Actual source code: cgeig.c
petsc-3.12.5 2020-03-29
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: PetscArrayzero(c,nmax);
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_ */