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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_LOBPCG_SOLMGR_HPP
#define ANASAZI_LOBPCG_SOLMGR_HPP
/*! \file AnasaziLOBPCGSolMgr.hpp
* \brief The Anasazi::LOBPCGSolMgr provides a powerful solver manager for the LOBPCG eigensolver.
*/
#include "AnasaziConfigDefs.hpp"
#include "AnasaziTypes.hpp"
#include "AnasaziEigenproblem.hpp"
#include "AnasaziSolverManager.hpp"
#include "AnasaziSolverUtils.hpp"
#include "AnasaziLOBPCG.hpp"
#include "AnasaziBasicSort.hpp"
#include "AnasaziSVQBOrthoManager.hpp"
#include "AnasaziBasicOrthoManager.hpp"
#include "AnasaziStatusTestMaxIters.hpp"
#include "AnasaziStatusTestResNorm.hpp"
#include "AnasaziStatusTestWithOrdering.hpp"
#include "AnasaziStatusTestCombo.hpp"
#include "AnasaziStatusTestOutput.hpp"
#include "AnasaziBasicOutputManager.hpp"
#include "Teuchos_BLAS.hpp"
#include "Teuchos_TimeMonitor.hpp"
/// \example LOBPCGEpetra.cpp
/// \brief Use LOBPCG with Epetra test problem from Galeri.
///
/// This example computes the eigenvalues of largest magnitude of an
/// eigenvalue problem $A x = \lambda x$, using Anasazi's
/// implementation of the LOBPCG method, with Epetra linear algebra.
/// It uses the Galeri package to construct the test problem.
///
/// \example LOBPCGEpetraEx.cpp
/// \brief Use LOBPCG with Epetra test problem (computed here).
///
/// This example computes the eigenvalues of largest magnitude of an
/// eigenvalue problem $A x = \lambda x$, using Anasazi's
/// implementation of the LOBPCG method, with Epetra linear algebra.
/// It constructs the test problem within the example itself.
///
/// \example LOBPCGEpetraFile.cpp
/// \brief Use LOBPCG with Epetra test problem loaded from file.
///
/// This example computes the eigenvalues of largest magnitude of an
/// eigenvalue problem $A x = \lambda x$, using Anasazi's
/// implementation of the LOBPCG method, with Epetra linear algebra.
/// The example loads the matrix from a file whose name is specified
/// at the command line.
///
/// \example LOBPCGEpetraExGen.cpp
/// \brief Use LOBPCG with Epetra, for a generalized eigenvalue problem.
///
/// This example computes the eigenvalues of largest magnitude of an
/// generalized eigenvalue problem, using Anasazi's implementation of
/// the LOBPCG method, with Epetra linear algebra.
///
/// \example LOBPCGEpetraExGenPrecIfpack.cpp
/// \brief Use LOBPCG with Epetra and Ifpack preconditioner.
///
/// This example computes the eigenvalues of largest magnitude of an
/// generalized eigenvalue problem, using Anasazi's implementation of
/// the LOBPCG method, with Epetra linear algebra. It preconditions
/// LOBPCG with an Ifpack incomplete Cholesky preconditioner.
///
/// \example LOBPCGEpetraExGenShifted.cpp
/// \brief Use LOBPCG with Epetra, with shifted eigenvalue problem
///
/// This example computes the eigenvalues of largest magnitude of the
/// discretized 2-D Laplacian operator, using Anasazi's implementation
/// of the LOBPCG method. This problem constructs a shifted
/// eigenproblem that targets the smallest eigenvalues around a
/// certain value (sigma). This operator is discretized using linear
/// finite elements and constructed as an Epetra matrix, then passed
/// shifted using EpetraExt utilities.
namespace Anasazi {
/*! \class LOBPCGSolMgr
*
* \brief User interface for the LOBPCG eigensolver.
*
* This class provides a user interface for the LOBPCG (Locally
* Optimal Block Preconditioned Conjugate Gradient) eigensolver. It
* provides the following features:
*
* <ul>
* <li> Locking of converged eigenpairs </li>
* <li> Global convergence on only the significant eigenpairs (instead
* of any eigenpairs with low residual) </li>
* <li> recovery from orthogonalization failures (LOBPCGRitzFailure)
* when full orthogonalization is disabled </li>
* </ol>
*
* Much of this behavior is controlled via parameters and options
* passed to the solver manager. For more information, see the default
* (zero-argument) constructor of this class.
*
* For an example that defines a custom StatusTest so that Anasazi's
* solver LOBPCG converges correctly with spectrum folding, see the
* LOBPCGCustomStatusTest.cpp example (associated with StatusTest).
*
* LOBPCG stops iterating if it has reached the maximum number of
* iterations, or ig lobal convergence is detected (uses
* StatusTestWithOrdering to ensure that only the most significant
* eigenvalues/eigenvectors have converged). If not specified via
* setGlobalStatusTest(), the convergence test is a StatusTestResNorm
* instance which tests the M-norms of the direct residuals relative
* to the Ritz values.
*
* LOBPCG also includes a "locking test" which deflates converged
* eigenpairs for locking. It will query the underlying LOBPCG
* eigensolver to determine when eigenvectors should be locked. If
* not specified via setLockingStatusTest(), the locking test is a
* StatusTestResNorm object.
*
* Users may specify an optional "debug test." This lets users
* specify additional monitoring of the iteration. If not specified
* via setDebugStatusTest(), this is ignored. In most cases, the
* user's debug test should return ::Failed; if it returns ::Passed,
* solve() will throw an AnasaziError exception.
*
* \ingroup anasazi_solver_framework
* \author Chris Baker, Ulrich Hetmaniuk, Rich Lehoucq, Heidi Thornquist
*/
template<class ScalarType, class MV, class OP>
class LOBPCGSolMgr : public SolverManager<ScalarType,MV,OP> {
private:
typedef MultiVecTraits<ScalarType,MV> MVT;
typedef OperatorTraits<ScalarType,MV,OP> OPT;
typedef Teuchos::ScalarTraits<ScalarType> SCT;
typedef typename Teuchos::ScalarTraits<ScalarType>::magnitudeType MagnitudeType;
typedef Teuchos::ScalarTraits<MagnitudeType> MT;
public:
//! @name Constructors/Destructor
//@{
/*! \brief Basic constructor for LOBPCGSolMgr.
*
* This constructor accepts the Eigenproblem to be solved in addition
* to a parameter list of options for the solver manager. These options include the following:
* - Solver parameters
* - \c "Which" - a \c string specifying the desired eigenvalues: SM, LM, SR or LR. Default: "SR"
* - \c "Block Size" - a \c int specifying the block size to be used by the underlying LOBPCG solver. Default: problem->getNEV()
* - \c "Full Ortho" - a \c bool specifying whether the underlying solver should employ the full orthogonalization scheme. Default: true
* - \c "Recover" - a \c bool specifying whether the solver manager should attempt to recover in the case of a LOBPCGRitzFailure when full orthogonalization is disabled. Default: true
* - \c "Verbosity" - a sum of MsgType specifying the verbosity. Default: ::Errors
* - \c "Init" - a LOBPCGState<ScalarType,MV> struct used to initialize the LOBPCG eigensolver.
* - Convergence parameters (if using default convergence test; see setGlobalStatusTest())
* - \c "Maximum Iterations" - a \c int specifying the maximum number of iterations the underlying solver is allowed to perform. Default: 100
* - \c "Convergence Tolerance" - a \c MagnitudeType specifying the level that residual norms must reach to decide convergence. Default: machine precision.
* - \c "Relative Convergence Tolerance" - a \c bool specifying whether residuals norms should be scaled by their eigenvalues for the purposing of deciding convergence. Default: true
* - \c "Convergence Norm" - a \c string specifying the norm for convergence testing: "2" or "M"
* - Locking parameters (if using default locking test; see setLockingStatusTest())
* - \c "Use Locking" - a \c bool specifying whether the algorithm should employ locking of converged eigenpairs. Default: false
* - \c "Max Locked" - a \c int specifying the maximum number of eigenpairs to be locked. Default: problem->getNEV()
* - \c "Locking Quorum" - a \c int specifying the number of eigenpairs that must meet the locking criteria before locking actually occurs. Default: 1
* - \c "Locking Tolerance" - a \c MagnitudeType specifying the level that residual norms must reach to decide locking. Default: 0.1*convergence tolerance
* - \c "Relative Locking Tolerance" - a \c bool specifying whether residuals norms should be scaled by their eigenvalues for the purposing of deciding locking. Default: true
* - \c "Locking Norm" - a \c string specifying the norm for locking testing: "2" or "M"
*/
LOBPCGSolMgr( const Teuchos::RCP<Eigenproblem<ScalarType,MV,OP> > &problem,
Teuchos::ParameterList &pl );
//! Destructor.
virtual ~LOBPCGSolMgr() {};
//@}
//! @name Accessor methods
//@{
//! Return the eigenvalue problem.
const Eigenproblem<ScalarType,MV,OP>& getProblem() const {
return *problem_;
}
//! Get the iteration count for the most recent call to \c solve().
int getNumIters() const {
return numIters_;
}
/*! \brief Return the timers for this object.
*
* The timers are ordered as follows:
* - time spent in solve() routine
* - time spent locking converged eigenvectors
*/
Teuchos::Array<Teuchos::RCP<Teuchos::Time> > getTimers() const {
return Teuchos::tuple(_timerSolve, _timerLocking);
}
//@}
//! @name Solver application methods
//@{
/*! \brief This method performs possibly repeated calls to the underlying eigensolver's iterate() routine
* until the problem has been solved (as decided by the solver manager) or the solver manager decides to
* quit.
*
* This method calls LOBPCG::iterate(), which will return either because a specially constructed status test evaluates to ::Passed
* or an exception is thrown.
*
* A return from LOBPCG::iterate() signifies one of the following scenarios:
* - the maximum number of iterations has been exceeded. In this scenario, the solver manager will place\n
* all converged eigenpairs into the eigenproblem and return ::Unconverged.
* - the locking conditions have been met. In this scenario, some of the current eigenpairs will be removed\n
* from the eigensolver and placed into auxiliary storage. The eigensolver will be restarted with the remaining\n
* eigenpairs and some random information to replace the removed eigenpairs.
* - global convergence has been met. In this case, the most significant NEV eigenpairs in the solver and locked storage \n
* have met the convergence criterion. (Here, NEV refers to the number of eigenpairs requested by the Eigenproblem.) \n
* In this scenario, the solver manager will return ::Converged.
* - an LOBPCGRitzFailure exception has been thrown. If full orthogonalization is enabled and recovery from this exception\n
* is requested, the solver manager will attempt to recover from this exception by gathering the current eigenvectors, \n
* preconditioned residual, and search directions from the eigensolver, orthogonormalizing the basis composed of these \n
* three, projecting the eigenproblem, and restarting the eigensolver with the solution of the project eigenproblem. Any \n
* additional failure that occurs during this recovery effort will result in the eigensolver returning ::Unconverged.
*
* \returns ::ReturnType specifying:
* - ::Converged: the eigenproblem was solved to the specification required by the solver manager.
* - ::Unconverged: the eigenproblem was not solved to the specification desired by the solver manager
*/
ReturnType solve();
//! Set the status test defining global convergence.
void setGlobalStatusTest(const Teuchos::RCP< StatusTest<ScalarType,MV,OP> > &global);
//! Get the status test defining global convergence.
const Teuchos::RCP< StatusTest<ScalarType,MV,OP> > & getGlobalStatusTest() const;
//! Set the status test defining locking.
void setLockingStatusTest(const Teuchos::RCP< StatusTest<ScalarType,MV,OP> > &locking);
//! Get the status test defining locking.
const Teuchos::RCP< StatusTest<ScalarType,MV,OP> > & getLockingStatusTest() const;
//! Set the status test for debugging.
void setDebugStatusTest(const Teuchos::RCP< StatusTest<ScalarType,MV,OP> > &debug);
//! Get the status test for debugging.
const Teuchos::RCP< StatusTest<ScalarType,MV,OP> > & getDebugStatusTest() const;
//@}
private:
Teuchos::RCP<Eigenproblem<ScalarType,MV,OP> > problem_;
std::string whch_, ortho_;
MagnitudeType convtol_, locktol_;
int maxIters_, numIters_;
bool useLocking_;
bool relconvtol_, rellocktol_;
int blockSize_;
bool fullOrtho_;
int maxLocked_;
int verbosity_;
int lockQuorum_;
bool recover_;
Teuchos::RCP<LOBPCGState<ScalarType,MV> > state_;
enum ResType convNorm_, lockNorm_;
Teuchos::RCP<Teuchos::Time> _timerSolve, _timerLocking;
Teuchos::RCP<StatusTest<ScalarType,MV,OP> > globalTest_;
Teuchos::RCP<StatusTest<ScalarType,MV,OP> > lockingTest_;
Teuchos::RCP<StatusTest<ScalarType,MV,OP> > debugTest_;
};
// Constructor
template<class ScalarType, class MV, class OP>
LOBPCGSolMgr<ScalarType,MV,OP>::LOBPCGSolMgr(
const Teuchos::RCP<Eigenproblem<ScalarType,MV,OP> > &problem,
Teuchos::ParameterList &pl ) :
problem_(problem),
whch_("SR"),
ortho_("SVQB"),
convtol_(MT::prec()),
maxIters_(100),
numIters_(0),
useLocking_(false),
relconvtol_(true),
rellocktol_(true),
blockSize_(0),
fullOrtho_(true),
maxLocked_(0),
verbosity_(Anasazi::Errors),
lockQuorum_(1),
recover_(true)
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
, _timerSolve(Teuchos::TimeMonitor::getNewTimer("Anasazi: LOBPCGSolMgr::solve()")),
_timerLocking(Teuchos::TimeMonitor::getNewTimer("Anasazi: LOBPCGSolMgr locking"))
#endif
{
TEUCHOS_TEST_FOR_EXCEPTION(problem_ == Teuchos::null, std::invalid_argument, "Problem not given to solver manager.");
TEUCHOS_TEST_FOR_EXCEPTION(!problem_->isProblemSet(), std::invalid_argument, "Problem not set.");
TEUCHOS_TEST_FOR_EXCEPTION(!problem_->isHermitian(), std::invalid_argument, "Problem not symmetric.");
TEUCHOS_TEST_FOR_EXCEPTION(problem_->getInitVec() == Teuchos::null,std::invalid_argument, "Problem does not contain initial vectors to clone from.");
std::string strtmp;
// which values to solve for
whch_ = pl.get("Which",whch_);
TEUCHOS_TEST_FOR_EXCEPTION(whch_ != "SM" && whch_ != "LM" && whch_ != "SR" && whch_ != "LR",
std::invalid_argument, "Anasazi::LOBPCGSolMgr: Invalid sorting string.");
// which orthogonalization to use
ortho_ = pl.get("Orthogonalization",ortho_);
if (ortho_ != "DGKS" && ortho_ != "SVQB") {
ortho_ = "SVQB";
}
// convergence tolerance
convtol_ = pl.get("Convergence Tolerance",convtol_);
relconvtol_ = pl.get("Relative Convergence Tolerance",relconvtol_);
strtmp = pl.get("Convergence Norm",std::string("2"));
if (strtmp == "2") {
convNorm_ = RES_2NORM;
}
else if (strtmp == "M") {
convNorm_ = RES_ORTH;
}
else {
TEUCHOS_TEST_FOR_EXCEPTION(true, std::invalid_argument,
"Anasazi::LOBPCGSolMgr: Invalid Convergence Norm.");
}
// locking tolerance
useLocking_ = pl.get("Use Locking",useLocking_);
rellocktol_ = pl.get("Relative Locking Tolerance",rellocktol_);
// default: should be less than convtol_
locktol_ = convtol_/10;
locktol_ = pl.get("Locking Tolerance",locktol_);
strtmp = pl.get("Locking Norm",std::string("2"));
if (strtmp == "2") {
lockNorm_ = RES_2NORM;
}
else if (strtmp == "M") {
lockNorm_ = RES_ORTH;
}
else {
TEUCHOS_TEST_FOR_EXCEPTION(true, std::invalid_argument,
"Anasazi::LOBPCGSolMgr: Invalid Locking Norm.");
}
// maximum number of iterations
maxIters_ = pl.get("Maximum Iterations",maxIters_);
// block size: default is nev()
blockSize_ = pl.get("Block Size",problem_->getNEV());
TEUCHOS_TEST_FOR_EXCEPTION(blockSize_ <= 0, std::invalid_argument,
"Anasazi::LOBPCGSolMgr: \"Block Size\" must be strictly positive.");
// max locked: default is nev(), must satisfy maxLocked_ + blockSize_ >= nev
if (useLocking_) {
maxLocked_ = pl.get("Max Locked",problem_->getNEV());
}
else {
maxLocked_ = 0;
}
if (maxLocked_ == 0) {
useLocking_ = false;
}
TEUCHOS_TEST_FOR_EXCEPTION(maxLocked_ < 0, std::invalid_argument,
"Anasazi::LOBPCGSolMgr: \"Max Locked\" must be positive.");
TEUCHOS_TEST_FOR_EXCEPTION(maxLocked_ + blockSize_ < problem_->getNEV(),
std::invalid_argument,
"Anasazi::LOBPCGSolMgr: Not enough storage space for requested number of eigenpairs.");
if (useLocking_) {
lockQuorum_ = pl.get("Locking Quorum",lockQuorum_);
TEUCHOS_TEST_FOR_EXCEPTION(lockQuorum_ <= 0,
std::invalid_argument,
"Anasazi::LOBPCGSolMgr: \"Locking Quorum\" must be strictly positive.");
}
// full orthogonalization: default true
fullOrtho_ = pl.get("Full Ortho",fullOrtho_);
// verbosity level
if (pl.isParameter("Verbosity")) {
if (Teuchos::isParameterType<int>(pl,"Verbosity")) {
verbosity_ = pl.get("Verbosity", verbosity_);
} else {
verbosity_ = (int)Teuchos::getParameter<Anasazi::MsgType>(pl,"Verbosity");
}
}
// recover from LOBPCGRitzFailure
recover_ = pl.get("Recover",recover_);
// get (optionally) an initial state
if (pl.isParameter("Init")) {
state_ = Teuchos::getParameter<Teuchos::RCP<Anasazi::LOBPCGState<ScalarType,MV> > >(pl,"Init");
}
}
// solve()
template<class ScalarType, class MV, class OP>
ReturnType
LOBPCGSolMgr<ScalarType,MV,OP>::solve() {
typedef SolverUtils<ScalarType,MV,OP> msutils;
const int nev = problem_->getNEV();
//////////////////////////////////////////////////////////////////////////////////////
// Sort manager
Teuchos::RCP<BasicSort<MagnitudeType> > sorter = Teuchos::rcp( new BasicSort<MagnitudeType>(whch_) );
//////////////////////////////////////////////////////////////////////////////////////
// Output manager
Teuchos::RCP<BasicOutputManager<ScalarType> > printer = Teuchos::rcp( new BasicOutputManager<ScalarType>(verbosity_) );
//////////////////////////////////////////////////////////////////////////////////////
// Status tests
//
// maximum number of iterations: optional test
Teuchos::RCP<StatusTestMaxIters<ScalarType,MV,OP> > maxtest;
if (maxIters_ > 0) {
maxtest = Teuchos::rcp( new StatusTestMaxIters<ScalarType,MV,OP>(maxIters_) );
}
// convergence
Teuchos::RCP<StatusTest<ScalarType,MV,OP> > convtest;
if (globalTest_ == Teuchos::null) {
convtest = Teuchos::rcp( new StatusTestResNorm<ScalarType,MV,OP>(convtol_,nev,convNorm_,relconvtol_) );
}
else {
convtest = globalTest_;
}
Teuchos::RCP<StatusTestWithOrdering<ScalarType,MV,OP> > ordertest
= Teuchos::rcp( new StatusTestWithOrdering<ScalarType,MV,OP>(convtest,sorter,nev) );
// locking
Teuchos::RCP<StatusTest<ScalarType,MV,OP> > locktest;
if (useLocking_) {
if (lockingTest_ == Teuchos::null) {
locktest = Teuchos::rcp( new StatusTestResNorm<ScalarType,MV,OP>(locktol_,lockQuorum_,lockNorm_,rellocktol_) );
}
else {
locktest = lockingTest_;
}
}
// for a non-short-circuited OR test, the order doesn't matter
Teuchos::Array<Teuchos::RCP<StatusTest<ScalarType,MV,OP> > > alltests;
alltests.push_back(ordertest);
if (locktest != Teuchos::null) alltests.push_back(locktest);
if (debugTest_ != Teuchos::null) alltests.push_back(debugTest_);
if (maxtest != Teuchos::null) alltests.push_back(maxtest);
Teuchos::RCP<StatusTestCombo<ScalarType,MV,OP> > combotest
= Teuchos::rcp( new StatusTestCombo<ScalarType,MV,OP>( StatusTestCombo<ScalarType,MV,OP>::OR, alltests) );
// printing StatusTest
Teuchos::RCP<StatusTestOutput<ScalarType,MV,OP> > outputtest;
if ( printer->isVerbosity(Debug) ) {
outputtest = Teuchos::rcp( new StatusTestOutput<ScalarType,MV,OP>( printer,combotest,1,Passed+Failed+Undefined ) );
}
else {
outputtest = Teuchos::rcp( new StatusTestOutput<ScalarType,MV,OP>( printer,combotest,1,Passed ) );
}
//////////////////////////////////////////////////////////////////////////////////////
// Orthomanager
Teuchos::RCP<MatOrthoManager<ScalarType,MV,OP> > ortho;
if (ortho_=="SVQB") {
ortho = Teuchos::rcp( new SVQBOrthoManager<ScalarType,MV,OP>(problem_->getM()) );
} else if (ortho_=="DGKS") {
ortho = Teuchos::rcp( new BasicOrthoManager<ScalarType,MV,OP>(problem_->getM()) );
} else {
TEUCHOS_TEST_FOR_EXCEPTION(ortho_!="SVQB"&&ortho_!="DGKS",std::logic_error,"Anasazi::LOBPCGSolMgr::solve(): Invalid orthogonalization type.");
}
//////////////////////////////////////////////////////////////////////////////////////
// Parameter list
Teuchos::ParameterList plist;
plist.set("Block Size",blockSize_);
plist.set("Full Ortho",fullOrtho_);
//////////////////////////////////////////////////////////////////////////////////////
// LOBPCG solver
Teuchos::RCP<LOBPCG<ScalarType,MV,OP> > lobpcg_solver
= Teuchos::rcp( new LOBPCG<ScalarType,MV,OP>(problem_,sorter,printer,outputtest,ortho,plist) );
// set any auxiliary vectors defined in the problem
Teuchos::RCP< const MV > probauxvecs = problem_->getAuxVecs();
if (probauxvecs != Teuchos::null) {
lobpcg_solver->setAuxVecs( Teuchos::tuple< Teuchos::RCP<const MV> >(probauxvecs) );
}
//////////////////////////////////////////////////////////////////////////////////////
// Storage
//
// lockvecs will contain eigenvectors that have been determined "locked" by the status test
int curNumLocked = 0;
Teuchos::RCP<MV> lockvecs;
if (useLocking_) {
lockvecs = MVT::Clone(*problem_->getInitVec(),maxLocked_);
}
std::vector<MagnitudeType> lockvals;
// workMV will be used as work space for LOBPCGRitzFailure recovery and locking
// it will be partitioned in these cases as follows:
// for LOBPCGRitzFailure recovery:
// workMV = [X H P OpX OpH OpP], where OpX OpH OpP will be used for K and M
// total size: 2*3*blocksize
// for locking
// workMV = [X P MX MP], with MX,MP needing storage only if hasM==true
// total size: 2*blocksize or 4*blocksize
Teuchos::RCP<MV> workMV;
if (fullOrtho_ == false && recover_ == true) {
workMV = MVT::Clone(*problem_->getInitVec(),2*3*blockSize_);
}
else if (useLocking_) {
if (problem_->getM() != Teuchos::null) {
workMV = MVT::Clone(*problem_->getInitVec(),4*blockSize_);
}
else {
workMV = MVT::Clone(*problem_->getInitVec(),2*blockSize_);
}
}
// initialize the solution to nothing in case we throw an exception
Eigensolution<ScalarType,MV> sol;
sol.numVecs = 0;
problem_->setSolution(sol);
// initialize the solver if the user specified a state
if (state_ != Teuchos::null) {
lobpcg_solver->initialize(*state_);
}
// enter solve() iterations
{
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor slvtimer(*_timerSolve);
#endif
// tell the lobpcg_solver to iterate
while (1) {
try {
lobpcg_solver->iterate();
////////////////////////////////////////////////////////////////////////////////////
//
// check user-specified debug test; if it passed, return an exception
//
////////////////////////////////////////////////////////////////////////////////////
if (debugTest_ != Teuchos::null && debugTest_->getStatus() == Passed) {
throw AnasaziError("Anasazi::LOBPCGSolMgr::solve(): User-specified debug status test returned Passed.");
}
////////////////////////////////////////////////////////////////////////////////////
//
// check convergence first
//
////////////////////////////////////////////////////////////////////////////////////
else if (ordertest->getStatus() == Passed || (maxtest != Teuchos::null && maxtest->getStatus() == Passed) ) {
// we have convergence or not
// ordertest->whichVecs() tells us which vectors from lockvecs and solver state are the ones we want
// ordertest->howMany() will tell us how many
break;
}
////////////////////////////////////////////////////////////////////////////////////
//
// check locking if we didn't converge
//
////////////////////////////////////////////////////////////////////////////////////
else if (locktest != Teuchos::null && locktest->getStatus() == Passed) {
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
Teuchos::TimeMonitor lcktimer(*_timerLocking);
#endif
// remove the locked vectors,values from lobpcg_solver: put them in newvecs, newvals
TEUCHOS_TEST_FOR_EXCEPTION(locktest->howMany() <= 0,std::logic_error,
"Anasazi::LOBPCGSolMgr::solve(): status test mistake: howMany() non-positive.");
TEUCHOS_TEST_FOR_EXCEPTION(locktest->howMany() != (int)locktest->whichVecs().size(),std::logic_error,
"Anasazi::LOBPCGSolMgr::solve(): status test mistake: howMany() not consistent with whichVecs().");
TEUCHOS_TEST_FOR_EXCEPTION(curNumLocked == maxLocked_,std::logic_error,
"Anasazi::LOBPCGSolMgr::solve(): status test mistake: locking not deactivated.");
// get the indices
int numnew = locktest->howMany();
std::vector<int> indnew = locktest->whichVecs();
// don't lock more than maxLocked_; we didn't allocate enough space.
if (curNumLocked + numnew > maxLocked_) {
numnew = maxLocked_ - curNumLocked;
indnew.resize(numnew);
}
// the call below to lobpcg_solver->setAuxVecs() will reset the solver to unitialized with hasP() == false
// store the hasP() state for use below
bool hadP = lobpcg_solver->hasP();
{
// debug printing
printer->print(Debug,"Locking vectors: ");
for (unsigned int i=0; i<indnew.size(); i++) {printer->stream(Debug) << " " << indnew[i];}
printer->print(Debug,"\n");
}
std::vector<MagnitudeType> newvals(numnew);
Teuchos::RCP<const MV> newvecs;
{
// work in a local scope, to hide the variabes needed for extracting this info
// get the vectors
newvecs = MVT::CloneView(*lobpcg_solver->getRitzVectors(),indnew);
// get the values
std::vector<Value<ScalarType> > allvals = lobpcg_solver->getRitzValues();
for (int i=0; i<numnew; i++) {
newvals[i] = allvals[indnew[i]].realpart;
}
}
// put newvecs into lockvecs
{
std::vector<int> indlock(numnew);
for (int i=0; i<numnew; i++) indlock[i] = curNumLocked+i;
MVT::SetBlock(*newvecs,indlock,*lockvecs);
newvecs = Teuchos::null;
}
// put newvals into lockvals
lockvals.insert(lockvals.end(),newvals.begin(),newvals.end());
curNumLocked += numnew;
// add locked vecs as aux vecs, along with aux vecs from problem
{
std::vector<int> indlock(curNumLocked);
for (int i=0; i<curNumLocked; i++) indlock[i] = i;
Teuchos::RCP<const MV> curlocked = MVT::CloneView(*lockvecs,indlock);
if (probauxvecs != Teuchos::null) {
lobpcg_solver->setAuxVecs( Teuchos::tuple< Teuchos::RCP<const MV> >(probauxvecs,curlocked) );
}
else {
lobpcg_solver->setAuxVecs( Teuchos::tuple< Teuchos::RCP<const MV> >(curlocked) );
}
}
// add locked vals to ordertest
ordertest->setAuxVals(lockvals);
// fill out the empty state in the solver
{
LOBPCGState<ScalarType,MV> state = lobpcg_solver->getState();
Teuchos::RCP<MV> newstateX, newstateMX, newstateP, newstateMP;
//
// workMV will be partitioned as follows: workMV = [X P MX MP],
//
// make a copy of the current X,MX state
std::vector<int> bsind(blockSize_);
for (int i=0; i<blockSize_; i++) bsind[i] = i;
newstateX = MVT::CloneViewNonConst(*workMV,bsind);
MVT::SetBlock(*state.X,bsind,*newstateX);
if (state.MX != Teuchos::null) {
std::vector<int> block3(blockSize_);
for (int i=0; i<blockSize_; i++) block3[i] = 2*blockSize_+i;
newstateMX = MVT::CloneViewNonConst(*workMV,block3);
MVT::SetBlock(*state.MX,bsind,*newstateMX);
}
//
// get select part, set to random, apply M
{
Teuchos::RCP<MV> newX = MVT::CloneViewNonConst(*newstateX,indnew);
MVT::MvRandom(*newX);
if (newstateMX != Teuchos::null) {
Teuchos::RCP<MV> newMX = MVT::CloneViewNonConst(*newstateMX,indnew);
OPT::Apply(*problem_->getM(),*newX,*newMX);
}
}
Teuchos::Array<Teuchos::RCP<const MV> > curauxvecs = lobpcg_solver->getAuxVecs();
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > dummyC;
// ortho X against the aux vectors
ortho->projectAndNormalizeMat(*newstateX,curauxvecs,dummyC,Teuchos::null,newstateMX);
if (hadP) {
//
// get P and optionally MP, orthogonalize against X and auxiliary vectors
std::vector<int> block2(blockSize_);
for (int i=0; i<blockSize_; i++) block2[i] = blockSize_+i;
newstateP = MVT::CloneViewNonConst(*workMV,block2);
MVT::SetBlock(*state.P,bsind,*newstateP);
if (state.MP != Teuchos::null) {
std::vector<int> block4(blockSize_);
for (int i=0; i<blockSize_; i++) block4[i] = 3*blockSize_+i;
newstateMP = MVT::CloneViewNonConst(*workMV,block4);
MVT::SetBlock(*state.MP,bsind,*newstateMP);
}
if (fullOrtho_) {
// ortho P against the new aux vectors and new X
curauxvecs.push_back(newstateX);
ortho->projectAndNormalizeMat(*newstateP,curauxvecs,dummyC,Teuchos::null,newstateMP);
}
else {
// ortho P against the new aux vectors
ortho->projectAndNormalizeMat(*newstateP,curauxvecs,dummyC,Teuchos::null,newstateMP);
}
}
// set the new state
LOBPCGState<ScalarType,MV> newstate;
newstate.X = newstateX;
newstate.MX = newstateMX;
newstate.P = newstateP;
newstate.MP = newstateMP;
lobpcg_solver->initialize(newstate);
}
if (curNumLocked == maxLocked_) {
// disable locking now; remove locking test from combo test
combotest->removeTest(locktest);
}
}
else {
TEUCHOS_TEST_FOR_EXCEPTION(true,std::logic_error,"Anasazi::LOBPCGSolMgr::solve(): Invalid return from lobpcg_solver::iterate().");
}
}
////////////////////////////////////////////////////////////////////////////////////
//
// check Ritz Failure
//
////////////////////////////////////////////////////////////////////////////////////
catch (const LOBPCGRitzFailure &re) {
if (fullOrtho_==true || recover_==false) {
// if we are already using full orthogonalization, there isn't much we can do here.
// the most recent information in the status tests is still valid, and can be used to extract/return the
// eigenpairs that have converged.
printer->stream(Warnings) << "Error! Caught LOBPCGRitzFailure at iteration " << lobpcg_solver->getNumIters() << std::endl
<< "Will not try to recover." << std::endl;
break; // while(1)
}
printer->stream(Warnings) << "Error! Caught LOBPCGRitzFailure at iteration " << lobpcg_solver->getNumIters() << std::endl
<< "Full orthogonalization is off; will try to recover." << std::endl;
// get the current "basis" from the solver, orthonormalize it, do a rayleigh-ritz, and restart with the ritz vectors
// if there aren't enough, break and quit with what we have
//
// workMV = [X H P OpX OpH OpP], where OpX OpH OpP will be used for K and M
LOBPCGState<ScalarType,MV> curstate = lobpcg_solver->getState();
Teuchos::RCP<MV> restart, Krestart, Mrestart;
int localsize = lobpcg_solver->hasP() ? 3*blockSize_ : 2*blockSize_;
bool hasM = problem_->getM() != Teuchos::null;
{
std::vector<int> recind(localsize);
for (int i=0; i<localsize; i++) recind[i] = i;
restart = MVT::CloneViewNonConst(*workMV,recind);
}
{
std::vector<int> recind(localsize);
for (int i=0; i<localsize; i++) recind[i] = localsize+i;
Krestart = MVT::CloneViewNonConst(*workMV,recind);
}
if (hasM) {
Mrestart = Krestart;
}
else {
Mrestart = restart;
}
//
// set restart = [X H P] and Mrestart = M*[X H P]
//
// put X into [0 , blockSize)
{
std::vector<int> blk1(blockSize_);
for (int i=0; i < blockSize_; i++) blk1[i] = i;
MVT::SetBlock(*curstate.X,blk1,*restart);
// put MX into [0 , blockSize)
if (hasM) {
MVT::SetBlock(*curstate.MX,blk1,*Mrestart);
}
}
//
// put H into [blockSize_ , 2*blockSize)
{
std::vector<int> blk2(blockSize_);
for (int i=0; i < blockSize_; i++) blk2[i] = blockSize_+i;
MVT::SetBlock(*curstate.H,blk2,*restart);
// put MH into [blockSize_ , 2*blockSize)
if (hasM) {
MVT::SetBlock(*curstate.MH,blk2,*Mrestart);
}
}
// optionally, put P into [2*blockSize,3*blockSize)
if (localsize == 3*blockSize_) {
std::vector<int> blk3(blockSize_);
for (int i=0; i < blockSize_; i++) blk3[i] = 2*blockSize_+i;
MVT::SetBlock(*curstate.P,blk3,*restart);
// put MP into [2*blockSize,3*blockSize)
if (hasM) {
MVT::SetBlock(*curstate.MP,blk3,*Mrestart);
}
}
// project against auxvecs and locked vecs, and orthonormalize the basis
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > dummyC;
Teuchos::Array<Teuchos::RCP<const MV> > Q;
{
if (curNumLocked > 0) {
std::vector<int> indlock(curNumLocked);
for (int i=0; i<curNumLocked; i++) indlock[i] = i;
Teuchos::RCP<const MV> curlocked = MVT::CloneView(*lockvecs,indlock);
Q.push_back(curlocked);
}
if (probauxvecs != Teuchos::null) {
Q.push_back(probauxvecs);
}
}
int rank = ortho->projectAndNormalizeMat(*restart,Q,dummyC,Teuchos::null,Mrestart);
if (rank < blockSize_) {
// quit
printer->stream(Errors) << "Error! Recovered basis only rank " << rank << ". Block size is " << blockSize_ << ".\n"
<< "Recovery failed." << std::endl;
break;
}
// reduce multivec size if necessary
if (rank < localsize) {
localsize = rank;
std::vector<int> redind(localsize);
for (int i=0; i<localsize; i++) redind[i] = i;
// grab the first part of restart,Krestart
restart = MVT::CloneViewNonConst(*restart,redind);
Krestart = MVT::CloneViewNonConst(*Krestart,redind);
if (hasM) {
Mrestart = Krestart;
}
else {
Mrestart = restart;
}
}
Teuchos::SerialDenseMatrix<int,ScalarType> KK(localsize,localsize), MM(localsize,localsize), S(localsize,localsize);
std::vector<MagnitudeType> theta(localsize);
// project the matrices
//
// MM = restart^H M restart
MVT::MvTransMv(1.0,*restart,*Mrestart,MM);
//
// compute Krestart = K*restart
OPT::Apply(*problem_->getOperator(),*restart,*Krestart);
//
// KK = restart^H K restart
MVT::MvTransMv(1.0,*restart,*Krestart,KK);
rank = localsize;
msutils::directSolver(localsize,KK,Teuchos::rcpFromRef(MM),S,theta,rank,1);
if (rank < blockSize_) {
printer->stream(Errors) << "Error! Recovered basis of rank " << rank << " produced only " << rank << "ritz vectors.\n"
<< "Block size is " << blockSize_ << ".\n"
<< "Recovery failed." << std::endl;
break;
}
theta.resize(rank);
//
// sort the ritz values using the sort manager
{
Teuchos::BLAS<int,ScalarType> blas;
std::vector<int> order(rank);
// sort
sorter->sort( theta, Teuchos::rcpFromRef(order),rank ); // don't catch exception
// Sort the primitive ritz vectors
Teuchos::SerialDenseMatrix<int,ScalarType> curS(Teuchos::View,S,rank,rank);
msutils::permuteVectors(order,curS);
}
//
Teuchos::SerialDenseMatrix<int,ScalarType> S1(Teuchos::View,S,localsize,blockSize_);
//
// compute the ritz vectors: store them in Krestart
LOBPCGState<ScalarType,MV> newstate;
Teuchos::RCP<MV> newX;
{
std::vector<int> bsind(blockSize_);
for (int i=0; i<blockSize_; i++) bsind[i] = i;
newX = MVT::CloneViewNonConst(*Krestart,bsind);
}
MVT::MvTimesMatAddMv(1.0,*restart,S1,0.0,*newX);
// send X and theta into the solver
newstate.X = newX;
theta.resize(blockSize_);
newstate.T = Teuchos::rcpFromRef(theta);
// initialize
lobpcg_solver->initialize(newstate);
}
catch (const AnasaziError &err) {
printer->stream(Errors)
<< "Anasazi::LOBPCGSolMgr::solve() caught unexpected exception from Anasazi::LOBPCG::iterate() at iteration " << lobpcg_solver->getNumIters() << std::endl
<< err.what() << std::endl
<< "Anasazi::LOBPCGSolMgr::solve() returning Unconverged with no solutions." << std::endl;
return Unconverged;
}
// don't catch any other exceptions
}
sol.numVecs = ordertest->howMany();
if (sol.numVecs > 0) {
sol.Evecs = MVT::Clone(*problem_->getInitVec(),sol.numVecs);
sol.Espace = sol.Evecs;
sol.Evals.resize(sol.numVecs);
std::vector<MagnitudeType> vals(sol.numVecs);
// copy them into the solution
std::vector<int> which = ordertest->whichVecs();
// indices between [0,blockSize) refer to vectors/values in the solver
// indices between [-curNumLocked,-1] refer to locked vectors/values [0,curNumLocked)
// everything has already been ordered by the solver; we just have to partition the two references
std::vector<int> inlocked(0), insolver(0);
for (unsigned int i=0; i<which.size(); i++) {
if (which[i] >= 0) {
TEUCHOS_TEST_FOR_EXCEPTION(which[i] >= blockSize_,std::logic_error,"Anasazi::LOBPCGSolMgr::solve(): positive indexing mistake from ordertest.");
insolver.push_back(which[i]);
}
else {
// sanity check
TEUCHOS_TEST_FOR_EXCEPTION(which[i] < -curNumLocked,std::logic_error,"Anasazi::LOBPCGSolMgr::solve(): negative indexing mistake from ordertest.");
inlocked.push_back(which[i] + curNumLocked);
}
}
TEUCHOS_TEST_FOR_EXCEPTION(insolver.size() + inlocked.size() != (unsigned int)sol.numVecs,std::logic_error,"Anasazi::LOBPCGSolMgr::solve(): indexing mistake.");
// set the vecs,vals in the solution
if (insolver.size() > 0) {
// set vecs
int lclnum = insolver.size();
std::vector<int> tosol(lclnum);
for (int i=0; i<lclnum; i++) tosol[i] = i;
Teuchos::RCP<const MV> v = MVT::CloneView(*lobpcg_solver->getRitzVectors(),insolver);
MVT::SetBlock(*v,tosol,*sol.Evecs);
// set vals
std::vector<Value<ScalarType> > fromsolver = lobpcg_solver->getRitzValues();
for (unsigned int i=0; i<insolver.size(); i++) {
vals[i] = fromsolver[insolver[i]].realpart;
}
}
// get the vecs,vals from locked storage
if (inlocked.size() > 0) {
int solnum = insolver.size();
// set vecs
int lclnum = inlocked.size();
std::vector<int> tosol(lclnum);
for (int i=0; i<lclnum; i++) tosol[i] = solnum + i;
Teuchos::RCP<const MV> v = MVT::CloneView(*lockvecs,inlocked);
MVT::SetBlock(*v,tosol,*sol.Evecs);
// set vals
for (unsigned int i=0; i<inlocked.size(); i++) {
vals[i+solnum] = lockvals[inlocked[i]];
}
}
// sort the eigenvalues and permute the eigenvectors appropriately
{
std::vector<int> order(sol.numVecs);
sorter->sort( vals, Teuchos::rcpFromRef(order), sol.numVecs);
// store the values in the Eigensolution
for (int i=0; i<sol.numVecs; i++) {
sol.Evals[i].realpart = vals[i];
sol.Evals[i].imagpart = MT::zero();
}
// now permute the eigenvectors according to order
msutils::permuteVectors(sol.numVecs,order,*sol.Evecs);
}
// setup sol.index, remembering that all eigenvalues are real so that index = {0,...,0}
sol.index.resize(sol.numVecs,0);
}
}
// print final summary
lobpcg_solver->currentStatus(printer->stream(FinalSummary));
// print timing information
#ifdef ANASAZI_TEUCHOS_TIME_MONITOR
if ( printer->isVerbosity( TimingDetails ) ) {
Teuchos::TimeMonitor::summarize( printer->stream( TimingDetails ) );
}
#endif
problem_->setSolution(sol);
printer->stream(Debug) << "Returning " << sol.numVecs << " eigenpairs to eigenproblem." << std::endl;
// get the number of iterations performed in this call to solve.
numIters_ = lobpcg_solver->getNumIters();
if (sol.numVecs < nev) {
return Unconverged; // return from LOBPCGSolMgr::solve()
}
return Converged; // return from LOBPCGSolMgr::solve()
}
template <class ScalarType, class MV, class OP>
void
LOBPCGSolMgr<ScalarType,MV,OP>::setGlobalStatusTest(
const Teuchos::RCP< StatusTest<ScalarType,MV,OP> > &global)
{
globalTest_ = global;
}
template <class ScalarType, class MV, class OP>
const Teuchos::RCP< StatusTest<ScalarType,MV,OP> > &
LOBPCGSolMgr<ScalarType,MV,OP>::getGlobalStatusTest() const
{
return globalTest_;
}
template <class ScalarType, class MV, class OP>
void
LOBPCGSolMgr<ScalarType,MV,OP>::setDebugStatusTest(
const Teuchos::RCP< StatusTest<ScalarType,MV,OP> > &debug)
{
debugTest_ = debug;
}
template <class ScalarType, class MV, class OP>
const Teuchos::RCP< StatusTest<ScalarType,MV,OP> > &
LOBPCGSolMgr<ScalarType,MV,OP>::getDebugStatusTest() const
{
return debugTest_;
}
template <class ScalarType, class MV, class OP>
void
LOBPCGSolMgr<ScalarType,MV,OP>::setLockingStatusTest(
const Teuchos::RCP< StatusTest<ScalarType,MV,OP> > &locking)
{
lockingTest_ = locking;
}
template <class ScalarType, class MV, class OP>
const Teuchos::RCP< StatusTest<ScalarType,MV,OP> > &
LOBPCGSolMgr<ScalarType,MV,OP>::getLockingStatusTest() const
{
return lockingTest_;
}
} // end Anasazi namespace
#endif /* ANASAZI_LOBPCG_SOLMGR_HPP */
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