Actual source code: cgeig.c
petsc-3.10.5 2019-03-28
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      2: /*
      3:       Code for calculating extreme eigenvalues via the Lanczo method
      4:    running with CG. Note this only works for symmetric real and Hermitian
      5:    matrices (not complex matrices that are symmetric).
      6: */
      7:  #include <../src/ksp/ksp/impls/cg/cgimpl.h>
      8: static PetscErrorCode LINPACKcgtql1(PetscInt*,PetscReal*,PetscReal*,PetscInt*);

     10: PetscErrorCode KSPComputeEigenvalues_CG(KSP ksp,PetscInt nmax,PetscReal *r,PetscReal *c,PetscInt *neig)
     11: {
     12:   KSP_CG         *cgP = (KSP_CG*)ksp->data;
     13:   PetscScalar    *d,*e;
     14:   PetscReal      *ee;
     16:   PetscInt       j,n = cgP->ned;

     19:   if (nmax < n) SETERRQ(PetscObjectComm((PetscObject)ksp),PETSC_ERR_ARG_SIZ,"Not enough room in work space r and c for eigenvalues");
     20:   *neig = n;

     22:   PetscMemzero(c,nmax*sizeof(PetscReal));
     23:   if (!n) {
     24:     return(0);
     25:   }
     26:   d = cgP->d; e = cgP->e; ee = cgP->ee;

     28:   /* copy tridiagonal matrix to work space */
     29:   for (j=0; j<n; j++) {
     30:     r[j]  = PetscRealPart(d[j]);
     31:     ee[j] = PetscRealPart(e[j]);
     32:   }

     34:   LINPACKcgtql1(&n,r,ee,&j);
     35:   if (j != 0) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_LIB,"Error from tql1(); eispack eigenvalue routine");
     36:   PetscSortReal(n,r);
     37:   return(0);
     38: }

     40: PetscErrorCode KSPComputeExtremeSingularValues_CG(KSP ksp,PetscReal *emax,PetscReal *emin)
     41: {
     42:   KSP_CG      *cgP = (KSP_CG*)ksp->data;
     43:   PetscScalar *d,*e;
     44:   PetscReal   *dd,*ee;
     45:   PetscInt    j,n = cgP->ned;

     48:   if (!n) {
     49:     *emax = *emin = 1.0;
     50:     return(0);
     51:   }
     52:   d = cgP->d; e = cgP->e; dd = cgP->dd; ee = cgP->ee;

     54:   /* copy tridiagonal matrix to work space */
     55:   for (j=0; j<n; j++) {
     56:     dd[j] = PetscRealPart(d[j]);
     57:     ee[j] = PetscRealPart(e[j]);
     58:   }

     60:   LINPACKcgtql1(&n,dd,ee,&j);
     61:   if (j != 0) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_LIB,"Error from tql1(); eispack eigenvalue routine");
     62:   *emin = dd[0]; *emax = dd[n-1];
     63:   return(0);
     64: }

     66: /* tql1.f -- translated by f2c (version of 25 March 1992  12:58:56).
     67:    By Barry Smith on March 27, 1994.
     68:    Eispack routine to determine eigenvalues of symmetric
     69:    tridiagonal matrix

     71:   Note that this routine always uses real numbers (not complex) even if the underlying
     72:   matrix is Hermitian. This is because the Lanczos process applied to Hermitian matrices
     73:   always produces a real, symmetric tridiagonal matrix.
     74: */

     76: static PetscReal LINPACKcgpthy(PetscReal*,PetscReal*);

     78: static PetscErrorCode LINPACKcgtql1(PetscInt *n,PetscReal *d,PetscReal *e,PetscInt *ierr)
     79: {
     80:   /* System generated locals */
     81:   PetscInt  i__1,i__2;
     82:   PetscReal d__1,d__2,c_b10 = 1.0;

     84:   /* Local variables */
     85:   PetscReal c,f,g,h;
     86:   PetscInt  i,j,l,m;
     87:   PetscReal p,r,s,c2,c3 = 0.0;
     88:   PetscInt  l1,l2;
     89:   PetscReal s2 = 0.0;
     90:   PetscInt  ii;
     91:   PetscReal dl1,el1;
     92:   PetscInt  mml;
     93:   PetscReal tst1,tst2;

     95: /*     THIS SUBROUTINE IS A TRANSLATION OF THE ALGOL PROCEDURE TQL1, */
     96: /*     NUM. MATH. 11, 293-306(1968) BY BOWDLER, MARTIN, REINSCH, AND */
     97: /*     WILKINSON. */
     98: /*     HANDBOOK FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA, 227-240(1971). */

    100: /*     THIS SUBROUTINE FINDS THE EIGENVALUES OF A SYMMETRIC */
    101: /*     TRIDIAGONAL MATRIX BY THE QL METHOD. */

    103: /*     ON INPUT */

    105: /*        N IS THE ORDER OF THE MATRIX. */

    107: /*        D CONTAINS THE DIAGONAL ELEMENTS OF THE INPUT MATRIX. */

    109: /*        E CONTAINS THE SUBDIAGONAL ELEMENTS OF THE INPUT MATRIX */
    110: /*          IN ITS LAST N-1 POSITIONS.  E(1) IS ARBITRARY. */

    112: /*      ON OUTPUT */

    114: /*        D CONTAINS THE EIGENVALUES IN ASCENDING ORDER.  IF AN */
    115: /*          ERROR EXIT IS MADE, THE EIGENVALUES ARE CORRECT AND */
    116: /*          ORDERED FOR INDICES 1,2,...IERR-1, BUT MAY NOT BE */
    117: /*          THE SMALLEST EIGENVALUES. */

    119: /*        E HAS BEEN DESTROYED. */

    121: /*        IERR IS SET TO */
    122: /*          ZERO       FOR NORMAL RETURN, */
    123: /*          J          IF THE J-TH EIGENVALUE HAS NOT BEEN */
    124: /*                     DETERMINED AFTER 30 ITERATIONS. */

    126: /*     CALLS CGPTHY FOR  DSQRT(A*A + B*B) . */

    128: /*     QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */
    129: /*     MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
    130: */

    132: /*     THIS VERSION DATED AUGUST 1983. */

    134: /*     ------------------------------------------------------------------
    135: */
    136:   PetscReal ds;

    139:   --e;
    140:   --d;

    142:   *0;
    143:   if (*n == 1) goto L1001;

    146:   i__1 = *n;
    147:   for (i = 2; i <= i__1; ++i) e[i - 1] = e[i];

    149:   f     = 0.;
    150:   tst1  = 0.;
    151:   e[*n] = 0.;

    153:   i__1 = *n;
    154:   for (l = 1; l <= i__1; ++l) {
    155:     j = 0;
    156:     d__1 = d[l];
    157:     d__2 = e[l];
    158:     h = PetscAbsReal(d__1) + PetscAbsReal(d__2);
    159:     if (tst1 < h) tst1 = h;
    160: /*     .......... LOOK FOR SMALL SUB-DIAGONAL ELEMENT .......... */
    161:     i__2 = *n;
    162:     for (m = l; m <= i__2; ++m) {
    163:       d__1 = e[m];
    164:       tst2 = tst1 + PetscAbsReal(d__1);
    165:       if (tst2 == tst1) goto L120;
    166: /*     .......... E(N) IS ALWAYS ZERO,SO THERE IS NO EXIT */
    167: /*                THROUGH THE BOTTOM OF THE LOOP .......... */
    168:     }
    169: L120:
    170:     if (m == l) goto L210;
    171: L130:
    172:     if (j == 30) goto L1000;
    173:     ++j;
    174: /*     .......... FORM SHIFT .......... */
    175:     l1    = l + 1;
    176:     l2    = l1 + 1;
    177:     g     = d[l];
    178:     p     = (d[l1] - g) / (e[l] * 2.);
    179:     r     = LINPACKcgpthy(&p,&c_b10);
    180:     ds    = 1.0; if (p < 0.0) ds = -1.0;
    181:     d[l]  = e[l] / (p + ds*r);
    182:     d[l1] = e[l] * (p + ds*r);
    183:     dl1   = d[l1];
    184:     h     = g - d[l];
    185:     if (l2 > *n) goto L145;

    187:     i__2 = *n;
    188:     for (i = l2; i <= i__2; ++i) d[i] -= h;

    190: L145:
    191:     f += h;
    192: /*     .......... QL TRANSFORMATION .......... */
    193:     p   = d[m];
    194:     c   = 1.;
    195:     c2  = c;
    196:     el1 = e[l1];
    197:     s   = 0.;
    198:     mml = m - l;
    199: /*     .......... FOR I=M-1 STEP -1 UNTIL L DO -- .......... */
    200:     i__2 = mml;
    201:     for (ii = 1; ii <= i__2; ++ii) {
    202:       c3       = c2;
    203:       c2       = c;
    204:       s2       = s;
    205:       i        = m - ii;
    206:       g        = c * e[i];
    207:       h        = c * p;
    208:       r        = LINPACKcgpthy(&p,&e[i]);
    209:       e[i + 1] = s * r;
    210:       s        = e[i] / r;
    211:       c        = p / r;
    212:       p        = c * d[i] - s * g;
    213:       d[i + 1] = h + s * (c * g + s * d[i]);
    214:     }

    216:     p    = -s * s2 * c3 * el1 * e[l] / dl1;
    217:     e[l] = s * p;
    218:     d[l] = c * p;
    219:     d__1 = e[l];
    220:     tst2 = tst1 + PetscAbsReal(d__1);
    221:     if (tst2 > tst1) goto L130;
    222: L210:
    223:     p = d[l] + f;
    224: /*     .......... ORDER EIGENVALUES .......... */
    225:     if (l == 1) goto L250;
    226: /*     .......... FOR I=L STEP -1 UNTIL 2 DO -- .......... */
    227:     i__2 = l;
    228:     for (ii = 2; ii <= i__2; ++ii) {
    229:       i = l + 2 - ii;
    230:       if (p >= d[i - 1]) goto L270;
    231:       d[i] = d[i - 1];
    232:     }

    234: L250:
    235:     i = 1;
    236: L270:
    237:     d[i] = p;
    238:   }

    240:   goto L1001;
    241: /*     .......... SET ERROR -- NO CONVERGENCE TO AN */
    242: /*                EIGENVALUE AFTER 30 ITERATIONS .......... */
    243: L1000:
    244:   *l;
    245: L1001:
    246:   return(0);
    247: } /* cgtql1_ */

    249: static PetscReal LINPACKcgpthy(PetscReal *a,PetscReal *b)
    250: {
    251:   /* System generated locals */
    252:   PetscReal ret_val,d__1,d__2,d__3;

    254:   /* Local variables */
    255:   PetscReal p,r,s,t,u;

    258: /*     FINDS DSQRT(A**2+B**2) WITHOUT OVERFLOW OR DESTRUCTIVE UNDERFLOW */

    261: /* Computing MAX */
    262:   d__1 = PetscAbsReal(*a);
    263:   d__2 = PetscAbsReal(*b);
    264:   p    = PetscMax(d__1,d__2);
    265:   if (!p) goto L20;
    266: /* Computing MIN */
    267:   d__2 = PetscAbsReal(*a);
    268:   d__3 = PetscAbsReal(*b);
    269: /* Computing 2nd power */
    270:   d__1 = PetscMin(d__2,d__3) / p;
    271:   r    = d__1 * d__1;
    272: L10:
    273:   t = r + 4.;
    274:   if (t == 4.) goto L20;
    275:   s = r / t;
    276:   u = s * 2. + 1.;
    277:   p = u * p;
    278: /* Computing 2nd power */
    279:   d__1 = s / u;
    280:   r    = d__1 * d__1 * r;
    281:   goto L10;
    282: L20:
    283:   ret_val = p;
    284:   PetscFunctionReturn(ret_val);
    285: } /* cgpthy_ */