/usr/include/trilinos/AnasaziGeneralizedDavidson.hpp is in libtrilinos-anasazi-dev 12.10.1-3.
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// ***********************************************************************
//
// Anasazi: Block Eigensolvers Package
// Copyright (2004) Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000, there is a non-exclusive
// license for use of this work by or on behalf of the U.S. Government.
//
// This library is free software; you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as
// published by the Free Software Foundation; either version 2.1 of the
// License, or (at your option) any later version.
//
// This library is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
// Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License along with this library; if not, write to the Free Software
// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301
// USA
// Questions? Contact Michael A. Heroux (maherou@sandia.gov)
//
// ***********************************************************************
// @HEADER
#ifndef ANASAZI_GENERALIZED_DAVIDSON_HPP
#define ANASAZI_GENERALIZED_DAVIDSON_HPP
/*! \file AnasaziGeneralizedDavidson.hpp
\brief Implementation of a block Generalized Davidson eigensolver.
\author Steven Hamilton
*/
#include "Teuchos_RCPDecl.hpp"
#include "Teuchos_ParameterList.hpp"
#include "Teuchos_SerialDenseMatrix.hpp"
#include "Teuchos_SerialDenseVector.hpp"
#include "Teuchos_Array.hpp"
#include "Teuchos_BLAS.hpp"
#include "Teuchos_LAPACK.hpp"
#include "AnasaziConfigDefs.hpp"
#include "AnasaziTypes.hpp"
#include "AnasaziEigenproblem.hpp"
#include "AnasaziEigensolver.hpp"
#include "AnasaziOrthoManager.hpp"
#include "AnasaziOutputManager.hpp"
#include "AnasaziSortManager.hpp"
#include "AnasaziStatusTest.hpp"
using Teuchos::RCP;
namespace Anasazi {
/*!
* \brief Structure to contain pointers to GeneralizedDavidson state variables.
*/
template <class ScalarType, class MV>
struct GeneralizedDavidsonState {
/*! \brief The current subspace dimension. */
int curDim;
/*! \brief Orthonormal basis for search subspace. */
RCP<MV> V;
/*! \brief Image of V under A. */
RCP<MV> AV;
/*! \brief Image of V under B. */
RCP<MV> BV;
/*! \brief Projection of A onto V. */
RCP< Teuchos::SerialDenseMatrix<int,ScalarType> > VAV;
/*! \brief Projection of B onto V. */
RCP< Teuchos::SerialDenseMatrix<int,ScalarType> > VBV;
/*! \brief Left quasi upper triangular matrix from QZ decomposition of (VAV,VBV) */
RCP< Teuchos::SerialDenseMatrix<int,ScalarType> > S;
/*! \brief Right quasi upper triangular matrix from QZ decomposition of (VAV,VBV) */
RCP< Teuchos::SerialDenseMatrix<int,ScalarType> > T;
/*! \brief Left generalized Schur vectors from QZ decomposition of (VAV,VBV) */
RCP< Teuchos::SerialDenseMatrix<int,ScalarType> > Q;
/*! \brief Right generalized Schur vectors from QZ decomposition of (VAV,VBV) */
RCP< Teuchos::SerialDenseMatrix<int,ScalarType> > Z;
/*! \brief Vector of generalized eigenvalues */
std::vector< Value<ScalarType> > eVals;
GeneralizedDavidsonState() : curDim(0), V(Teuchos::null), AV(Teuchos::null),
BV(Teuchos::null), VAV(Teuchos::null),
VBV(Teuchos::null), S(Teuchos::null),
T(Teuchos::null), Q(Teuchos::null),
Z(Teuchos::null), eVals(0) {}
};
/*!
* \class GeneralizedDavidson
* \brief Solves eigenvalue problem using generalized Davidson method
*
* This class searches for a few eigenvalues and corresponding eigenvectors
* for either a standard eigenvalue problem \f$Ax=\lambda x\f$
* or a generalized eigenvalue problem \f$Ax=\lambda B x\f$
* Note that unlike some other solvers, the generalized Davidson method places
* no restrictions on either matrix in a generalized eigenvalue problem.
*
* Tips for preconditioning: A good preconditioner usually approximates
* \f$(A-\sigma I)^{-1}\f$ or \f$(A-\sigma B)^{-1}\f$, where \f$\sigma\f$
* is close to the target eigenvalue. When searching for largest magnitude
* eigenvalues, selecting a preconditioner \f$P^{-1} \approx B^{-1}\f$
* usually works well and when searching for smallest magnitude eigenvalues
* selecting \f$P^{-1} \approx A^{-1}\f$ is usually appropriate.
*
* This class is currently only implemented for real scalar types
* (i.e. float, double).
*/
template <class ScalarType, class MV, class OP>
class GeneralizedDavidson : public Eigensolver<ScalarType,MV,OP>
{
private:
// Convenience Typedefs
typedef MultiVecTraits<ScalarType,MV> MVT;
typedef OperatorTraits<ScalarType,MV,OP> OPT;
typedef Teuchos::ScalarTraits<ScalarType> ST;
typedef typename ST::magnitudeType MagnitudeType;
typedef Teuchos::ScalarTraits<MagnitudeType> MT;
public:
/*!
* \brief Constructor.
*
* GeneralizedDavidson constructor with eigenproblem, parameters, and
* solver utilities.
*
* Behavior of the solver is controlled by the following ParameterList
* entries:
* - "Block Size" -- block size used by algorithm. Default: 1.
* - "Maximum Subspace Dimension" -- maximum number of basis vectors for subspace. Two
* for standard eigenvalue problem) or three (for generalized eigenvalue problem) sets of basis
* vectors of this size will be required. Default: 3*problem->getNEV()*"Block Size"
* - "Initial Guess" -- how should initial vector be selected: "Random" or "User".
* If "User," the value in problem->getInitVec() will be used. Default: "Random".
* - "Print Number of Ritz Values" -- an int specifying how many Ritz values should be printed
* at each iteration. Default: "NEV".
* - "Relative Convergence Tolerance" -- should residual be scaled by corresponding Ritz value
* to measure convergence. Default: "false"
*
*/
GeneralizedDavidson(const RCP<Eigenproblem<ScalarType,MV,OP> > &problem,
const RCP<SortManager<MagnitudeType> > &sortman,
const RCP<OutputManager<ScalarType> > &outputman,
const RCP<StatusTest<ScalarType,MV,OP> > &tester,
const RCP<OrthoManager<ScalarType,MV> > &orthoman,
Teuchos::ParameterList &pl);
/*!
* \brief Solves the eigenvalue problem.
*/
void iterate();
/*!
* \brief Initialize the eigenvalue problem
*
* Anything on the state that is not null is assumed to be valid.
* Anything not present on the state will be generated.
* Very limited error checking can be performed to ensure the validity of
* state components (e.g. we cannot verify that <tt> state.AV </tt>actually corresponds
* to <tt>A*state.V</tt>), so this function should be used carefully.
*/
void initialize();
/*!
* \brief Initialize solver from state
*/
void initialize( GeneralizedDavidsonState<ScalarType,MV>& state );
/*!
* \brief Get number of iterations
*/
int getNumIters() const { return d_iteration; }
/*!
* \brief Reset the number of iterations
*/
void resetNumIters() { d_iteration=0; d_opApplies=0; }
/*!
* \brief Get the current Ritz vectors
*/
RCP<const MV> getRitzVectors()
{
if( !d_ritzVectorsValid )
computeRitzVectors();
return d_ritzVecs;
}
/*!
* \brief Get the current Ritz values
*/
std::vector< Value<ScalarType> > getRitzValues();
/*!
* \brief Get the current Ritz index vector
*/
std::vector<int> getRitzIndex()
{
if( !d_ritzIndexValid )
computeRitzIndex();
return d_ritzIndex;
}
/*!
* \brief Get indices of current block
*
* Number of entries is equal to getBlockSize()
*/
std::vector<int> getBlockIndex() const
{
return d_expansionIndices;
}
/*!
* \brief Get the current residual norms (w.r.t. norm defined by OrthoManager)
*/
std::vector<MagnitudeType> getResNorms();
/*!
* \brief Get the current residual norms (w.r.t. norm defined by OrthoManager)
*/
std::vector<MagnitudeType> getResNorms(int numWanted);
/*!
* \brief Get the current residual norms (2-norm)
*/
std::vector<MagnitudeType> getRes2Norms() { return d_resNorms; }
/*!
* \brief Get the current Ritz residual norms (2-norm)
*
* GeneralizedDavidson doesn't compute Ritz residual norms
* so this is equivalent to calling getRes2Norms()
*/
std::vector<MagnitudeType> getRitzRes2Norms() { return d_resNorms; }
/*!
* \brief Get current subspace dimension
*/
int getCurSubspaceDim() const { return d_curDim; }
/*!
* \brief Get maximum subspace dimension
*/
int getMaxSubspaceDim() const { return d_maxSubspaceDim; }
/*!
* \brief Set status test
*/
void setStatusTest( RCP<StatusTest<ScalarType,MV,OP> > tester) { d_tester = tester; }
/*!
* \brief Get status test
*/
RCP<StatusTest<ScalarType,MV,OP> > getStatusTest() const { return d_tester; }
/*!
* \brief Get eigenproblem
*/
const Eigenproblem<ScalarType,MV,OP> & getProblem() const { return *d_problem; }
/*!
* \brief Get block size
*/
int getBlockSize() const { return d_expansionSize; }
/*!
* \brief Set block size
*/
void setBlockSize(int blockSize);
/*!
* \brief Set problem size.
*/
void setSize(int blockSize, int maxSubDim);
/*!
* \brief Get the auxilliary vectors
*/
Teuchos::Array< RCP<const MV> > getAuxVecs() const { return d_auxVecs; }
/*!
* \brief Set auxilliary vectors
*
* Manually setting the auxilliary vectors invalidates the current state
* of the solver. Reuse of any components of the solver requires extracting
* the state, orthogonalizing V against the aux vecs and reinitializing.
*/
void setAuxVecs( const Teuchos::Array< RCP<const MV> > &auxVecs );
/*!
* \brief Query if the solver is in an initialized state
*/
bool isInitialized() const { return d_initialized; }
/*!
* \brief Print current status of solver
*/
void currentStatus( std::ostream &myout );
/*!
* \brief Get the current state of the eigensolver.
*/
GeneralizedDavidsonState<ScalarType,MV> getState();
/*!
* Reorder Schur form, bringing wanted values to front
*/
void sortProblem( int numWanted );
private:
// Expand subspace
void expandSearchSpace();
// Apply Operators
void applyOperators();
// Update projections
void updateProjections();
// Solve projected eigenproblem
void solveProjectedEigenproblem();
// Compute eigenvectors of matrix pair
void computeProjectedEigenvectors( Teuchos::SerialDenseMatrix<int,ScalarType> &X );
// Scale projected eigenvectors by alpha/beta
void scaleEigenvectors( const Teuchos::SerialDenseMatrix<int,ScalarType> &X,
Teuchos::SerialDenseMatrix<int,ScalarType> &X_alpha,
Teuchos::SerialDenseMatrix<int,ScalarType> &X_beta );
// Sort vectors of pairs
void sortValues( std::vector<MagnitudeType> &realParts,
std::vector<MagnitudeType> &imagParts,
std::vector<int> &permVec,
int N);
// Compute Residual
void computeResidual();
// Update the current Ritz index vector
void computeRitzIndex();
// Compute the current Ritz vectors
void computeRitzVectors();
// Operators
RCP<Eigenproblem<ScalarType,MV,OP> > d_problem;
Teuchos::ParameterList d_pl;
RCP<const OP> d_A;
RCP<const OP> d_B;
RCP<const OP> d_P;
bool d_haveB;
bool d_haveP;
// Parameters
int d_blockSize;
int d_maxSubspaceDim;
int d_NEV;
int d_numToPrint;
std::string d_initType;
int d_verbosity;
bool d_relativeConvergence;
// Managers
RCP<OutputManager<ScalarType> > d_outputMan;
RCP<OrthoManager<ScalarType,MV> > d_orthoMan;
RCP<SortManager<MagnitudeType> > d_sortMan;
RCP<StatusTest<ScalarType,MV,OP> > d_tester;
// Eigenvalues
std::vector< Value<ScalarType> > d_eigenvalues;
// Residual Vector
RCP<MV> d_R;
std::vector<MagnitudeType> d_resNorms;
// Subspace Vectors
RCP<MV> d_V;
RCP<MV> d_AV;
RCP<MV> d_BV;
RCP<MV> d_ritzVecSpace;
RCP<MV> d_ritzVecs;
Teuchos::Array< RCP<const MV> > d_auxVecs;
// Serial Matrices
RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > d_VAV;
RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > d_VBV;
RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > d_S;
RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > d_T;
RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > d_Q;
RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > d_Z;
// Arrays for holding Ritz values
std::vector<MagnitudeType> d_alphar;
std::vector<MagnitudeType> d_alphai;
std::vector<MagnitudeType> d_betar;
std::vector<int> d_ritzIndex;
std::vector<int> d_convergedIndices;
std::vector<int> d_expansionIndices;
// Current subspace dimension
int d_curDim;
// How many vectors are to be added to the subspace
int d_expansionSize;
// Should subspace expansion use leading vectors
// (if false, will use leading unconverged vectors)
bool d_useLeading;
// What should be used for test subspace (V, AV, or BV)
std::string d_testSpace;
// How many residual vectors are valid
int d_residualSize;
int d_iteration;
int d_opApplies;
bool d_initialized;
bool d_ritzIndexValid;
bool d_ritzVectorsValid;
};
//---------------------------------------------------------------------------//
// Prevent instantiation on complex scalar type
//---------------------------------------------------------------------------//
template <class MagnitudeType, class MV, class OP>
class GeneralizedDavidson<std::complex<MagnitudeType>,MV,OP>
{
public:
typedef std::complex<MagnitudeType> ScalarType;
GeneralizedDavidson(
const RCP<Eigenproblem<ScalarType,MV,OP> > &problem,
const RCP<SortManager<MagnitudeType> > &sortman,
const RCP<OutputManager<ScalarType> > &outputman,
const RCP<StatusTest<ScalarType,MV,OP> > &tester,
const RCP<OrthoManager<ScalarType,MV> > &orthoman,
Teuchos::ParameterList &pl)
{
// Provide a compile error when attempting to instantiate on complex type
MagnitudeType::this_class_is_missing_a_specialization();
}
};
//---------------------------------------------------------------------------//
// PUBLIC METHODS
//---------------------------------------------------------------------------//
//---------------------------------------------------------------------------//
// Constructor
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
GeneralizedDavidson<ScalarType,MV,OP>::GeneralizedDavidson(
const RCP<Eigenproblem<ScalarType,MV,OP> > &problem,
const RCP<SortManager<MagnitudeType> > &sortman,
const RCP<OutputManager<ScalarType> > &outputman,
const RCP<StatusTest<ScalarType,MV,OP> > &tester,
const RCP<OrthoManager<ScalarType,MV> > &orthoman,
Teuchos::ParameterList &pl )
{
TEUCHOS_TEST_FOR_EXCEPTION( problem == Teuchos::null, std::invalid_argument, "No Eigenproblem given to solver." );
TEUCHOS_TEST_FOR_EXCEPTION( outputman == Teuchos::null, std::invalid_argument, "No OutputManager given to solver." );
TEUCHOS_TEST_FOR_EXCEPTION( orthoman == Teuchos::null, std::invalid_argument, "No OrthoManager given to solver." );
TEUCHOS_TEST_FOR_EXCEPTION( sortman == Teuchos::null, std::invalid_argument, "No SortManager given to solver." );
TEUCHOS_TEST_FOR_EXCEPTION( tester == Teuchos::null, std::invalid_argument, "No StatusTest given to solver." );
TEUCHOS_TEST_FOR_EXCEPTION( !problem->isProblemSet(), std::invalid_argument, "Problem has not been set." );
d_problem = problem;
d_pl = pl;
TEUCHOS_TEST_FOR_EXCEPTION( problem->getA()==Teuchos::null && problem->getOperator()==Teuchos::null,
std::invalid_argument, "Either A or Operator must be non-null on Eigenproblem");
d_A = problem->getA()!=Teuchos::null ? problem->getA() : problem->getOperator();
d_B = problem->getM();
d_P = problem->getPrec();
d_sortMan = sortman;
d_outputMan = outputman;
d_tester = tester;
d_orthoMan = orthoman;
// Pull entries from the ParameterList and Eigenproblem
d_NEV = d_problem->getNEV();
d_initType = d_pl.get<std::string>("Initial Guess","Random");
d_numToPrint = d_pl.get<int>("Print Number of Ritz Values",-1);
d_useLeading = d_pl.get<bool>("Use Leading Vectors",false);
if( d_B != Teuchos::null )
d_haveB = true;
else
d_haveB = false;
if( d_P != Teuchos::null )
d_haveP = true;
else
d_haveP = false;
d_testSpace = d_pl.get<std::string>("Test Space","V");
TEUCHOS_TEST_FOR_EXCEPTION( d_testSpace!="V" && d_testSpace!="AV" && d_testSpace!="BV", std::invalid_argument,
"Anasazi::GeneralizedDavidson: Test Space must be V, AV, or BV" );
TEUCHOS_TEST_FOR_EXCEPTION( d_testSpace=="V" ? false : !d_haveB, std::invalid_argument,
"Anasazi::GeneralizedDavidson: Test Space must be V for standard eigenvalue problem" );
// Allocate space for subspace vectors, projected matrices
int blockSize = d_pl.get<int>("Block Size",1);
int maxSubDim = d_pl.get<int>("Maximum Subspace Dimension",3*d_NEV*blockSize);
d_blockSize = -1;
d_maxSubspaceDim = -1;
setSize( blockSize, maxSubDim );
d_relativeConvergence = d_pl.get<bool>("Relative Convergence Tolerance",false);
// Make sure subspace size is consistent with requested eigenvalues
TEUCHOS_TEST_FOR_EXCEPTION( d_blockSize <= 0, std::invalid_argument, "Block size must be positive");
TEUCHOS_TEST_FOR_EXCEPTION( d_maxSubspaceDim <= 0, std::invalid_argument, "Maximum Subspace Dimension must be positive" );
TEUCHOS_TEST_FOR_EXCEPTION( d_problem->getNEV()+2 > pl.get<int>("Maximum Subspace Dimension"),
std::invalid_argument, "Maximum Subspace Dimension must be strictly greater than NEV");
TEUCHOS_TEST_FOR_EXCEPTION( d_maxSubspaceDim > MVT::GetGlobalLength(*problem->getInitVec()),
std::invalid_argument, "Maximum Subspace Dimension cannot exceed problem size");
d_curDim = 0;
d_iteration = 0;
d_opApplies = 0;
d_ritzIndexValid = false;
d_ritzVectorsValid = false;
}
//---------------------------------------------------------------------------//
// Iterate
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::iterate()
{
// Initialize Problem
if( !d_initialized )
{
d_outputMan->stream(Warnings) << "WARNING: GeneralizedDavidson::iterate called without first calling initialize" << std::endl;
d_outputMan->stream(Warnings) << " Default initialization will be performed" << std::endl;
initialize();
}
// Print current status
if( d_outputMan->isVerbosity(Debug) )
{
currentStatus( d_outputMan->stream(Debug) );
}
else if( d_outputMan->isVerbosity(IterationDetails) )
{
currentStatus( d_outputMan->stream(IterationDetails) );
}
while( d_tester->getStatus() != Passed && d_curDim+d_expansionSize <= d_maxSubspaceDim )
{
d_iteration++;
expandSearchSpace();
applyOperators();
updateProjections();
solveProjectedEigenproblem();
// Make sure the most significant Ritz values are in front
// We want the greater of the block size and the number of
// requested values, but can't exceed the current dimension
int numToSort = std::max(d_blockSize,d_NEV);
numToSort = std::min(numToSort,d_curDim);
sortProblem( numToSort );
computeResidual();
// Print current status
if( d_outputMan->isVerbosity(Debug) )
{
currentStatus( d_outputMan->stream(Debug) );
}
else if( d_outputMan->isVerbosity(IterationDetails) )
{
currentStatus( d_outputMan->stream(IterationDetails) );
}
}
}
//---------------------------------------------------------------------------//
// Return the current state struct
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
GeneralizedDavidsonState<ScalarType,MV> GeneralizedDavidson<ScalarType,MV,OP>::getState()
{
GeneralizedDavidsonState<ScalarType,MV> state;
state.curDim = d_curDim;
state.V = d_V;
state.AV = d_AV;
state.BV = d_BV;
state.VAV = d_VAV;
state.VBV = d_VBV;
state.S = d_S;
state.T = d_T;
state.Q = d_Q;
state.Z = d_Z;
state.eVals = getRitzValues();
return state;
}
//---------------------------------------------------------------------------//
// Set block size
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::setBlockSize(int blockSize)
{
setSize(blockSize,d_maxSubspaceDim);
}
//---------------------------------------------------------------------------//
// Set block size and maximum subspace dimension.
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::setSize(int blockSize, int maxSubDim )
{
if( blockSize != d_blockSize || maxSubDim != d_maxSubspaceDim )
{
d_blockSize = blockSize;
d_maxSubspaceDim = maxSubDim;
d_initialized = false;
d_outputMan->stream(Debug) << " >> Anasazi::GeneralizedDavidson: Allocating eigenproblem"
<< " state with block size of " << d_blockSize
<< " and maximum subspace dimension of " << d_maxSubspaceDim << std::endl;
// Resize arrays for Ritz values
d_alphar.resize(d_maxSubspaceDim);
d_alphai.resize(d_maxSubspaceDim);
d_betar.resize(d_maxSubspaceDim);
// Shorten for convenience here
int msd = d_maxSubspaceDim;
// Temporarily save initialization vector to clone needed vectors
RCP<const MV> initVec = d_problem->getInitVec();
// Allocate subspace vectors
d_V = MVT::Clone(*initVec, msd);
d_AV = MVT::Clone(*initVec, msd);
// Allocate serial matrices
d_VAV = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(msd,msd) );
d_S = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(msd,msd) );
d_Q = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(msd,msd) );
d_Z = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(msd,msd) );
// If this is generalized eigenproblem, allocate B components
if( d_haveB )
{
d_BV = MVT::Clone(*initVec, msd);
d_VBV = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(msd,msd) );
d_T = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(msd,msd) );
}
/* Allocate space for residual and Ritz vectors
* The residual serves two purposes in the Davidson algorithm --
* subspace expansion (via the preconditioner) and convergence checking.
* We need "Block Size" vectors for subspace expantion and NEV vectors
* for convergence checking. Allocate space for max of these, one
* extra to avoid splitting conjugate pairs
* Allocate one more than "Block Size" to avoid splitting a conjugate pair
*/
d_R = MVT::Clone(*initVec,std::max(d_blockSize,d_NEV)+1);
d_ritzVecSpace = MVT::Clone(*initVec,std::max(d_blockSize,d_NEV)+1);
}
}
//---------------------------------------------------------------------------//
/*
* Initialize the eigenvalue problem
*
* Anything on the state that is not null is assumed to be valid.
* Anything not present on the state will be generated
* Very limited error checking can be performed to ensure the validity of
* state components (e.g. we cannot verify that state.AV actually corresponds
* to A*state.V), so this function should be used carefully.
*/
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::initialize( GeneralizedDavidsonState<ScalarType,MV>& state )
{
// If state has nonzero dimension, we initialize from that, otherwise
// we'll pick d_blockSize vectors to start with
d_curDim = (state.curDim > 0 ? state.curDim : d_blockSize );
d_outputMan->stream(Debug) << " >> Anasazi::GeneralizedDavidson: Initializing state"
<< " with subspace dimension " << d_curDim << std::endl;
// Index for 1st block_size vectors
std::vector<int> initInds(d_curDim);
for( int i=0; i<d_curDim; ++i )
initInds[i] = i;
// View of vectors that need to be initialized
RCP<MV> V1 = MVT::CloneViewNonConst(*d_V,initInds);
// If state's dimension is large enough, use state.V to initialize
bool reset_V = false;;
if( state.curDim > 0 && state.V != Teuchos::null && MVT::GetNumberVecs(*state.V) >= d_curDim )
{
if( state.V != d_V )
MVT::SetBlock(*state.V,initInds,*V1);
}
// If there aren't enough vectors in problem->getInitVec() or the user specifically
// wants to use random data, set V to random
else if( MVT::GetNumberVecs(*d_problem->getInitVec()) < d_blockSize || d_initType == "Random" )
{
MVT::MvRandom(*V1);
reset_V = true;
}
// Use vectors in problem->getInitVec()
else
{
RCP<const MV> initVec = MVT::CloneView(*d_problem->getInitVec(),initInds);
MVT::SetBlock(*initVec,initInds,*V1);
reset_V = true;
}
// If we reset V, it needs to be orthonormalized
if( reset_V )
{
int rank = d_orthoMan->projectAndNormalize( *V1, d_auxVecs );
TEUCHOS_TEST_FOR_EXCEPTION( rank < d_blockSize, std::logic_error,
"Anasazi::GeneralizedDavidson::initialize(): Error generating initial orthonormal basis" );
}
if( d_outputMan->isVerbosity(Debug) )
{
d_outputMan->stream(Debug) << " >> Anasazi::GeneralizedDavidson: Error in V^T V == I: "
<< d_orthoMan->orthonormError( *V1 ) << std::endl;
}
// Now process AV
RCP<MV> AV1 = MVT::CloneViewNonConst(*d_AV,initInds);
// If AV in the state is valid and of appropriate size, use it
// We have no way to check that AV is actually A*V
if( !reset_V && state.AV != Teuchos::null && MVT::GetNumberVecs(*state.AV) >= d_curDim )
{
if( state.AV != d_AV )
MVT::SetBlock(*state.AV,initInds,*AV1);
}
// Otherwise apply A to V
else
{
OPT::Apply( *d_A, *V1, *AV1 );
d_opApplies += MVT::GetNumberVecs( *V1 );
}
// Views of matrix to be updated
Teuchos::SerialDenseMatrix<int,ScalarType> VAV1( Teuchos::View, *d_VAV, d_curDim, d_curDim );
// If the state has a valid VAV, use it
if( !reset_V && state.VAV != Teuchos::null && state.VAV->numRows() >= d_curDim && state.VAV->numCols() >= d_curDim )
{
if( state.VAV != d_VAV )
{
Teuchos::SerialDenseMatrix<int,ScalarType> state_VAV( Teuchos::View, *state.VAV, d_curDim, d_curDim );
VAV1.assign( state_VAV );
}
}
// Otherwise compute VAV from V,AV
else
{
if( d_testSpace == "V" )
{
MVT::MvTransMv( ST::one(), *V1, *AV1, VAV1 );
}
else if( d_testSpace == "AV" )
{
MVT::MvTransMv( ST::one(), *AV1, *AV1, VAV1 );
}
else if( d_testSpace == "BV" )
{
RCP<MV> BV1 = MVT::CloneViewNonConst(*d_BV,initInds);
MVT::MvTransMv( ST::one(), *BV1, *AV1, VAV1 );
}
}
// Process BV if we have it
if( d_haveB )
{
RCP<MV> BV1 = MVT::CloneViewNonConst(*d_BV,initInds);
// If BV in the state is valid and of appropriate size, use it
// We have no way to check that BV is actually B*V
if( !reset_V && state.BV != Teuchos::null && MVT::GetNumberVecs(*state.BV) >= d_curDim )
{
if( state.BV != d_BV )
MVT::SetBlock(*state.BV,initInds,*BV1);
}
// Otherwise apply B to V
else
{
OPT::Apply( *d_B, *V1, *BV1 );
}
// Views of matrix to be updated
Teuchos::SerialDenseMatrix<int,ScalarType> VBV1( Teuchos::View, *d_VBV, d_curDim, d_curDim );
// If the state has a valid VBV, use it
if( !reset_V && state.VBV != Teuchos::null && state.VBV->numRows() >= d_curDim && state.VBV->numCols() >= d_curDim )
{
if( state.VBV != d_VBV )
{
Teuchos::SerialDenseMatrix<int,ScalarType> state_VBV( Teuchos::View, *state.VBV, d_curDim, d_curDim );
VBV1.assign( state_VBV );
}
}
// Otherwise compute VBV from V,BV
else
{
if( d_testSpace == "V" )
{
MVT::MvTransMv( ST::one(), *V1, *BV1, VBV1 );
}
else if( d_testSpace == "AV" )
{
MVT::MvTransMv( ST::one(), *AV1, *BV1, VBV1 );
}
else if( d_testSpace == "BV" )
{
MVT::MvTransMv( ST::one(), *BV1, *BV1, VBV1 );
}
}
}
// Update Ritz values
solveProjectedEigenproblem();
// Sort
int numToSort = std::max(d_blockSize,d_NEV);
numToSort = std::min(numToSort,d_curDim);
sortProblem( numToSort );
// Get valid residual
computeResidual();
// Set solver to initialized
d_initialized = true;
}
//---------------------------------------------------------------------------//
// Initialize the eigenvalue problem with empty state
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::initialize()
{
GeneralizedDavidsonState<ScalarType,MV> empty;
initialize( empty );
}
//---------------------------------------------------------------------------//
// Get current residual norms
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
std::vector<typename Teuchos::ScalarTraits<ScalarType>::magnitudeType>
GeneralizedDavidson<ScalarType,MV,OP>::getResNorms()
{
return getResNorms(d_residualSize);
}
//---------------------------------------------------------------------------//
// Get current residual norms
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
std::vector<typename Teuchos::ScalarTraits<ScalarType>::magnitudeType>
GeneralizedDavidson<ScalarType,MV,OP>::getResNorms(int numWanted)
{
std::vector<int> resIndices(numWanted);
for( int i=0; i<numWanted; ++i )
resIndices[i]=i;
RCP<const MV> R_checked = MVT::CloneView( *d_R, resIndices );
std::vector<MagnitudeType> resNorms;
d_orthoMan->norm( *R_checked, resNorms );
return resNorms;
}
//---------------------------------------------------------------------------//
// Get current Ritz values
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
std::vector< Value<ScalarType> > GeneralizedDavidson<ScalarType,MV,OP>::getRitzValues()
{
std::vector< Value<ScalarType> > ritzValues;
for( int ival=0; ival<d_curDim; ++ival )
{
Value<ScalarType> thisVal;
thisVal.realpart = d_alphar[ival] / d_betar[ival];
if( d_betar[ival] != MT::zero() )
thisVal.imagpart = d_alphai[ival] / d_betar[ival];
else
thisVal.imagpart = MT::zero();
ritzValues.push_back( thisVal );
}
return ritzValues;
}
//---------------------------------------------------------------------------//
/*
* Set auxilliary vectors
*
* Manually setting the auxilliary vectors invalidates the current state
* of the solver. Reuse of any components of the solver requires extracting
* the state, orthogonalizing V against the aux vecs and reinitializing.
*/
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::setAuxVecs(
const Teuchos::Array< RCP<const MV> > &auxVecs )
{
d_auxVecs = auxVecs;
// Set state to uninitialized if any vectors were set here
typename Teuchos::Array< RCP<const MV> >::const_iterator arrItr;
int numAuxVecs=0;
for( arrItr=auxVecs.begin(); arrItr!=auxVecs.end(); ++arrItr )
{
numAuxVecs += MVT::GetNumberVecs( *(*arrItr) );
}
if( numAuxVecs > 0 )
d_initialized = false;
}
//---------------------------------------------------------------------------//
// Reorder Schur form, bringing wanted values to front
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::sortProblem( int numWanted )
{
// Get permutation vector
std::vector<MagnitudeType> realRitz(d_curDim), imagRitz(d_curDim);
std::vector< Value<ScalarType> > ritzVals = getRitzValues();
for( int i=0; i<d_curDim; ++i )
{
realRitz[i] = ritzVals[i].realpart;
imagRitz[i] = ritzVals[i].imagpart;
}
std::vector<int> permVec;
sortValues( realRitz, imagRitz, permVec, d_curDim );
std::vector<int> sel(d_curDim,0);
for( int ii=0; ii<numWanted; ++ii )
sel[ permVec[ii] ]=1;
if( d_haveB )
{
int ijob = 0; // reorder only, no condition number estimates
int wantq = 1; // keep left Schur vectors
int wantz = 1; // keep right Schur vectors
int work_size=10*d_maxSubspaceDim+16;
std::vector<ScalarType> work(work_size);
int sdim = 0;
int iwork_size = 1;
int iwork;
int info = 0;
Teuchos::LAPACK<int,ScalarType> lapack;
lapack.TGSEN( ijob, wantq, wantz, &sel[0], d_curDim, d_S->values(), d_S->stride(), d_T->values(), d_T->stride(),
&d_alphar[0], &d_alphai[0], &d_betar[0], d_Q->values(), d_Q->stride(), d_Z->values(), d_Z->stride(),
&sdim, 0, 0, 0, &work[0], work_size, &iwork, iwork_size, &info );
d_ritzIndexValid = false;
d_ritzVectorsValid = false;
std::stringstream ss;
ss << "Anasazi::GeneralizedDavidson: TGSEN returned error code " << info << std::endl;
TEUCHOS_TEST_FOR_EXCEPTION( info<0, std::runtime_error, ss.str() );
if( info > 0 )
{
// Only issue a warning for positive error code, this usually indicates
// that the system has not been fully reordered, presumably due to ill-conditioning.
// This is usually not detrimental to the calculation.
d_outputMan->stream(Warnings) << "WARNING: " << ss.str() << std::endl;
d_outputMan->stream(Warnings) << " Problem may not be correctly sorted" << std::endl;
}
}
else {
char getCondNum = 'N'; // no condition number estimates
char getQ = 'V'; // keep Schur vectors
int subDim = 0;
int work_size = d_curDim;
std::vector<ScalarType> work(work_size);
int iwork_size = 1;
int iwork = 0;
int info = 0;
Teuchos::LAPACK<int,ScalarType> lapack;
lapack.TRSEN (getCondNum, getQ, &sel[0], d_curDim, d_S->values (),
d_S->stride (), d_Z->values (), d_Z->stride (),
&d_alphar[0], &d_alphai[0], &subDim, 0, 0, &work[0],
work_size, &iwork, iwork_size, &info );
std::fill( d_betar.begin(), d_betar.end(), ST::one() );
d_ritzIndexValid = false;
d_ritzVectorsValid = false;
TEUCHOS_TEST_FOR_EXCEPTION(
info < 0, std::runtime_error, "Anasazi::GeneralizedDavidson::"
"sortProblem: LAPACK routine TRSEN returned error code INFO = "
<< info << " < 0. This indicates that argument " << -info
<< " (counting starts with one) of TRSEN had an illegal value.");
// LAPACK's documentation suggests that this should only happen
// in the real-arithmetic case, because I only see INFO == 1
// possible for DTRSEN, not for ZTRSEN. Nevertheless, it's
// harmless to check regardless.
TEUCHOS_TEST_FOR_EXCEPTION(
info == 1, std::runtime_error, "Anasazi::GeneralizedDavidson::"
"sortProblem: LAPACK routine TRSEN returned error code INFO = 1. "
"This indicates that the reordering failed because some eigenvalues "
"are too close to separate (the problem is very ill-conditioned).");
TEUCHOS_TEST_FOR_EXCEPTION(
info > 1, std::logic_error, "Anasazi::GeneralizedDavidson::"
"sortProblem: LAPACK routine TRSEN returned error code INFO = "
<< info << " > 1. This should not be possible. It may indicate an "
"error either in LAPACK itself, or in Teuchos' LAPACK wrapper.");
}
}
//---------------------------------------------------------------------------//
// PRIVATE IMPLEMENTATION
//---------------------------------------------------------------------------//
//---------------------------------------------------------------------------//
// Expand subspace using preconditioner and orthogonalize
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::expandSearchSpace()
{
// Get indices into relevant portion of residual and
// location to be added to search space
std::vector<int> newIndices(d_expansionSize);
for( int i=0; i<d_expansionSize; ++i )
{
newIndices[i] = d_curDim+i;
}
// Get indices into pre-existing search space
std::vector<int> curIndices(d_curDim);
for( int i=0; i<d_curDim; ++i )
curIndices[i] = i;
// Get View of vectors
RCP<MV> V_new = MVT::CloneViewNonConst( *d_V, newIndices);
RCP<const MV> V_cur = MVT::CloneView( *d_V, curIndices);
RCP<const MV> R_active = MVT::CloneView( *d_R, d_expansionIndices);
if( d_haveP )
{
// Apply Preconditioner to Residual
OPT::Apply( *d_P, *R_active, *V_new );
}
else
{
// Just copy the residual
MVT::SetBlock( *R_active, newIndices, *d_V );
}
// Normalize new vector against existing vectors in V plus auxVecs
Teuchos::Array< RCP<const MV> > against = d_auxVecs;
against.push_back( V_cur );
int rank = d_orthoMan->projectAndNormalize(*V_new,against);
if( d_outputMan->isVerbosity(Debug) )
{
std::vector<int> allIndices(d_curDim+d_expansionSize);
for( int i=0; i<d_curDim+d_expansionSize; ++i )
allIndices[i]=i;
RCP<const MV> V_all = MVT::CloneView( *d_V, allIndices );
d_outputMan->stream(Debug) << " >> Anasazi::GeneralizedDavidson: Error in V^T V == I: "
<< d_orthoMan->orthonormError( *V_all ) << std::endl;
}
TEUCHOS_TEST_FOR_EXCEPTION( rank != d_expansionSize, std::runtime_error,
"Anasazi::GeneralizedDavidson::ExpandSearchSpace(): Orthonormalization of new vectors failed" );
}
//---------------------------------------------------------------------------//
// Apply operators
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::applyOperators()
{
// Get indices for different components
std::vector<int> newIndices(d_expansionSize);
for( int i=0; i<d_expansionSize; ++i )
newIndices[i] = d_curDim+i;
// Get Views
RCP<const MV> V_new = MVT::CloneView( *d_V, newIndices );
RCP<MV> AV_new = MVT::CloneViewNonConst( *d_AV, newIndices );
// Multiply by A
OPT::Apply( *d_A, *V_new, *AV_new );
d_opApplies += MVT::GetNumberVecs( *V_new );
// Multiply by B
if( d_haveB )
{
RCP<MV> BV_new = MVT::CloneViewNonConst( *d_BV, newIndices );
OPT::Apply( *d_B, *V_new, *BV_new );
}
}
//---------------------------------------------------------------------------//
// Update projected matrices.
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::updateProjections()
{
// Get indices for different components
std::vector<int> newIndices(d_expansionSize);
for( int i=0; i<d_expansionSize; ++i )
newIndices[i] = d_curDim+i;
std::vector<int> curIndices(d_curDim);
for( int i=0; i<d_curDim; ++i )
curIndices[i] = i;
std::vector<int> allIndices(d_curDim+d_expansionSize);
for( int i=0; i<d_curDim+d_expansionSize; ++i )
allIndices[i] = i;
// Test subspace can be V, AV, or BV
RCP<const MV> W_new, W_all;
if( d_testSpace == "V" )
{
W_new = MVT::CloneView(*d_V, newIndices );
W_all = MVT::CloneView(*d_V, allIndices );
}
else if( d_testSpace == "AV" )
{
W_new = MVT::CloneView(*d_AV, newIndices );
W_all = MVT::CloneView(*d_AV, allIndices );
}
else if( d_testSpace == "BV" )
{
W_new = MVT::CloneView(*d_BV, newIndices );
W_all = MVT::CloneView(*d_BV, allIndices );
}
// Get views of AV
RCP<const MV> AV_new = MVT::CloneView(*d_AV, newIndices);
RCP<const MV> AV_current = MVT::CloneView(*d_AV, curIndices);
// Last block_size rows of VAV (minus final entry)
Teuchos::SerialDenseMatrix<int,ScalarType> VAV_lastrow( Teuchos::View, *d_VAV, d_expansionSize, d_curDim, d_curDim, 0 );
MVT::MvTransMv( ST::one(), *W_new, *AV_current, VAV_lastrow );
// Last block_size columns of VAV
Teuchos::SerialDenseMatrix<int,ScalarType> VAV_lastcol( Teuchos::View, *d_VAV, d_curDim+d_expansionSize, d_expansionSize, 0, d_curDim );
MVT::MvTransMv( ST::one(), *W_all, *AV_new, VAV_lastcol );
if( d_haveB )
{
// Get views of BV
RCP<const MV> BV_new = MVT::CloneView(*d_BV, newIndices);
RCP<const MV> BV_current = MVT::CloneView(*d_BV, curIndices);
// Last block_size rows of VBV (minus final entry)
Teuchos::SerialDenseMatrix<int,ScalarType> VBV_lastrow( Teuchos::View, *d_VBV, d_expansionSize, d_curDim, d_curDim, 0 );
MVT::MvTransMv( ST::one(), *W_new, *BV_current, VBV_lastrow );
// Last block_size columns of VBV
Teuchos::SerialDenseMatrix<int,ScalarType> VBV_lastcol( Teuchos::View, *d_VBV, d_curDim+d_expansionSize, d_expansionSize, 0, d_curDim );
MVT::MvTransMv( ST::one(), *W_all, *BV_new, VBV_lastcol );
}
// All bases are expanded, increase current subspace dimension
d_curDim += d_expansionSize;
d_ritzIndexValid = false;
d_ritzVectorsValid = false;
}
//---------------------------------------------------------------------------//
// Solve low dimensional eigenproblem using LAPACK
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::solveProjectedEigenproblem()
{
if( d_haveB )
{
// VAV and VBV need to stay unchanged, GGES will overwrite
// S and T with the triangular matrices from the generalized
// Schur form
d_S->assign(*d_VAV);
d_T->assign(*d_VBV);
// Get QZ Decomposition of Projected Problem
char leftVecs = 'V'; // compute left vectors
char rightVecs = 'V'; // compute right vectors
char sortVals = 'N'; // don't sort
int sdim;
// int work_size = 10*d_curDim+16;
Teuchos::LAPACK<int,ScalarType> lapack;
int info;
// workspace query
int work_size = -1;
std::vector<ScalarType> work(1);
lapack.GGES( leftVecs, rightVecs, sortVals, NULL, d_curDim, d_S->values(), d_S->stride(),
d_T->values(), d_T->stride(), &sdim, &d_alphar[0], &d_alphai[0], &d_betar[0],
d_Q->values(), d_Q->stride(), d_Z->values(), d_Z->stride(), &work[0], work_size, 0, &info );
// actual call
work_size = work[0];
work.resize(work_size);
lapack.GGES( leftVecs, rightVecs, sortVals, NULL, d_curDim, d_S->values(), d_S->stride(),
d_T->values(), d_T->stride(), &sdim, &d_alphar[0], &d_alphai[0], &d_betar[0],
d_Q->values(), d_Q->stride(), d_Z->values(), d_Z->stride(), &work[0], work_size, 0, &info );
d_ritzIndexValid = false;
d_ritzVectorsValid = false;
std::stringstream ss;
ss << "Anasazi::GeneralizedDavidson: GGES returned error code " << info << std::endl;
TEUCHOS_TEST_FOR_EXCEPTION( info!=0, std::runtime_error, ss.str() );
}
else
{
// VAV needs to stay unchanged, GGES will overwrite
// S with the triangular matrix from the Schur form
d_S->assign(*d_VAV);
// Get QR Decomposition of Projected Problem
char vecs = 'V'; // compute Schur vectors
int sdim;
int work_size = 3*d_curDim;
std::vector<ScalarType> work(work_size);
int info;
Teuchos::LAPACK<int,ScalarType> lapack;
lapack.GEES( vecs, d_curDim, d_S->values(), d_S->stride(), &sdim, &d_alphar[0], &d_alphai[0],
d_Z->values(), d_Z->stride(), &work[0], work_size, 0, 0, &info);
std::fill( d_betar.begin(), d_betar.end(), ST::one() );
d_ritzIndexValid = false;
d_ritzVectorsValid = false;
std::stringstream ss;
ss << "Anasazi::GeneralizedDavidson: GEES returned error code " << info << std::endl;
TEUCHOS_TEST_FOR_EXCEPTION( info!=0, std::runtime_error, ss.str() );
}
}
//---------------------------------------------------------------------------//
/*
* Get index vector into current Ritz values/vectors
*
* The current ordering of d_alphar, d_alphai, d_betar will be used.
* Reordering those vectors will invalidate the vector returned here.
*/
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::computeRitzIndex()
{
if( d_ritzIndexValid )
return;
d_ritzIndex.resize( d_curDim );
int i=0;
while( i < d_curDim )
{
if( d_alphai[i] == ST::zero() )
{
d_ritzIndex[i] = 0;
i++;
}
else
{
d_ritzIndex[i] = 1;
d_ritzIndex[i+1] = -1;
i+=2;
}
}
d_ritzIndexValid = true;
}
//---------------------------------------------------------------------------//
/*
* Compute current Ritz vectors
*
* The current ordering of d_alphar, d_alphai, d_betar will be used.
* Reordering those vectors will invalidate the vector returned here.
*/
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::computeRitzVectors()
{
if( d_ritzVectorsValid )
return;
// Make Ritz indices current
computeRitzIndex();
// Get indices of converged vector
std::vector<int> checkedIndices(d_residualSize);
for( int ii=0; ii<d_residualSize; ++ii )
checkedIndices[ii] = ii;
// Get eigenvectors of projected system
Teuchos::SerialDenseMatrix<int,ScalarType> X(Teuchos::Copy,*d_Z,d_curDim,d_curDim);
computeProjectedEigenvectors( X );
// Get view of wanted vectors
Teuchos::SerialDenseMatrix<int,ScalarType> X_wanted(Teuchos::View,X,d_curDim,d_residualSize);
// Get views of relevant portion of V, evecs
d_ritzVecs = MVT::CloneViewNonConst( *d_ritzVecSpace, checkedIndices );
std::vector<int> curIndices(d_curDim);
for( int i=0; i<d_curDim; ++i )
curIndices[i] = i;
RCP<const MV> V_current = MVT::CloneView( *d_V, curIndices );
// Now form Ritz vector
MVT::MvTimesMatAddMv(ST::one(),*V_current,X_wanted,ST::zero(),*d_ritzVecs);
// Normalize vectors, conjugate pairs get normalized together
std::vector<MagnitudeType> scale(d_residualSize);
MVT::MvNorm( *d_ritzVecs, scale );
Teuchos::LAPACK<int,ScalarType> lapack;
for( int i=0; i<d_residualSize; ++i )
{
if( d_ritzIndex[i] == 0 )
{
scale[i] = 1.0/scale[i];
}
else if( d_ritzIndex[i] == 1 )
{
MagnitudeType nrm = lapack.LAPY2(scale[i],scale[i+1]);
scale[i] = 1.0/nrm;
scale[i+1] = 1.0/nrm;
}
}
MVT::MvScale( *d_ritzVecs, scale );
d_ritzVectorsValid = true;
}
//---------------------------------------------------------------------------//
// Use sort manager to sort generalized eigenvalues
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::sortValues( std::vector<MagnitudeType> &realParts,
std::vector<MagnitudeType> &imagParts,
std::vector<int> &permVec,
int N)
{
permVec.resize(N);
TEUCHOS_TEST_FOR_EXCEPTION( (int) realParts.size()<N, std::runtime_error,
"Anasazi::GeneralizedDavidson::SortValues: Number of requested sorted values greater than vector length." );
TEUCHOS_TEST_FOR_EXCEPTION( (int) imagParts.size()<N, std::runtime_error,
"Anasazi::GeneralizedDavidson::SortValues: Number of requested sorted values greater than vector length." );
RCP< std::vector<int> > rcpPermVec = Teuchos::rcpFromRef(permVec);
d_sortMan->sort( realParts, imagParts, rcpPermVec, N );
d_ritzIndexValid = false;
d_ritzVectorsValid = false;
}
//---------------------------------------------------------------------------//
/*
* Compute (right) scaled eigenvectors of a pair of dense matrices
*
* This routine computes the eigenvectors for the generalized eigenvalue
* problem \f$ \beta A x = \alpha B x \f$. The input matrices are the upper
* quasi-triangular matrices S and T from a real QZ decomposition,
* the routine dtgevc will back-calculate the eigenvectors of the original
* pencil (A,B) using the orthogonal matrices Q and Z.
*/
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::computeProjectedEigenvectors(
Teuchos::SerialDenseMatrix<int,ScalarType> &X )
{
int N = X.numRows();
if( d_haveB )
{
Teuchos::SerialDenseMatrix<int,ScalarType> S(Teuchos::Copy, *d_S, N, N);
Teuchos::SerialDenseMatrix<int,ScalarType> T(Teuchos::Copy, *d_T, N, N);
Teuchos::SerialDenseMatrix<int,ScalarType> VL(Teuchos::Copy, *d_Q, N, N);
char whichVecs = 'R'; // only need right eigenvectors
char howMany = 'B'; // back-compute eigenvectors of original A,B (we have Schur decomposition here)
int work_size = 6*d_maxSubspaceDim;
std::vector<ScalarType> work(work_size,ST::zero());
int info;
int M;
Teuchos::LAPACK<int,ScalarType> lapack;
lapack.TGEVC( whichVecs, howMany, 0, N, S.values(), S.stride(), T.values(), T.stride(),
VL.values(), VL.stride(), X.values(), X.stride(), N, &M, &work[0], &info );
std::stringstream ss;
ss << "Anasazi::GeneralizedDavidson: TGEVC returned error code " << info << std::endl;
TEUCHOS_TEST_FOR_EXCEPTION( info!=0, std::runtime_error, ss.str() );
}
else
{
Teuchos::SerialDenseMatrix<int,ScalarType> S(Teuchos::Copy, *d_S, N, N);
Teuchos::SerialDenseMatrix<int,ScalarType> VL(Teuchos::Copy, *d_Z, N, N);
char whichVecs = 'R'; // only need right eigenvectors
char howMany = 'B'; // back-compute eigenvectors of original A (we have Schur decomposition here)
int sel = 0;
std::vector<ScalarType> work(3*N);
int m;
int info;
Teuchos::LAPACK<int,ScalarType> lapack;
lapack.TREVC( whichVecs, howMany, &sel, N, S.values(), S.stride(), VL.values(), VL.stride(),
X.values(), X.stride(), N, &m, &work[0], &info );
std::stringstream ss;
ss << "Anasazi::GeneralizedDavidson: TREVC returned error code " << info << std::endl;
TEUCHOS_TEST_FOR_EXCEPTION( info!=0, std::runtime_error, ss.str() );
}
}
//---------------------------------------------------------------------------//
// Scale eigenvectors by quasi-diagonal matrices alpha and beta
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::scaleEigenvectors(
const Teuchos::SerialDenseMatrix<int,ScalarType> &X,
Teuchos::SerialDenseMatrix<int,ScalarType> &X_alpha,
Teuchos::SerialDenseMatrix<int,ScalarType> &X_beta )
{
int Nr = X.numRows();
int Nc = X.numCols();
TEUCHOS_TEST_FOR_EXCEPTION( Nr>d_curDim, std::logic_error,
"Anasazi::GeneralizedDavidson::ScaleEigenvectors: Matrix size exceeds current dimension");
TEUCHOS_TEST_FOR_EXCEPTION( Nc>d_curDim, std::logic_error,
"Anasazi::GeneralizedDavidson::ScaleEigenvectors: Matrix size exceeds current dimension");
TEUCHOS_TEST_FOR_EXCEPTION( X_alpha.numRows()!=Nr, std::logic_error,
"Anasazi::GeneralizedDavidson::ScaleEigenvectors: number of rows in Xalpha does not match X");
TEUCHOS_TEST_FOR_EXCEPTION( X_alpha.numCols()!=Nc, std::logic_error,
"Anasazi::GeneralizedDavidson::ScaleEigenvectors: number of cols in Xalpha does not match X");
TEUCHOS_TEST_FOR_EXCEPTION( X_beta.numRows()!=Nr, std::logic_error,
"Anasazi::GeneralizedDavidson::ScaleEigenvectors: number of rows in Xbeta does not match X");
TEUCHOS_TEST_FOR_EXCEPTION( X_beta.numCols()!=Nc, std::logic_error,
"Anasazi::GeneralizedDavidson::ScaleEigenvectors: number of cols in Xbeta does not match X");
// Now form quasi-diagonal matrices
// containing alpha and beta
Teuchos::SerialDenseMatrix<int,ScalarType> Alpha(Nc,Nc,true);
Teuchos::SerialDenseMatrix<int,ScalarType> Beta(Nc,Nc,true);
computeRitzIndex();
for( int i=0; i<Nc; ++i )
{
if( d_ritzIndex[i] == 0 )
{
Alpha(i,i) = d_alphar[i];
Beta(i,i) = d_betar[i];
}
else if( d_ritzIndex[i] == 1 )
{
Alpha(i,i) = d_alphar[i];
Alpha(i,i+1) = d_alphai[i];
Beta(i,i) = d_betar[i];
}
else
{
Alpha(i,i-1) = d_alphai[i];
Alpha(i,i) = d_alphar[i];
Beta(i,i) = d_betar[i];
}
}
int err;
// Multiply the eigenvectors by alpha
err = X_alpha.multiply( Teuchos::NO_TRANS, Teuchos::NO_TRANS, ST::one(), X, Alpha, ST::zero() );
std::stringstream astream;
astream << "GeneralizedDavidson::ScaleEigenvectors: multiply returned error code " << err;
TEUCHOS_TEST_FOR_EXCEPTION( err!=0, std::runtime_error, astream.str() );
// Multiply the eigenvectors by beta
err = X_beta.multiply( Teuchos::NO_TRANS, Teuchos::NO_TRANS, ST::one(), X, Beta, ST::zero() );
std::stringstream bstream;
bstream << "GeneralizedDavidson::ScaleEigenvectors: multiply returned error code " << err;
TEUCHOS_TEST_FOR_EXCEPTION( err!=0, std::runtime_error, bstream.str() );
}
//---------------------------------------------------------------------------//
// Compute residual
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::computeResidual()
{
computeRitzIndex();
// Determine how many residual vectors need to be computed
d_residualSize = std::max( d_blockSize, d_NEV );
if( d_curDim < d_residualSize )
{
d_residualSize = d_curDim;
}
else if( d_ritzIndex[d_residualSize-1] == 1 )
{
d_residualSize++;
}
// Get indices of all valid residual vectors
std::vector<int> residualIndices(d_residualSize);
for( int i=0; i<d_residualSize; ++i )
residualIndices[i] = i;
// X will store (right) eigenvectors of projected system
Teuchos::SerialDenseMatrix<int,ScalarType> X(Teuchos::Copy,*d_Z,d_curDim,d_curDim);
// Get eigenvectors of projected problem -- computed from previous Schur decomposition
computeProjectedEigenvectors( X );
// X_alpha and X_beta will be eigenvectors right-multiplied by alpha, beta (which are quasi-diagonal portions of S,T)
Teuchos::SerialDenseMatrix<int,ScalarType> X_alpha(d_curDim,d_residualSize);
Teuchos::SerialDenseMatrix<int,ScalarType> X_beta(d_curDim,d_residualSize);
// X_wanted is the wanted portion of X
Teuchos::SerialDenseMatrix<int,ScalarType> X_wanted(Teuchos::View, X, d_curDim, d_residualSize);
// Scale Eigenvectors by alpha or beta
scaleEigenvectors( X_wanted, X_alpha, X_beta );
// Get view of residual vector(s)
RCP<MV> R_active = MVT::CloneViewNonConst( *d_R, residualIndices );
// View of active portion of AV,BV
std::vector<int> activeIndices(d_curDim);
for( int i=0; i<d_curDim; ++i )
activeIndices[i]=i;
// Compute residual
RCP<const MV> AV_active = MVT::CloneView( *d_AV, activeIndices );
MVT::MvTimesMatAddMv(ST::one(),*AV_active, X_beta, ST::zero(),*R_active);
if( d_haveB )
{
RCP<const MV> BV_active = MVT::CloneView( *d_BV, activeIndices );
MVT::MvTimesMatAddMv(ST::one(),*BV_active, X_alpha,-ST::one(), *R_active);
}
else
{
RCP<const MV> V_active = MVT::CloneView( *d_V, activeIndices );
MVT::MvTimesMatAddMv(ST::one(),*V_active, X_alpha,-ST::one(), *R_active);
}
/* Apply a scaling to the residual
* For generalized eigenvalue problems, LAPACK scales eigenvectors
* to have unit length in the infinity norm, we want them to have unit
* length in the 2-norm. For conjugate pairs, the scaling is such that
* |xr|^2 + |xi|^2 = 1
* Additionally, the residual is currently computed as r=beta*A*x-alpha*B*x
* but the "standard" residual is r=A*x-(alpha/beta)*B*x, or if we want
* to scale the residual by the Ritz value then it is r=(beta/alpha)*A*x-B*x
* Performing the scaling this way allows us to avoid the possibility of
* diving by infinity or zero if the StatusTest were allowed to handle the
* scaling.
*/
Teuchos::LAPACK<int,ScalarType> lapack;
Teuchos::BLAS<int,ScalarType> blas;
std::vector<MagnitudeType> resScaling(d_residualSize);
for( int icol=0; icol<d_residualSize; ++icol )
{
if( d_ritzIndex[icol] == 0 )
{
MagnitudeType Xnrm = blas.NRM2( d_curDim, X_wanted[icol], 1);
MagnitudeType ABscaling = d_relativeConvergence ? d_alphar[icol] : d_betar[icol];
resScaling[icol] = MT::one() / (Xnrm * ABscaling);
}
else if( d_ritzIndex[icol] == 1 )
{
MagnitudeType Xnrm1 = blas.NRM2( d_curDim, X_wanted[icol], 1 );
MagnitudeType Xnrm2 = blas.NRM2( d_curDim, X_wanted[icol+1], 1 );
MagnitudeType Xnrm = lapack.LAPY2(Xnrm1,Xnrm2);
MagnitudeType ABscaling = d_relativeConvergence ? lapack.LAPY2(d_alphar[icol],d_alphai[icol])
: d_betar[icol];
resScaling[icol] = MT::one() / (Xnrm * ABscaling);
resScaling[icol+1] = MT::one() / (Xnrm * ABscaling);
}
}
MVT::MvScale( *R_active, resScaling );
// Compute residual norms
d_resNorms.resize(d_residualSize);
MVT::MvNorm(*R_active,d_resNorms);
// If Ritz value i is real, then the corresponding residual vector
// is the true residual
// If Ritz values i and i+1 form a conjugate pair, then the
// corresponding residual vectors are the real and imaginary components
// of the residual. Adjust the residual norms appropriately...
for( int i=0; i<d_residualSize; ++i )
{
if( d_ritzIndex[i] == 1 )
{
MagnitudeType nrm = lapack.LAPY2(d_resNorms[i],d_resNorms[i+1]);
d_resNorms[i] = nrm;
d_resNorms[i+1] = nrm;
}
}
// Evaluate with status test
d_tester->checkStatus(this);
// Determine which residual vectors should be used for subspace expansion
if( d_useLeading || d_blockSize >= d_NEV )
{
d_expansionSize=d_blockSize;
if( d_ritzIndex[d_blockSize-1]==1 )
d_expansionSize++;
d_expansionIndices.resize(d_expansionSize);
for( int i=0; i<d_expansionSize; ++i )
d_expansionIndices[i] = i;
}
else
{
std::vector<int> convergedVectors = d_tester->whichVecs();
// Get index of first unconverged vector
int startVec;
for( startVec=0; startVec<d_residualSize; ++startVec )
{
if( std::find(convergedVectors.begin(),convergedVectors.end(),startVec)==convergedVectors.end() )
break;
}
// Now get a contiguous block of indices starting at startVec
// If this crosses the end of our residual vectors, take the final d_blockSize vectors
int endVec = startVec + d_blockSize - 1;
if( endVec > (d_residualSize-1) )
{
endVec = d_residualSize-1;
startVec = d_residualSize-d_blockSize;
}
// Don't split conjugate pairs on either end of the range
if( d_ritzIndex[startVec]==-1 )
{
startVec--;
endVec--;
}
if( d_ritzIndex[endVec]==1 )
endVec++;
d_expansionSize = 1+endVec-startVec;
d_expansionIndices.resize(d_expansionSize);
for( int i=0; i<d_expansionSize; ++i )
d_expansionIndices[i] = startVec+i;
}
}
//---------------------------------------------------------------------------//
// Print current status.
//---------------------------------------------------------------------------//
template <class ScalarType, class MV, class OP>
void GeneralizedDavidson<ScalarType,MV,OP>::currentStatus( std::ostream &myout )
{
using std::endl;
myout.setf(std::ios::scientific, std::ios::floatfield);
myout.precision(6);
myout <<endl;
myout <<"================================================================================" << endl;
myout << endl;
myout <<" GeneralizedDavidson Solver Solver Status" << endl;
myout << endl;
myout <<"The solver is "<<(d_initialized ? "initialized." : "not initialized.") << endl;
myout <<"The number of iterations performed is " << d_iteration << endl;
myout <<"The number of operator applies performed is " << d_opApplies << endl;
myout <<"The block size is " << d_expansionSize << endl;
myout <<"The current basis size is " << d_curDim << endl;
myout <<"The number of requested eigenvalues is " << d_NEV << endl;
myout <<"The number of converged values is " << d_tester->howMany() << endl;
myout << endl;
myout.setf(std::ios_base::right, std::ios_base::adjustfield);
if( d_initialized )
{
myout << "CURRENT RITZ VALUES" << endl;
myout << std::setw(24) << "Ritz Value"
<< std::setw(30) << "Residual Norm" << endl;
myout << "--------------------------------------------------------------------------------" << endl;
if( d_residualSize > 0 )
{
std::vector<MagnitudeType> realRitz(d_curDim), imagRitz(d_curDim);
std::vector< Value<ScalarType> > ritzVals = getRitzValues();
for( int i=0; i<d_curDim; ++i )
{
realRitz[i] = ritzVals[i].realpart;
imagRitz[i] = ritzVals[i].imagpart;
}
std::vector<int> permvec;
sortValues( realRitz, imagRitz, permvec, d_curDim );
int numToPrint = std::max( d_numToPrint, d_NEV );
numToPrint = std::min( d_curDim, numToPrint );
// Because the sort manager does not use a stable sort, occasionally
// the portion of a conjugate pair with negative imaginary part will be placed
// first...in that case the following will not give the usual expected behavior
// and an extra value will be printed. This is only an issue with the output
// format because the actually sorting of Schur forms is guaranteed to be stable.
if( d_ritzIndex[permvec[numToPrint-1]] != 0 )
numToPrint++;
int i=0;
while( i<numToPrint )
{
if( imagRitz[i] == ST::zero() )
{
myout << std::setw(15) << realRitz[i];
myout << " + i" << std::setw(15) << ST::magnitude( imagRitz[i] );
if( i < d_residualSize )
myout << std::setw(20) << d_resNorms[permvec[i]] << endl;
else
myout << " Not Computed" << endl;
i++;
}
else
{
// Positive imaginary part
myout << std::setw(15) << realRitz[i];
myout << " + i" << std::setw(15) << ST::magnitude( imagRitz[i] );
if( i < d_residualSize )
myout << std::setw(20) << d_resNorms[permvec[i]] << endl;
else
myout << " Not Computed" << endl;
// Negative imaginary part
myout << std::setw(15) << realRitz[i];
myout << " - i" << std::setw(15) << ST::magnitude( imagRitz[i] );
if( i < d_residualSize )
myout << std::setw(20) << d_resNorms[permvec[i]] << endl;
else
myout << " Not Computed" << endl;
i+=2;
}
}
}
else
{
myout << std::setw(20) << "[ NONE COMPUTED ]" << endl;
}
}
myout << endl;
myout << "================================================================================" << endl;
myout << endl;
}
} // namespace Anasazi
#endif // ANASAZI_GENERALIZED_DAVIDSON_HPP
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