/usr/include/trilinos/AnasaziSVQBOrthoManager.hpp is in libtrilinos-anasazi-dev 12.10.1-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 | // @HEADER
// ***********************************************************************
//
// 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
/*! \file AnasaziSVQBOrthoManager.hpp
\brief Orthogonalization manager based on the SVQB technique described in
"A Block Orthogonalization Procedure With Constant Synchronization Requirements", A. Stathapoulos and K. Wu
*/
#ifndef ANASAZI_SVQB_ORTHOMANAGER_HPP
#define ANASAZI_SVQB_ORTHOMANAGER_HPP
/*! \class Anasazi::SVQBOrthoManager
\brief An implementation of the Anasazi::MatOrthoManager that performs orthogonalization
using the SVQB iterative orthogonalization technique described by Stathapoulos and Wu. This orthogonalization routine,
while not returning the upper triangular factors of the popular Gram-Schmidt method, has a communication
cost (measured in number of communication calls) that is independent of the number of columns in the basis.
\author Chris Baker, Ulrich Hetmaniuk, Rich Lehoucq, and Heidi Thornquist
*/
#include "AnasaziConfigDefs.hpp"
#include "AnasaziMultiVecTraits.hpp"
#include "AnasaziOperatorTraits.hpp"
#include "AnasaziMatOrthoManager.hpp"
#include "Teuchos_LAPACK.hpp"
namespace Anasazi {
template<class ScalarType, class MV, class OP>
class SVQBOrthoManager : public MatOrthoManager<ScalarType,MV,OP> {
private:
typedef typename Teuchos::ScalarTraits<ScalarType>::magnitudeType MagnitudeType;
typedef Teuchos::ScalarTraits<ScalarType> SCT;
typedef Teuchos::ScalarTraits<MagnitudeType> SCTM;
typedef MultiVecTraits<ScalarType,MV> MVT;
typedef OperatorTraits<ScalarType,MV,OP> OPT;
std::string dbgstr;
public:
//! @name Constructor/Destructor
//@{
//! Constructor specifying re-orthogonalization tolerance.
SVQBOrthoManager( Teuchos::RCP<const OP> Op = Teuchos::null, bool debug = false );
//! Destructor
~SVQBOrthoManager() {};
//@}
//! @name Methods implementing Anasazi::MatOrthoManager
//@{
/*! \brief Given a list of mutually orthogonal and internally orthonormal bases \c Q, this method
* projects a multivector \c X onto the space orthogonal to the individual <tt>Q[i]</tt>,
* optionally returning the coefficients of \c X for the individual <tt>Q[i]</tt>. All of this is done with respect
* to the inner product innerProd().
*
* After calling this routine, \c X will be orthogonal to each of the <tt>Q[i]</tt>.
*
@param X [in/out] The multivector to be modified.<br>
On output, the columns of \c X will be orthogonal to each <tt>Q[i]</tt>, satisfying
\f[
X_{out} = X_{in} - \sum_i Q[i] \langle Q[i], X_{in} \rangle
\f]
@param MX [in/out] The image of \c X under the inner product operator \c Op.
If \f$ MX != 0\f$: On input, this is expected to be consistent with \c Op \cdot X. On output, this is updated consistent with updates to \c X.
If \f$ MX == 0\f$ or \f$ Op == 0\f$: \c MX is not referenced.
@param C [out] The coefficients of \c X in the bases <tt>Q[i]</tt>. If <tt>C[i]</tt> is a non-null pointer
and <tt>C[i]</tt> matches the dimensions of \c X and <tt>Q[i]</tt>, then the coefficients computed during the orthogonalization
routine will be stored in the matrix <tt>C[i]</tt>, similar to calling
\code
innerProd( Q[i], X, C[i] );
\endcode
If <tt>C[i]</tt> points to a Teuchos::SerialDenseMatrix with size
inconsistent with \c X and \c <tt>Q[i]</tt>, then a std::invalid_argument
exception will be thrown. Otherwise, if <tt>C.size() < i</tt> or
<tt>C[i]</tt> is a null pointer, the caller will not have access to the
computed coefficients.
@param Q [in] A list of multivector bases specifying the subspaces to be orthogonalized against, satisfying
\f[
\langle Q[i], Q[j] \rangle = I \quad\textrm{if}\quad i=j
\f]
and
\f[
\langle Q[i], Q[j] \rangle = 0 \quad\textrm{if}\quad i \neq j\ .
\f]
*/
void projectMat (
MV &X,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C
= Teuchos::tuple(Teuchos::RCP< Teuchos::SerialDenseMatrix<int,ScalarType> >(Teuchos::null)),
Teuchos::RCP<MV> MX = Teuchos::null,
Teuchos::Array<Teuchos::RCP<const MV> > MQ = Teuchos::tuple(Teuchos::RCP<const MV>(Teuchos::null))
) const;
/*! \brief This method takes a multivector \c X and attempts to compute an orthonormal basis for \f$colspan(X)\f$, with respect to innerProd().
*
* This method does not compute an upper triangular coefficient matrix \c B.
*
* This routine returns an integer \c rank stating the rank of the computed basis. If \c X does not have full rank and the normalize() routine does
* not attempt to augment the subspace, then \c rank may be smaller than the number of columns in \c X. In this case, only the first \c rank columns of
* output \c X and first \c rank rows of \c B will be valid.
*
* The method attempts to find a basis with dimension equal to the number of columns in \c X. It does this by augmenting linearly dependent
* vectors in \c X with random directions. A finite number of these attempts will be made; therefore, it is possible that the dimension of the
* computed basis is less than the number of vectors in \c X.
*
@param X [in/out] The multivector to be modified.<br>
On output, the first \c rank columns of \c X satisfy
\f[
\langle X[i], X[j] \rangle = \delta_{ij}\ .
\f]
Also,
\f[
X_{in}(1:m,1:n) = X_{out}(1:m,1:rank) B(1:rank,1:n)
\f]
where \c m is the number of rows in \c X and \c n is the number of columns in \c X.
@param MX [in/out] The image of \c X under the inner product operator \c Op.
If \f$ MX != 0\f$: On input, this is expected to be consistent with \c Op \cdot X. On output, this is updated consistent with updates to \c X.
If \f$ MX == 0\f$ or \f$ Op == 0\f$: \c MX is not referenced.
@param B [out] The coefficients of the original \c X with respect to the computed basis. If \c B is a non-null pointer and \c B matches the dimensions of \c B, then the
coefficients computed during the orthogonalization routine will be stored in \c B, similar to calling
\code
innerProd( Xout, Xin, B );
\endcode
If \c B points to a Teuchos::SerialDenseMatrix with size inconsistent with \c X, then a std::invalid_argument exception will be thrown. Otherwise, if \c B is null, the caller will not have
access to the computed coefficients. This matrix is not necessarily triangular (as in a QR factorization); see the documentation of specific orthogonalization managers.<br>
In general, \c B has no non-zero structure.
@return Rank of the basis computed by this method, less than or equal to the number of columns in \c X. This specifies how many columns in the returned \c X and rows in the returned \c B are valid.
*/
int normalizeMat (
MV &X,
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B = Teuchos::null,
Teuchos::RCP<MV> MX = Teuchos::null
) const;
/*! \brief Given a set of bases <tt>Q[i]</tt> and a multivector \c X, this method computes an orthonormal basis for \f$colspan(X) - \sum_i colspan(Q[i])\f$.
*
* This routine returns an integer \c rank stating the rank of the computed basis. If the subspace \f$colspan(X) - \sum_i colspan(Q[i])\f$ does not
* have dimension as large as the number of columns of \c X and the orthogonalization manager doe not attempt to augment the subspace, then \c rank
* may be smaller than the number of columns of \c X. In this case, only the first \c rank columns of output \c X and first \c rank rows of \c B will
* be valid.
*
* The method attempts to find a basis with dimension the same as the number of columns in \c X. It does this by augmenting linearly dependent
* vectors with random directions. A finite number of these attempts will be made; therefore, it is possible that the dimension of the
* computed basis is less than the number of vectors in \c X.
*
@param X [in/out] The multivector to be modified.<br>
On output, the first \c rank columns of \c X satisfy
\f[
\langle X[i], X[j] \rangle = \delta_{ij} \quad \textrm{and} \quad \langle X, Q[i] \rangle = 0\ .
\f]
Also,
\f[
X_{in}(1:m,1:n) = X_{out}(1:m,1:rank) B(1:rank,1:n) + \sum_i Q[i] C[i]
\f]
where \c m is the number of rows in \c X and \c n is the number of columns in \c X.
@param MX [in/out] The image of \c X under the inner product operator \c Op.
If \f$ MX != 0\f$: On input, this is expected to be consistent with \c Op \cdot X. On output, this is updated consistent with updates to \c X.
If \f$ MX == 0\f$ or \f$ Op == 0\f$: \c MX is not referenced.
@param C [out] The coefficients of \c X in the <tt>Q[i]</tt>. If <tt>C[i]</tt> is a non-null pointer
and <tt>C[i]</tt> matches the dimensions of \c X and <tt>Q[i]</tt>, then the coefficients computed during the orthogonalization
routine will be stored in the matrix <tt>C[i]</tt>, similar to calling
\code
innerProd( Q[i], X, C[i] );
\endcode
If <tt>C[i]</tt> points to a Teuchos::SerialDenseMatrix with size
inconsistent with \c X and \c <tt>Q[i]</tt>, then a std::invalid_argument
exception will be thrown. Otherwise, if <tt>C.size() < i</tt> or
<tt>C[i]</tt> is a null pointer, the caller will not have access to the
computed coefficients.
@param B [out] The coefficients of the original \c X with respect to the computed basis. If \c B is a non-null pointer and \c B matches the dimensions of \c B, then the
coefficients computed during the orthogonalization routine will be stored in \c B, similar to calling
\code
innerProd( Xout, Xin, B );
\endcode
If \c B points to a Teuchos::SerialDenseMatrix with size inconsistent with \c X, then a std::invalid_argument exception will be thrown. Otherwise, if \c B is null, the caller will not have
access to the computed coefficients. This matrix is not necessarily triangular (as in a QR factorization); see the documentation of specific orthogonalization managers.<br>
In general, \c B has no non-zero structure.
@param Q [in] A list of multivector bases specifying the subspaces to be orthogonalized against, satisfying
\f[
\langle Q[i], Q[j] \rangle = I \quad\textrm{if}\quad i=j
\f]
and
\f[
\langle Q[i], Q[j] \rangle = 0 \quad\textrm{if}\quad i \neq j\ .
\f]
@return Rank of the basis computed by this method, less than or equal to the number of columns in \c X. This specifies how many columns in the returned \c X and rows in the returned \c B are valid.
*/
int projectAndNormalizeMat (
MV &X,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C
= Teuchos::tuple(Teuchos::RCP< Teuchos::SerialDenseMatrix<int,ScalarType> >(Teuchos::null)),
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B = Teuchos::null,
Teuchos::RCP<MV> MX = Teuchos::null,
Teuchos::Array<Teuchos::RCP<const MV> > MQ = Teuchos::tuple(Teuchos::RCP<const MV>(Teuchos::null))
) const;
//@}
//! @name Error methods
//@{
/*! \brief This method computes the error in orthonormality of a multivector, measured
* as the Frobenius norm of the difference <tt>innerProd(X,Y) - I</tt>.
* The method has the option of exploiting a caller-provided \c MX.
*/
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType
orthonormErrorMat(const MV &X, Teuchos::RCP<const MV> MX = Teuchos::null) const;
/*! \brief This method computes the error in orthogonality of two multivectors, measured
* as the Frobenius norm of <tt>innerProd(X,Y)</tt>.
* The method has the option of exploiting a caller-provided \c MX.
*/
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType
orthogErrorMat(
const MV &X,
const MV &Y,
Teuchos::RCP<const MV> MX = Teuchos::null,
Teuchos::RCP<const MV> MY = Teuchos::null
) const;
//@}
private:
MagnitudeType eps_;
bool debug_;
// ! Routine to find an orthogonal/orthonormal basis
int findBasis(MV &X, Teuchos::RCP<MV> MX,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C,
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
bool normalize_in ) const;
};
//////////////////////////////////////////////////////////////////////////////////////////////////
// Constructor
template<class ScalarType, class MV, class OP>
SVQBOrthoManager<ScalarType,MV,OP>::SVQBOrthoManager( Teuchos::RCP<const OP> Op, bool debug)
: MatOrthoManager<ScalarType,MV,OP>(Op), dbgstr(" *** "), debug_(debug) {
Teuchos::LAPACK<int,MagnitudeType> lapack;
eps_ = lapack.LAMCH('E');
if (debug_) {
std::cout << "eps_ == " << eps_ << std::endl;
}
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Compute the distance from orthonormality
template<class ScalarType, class MV, class OP>
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType
SVQBOrthoManager<ScalarType,MV,OP>::orthonormErrorMat(const MV &X, Teuchos::RCP<const MV> MX) const {
const ScalarType ONE = SCT::one();
int rank = MVT::GetNumberVecs(X);
Teuchos::SerialDenseMatrix<int,ScalarType> xTx(rank,rank);
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(X,X,xTx,MX,MX);
for (int i=0; i<rank; i++) {
xTx(i,i) -= ONE;
}
return xTx.normFrobenius();
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Compute the distance from orthogonality
template<class ScalarType, class MV, class OP>
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType
SVQBOrthoManager<ScalarType,MV,OP>::orthogErrorMat(
const MV &X,
const MV &Y,
Teuchos::RCP<const MV> MX,
Teuchos::RCP<const MV> MY
) const {
int r1 = MVT::GetNumberVecs(X);
int r2 = MVT::GetNumberVecs(Y);
Teuchos::SerialDenseMatrix<int,ScalarType> xTx(r1,r2);
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(X,Y,xTx,MX,MY);
return xTx.normFrobenius();
}
//////////////////////////////////////////////////////////////////////////////////////////////////
template<class ScalarType, class MV, class OP>
void SVQBOrthoManager<ScalarType, MV, OP>::projectMat(
MV &X,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C,
Teuchos::RCP<MV> MX,
Teuchos::Array<Teuchos::RCP<const MV> > MQ) const {
(void)MQ;
findBasis(X,MX,C,Teuchos::null,Q,false);
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Find an Op-orthonormal basis for span(X), with rank numvectors(X)
template<class ScalarType, class MV, class OP>
int SVQBOrthoManager<ScalarType, MV, OP>::normalizeMat(
MV &X,
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B,
Teuchos::RCP<MV> MX) const {
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C;
Teuchos::Array<Teuchos::RCP<const MV> > Q;
return findBasis(X,MX,C,B,Q,true);
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Find an Op-orthonormal basis for span(X) - span(W)
template<class ScalarType, class MV, class OP>
int SVQBOrthoManager<ScalarType, MV, OP>::projectAndNormalizeMat(
MV &X,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C,
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B,
Teuchos::RCP<MV> MX,
Teuchos::Array<Teuchos::RCP<const MV> > MQ) const {
(void)MQ;
return findBasis(X,MX,C,B,Q,true);
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Find an Op-orthonormal basis for span(X), with the option of extending the subspace so that
// the rank is numvectors(X)
//
// Tracking the coefficients (C[i] and B) for this code is complicated by the fact that the loop
// structure looks like
// do
// project
// do
// ortho
// end
// end
// However, the recurrence for the coefficients is not complicated:
// B = I
// C = 0
// do
// project yields newC
// C = C + newC*B
// do
// ortho yields newR
// B = newR*B
// end
// end
// This holds for each individual C[i] (which correspond to the list of bases we are orthogonalizing
// against).
//
template<class ScalarType, class MV, class OP>
int SVQBOrthoManager<ScalarType, MV, OP>::findBasis(
MV &X, Teuchos::RCP<MV> MX,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C,
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
bool normalize_in) const {
const ScalarType ONE = SCT::one();
const MagnitudeType MONE = SCTM::one();
const MagnitudeType ZERO = SCTM::zero();
int numGS = 0,
numSVQB = 0,
numRand = 0;
// get sizes of X,MX
int xc = MVT::GetNumberVecs(X);
ptrdiff_t xr = MVT::GetGlobalLength( X );
// get sizes of Q[i]
int nq = Q.length();
ptrdiff_t qr = (nq == 0) ? 0 : MVT::GetGlobalLength(*Q[0]);
ptrdiff_t qsize = 0;
std::vector<int> qcs(nq);
for (int i=0; i<nq; i++) {
qcs[i] = MVT::GetNumberVecs(*Q[i]);
qsize += qcs[i];
}
if (normalize_in == true && qsize + xc > xr) {
// not well-posed
TEUCHOS_TEST_FOR_EXCEPTION( true, std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): Orthogonalization constraints not feasible" );
}
// try to short-circuit as early as possible
if (normalize_in == false && (qsize == 0 || xc == 0)) {
// nothing to do
return 0;
}
else if (normalize_in == true && (xc == 0 || xr == 0)) {
// normalize requires X not empty
TEUCHOS_TEST_FOR_EXCEPTION( true, std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): X must be non-empty" );
}
// check that Q matches X
TEUCHOS_TEST_FOR_EXCEPTION( qsize != 0 && qr != xr , std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): Size of X not consistant with size of Q" );
/* If we don't have enough C, expanding it creates null references
* If we have too many, resizing just throws away the later ones
* If we have exactly as many as we have Q, this call has no effect
*/
C.resize(nq);
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > newC(nq);
// check the size of the C[i] against the Q[i] and consistency between Q[i]
for (int i=0; i<nq; i++) {
// check size of Q[i]
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength( *Q[i] ) != qr, std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): Size of Q not mutually consistant" );
TEUCHOS_TEST_FOR_EXCEPTION( qr < qcs[i], std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): Q has less rows than columns" );
// check size of C[i]
if ( C[i] == Teuchos::null ) {
C[i] = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(qcs[i],xc) );
}
else {
TEUCHOS_TEST_FOR_EXCEPTION( C[i]->numRows() != qcs[i] || C[i]->numCols() != xc, std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): Size of Q not consistant with C" );
}
// clear C[i]
C[i]->putScalar(ZERO);
newC[i] = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(C[i]->numRows(),C[i]->numCols()) );
}
////////////////////////////////////////////////////////
// Allocate necessary storage
// C were allocated above
// Allocate MX and B (if necessary)
// Set B = I
if (normalize_in == true) {
if ( B == Teuchos::null ) {
B = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(xc,xc) );
}
TEUCHOS_TEST_FOR_EXCEPTION( B->numRows() != xc || B->numCols() != xc, std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): Size of B not consistant with X" );
// set B to I
B->putScalar(ZERO);
for (int i=0; i<xc; i++) {
(*B)(i,i) = MONE;
}
}
/******************************************
* If _hasOp == false, DO NOT MODIFY MX *
******************************************
* if Op==null, MX == X (via pointer)
* Otherwise, either the user passed in MX or we will allocate and compute it
*
* workX will be a multivector of the same size as X, used to perform X*S when normalizing
*/
Teuchos::RCP<MV> workX;
if (normalize_in) {
workX = MVT::Clone(X,xc);
}
if (this->_hasOp) {
if (MX == Teuchos::null) {
// we need to allocate space for MX
MX = MVT::Clone(X,xc);
OPT::Apply(*(this->_Op),X,*MX);
this->_OpCounter += MVT::GetNumberVecs(X);
}
}
else {
MX = Teuchos::rcpFromRef(X);
}
std::vector<ScalarType> normX(xc), invnormX(xc);
Teuchos::SerialDenseMatrix<int,ScalarType> XtMX(xc,xc), workU(1,1);
Teuchos::LAPACK<int,ScalarType> lapack;
/**********************************************************************
* allocate storage for eigenvectors,eigenvalues of X^T Op X, and for
* the work space needed to compute this xc-by-xc eigendecomposition
**********************************************************************/
std::vector<ScalarType> work;
std::vector<MagnitudeType> lambda, lambdahi, rwork;
if (normalize_in) {
// get size of work from ILAENV
int lwork = lapack.ILAENV(1,"hetrd","VU",xc,-1,-1,-1);
// lwork >= (nb+1)*n for complex
// lwork >= (nb+2)*n for real
TEUCHOS_TEST_FOR_EXCEPTION( lwork < 0, OrthoError,
"Anasazi::SVQBOrthoManager::findBasis(): Error code from ILAENV" );
lwork = (lwork+2)*xc;
work.resize(lwork);
// size of rwork is max(1,3*xc-2)
lwork = (3*xc-2 > 1) ? 3*xc - 2 : 1;
rwork.resize(lwork);
// size of lambda is xc
lambda.resize(xc);
lambdahi.resize(xc);
workU.reshape(xc,xc);
}
// test sizes of X,MX
int mxc = (this->_hasOp) ? MVT::GetNumberVecs( *MX ) : xc;
ptrdiff_t mxr = (this->_hasOp) ? MVT::GetGlobalLength( *MX ) : xr;
TEUCHOS_TEST_FOR_EXCEPTION( xc != mxc || xr != mxr, std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): Size of X not consistant with MX" );
// sentinel to continue the outer loop (perform another projection step)
bool doGramSchmidt = true;
// variable for testing orthonorm/orthog
MagnitudeType tolerance = MONE/SCTM::squareroot(eps_);
// outer loop
while (doGramSchmidt) {
////////////////////////////////////////////////////////////////////////////////////
// perform projection
if (qsize > 0) {
numGS++;
// Compute the norms of the vectors
{
std::vector<MagnitudeType> normX_mag(xc);
MatOrthoManager<ScalarType,MV,OP>::normMat(X,normX_mag,MX);
for (int i=0; i<xc; ++i) {
normX[i] = normX_mag[i];
invnormX[i] = (normX_mag[i] == ZERO) ? ZERO : MONE/normX_mag[i];
}
}
// normalize the vectors
MVT::MvScale(X,invnormX);
if (this->_hasOp) {
MVT::MvScale(*MX,invnormX);
}
// check that vectors are normalized now
if (debug_) {
std::vector<MagnitudeType> nrm2(xc);
std::cout << dbgstr << "max post-scale norm: (with/without MX) : ";
MagnitudeType maxpsnw = ZERO, maxpsnwo = ZERO;
MatOrthoManager<ScalarType,MV,OP>::normMat(X,nrm2,MX);
for (int i=0; i<xc; i++) {
maxpsnw = (nrm2[i] > maxpsnw ? nrm2[i] : maxpsnw);
}
this->norm(X,nrm2);
for (int i=0; i<xc; i++) {
maxpsnwo = (nrm2[i] > maxpsnwo ? nrm2[i] : maxpsnwo);
}
std::cout << "(" << maxpsnw << "," << maxpsnwo << ")" << std::endl;
}
// project the vectors onto the Qi
for (int i=0; i<nq; i++) {
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(*Q[i],X,*newC[i],Teuchos::null,MX);
}
// remove the components in Qi from X
for (int i=0; i<nq; i++) {
MVT::MvTimesMatAddMv(-ONE,*Q[i],*newC[i],ONE,X);
}
// un-scale the vectors
MVT::MvScale(X,normX);
// Recompute the vectors in MX
if (this->_hasOp) {
OPT::Apply(*(this->_Op),X,*MX);
this->_OpCounter += MVT::GetNumberVecs(X);
}
//
// Compute largest column norm of
// ( C[0] )
// C = ( .... )
// ( C[nq-1] )
MagnitudeType maxNorm = ZERO;
for (int j=0; j<xc; j++) {
MagnitudeType sum = ZERO;
for (int k=0; k<nq; k++) {
for (int i=0; i<qcs[k]; i++) {
sum += SCT::magnitude((*newC[k])(i,j))*SCT::magnitude((*newC[k])(i,j));
}
}
maxNorm = (sum > maxNorm) ? sum : maxNorm;
}
// do we perform another GS?
if (maxNorm < 0.36) {
doGramSchmidt = false;
}
// unscale newC to reflect the scaling of X
for (int k=0; k<nq; k++) {
for (int j=0; j<xc; j++) {
for (int i=0; i<qcs[k]; i++) {
(*newC[k])(i,j) *= normX[j];
}
}
}
// accumulate into C
if (normalize_in) {
// we are normalizing
int info;
for (int i=0; i<nq; i++) {
info = C[i]->multiply(Teuchos::NO_TRANS,Teuchos::NO_TRANS,ONE,*newC[i],*B,ONE);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0, std::logic_error, "Anasazi::SVQBOrthoManager::findBasis(): Input error to SerialDenseMatrix::multiply.");
}
}
else {
// not normalizing
for (int i=0; i<nq; i++) {
(*C[i]) += *newC[i];
}
}
}
else { // qsize == 0... don't perform projection
// don't do any more outer loops; all we need is to call the normalize code below
doGramSchmidt = false;
}
////////////////////////////////////////////////////////////////////////////////////
// perform normalization
if (normalize_in) {
MagnitudeType condT = tolerance;
while (condT >= tolerance) {
numSVQB++;
// compute X^T Op X
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(X,X,XtMX,MX,MX);
// compute scaling matrix for XtMX: D^{.5} and D^{-.5} (D-half and D-half-inv)
std::vector<MagnitudeType> Dh(xc), Dhi(xc);
for (int i=0; i<xc; i++) {
Dh[i] = SCT::magnitude(SCT::squareroot(XtMX(i,i)));
Dhi[i] = (Dh[i] == ZERO ? ZERO : MONE/Dh[i]);
}
// scale XtMX : S = D^{-.5} * XtMX * D^{-.5}
for (int i=0; i<xc; i++) {
for (int j=0; j<xc; j++) {
XtMX(i,j) *= Dhi[i]*Dhi[j];
}
}
// compute the eigenvalue decomposition of S=U*Lambda*U^T (using upper part)
int info;
lapack.HEEV('V', 'U', xc, XtMX.values(), XtMX.stride(), &lambda[0], &work[0], work.size(), &rwork[0], &info);
std::stringstream os;
os << "Anasazi::SVQBOrthoManager::findBasis(): Error code " << info << " from HEEV";
TEUCHOS_TEST_FOR_EXCEPTION( info != 0, OrthoError,
os.str() );
if (debug_) {
std::cout << dbgstr << "eigenvalues of XtMX: (";
for (int i=0; i<xc-1; i++) {
std::cout << lambda[i] << ",";
}
std::cout << lambda[xc-1] << ")" << std::endl;
}
// remember, HEEV orders the eigenvalues from smallest to largest
// examine condition number of Lambda, compute Lambda^{-.5}
MagnitudeType maxLambda = lambda[xc-1],
minLambda = lambda[0];
int iZeroMax = -1;
for (int i=0; i<xc; i++) {
if (lambda[i] <= 10*eps_*maxLambda) { // finish: this was eps_*eps_*maxLambda
iZeroMax = i;
lambda[i] = ZERO;
lambdahi[i] = ZERO;
}
/*
else if (lambda[i] < eps_*maxLambda) {
lambda[i] = SCTM::squareroot(eps_*maxLambda);
lambdahi[i] = MONE/lambda[i];
}
*/
else {
lambda[i] = SCTM::squareroot(lambda[i]);
lambdahi[i] = MONE/lambda[i];
}
}
// compute X * D^{-.5} * U * Lambda^{-.5} and new Op*X
//
// copy X into workX
std::vector<int> ind(xc);
for (int i=0; i<xc; i++) {ind[i] = i;}
MVT::SetBlock(X,ind,*workX);
//
// compute D^{-.5}*U*Lambda^{-.5} into workU
workU.assign(XtMX);
for (int j=0; j<xc; j++) {
for (int i=0; i<xc; i++) {
workU(i,j) *= Dhi[i]*lambdahi[j];
}
}
// compute workX * workU into X
MVT::MvTimesMatAddMv(ONE,*workX,workU,ZERO,X);
//
// note, it seems important to apply Op exactly for large condition numbers.
// for small condition numbers, we can update MX "implicitly"
// this trick reduces the number of applications of Op
if (this->_hasOp) {
if (maxLambda >= tolerance * minLambda) {
// explicit update of MX
OPT::Apply(*(this->_Op),X,*MX);
this->_OpCounter += MVT::GetNumberVecs(X);
}
else {
// implicit update of MX
// copy MX into workX
MVT::SetBlock(*MX,ind,*workX);
//
// compute workX * workU into MX
MVT::MvTimesMatAddMv(ONE,*workX,workU,ZERO,*MX);
}
}
// accumulate new B into previous B
// B = Lh * U^H * Dh * B
for (int j=0; j<xc; j++) {
for (int i=0; i<xc; i++) {
workU(i,j) = Dh[i] * (*B)(i,j);
}
}
info = B->multiply(Teuchos::CONJ_TRANS,Teuchos::NO_TRANS,ONE,XtMX,workU,ZERO);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0, std::logic_error, "Anasazi::SVQBOrthoManager::findBasis(): Input error to SerialDenseMatrix::multiply.");
for (int j=0; j<xc ;j++) {
for (int i=0; i<xc; i++) {
(*B)(i,j) *= lambda[i];
}
}
// check iZeroMax (rank indicator)
if (iZeroMax >= 0) {
if (debug_) {
std::cout << dbgstr << "augmenting multivec with " << iZeroMax+1 << " random directions" << std::endl;
}
numRand++;
// put random info in the first iZeroMax+1 vectors of X,MX
std::vector<int> ind2(iZeroMax+1);
for (int i=0; i<iZeroMax+1; i++) {
ind2[i] = i;
}
Teuchos::RCP<MV> Xnull,MXnull;
Xnull = MVT::CloneViewNonConst(X,ind2);
MVT::MvRandom(*Xnull);
if (this->_hasOp) {
MXnull = MVT::CloneViewNonConst(*MX,ind2);
OPT::Apply(*(this->_Op),*Xnull,*MXnull);
this->_OpCounter += MVT::GetNumberVecs(*Xnull);
MXnull = Teuchos::null;
}
Xnull = Teuchos::null;
condT = tolerance;
doGramSchmidt = true;
break; // break from while(condT > tolerance)
}
condT = SCTM::magnitude(maxLambda / minLambda);
if (debug_) {
std::cout << dbgstr << "condT: " << condT << ", tolerance = " << tolerance << std::endl;
}
// if multiple passes of SVQB are necessary, then pass through outer GS loop again
if ((doGramSchmidt == false) && (condT > SCTM::squareroot(tolerance))) {
doGramSchmidt = true;
}
} // end while (condT >= tolerance)
}
// end if(normalize_in)
} // end while (doGramSchmidt)
if (debug_) {
std::cout << dbgstr << "(numGS,numSVQB,numRand) : "
<< "(" << numGS
<< "," << numSVQB
<< "," << numRand
<< ")" << std::endl;
}
return xc;
}
} // namespace Anasazi
#endif // ANASAZI_SVQB_ORTHOMANAGER_HPP
|