Actual source code: eige.c

  1: #include <petsc/private/kspimpl.h>
  2: #include <petscdm.h>
  3: #include <petscblaslapack.h>

  5: typedef struct {
  6:   KSP ksp;
  7:   Vec work;
  8: } Mat_KSP;

 10: static PetscErrorCode MatCreateVecs_KSP(Mat A, Vec *X, Vec *Y)
 11: {
 12:   Mat_KSP *ctx;
 13:   Mat      M;

 15:   PetscFunctionBegin;
 16:   PetscCall(MatShellGetContext(A, &ctx));
 17:   PetscCall(KSPGetOperators(ctx->ksp, &M, NULL));
 18:   PetscCall(MatCreateVecs(M, X, Y));
 19:   PetscFunctionReturn(PETSC_SUCCESS);
 20: }

 22: static PetscErrorCode MatMult_KSP(Mat A, Vec X, Vec Y)
 23: {
 24:   Mat_KSP *ctx;

 26:   PetscFunctionBegin;
 27:   PetscCall(MatShellGetContext(A, &ctx));
 28:   PetscCall(KSP_PCApplyBAorAB(ctx->ksp, X, Y, ctx->work));
 29:   PetscFunctionReturn(PETSC_SUCCESS);
 30: }

 32: /*@C
 33:   KSPComputeOperator - Computes the explicit preconditioned operator, including diagonal scaling and null
 34:   space removal if applicable.

 36:   Collective

 38:   Input Parameters:
 39: + ksp     - the Krylov subspace context
 40: - mattype - the matrix type to be used

 42:   Output Parameter:
 43: . mat - the explicit preconditioned operator

 45:   Level: advanced

 47:   Notes:
 48:   This computation is done by applying the operators to columns of the
 49:   identity matrix.

 51:   Currently, this routine uses a dense matrix format for the output operator if `mattype` is `NULL`.
 52:   This routine is costly in general, and is recommended for use only with relatively small systems.

 54: .seealso: [](ch_ksp), `KSP`, `KSPSetOperators()`, `KSPComputeEigenvaluesExplicitly()`, `PCComputeOperator()`, `KSPSetDiagonalScale()`, `KSPSetNullSpace()`, `MatType`
 55: @*/
 56: PetscErrorCode KSPComputeOperator(KSP ksp, MatType mattype, Mat *mat)
 57: {
 58:   PetscInt N, M, m, n;
 59:   Mat_KSP  ctx;
 60:   Mat      A, Aksp;

 62:   PetscFunctionBegin;
 64:   PetscAssertPointer(mat, 3);
 65:   PetscCall(KSPGetOperators(ksp, &A, NULL));
 66:   PetscCall(MatGetLocalSize(A, &m, &n));
 67:   PetscCall(MatGetSize(A, &M, &N));
 68:   PetscCall(MatCreateShell(PetscObjectComm((PetscObject)ksp), m, n, M, N, &ctx, &Aksp));
 69:   PetscCall(MatShellSetOperation(Aksp, MATOP_MULT, (void (*)(void))MatMult_KSP));
 70:   PetscCall(MatShellSetOperation(Aksp, MATOP_CREATE_VECS, (void (*)(void))MatCreateVecs_KSP));
 71:   ctx.ksp = ksp;
 72:   PetscCall(MatCreateVecs(A, &ctx.work, NULL));
 73:   PetscCall(MatComputeOperator(Aksp, mattype, mat));
 74:   PetscCall(VecDestroy(&ctx.work));
 75:   PetscCall(MatDestroy(&Aksp));
 76:   PetscFunctionReturn(PETSC_SUCCESS);
 77: }

 79: /*@
 80:   KSPComputeEigenvaluesExplicitly - Computes all of the eigenvalues of the
 81:   preconditioned operator using LAPACK.

 83:   Collective

 85:   Input Parameters:
 86: + ksp  - iterative context obtained from `KSPCreate()`
 87: - nmax - size of arrays `r` and `c`

 89:   Output Parameters:
 90: + r - real part of computed eigenvalues, provided by user with a dimension at least of `n`
 91: - c - complex part of computed eigenvalues, provided by user with a dimension at least of `n`

 93:   Level: advanced

 95:   Notes:
 96:   This approach is very slow but will generally provide accurate eigenvalue
 97:   estimates.  This routine explicitly forms a dense matrix representing
 98:   the preconditioned operator, and thus will run only for relatively small
 99:   problems, say `n` < 500.

101:   Many users may just want to use the monitoring routine
102:   `KSPMonitorSingularValue()` (which can be set with option -ksp_monitor_singular_value)
103:   to print the singular values at each iteration of the linear solve.

105:   The preconditioner operator, rhs vector, and solution vectors should be
106:   set before this routine is called. i.e use `KSPSetOperators()`, `KSPSolve()`

108: .seealso: [](ch_ksp), `KSP`, `KSPComputeEigenvalues()`, `KSPMonitorSingularValue()`, `KSPComputeExtremeSingularValues()`, `KSPSetOperators()`, `KSPSolve()`
109: @*/
110: PetscErrorCode KSPComputeEigenvaluesExplicitly(KSP ksp, PetscInt nmax, PetscReal r[], PetscReal c[])
111: {
112:   Mat                BA;
113:   PetscMPIInt        size, rank;
114:   MPI_Comm           comm;
115:   PetscScalar       *array;
116:   Mat                A;
117:   PetscInt           m, row, nz, i, n, dummy;
118:   const PetscInt    *cols;
119:   const PetscScalar *vals;

121:   PetscFunctionBegin;
122:   PetscCall(PetscObjectGetComm((PetscObject)ksp, &comm));
123:   PetscCall(KSPComputeOperator(ksp, MATDENSE, &BA));
124:   PetscCallMPI(MPI_Comm_size(comm, &size));
125:   PetscCallMPI(MPI_Comm_rank(comm, &rank));

127:   PetscCall(MatGetSize(BA, &n, &n));
128:   if (size > 1) { /* assemble matrix on first processor */
129:     PetscCall(MatCreate(PetscObjectComm((PetscObject)ksp), &A));
130:     if (rank == 0) {
131:       PetscCall(MatSetSizes(A, n, n, n, n));
132:     } else {
133:       PetscCall(MatSetSizes(A, 0, 0, n, n));
134:     }
135:     PetscCall(MatSetType(A, MATMPIDENSE));
136:     PetscCall(MatMPIDenseSetPreallocation(A, NULL));

138:     PetscCall(MatGetOwnershipRange(BA, &row, &dummy));
139:     PetscCall(MatGetLocalSize(BA, &m, &dummy));
140:     for (i = 0; i < m; i++) {
141:       PetscCall(MatGetRow(BA, row, &nz, &cols, &vals));
142:       PetscCall(MatSetValues(A, 1, &row, nz, cols, vals, INSERT_VALUES));
143:       PetscCall(MatRestoreRow(BA, row, &nz, &cols, &vals));
144:       row++;
145:     }

147:     PetscCall(MatAssemblyBegin(A, MAT_FINAL_ASSEMBLY));
148:     PetscCall(MatAssemblyEnd(A, MAT_FINAL_ASSEMBLY));
149:     PetscCall(MatDenseGetArray(A, &array));
150:   } else {
151:     PetscCall(MatDenseGetArray(BA, &array));
152:   }

154: #if !defined(PETSC_USE_COMPLEX)
155:   if (rank == 0) {
156:     PetscScalar *work;
157:     PetscReal   *realpart, *imagpart;
158:     PetscBLASInt idummy, lwork;
159:     PetscInt    *perm;

161:     idummy = n;
162:     lwork  = 5 * n;
163:     PetscCall(PetscMalloc2(n, &realpart, n, &imagpart));
164:     PetscCall(PetscMalloc1(5 * n, &work));
165:     {
166:       PetscBLASInt lierr;
167:       PetscScalar  sdummy;
168:       PetscBLASInt bn;

170:       PetscCall(PetscBLASIntCast(n, &bn));
171:       PetscCall(PetscFPTrapPush(PETSC_FP_TRAP_OFF));
172:       PetscCallBLAS("LAPACKgeev", LAPACKgeev_("N", "N", &bn, array, &bn, realpart, imagpart, &sdummy, &idummy, &sdummy, &idummy, work, &lwork, &lierr));
173:       PetscCheck(!lierr, PETSC_COMM_SELF, PETSC_ERR_LIB, "Error in LAPACK routine %d", (int)lierr);
174:       PetscCall(PetscFPTrapPop());
175:     }
176:     PetscCall(PetscFree(work));
177:     PetscCall(PetscMalloc1(n, &perm));

179:     for (i = 0; i < n; i++) perm[i] = i;
180:     PetscCall(PetscSortRealWithPermutation(n, realpart, perm));
181:     for (i = 0; i < n; i++) {
182:       r[i] = realpart[perm[i]];
183:       c[i] = imagpart[perm[i]];
184:     }
185:     PetscCall(PetscFree(perm));
186:     PetscCall(PetscFree2(realpart, imagpart));
187:   }
188: #else
189:   if (rank == 0) {
190:     PetscScalar *work, *eigs;
191:     PetscReal   *rwork;
192:     PetscBLASInt idummy, lwork;
193:     PetscInt    *perm;

195:     idummy = n;
196:     lwork  = 5 * n;
197:     PetscCall(PetscMalloc1(5 * n, &work));
198:     PetscCall(PetscMalloc1(2 * n, &rwork));
199:     PetscCall(PetscMalloc1(n, &eigs));
200:     {
201:       PetscBLASInt lierr;
202:       PetscScalar  sdummy;
203:       PetscBLASInt nb;
204:       PetscCall(PetscBLASIntCast(n, &nb));
205:       PetscCall(PetscFPTrapPush(PETSC_FP_TRAP_OFF));
206:       PetscCallBLAS("LAPACKgeev", LAPACKgeev_("N", "N", &nb, array, &nb, eigs, &sdummy, &idummy, &sdummy, &idummy, work, &lwork, rwork, &lierr));
207:       PetscCheck(!lierr, PETSC_COMM_SELF, PETSC_ERR_LIB, "Error in LAPACK routine %d", (int)lierr);
208:       PetscCall(PetscFPTrapPop());
209:     }
210:     PetscCall(PetscFree(work));
211:     PetscCall(PetscFree(rwork));
212:     PetscCall(PetscMalloc1(n, &perm));
213:     for (i = 0; i < n; i++) perm[i] = i;
214:     for (i = 0; i < n; i++) r[i] = PetscRealPart(eigs[i]);
215:     PetscCall(PetscSortRealWithPermutation(n, r, perm));
216:     for (i = 0; i < n; i++) {
217:       r[i] = PetscRealPart(eigs[perm[i]]);
218:       c[i] = PetscImaginaryPart(eigs[perm[i]]);
219:     }
220:     PetscCall(PetscFree(perm));
221:     PetscCall(PetscFree(eigs));
222:   }
223: #endif
224:   if (size > 1) {
225:     PetscCall(MatDenseRestoreArray(A, &array));
226:     PetscCall(MatDestroy(&A));
227:   } else {
228:     PetscCall(MatDenseRestoreArray(BA, &array));
229:   }
230:   PetscCall(MatDestroy(&BA));
231:   PetscFunctionReturn(PETSC_SUCCESS);
232: }

234: static PetscErrorCode PolyEval(PetscInt nroots, const PetscReal *r, const PetscReal *c, PetscReal x, PetscReal y, PetscReal *px, PetscReal *py)
235: {
236:   PetscInt  i;
237:   PetscReal rprod = 1, iprod = 0;

239:   PetscFunctionBegin;
240:   for (i = 0; i < nroots; i++) {
241:     PetscReal rnew = rprod * (x - r[i]) - iprod * (y - c[i]);
242:     PetscReal inew = rprod * (y - c[i]) + iprod * (x - r[i]);
243:     rprod          = rnew;
244:     iprod          = inew;
245:   }
246:   *px = rprod;
247:   *py = iprod;
248:   PetscFunctionReturn(PETSC_SUCCESS);
249: }

251: #include <petscdraw.h>
252: /* Collective */
253: PetscErrorCode KSPPlotEigenContours_Private(KSP ksp, PetscInt neig, const PetscReal *r, const PetscReal *c)
254: {
255:   PetscReal     xmin, xmax, ymin, ymax, *xloc, *yloc, *value, px0, py0, rscale, iscale;
256:   PetscInt      M, N, i, j;
257:   PetscMPIInt   rank;
258:   PetscViewer   viewer;
259:   PetscDraw     draw;
260:   PetscDrawAxis drawaxis;

262:   PetscFunctionBegin;
263:   PetscCallMPI(MPI_Comm_rank(PetscObjectComm((PetscObject)ksp), &rank));
264:   if (rank) PetscFunctionReturn(PETSC_SUCCESS);
265:   M    = 80;
266:   N    = 80;
267:   xmin = r[0];
268:   xmax = r[0];
269:   ymin = c[0];
270:   ymax = c[0];
271:   for (i = 1; i < neig; i++) {
272:     xmin = PetscMin(xmin, r[i]);
273:     xmax = PetscMax(xmax, r[i]);
274:     ymin = PetscMin(ymin, c[i]);
275:     ymax = PetscMax(ymax, c[i]);
276:   }
277:   PetscCall(PetscMalloc3(M, &xloc, N, &yloc, M * N, &value));
278:   for (i = 0; i < M; i++) xloc[i] = xmin - 0.1 * (xmax - xmin) + 1.2 * (xmax - xmin) * i / (M - 1);
279:   for (i = 0; i < N; i++) yloc[i] = ymin - 0.1 * (ymax - ymin) + 1.2 * (ymax - ymin) * i / (N - 1);
280:   PetscCall(PolyEval(neig, r, c, 0, 0, &px0, &py0));
281:   rscale = px0 / (PetscSqr(px0) + PetscSqr(py0));
282:   iscale = -py0 / (PetscSqr(px0) + PetscSqr(py0));
283:   for (j = 0; j < N; j++) {
284:     for (i = 0; i < M; i++) {
285:       PetscReal px, py, tx, ty, tmod;
286:       PetscCall(PolyEval(neig, r, c, xloc[i], yloc[j], &px, &py));
287:       tx   = px * rscale - py * iscale;
288:       ty   = py * rscale + px * iscale;
289:       tmod = PetscSqr(tx) + PetscSqr(ty); /* modulus of the complex polynomial */
290:       if (tmod > 1) tmod = 1.0;
291:       if (tmod > 0.5 && tmod < 1) tmod = 0.5;
292:       if (tmod > 0.2 && tmod < 0.5) tmod = 0.2;
293:       if (tmod > 0.05 && tmod < 0.2) tmod = 0.05;
294:       if (tmod < 1e-3) tmod = 1e-3;
295:       value[i + j * M] = PetscLogReal(tmod) / PetscLogReal(10.0);
296:     }
297:   }
298:   PetscCall(PetscViewerDrawOpen(PETSC_COMM_SELF, NULL, "Iteratively Computed Eigen-contours", PETSC_DECIDE, PETSC_DECIDE, 450, 450, &viewer));
299:   PetscCall(PetscViewerDrawGetDraw(viewer, 0, &draw));
300:   PetscCall(PetscDrawTensorContour(draw, M, N, NULL, NULL, value));
301:   if (0) {
302:     PetscCall(PetscDrawAxisCreate(draw, &drawaxis));
303:     PetscCall(PetscDrawAxisSetLimits(drawaxis, xmin, xmax, ymin, ymax));
304:     PetscCall(PetscDrawAxisSetLabels(drawaxis, "Eigen-counters", "real", "imag"));
305:     PetscCall(PetscDrawAxisDraw(drawaxis));
306:     PetscCall(PetscDrawAxisDestroy(&drawaxis));
307:   }
308:   PetscCall(PetscViewerDestroy(&viewer));
309:   PetscCall(PetscFree3(xloc, yloc, value));
310:   PetscFunctionReturn(PETSC_SUCCESS);
311: }