*basisSize && k<svd->ncv; i++) svd->sigma[k++] = ((PetscReal*)basisSvals)[i];
107:       /* Show progress */
108:       ierr = SVDMonitor(svd,svd->its,numConverged?*numConverged:0,svd->sigma,svd->errest,nerrest);
109:       break;
110: #if defined(SLEPC_HAVE_PRIMME3)
111:     case primme_event_message:
112:       /* Print PRIMME information messages */
113:       ierr = PetscInfo(svd,"%s\n",msg);
114:       break;
115: #endif
116:     default:
117:       break;
118:   }
119:   *err = (ierr!=0)? 1: 0;
120: }
121: #endif /* SLEPC_HAVE_PRIMME2p2 */

123: static void multMatvec_PRIMME(void *xa,PRIMME_INT *ldx,void *ya,PRIMME_INT *ldy,int *blockSize,int *transpose,struct primme_svds_params *primme,int *ierr)
124: {
125:   PetscInt   i;
126:   SVD_PRIMME *ops = (SVD_PRIMME*)primme->matrix;
127:   Vec        x = ops->x,y = ops->y;
128:   SVD        svd = ops->svd;

130:   for (i=0;i<*blockSize;i++) {
131:     if (*transpose) {
132:       PetscObjectComm((PetscObject)svd),VecPlaceArray(y,(PetscScalar*)xa+(*ldx)*i);
133:       PetscObjectComm((PetscObject)svd),VecPlaceArray(x,(PetscScalar*)ya+(*ldy)*i);
134:       PetscObjectComm((PetscObject)svd),MatMult(svd->AT,y,x);
135:     } else {
136:       PetscObjectComm((PetscObject)svd),VecPlaceArray(x,(PetscScalar*)xa+(*ldx)*i);
137:       PetscObjectComm((PetscObject)svd),VecPlaceArray(y,(PetscScalar*)ya+(*ldy)*i);
138:       PetscObjectComm((PetscObject)svd),MatMult(svd->A,x,y);
139:     }
140:     PetscObjectComm((PetscObject)svd),VecResetArray(x);
141:     PetscObjectComm((PetscObject)svd),VecResetArray(y);
142:   }
143:   return;
144: }

146: PetscErrorCode SVDSetUp_PRIMME(SVD svd)
147: {
148:   PetscMPIInt        numProcs,procID;
149:   PetscInt           n,m,nloc,mloc;
150:   SVD_PRIMME         *ops = (SVD_PRIMME*)svd->data;
151:   primme_svds_params *primme = &ops->primme;

153:   SVDCheckStandard(svd);
154:   SVDCheckDefinite(svd);
155:   MPI_Comm_size(PetscObjectComm((PetscObject)svd),&numProcs);
156:   MPI_Comm_rank(PetscObjectComm((PetscObject)svd),&procID);

158:   /* Check some constraints and set some default values */
159:   MatGetSize(svd->A,&m,&n);
160:   MatGetLocalSize(svd->A,&mloc,&nloc);
161:   SVDSetDimensions_Default(svd);
162:   if (svd->max_it==PETSC_DEFAULT) svd->max_it = PETSC_MAX_INT;
163:   svd->leftbasis = PETSC_TRUE;
164:   SVDCheckUnsupported(svd,SVD_FEATURE_STOPPING);
165: #if !defined(SLEPC_HAVE_PRIMME2p2)
166:   if (svd->converged != SVDConvergedAbsolute) PetscInfo(svd,"Warning: using absolute convergence test\n");
167: #endif

169:   /* Transfer SLEPc options to PRIMME options */
170:   primme_svds_free(primme);
171:   primme_svds_initialize(primme);
172:   primme->m             = m;
173:   primme->n             = n;
174:   primme->mLocal        = mloc;
175:   primme->nLocal        = nloc;
176:   primme->numSvals      = svd->nsv;
177:   primme->matrix        = ops;
178:   primme->commInfo      = svd;
179:   primme->maxMatvecs    = svd->max_it;
180: #if !defined(SLEPC_HAVE_PRIMME2p2)
181:   primme->eps           = SlepcDefaultTol(svd->tol);
182: #endif
183:   primme->numProcs      = numProcs;
184:   primme->procID        = procID;
185:   primme->printLevel    = 1;
186:   primme->matrixMatvec  = multMatvec_PRIMME;
187:   primme->globalSumReal = par_GlobalSumReal;
188: #if defined(SLEPC_HAVE_PRIMME3)
189:   primme->broadcastReal = par_broadcastReal;
190: #endif
191: #if defined(SLEPC_HAVE_PRIMME2p2)
192:   primme->convTestFun   = convTestFun;
193:   primme->monitorFun    = monitorFun;
194: #endif
195:   if (ops->bs > 0) primme->maxBlockSize = ops->bs;

197:   switch (svd->which) {
198:     case SVD_LARGEST:
199:       primme->target = primme_svds_largest;
200:       break;
201:     case SVD_SMALLEST:
202:       primme->target = primme_svds_smallest;
203:       break;
204:   }

206:   /* If user sets mpd or ncv, maxBasisSize is modified */
207:   if (svd->mpd!=PETSC_DEFAULT) {
208:     primme->maxBasisSize = svd->mpd;
209:     if (svd->ncv!=PETSC_DEFAULT) PetscInfo(svd,"Warning: 'ncv' is ignored by PRIMME\n");
210:   } else if (svd->ncv!=PETSC_DEFAULT) primme->maxBasisSize = svd->ncv;


214:   svd->mpd = primme->maxBasisSize;
215:   svd->ncv = (primme->locking?svd->nsv:0)+primme->maxBasisSize;
216:   ops->bs  = primme->maxBlockSize;

218:   /* Set workspace */
219:   SVDAllocateSolution(svd,0);

221:   /* Prepare auxiliary vectors */
222:   if (!ops->x) MatCreateVecsEmpty(svd->A,&ops->x,&ops->y);
223:   return 0;
224: }

226: PetscErrorCode SVDSolve_PRIMME(SVD svd)
227: {
228:   SVD_PRIMME     *ops = (SVD_PRIMME*)svd->data;
229:   PetscScalar    *svecs, *a;
230:   PetscInt       i,ierrprimme;
231:   PetscReal      *svals,*rnorms;

233:   /* Reset some parameters left from previous runs */
234:   ops->primme.aNorm    = 0.0;
235:   ops->primme.initSize = svd->nini;
236:   ops->primme.iseed[0] = -1;
237:   ops->primme.iseed[1] = -1;
238:   ops->primme.iseed[2] = -1;
239:   ops->primme.iseed[3] = -1;

241:   /* Allocating left and right singular vectors contiguously */
242:   PetscCalloc1(ops->primme.numSvals*(ops->primme.mLocal+ops->primme.nLocal),&svecs);

244:   /* Call PRIMME solver */
245:   PetscMalloc2(svd->ncv,&svals,svd->ncv,&rnorms);
246:   ierrprimme = PRIMME_DRIVER(svals,svecs,rnorms,&ops->primme);
247:   for (i=0;i<svd->ncv;i++) svd->sigma[i] = svals[i];
248:   for (i=0;i<svd->ncv;i++) svd->errest[i] = rnorms[i];
249:   PetscFree2(svals,rnorms);

251:   /* Copy left and right singular vectors into svd */
252:   BVGetArray(svd->U,&a);
253:   PetscArraycpy(a,svecs,ops->primme.mLocal*ops->primme.initSize);
254:   BVRestoreArray(svd->U,&a);

256:   BVGetArray(svd->V,&a);
257:   PetscArraycpy(a,svecs+ops->primme.mLocal*ops->primme.initSize,ops->primme.nLocal*ops->primme.initSize);
258:   BVRestoreArray(svd->V,&a);

260:   PetscFree(svecs);

262:   svd->nconv  = ops->primme.initSize >= 0 ? ops->primme.initSize : 0;
263:   svd->reason = svd->nconv >= svd->nsv ? SVD_CONVERGED_TOL: SVD_DIVERGED_ITS;
264:   svd->its    = ops->primme.stats.numOuterIterations;

266:   /* Process PRIMME error code */
267:   if (ierrprimme != 0) {
268:     switch (ierrprimme%100) {
269:       case -1:
270:         SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_LIB,"PRIMME library failed with error code=%" PetscInt_FMT ": unexpected error",ierrprimme);
271:       case -2:
272:         SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_LIB,"PRIMME library failed with error code=%" PetscInt_FMT ": allocation error",ierrprimme);
273:       case -3: /* stop due to maximum number of iterations or matvecs */
274:         break;
275:       default:
278:     }
279:   }
280:   return 0;
281: }

283: PetscErrorCode SVDReset_PRIMME(SVD svd)
284: {
285:   SVD_PRIMME     *ops = (SVD_PRIMME*)svd->data;

287:   primme_svds_free(&ops->primme);
288:   VecDestroy(&ops->x);
289:   VecDestroy(&ops->y);
290:   return 0;
291: }

293: PetscErrorCode SVDDestroy_PRIMME(SVD svd)
294: {
295:   PetscFree(svd->data);
296:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetBlockSize_C",NULL);
297:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetBlockSize_C",NULL);
298:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetMethod_C",NULL);
299:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetMethod_C",NULL);
300:   return 0;
301: }

303: PetscErrorCode SVDView_PRIMME(SVD svd,PetscViewer viewer)
304: {
305:   PetscBool      isascii;
306:   SVD_PRIMME     *ctx = (SVD_PRIMME*)svd->data;
307:   PetscMPIInt    rank;

309:   PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);
310:   if (isascii) {
311:     PetscViewerASCIIPrintf(viewer,"  block size=%" PetscInt_FMT "\n",ctx->bs);
312:     PetscViewerASCIIPrintf(viewer,"  solver method: %s\n",SVDPRIMMEMethods[(SVDPRIMMEMethod)ctx->method]);

314:     /* Display PRIMME params */
315:     MPI_Comm_rank(PetscObjectComm((PetscObject)svd),&rank);
316:     if (!rank) primme_svds_display_params(ctx->primme);
317:   }
318:   return 0;
319: }

321: PetscErrorCode SVDSetFromOptions_PRIMME(SVD svd,PetscOptionItems *PetscOptionsObject)
322: {
323:   SVD_PRIMME      *ctx = (SVD_PRIMME*)svd->data;
324:   PetscInt        bs;
325:   SVDPRIMMEMethod meth;
326:   PetscBool       flg;

328:   PetscOptionsHeadBegin(PetscOptionsObject,"SVD PRIMME Options");

330:     PetscOptionsInt("-svd_primme_blocksize","Maximum block size","SVDPRIMMESetBlockSize",ctx->bs,&bs,&flg);
331:     if (flg) SVDPRIMMESetBlockSize(svd,bs);

333:     PetscOptionsEnum("-svd_primme_method","Method for solving the singular value problem","SVDPRIMMESetMethod",SVDPRIMMEMethods,(PetscEnum)ctx->method,(PetscEnum*)&meth,&flg);
334:     if (flg) SVDPRIMMESetMethod(svd,meth);

336:   PetscOptionsHeadEnd();
337:   return 0;
338: }

340: static PetscErrorCode SVDPRIMMESetBlockSize_PRIMME(SVD svd,PetscInt bs)
341: {
342:   SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;

344:   if (bs == PETSC_DEFAULT) ops->bs = 0;
345:   else {
347:     ops->bs = bs;
348:   }
349:   return 0;
350: }

352: /*@
353:    SVDPRIMMESetBlockSize - The maximum block size that PRIMME will try to use.

355:    Logically Collective on svd

357:    Input Parameters:
358: +  svd - the singular value solver context
359: -  bs - block size

361:    Options Database Key:
362: .  -svd_primme_blocksize - Sets the max allowed block size value

364:    Notes:
365:    If the block size is not set, the value established by primme_svds_initialize
366:    is used.

368:    The user should set the block size based on the architecture specifics
369:    of the target computer, as well as any a priori knowledge of multiplicities.
370:    The code does NOT require bs > 1 to find multiple eigenvalues. For some
371:    methods, keeping bs = 1 yields the best overall performance.

373:    Level: advanced

375: .seealso: SVDPRIMMEGetBlockSize()
376: @*/
377: PetscErrorCode SVDPRIMMESetBlockSize(SVD svd,PetscInt bs)
378: {
381:   PetscTryMethod(svd,"SVDPRIMMESetBlockSize_C",(SVD,PetscInt),(svd,bs));
382:   return 0;
383: }

385: static PetscErrorCode SVDPRIMMEGetBlockSize_PRIMME(SVD svd,PetscInt *bs)
386: {
387:   SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;

389:   *bs = ops->bs;
390:   return 0;
391: }

393: /*@
394:    SVDPRIMMEGetBlockSize - Get the maximum block size the code will try to use.

396:    Not Collective

398:    Input Parameter:
399: .  svd - the singular value solver context

401:    Output Parameter:
402: .  bs - returned block size

404:    Level: advanced

406: .seealso: SVDPRIMMESetBlockSize()
407: @*/
408: PetscErrorCode SVDPRIMMEGetBlockSize(SVD svd,PetscInt *bs)
409: {
412:   PetscUseMethod(svd,"SVDPRIMMEGetBlockSize_C",(SVD,PetscInt*),(svd,bs));
413:   return 0;
414: }

416: static PetscErrorCode SVDPRIMMESetMethod_PRIMME(SVD svd,SVDPRIMMEMethod method)
417: {
418:   SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;

420:   ops->method = (primme_svds_preset_method)method;
421:   return 0;
422: }

424: /*@
425:    SVDPRIMMESetMethod - Sets the method for the PRIMME SVD solver.

427:    Logically Collective on svd

429:    Input Parameters:
430: +  svd - the singular value solver context
431: -  method - method that will be used by PRIMME

433:    Options Database Key:
434: .  -svd_primme_method - Sets the method for the PRIMME SVD solver

436:    Note:
437:    If not set, the method defaults to SVD_PRIMME_HYBRID.

439:    Level: advanced

441: .seealso: SVDPRIMMEGetMethod(), SVDPRIMMEMethod
442: @*/
443: PetscErrorCode SVDPRIMMESetMethod(SVD svd,SVDPRIMMEMethod method)
444: {
447:   PetscTryMethod(svd,"SVDPRIMMESetMethod_C",(SVD,SVDPRIMMEMethod),(svd,method));
448:   return 0;
449: }

451: static PetscErrorCode SVDPRIMMEGetMethod_PRIMME(SVD svd,SVDPRIMMEMethod *method)
452: {
453:   SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;

455:   *method = (SVDPRIMMEMethod)ops->method;
456:   return 0;
457: }

459: /*@
460:    SVDPRIMMEGetMethod - Gets the method for the PRIMME SVD solver.

462:    Not Collective

464:    Input Parameter:
465: .  svd - the singular value solver context

467:    Output Parameter:
468: .  method - method that will be used by PRIMME

470:    Level: advanced

472: .seealso: SVDPRIMMESetMethod(), SVDPRIMMEMethod
473: @*/
474: PetscErrorCode SVDPRIMMEGetMethod(SVD svd,SVDPRIMMEMethod *method)
475: {
478:   PetscUseMethod(svd,"SVDPRIMMEGetMethod_C",(SVD,SVDPRIMMEMethod*),(svd,method));
479:   return 0;
480: }

482: SLEPC_EXTERN PetscErrorCode SVDCreate_PRIMME(SVD svd)
483: {
484:   SVD_PRIMME     *primme;

486:   PetscNew(&primme);
487:   svd->data = (void*)primme;

489:   primme_svds_initialize(&primme->primme);
490:   primme->bs = 0;
491:   primme->method = (primme_svds_preset_method)SVD_PRIMME_HYBRID;
492:   primme->svd = svd;

494:   svd->ops->solve          = SVDSolve_PRIMME;
495:   svd->ops->setup          = SVDSetUp_PRIMME;
496:   svd->ops->setfromoptions = SVDSetFromOptions_PRIMME;
497:   svd->ops->destroy        = SVDDestroy_PRIMME;
498:   svd->ops->reset          = SVDReset_PRIMME;
499:   svd->ops->view           = SVDView_PRIMME;

501:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetBlockSize_C",SVDPRIMMESetBlockSize_PRIMME);
502:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetBlockSize_C",SVDPRIMMEGetBlockSize_PRIMME);
503:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetMethod_C",SVDPRIMMESetMethod_PRIMME);
504:   PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetMethod_C",SVDPRIMMEGetMethod_PRIMME);
505:   return 0;
506: }