Actual source code: svdprimme.c
slepc-3.14.0 2020-09-30
1: /*
2: - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
3: SLEPc - Scalable Library for Eigenvalue Problem Computations
4: Copyright (c) 2002-2020, 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: *MPIU_Allreduce(MPI_IN_PLACE,recvBuf,*count,MPIU_REAL,MPIU_SUM,PetscObjectComm((PetscObject)primme->commInfo));CHKERRABORT(PetscObjectComm((PetscObject)primme->commInfo),*ierr);
50: } else {
51: *MPIU_Allreduce(sendBuf,recvBuf,*count,MPIU_REAL,MPIU_SUM,PetscObjectComm((PetscObject)primme->commInfo));CHKERRABORT(PetscObjectComm((PetscObject)primme->commInfo),*ierr);
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: *MPI_Bcast(buf,*count,MPIU_REAL,0/*root*/,PetscObjectComm((PetscObject)primme->commInfo));CHKERRABORT(PetscObjectComm((PetscObject)primme->commInfo),*ierr);
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: *err = 1;
75: (*svd->converged)(svd,sigma,r,&errest,svd->convergedctx);CHKERRABORT(PetscObjectComm((PetscObject)svd),ierr);
76: *isconv = (errest<=svd->tol?1:0);
77: *err = 0;
78: }
80: 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,
81: #if defined(SLEPC_HAVE_PRIMME3)
82: const char *msg,double *time,
83: #endif
84: primme_event *event,int *stage,struct primme_svds_params *primme,int *err)
85: {
88: SVD svd = (SVD)primme->commInfo;
89: PetscInt i,k,nerrest;
91: *err = 1;
92: switch (*event) {
93: case primme_event_outer_iteration:
94: /* Update SVD */
95: svd->its = primme->stats.numOuterIterations;
96: if (numConverged) svd->nconv = *numConverged;
97: k = 0;
98: if (lockedSvals && numLocked) for (i=0; i<*numLocked && k<svd->ncv; i++) svd->sigma[k++] = ((PetscReal*)lockedSvals)[i];
99: nerrest = k;
100: if (iblock && blockSize) {
101: for (i=0; i<*blockSize && k+iblock[i]<svd->ncv; i++) svd->errest[k+iblock[i]] = ((PetscReal*)basisNorms)[i];
102: nerrest = k+(*blockSize>0?1+iblock[*blockSize-1]:0);
103: }
104: if (basisSvals && basisSize) for (i=0; i<*basisSize && k<svd->ncv; i++) svd->sigma[k++] = ((PetscReal*)basisSvals)[i];
105: /* Show progress */
106: SVDMonitor(svd,svd->its,numConverged?*numConverged:0,svd->sigma,svd->errest,nerrest);CHKERRABORT(PetscObjectComm((PetscObject)svd),ierr);
107: break;
108: #if defined(SLEPC_HAVE_PRIMME3)
109: case primme_event_message:
110: /* Print PRIMME information messages */
111: PetscInfo(svd,msg);CHKERRABORT(PetscObjectComm((PetscObject)svd),ierr);
112: break;
113: #endif
114: default:
115: break;
116: }
117: *err = 0;
118: }
119: #endif /* SLEPC_HAVE_PRIMME2p2 */
121: 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)
122: {
123: PetscInt i;
124: SVD_PRIMME *ops = (SVD_PRIMME*)primme->matrix;
125: Vec x = ops->x,y = ops->y;
126: SVD svd = ops->svd;
129: for (i=0;i<*blockSize;i++) {
130: if (*transpose) {
131: *VecPlaceArray(y,(PetscScalar*)xa+(*ldx)*i);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
132: *VecPlaceArray(x,(PetscScalar*)ya+(*ldy)*i);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
133: *SVDMatMult(svd,PETSC_TRUE,y,x);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
134: } else {
135: *VecPlaceArray(x,(PetscScalar*)xa+(*ldx)*i);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
136: *VecPlaceArray(y,(PetscScalar*)ya+(*ldy)*i);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
137: *SVDMatMult(svd,PETSC_FALSE,x,y);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
138: }
139: *VecResetArray(x);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
140: *VecResetArray(y);CHKERRABORT(PetscObjectComm((PetscObject)svd),*ierr);
141: }
142: PetscFunctionReturnVoid();
143: }
145: PetscErrorCode SVDSetUp_PRIMME(SVD svd)
146: {
147: PetscErrorCode ierr;
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;
154: MPI_Comm_size(PetscObjectComm((PetscObject)svd),&numProcs);
155: MPI_Comm_rank(PetscObjectComm((PetscObject)svd),&procID);
157: /* Check some constraints and set some default values */
158: SVDMatGetSize(svd,&m,&n);
159: SVDMatGetLocalSize(svd,&mloc,&nloc);
160: SVDSetDimensions_Default(svd);
161: if (svd->max_it==PETSC_DEFAULT) svd->max_it = PETSC_MAX_INT;
162: svd->leftbasis = PETSC_TRUE;
163: SVDCheckUnsupported(svd,SVD_FEATURE_STOPPING);
164: #if !defined(SLEPC_HAVE_PRIMME2p2)
165: if (svd->converged != SVDConvergedAbsolute) { PetscInfo(svd,"Warning: using absolute convergence test\n"); }
166: #endif
168: /* Transfer SLEPc options to PRIMME options */
169: primme_svds_free(primme);
170: primme_svds_initialize(primme);
171: primme->m = m;
172: primme->n = n;
173: primme->mLocal = mloc;
174: primme->nLocal = nloc;
175: primme->numSvals = svd->nsv;
176: primme->matrix = ops;
177: primme->commInfo = svd;
178: primme->maxMatvecs = svd->max_it;
179: #if !defined(SLEPC_HAVE_PRIMME2p2)
180: primme->eps = svd->tol==PETSC_DEFAULT?SLEPC_DEFAULT_TOL:svd->tol;
181: #endif
182: primme->numProcs = numProcs;
183: primme->procID = procID;
184: primme->printLevel = 1;
185: primme->matrixMatvec = multMatvec_PRIMME;
186: primme->globalSumReal = par_GlobalSumReal;
187: #if defined(SLEPC_HAVE_PRIMME3)
188: primme->broadcastReal = par_broadcastReal;
189: #endif
190: #if defined(SLEPC_HAVE_PRIMME2p2)
191: primme->convTestFun = convTestFun;
192: primme->monitorFun = monitorFun;
193: #endif
194: if (ops->bs > 0) primme->maxBlockSize = ops->bs;
196: switch (svd->which) {
197: case SVD_LARGEST:
198: primme->target = primme_svds_largest;
199: break;
200: case SVD_SMALLEST:
201: primme->target = primme_svds_smallest;
202: break;
203: default:
204: SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_SUP,"'which' value not supported by PRIMME");
205: break;
206: }
208: /* If user sets mpd or ncv, maxBasisSize is modified */
209: if (svd->mpd!=PETSC_DEFAULT) {
210: primme->maxBasisSize = svd->mpd;
211: if (svd->ncv!=PETSC_DEFAULT) { PetscInfo(svd,"Warning: 'ncv' is ignored by PRIMME\n"); }
212: } else if (svd->ncv!=PETSC_DEFAULT) primme->maxBasisSize = svd->ncv;
214: if (primme_svds_set_method(ops->method,(primme_preset_method)EPS_PRIMME_DEFAULT_MIN_TIME,PRIMME_DEFAULT_METHOD,primme) < 0) SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_SUP,"PRIMME method not valid");
216: svd->mpd = primme->maxBasisSize;
217: svd->ncv = (primme->locking?svd->nsv:0)+primme->maxBasisSize;
218: ops->bs = primme->maxBlockSize;
220: /* Set workspace */
221: SVDAllocateSolution(svd,0);
223: /* Prepare auxiliary vectors */
224: if (!ops->x) {
225: MatCreateVecsEmpty(svd->A,&ops->x,&ops->y);
226: PetscLogObjectParent((PetscObject)svd,(PetscObject)ops->x);
227: PetscLogObjectParent((PetscObject)svd,(PetscObject)ops->y);
228: }
229: return(0);
230: }
232: PetscErrorCode SVDSolve_PRIMME(SVD svd)
233: {
235: SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;
236: PetscScalar *svecs, *a;
237: PetscInt i,ierrprimme;
238: PetscReal *svals,*rnorms;
241: /* Reset some parameters left from previous runs */
242: ops->primme.aNorm = 0.0;
243: ops->primme.initSize = svd->nini;
244: ops->primme.iseed[0] = -1;
245: ops->primme.iseed[1] = -1;
246: ops->primme.iseed[2] = -1;
247: ops->primme.iseed[3] = -1;
249: /* Allocating left and right singular vectors contiguously */
250: PetscCalloc1(ops->primme.numSvals*(ops->primme.mLocal+ops->primme.nLocal),&svecs);
251: PetscLogObjectMemory((PetscObject)svd,sizeof(PetscReal)*ops->primme.numSvals*(ops->primme.mLocal+ops->primme.nLocal));
253: /* Call PRIMME solver */
254: PetscMalloc2(svd->ncv,&svals,svd->ncv,&rnorms);
255: ierrprimme = PRIMME_DRIVER(svals,svecs,rnorms,&ops->primme);
256: for (i=0;i<svd->ncv;i++) svd->sigma[i] = svals[i];
257: for (i=0;i<svd->ncv;i++) svd->errest[i] = rnorms[i];
258: PetscFree2(svals,rnorms);
260: /* Copy left and right singular vectors into svd */
261: BVGetArray(svd->U,&a);
262: PetscArraycpy(a,svecs,ops->primme.mLocal*ops->primme.initSize);
263: BVRestoreArray(svd->U,&a);
265: BVGetArray(svd->V,&a);
266: PetscArraycpy(a,svecs+ops->primme.mLocal*ops->primme.initSize,ops->primme.nLocal*ops->primme.initSize);
267: BVRestoreArray(svd->V,&a);
269: PetscFree(svecs);
271: svd->nconv = ops->primme.initSize >= 0 ? ops->primme.initSize : 0;
272: svd->reason = svd->nconv >= svd->nsv ? SVD_CONVERGED_TOL: SVD_DIVERGED_ITS;
273: svd->its = ops->primme.stats.numOuterIterations;
275: /* Process PRIMME error code */
276: if (ierrprimme == 0) {
277: /* no error */
278: } else if (ierrprimme%100 == -1) SETERRQ1(PetscObjectComm((PetscObject)svd),PETSC_ERR_LIB,"PRIMME library failed with error code=%d: unexpected error",ierrprimme);
279: else if (ierrprimme%100 == -2) SETERRQ1(PetscObjectComm((PetscObject)svd),PETSC_ERR_LIB,"PRIMME library failed with error code=%d: allocation error",ierrprimme);
280: else if (ierrprimme%100 == -3) {
281: /* stop by maximum number of iteration or matvecs */
282: } else if (ierrprimme%100 >= -39) SETERRQ1(PetscObjectComm((PetscObject)svd),PETSC_ERR_LIB,"PRIMME library failed with error code=%d: configuration error; check PRIMME's manual",ierrprimme);
283: else SETERRQ1(PetscObjectComm((PetscObject)svd),PETSC_ERR_LIB,"PRIMME library failed with error code=%d: runtime error; check PRIMME's manual",ierrprimme);
284: return(0);
285: }
287: PetscErrorCode SVDReset_PRIMME(SVD svd)
288: {
290: SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;
293: primme_svds_free(&ops->primme);
294: VecDestroy(&ops->x);
295: VecDestroy(&ops->y);
296: return(0);
297: }
299: PetscErrorCode SVDDestroy_PRIMME(SVD svd)
300: {
304: PetscFree(svd->data);
305: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetBlockSize_C",NULL);
306: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetBlockSize_C",NULL);
307: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetMethod_C",NULL);
308: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetMethod_C",NULL);
309: return(0);
310: }
312: PetscErrorCode SVDView_PRIMME(SVD svd,PetscViewer viewer)
313: {
315: PetscBool isascii;
316: SVD_PRIMME *ctx = (SVD_PRIMME*)svd->data;
317: PetscMPIInt rank;
320: PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);
321: if (isascii) {
322: PetscViewerASCIIPrintf(viewer," block size=%D\n",ctx->bs);
323: PetscViewerASCIIPrintf(viewer," solver method: %s\n",SVDPRIMMEMethods[(SVDPRIMMEMethod)ctx->method]);
325: /* Display PRIMME params */
326: MPI_Comm_rank(PetscObjectComm((PetscObject)svd),&rank);
327: if (!rank) primme_svds_display_params(ctx->primme);
328: }
329: return(0);
330: }
332: PetscErrorCode SVDSetFromOptions_PRIMME(PetscOptionItems *PetscOptionsObject,SVD svd)
333: {
334: PetscErrorCode ierr;
335: SVD_PRIMME *ctx = (SVD_PRIMME*)svd->data;
336: PetscInt bs;
337: SVDPRIMMEMethod meth;
338: PetscBool flg;
341: PetscOptionsHead(PetscOptionsObject,"SVD PRIMME Options");
343: PetscOptionsInt("-svd_primme_blocksize","Maximum block size","SVDPRIMMESetBlockSize",ctx->bs,&bs,&flg);
344: if (flg) { SVDPRIMMESetBlockSize(svd,bs); }
346: PetscOptionsEnum("-svd_primme_method","Method for solving the singular value problem","SVDPRIMMESetMethod",SVDPRIMMEMethods,(PetscEnum)ctx->method,(PetscEnum*)&meth,&flg);
347: if (flg) { SVDPRIMMESetMethod(svd,meth); }
349: PetscOptionsTail();
350: return(0);
351: }
353: static PetscErrorCode SVDPRIMMESetBlockSize_PRIMME(SVD svd,PetscInt bs)
354: {
355: SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;
358: if (bs == PETSC_DEFAULT) ops->bs = 0;
359: else if (bs <= 0) SETERRQ(PetscObjectComm((PetscObject)svd),PETSC_ERR_ARG_OUTOFRANGE,"PRIMME: block size must be positive");
360: else ops->bs = bs;
361: return(0);
362: }
364: /*@
365: SVDPRIMMESetBlockSize - The maximum block size that PRIMME will try to use.
367: Logically Collective on svd
369: Input Parameters:
370: + svd - the singular value solver context
371: - bs - block size
373: Options Database Key:
374: . -svd_primme_blocksize - Sets the max allowed block size value
376: Notes:
377: If the block size is not set, the value established by primme_svds_initialize
378: is used.
380: The user should set the block size based on the architecture specifics
381: of the target computer, as well as any a priori knowledge of multiplicities.
382: The code does NOT require bs > 1 to find multiple eigenvalues. For some
383: methods, keeping bs = 1 yields the best overall performance.
385: Level: advanced
387: .seealso: SVDPRIMMEGetBlockSize()
388: @*/
389: PetscErrorCode SVDPRIMMESetBlockSize(SVD svd,PetscInt bs)
390: {
396: PetscTryMethod(svd,"SVDPRIMMESetBlockSize_C",(SVD,PetscInt),(svd,bs));
397: return(0);
398: }
400: static PetscErrorCode SVDPRIMMEGetBlockSize_PRIMME(SVD svd,PetscInt *bs)
401: {
402: SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;
405: *bs = ops->bs;
406: return(0);
407: }
409: /*@
410: SVDPRIMMEGetBlockSize - Get the maximum block size the code will try to use.
412: Not Collective
414: Input Parameter:
415: . svd - the singular value solver context
417: Output Parameter:
418: . bs - returned block size
420: Level: advanced
422: .seealso: SVDPRIMMESetBlockSize()
423: @*/
424: PetscErrorCode SVDPRIMMEGetBlockSize(SVD svd,PetscInt *bs)
425: {
431: PetscUseMethod(svd,"SVDPRIMMEGetBlockSize_C",(SVD,PetscInt*),(svd,bs));
432: return(0);
433: }
435: static PetscErrorCode SVDPRIMMESetMethod_PRIMME(SVD svd,SVDPRIMMEMethod method)
436: {
437: SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;
440: ops->method = (primme_svds_preset_method)method;
441: return(0);
442: }
444: /*@
445: SVDPRIMMESetMethod - Sets the method for the PRIMME SVD solver.
447: Logically Collective on svd
449: Input Parameters:
450: + svd - the singular value solver context
451: - method - method that will be used by PRIMME
453: Options Database Key:
454: . -svd_primme_method - Sets the method for the PRIMME SVD solver
456: Note:
457: If not set, the method defaults to SVD_PRIMME_HYBRID.
459: Level: advanced
461: .seealso: SVDPRIMMEGetMethod(), SVDPRIMMEMethod
462: @*/
463: PetscErrorCode SVDPRIMMESetMethod(SVD svd,SVDPRIMMEMethod method)
464: {
470: PetscTryMethod(svd,"SVDPRIMMESetMethod_C",(SVD,SVDPRIMMEMethod),(svd,method));
471: return(0);
472: }
474: static PetscErrorCode SVDPRIMMEGetMethod_PRIMME(SVD svd,SVDPRIMMEMethod *method)
475: {
476: SVD_PRIMME *ops = (SVD_PRIMME*)svd->data;
479: *method = (SVDPRIMMEMethod)ops->method;
480: return(0);
481: }
483: /*@
484: SVDPRIMMEGetMethod - Gets the method for the PRIMME SVD solver.
486: Not Collective
488: Input Parameter:
489: . svd - the singular value solver context
491: Output Parameter:
492: . method - method that will be used by PRIMME
494: Level: advanced
496: .seealso: SVDPRIMMESetMethod(), SVDPRIMMEMethod
497: @*/
498: PetscErrorCode SVDPRIMMEGetMethod(SVD svd,SVDPRIMMEMethod *method)
499: {
505: PetscUseMethod(svd,"SVDPRIMMEGetMethod_C",(SVD,SVDPRIMMEMethod*),(svd,method));
506: return(0);
507: }
509: SLEPC_EXTERN PetscErrorCode SVDCreate_PRIMME(SVD svd)
510: {
512: SVD_PRIMME *primme;
515: PetscNewLog(svd,&primme);
516: svd->data = (void*)primme;
518: primme_svds_initialize(&primme->primme);
519: primme->bs = 0;
520: primme->method = (primme_svds_preset_method)SVD_PRIMME_HYBRID;
521: primme->svd = svd;
523: svd->ops->solve = SVDSolve_PRIMME;
524: svd->ops->setup = SVDSetUp_PRIMME;
525: svd->ops->setfromoptions = SVDSetFromOptions_PRIMME;
526: svd->ops->destroy = SVDDestroy_PRIMME;
527: svd->ops->reset = SVDReset_PRIMME;
528: svd->ops->view = SVDView_PRIMME;
530: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetBlockSize_C",SVDPRIMMESetBlockSize_PRIMME);
531: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetBlockSize_C",SVDPRIMMEGetBlockSize_PRIMME);
532: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMESetMethod_C",SVDPRIMMESetMethod_PRIMME);
533: PetscObjectComposeFunction((PetscObject)svd,"SVDPRIMMEGetMethod_C",SVDPRIMMEGetMethod_PRIMME);
534: return(0);
535: }