#include /*I "petscpc.h" I*/ #include /* Private context (data structure) for the SVD preconditioner. */ typedef struct { Vec diag,work; Mat A,U,Vt; PetscInt nzero; PetscReal zerosing; /* measure of smallest singular value treated as nonzero */ PetscInt essrank; /* essential rank of operator */ VecScatter left2red,right2red; Vec leftred,rightred; PetscViewer monitor; PetscViewerFormat monitorformat; } PC_SVD; typedef enum {READ=1, WRITE=2, READ_WRITE=3} AccessMode; /* -------------------------------------------------------------------------- */ /* PCSetUp_SVD - Prepares for the use of the SVD preconditioner by setting data structures and options. Input Parameter: . pc - the preconditioner context Application Interface Routine: PCSetUp() Notes: The interface routine PCSetUp() is not usually called directly by the user, but instead is called by PCApply() if necessary. */ static PetscErrorCode PCSetUp_SVD(PC pc) { PC_SVD *jac = (PC_SVD*)pc->data; PetscScalar *a,*u,*v,*d,*work; PetscBLASInt nb,lwork; PetscInt i,n; PetscMPIInt size; PetscFunctionBegin; PetscCall(MatDestroy(&jac->A)); PetscCallMPI(MPI_Comm_size(((PetscObject)pc->pmat)->comm,&size)); if (size > 1) { Mat redmat; PetscCall(MatCreateRedundantMatrix(pc->pmat,size,PETSC_COMM_SELF,MAT_INITIAL_MATRIX,&redmat)); PetscCall(MatConvert(redmat,MATSEQDENSE,MAT_INITIAL_MATRIX,&jac->A)); PetscCall(MatDestroy(&redmat)); } else { PetscCall(MatConvert(pc->pmat,MATSEQDENSE,MAT_INITIAL_MATRIX,&jac->A)); } if (!jac->diag) { /* assume square matrices */ PetscCall(MatCreateVecs(jac->A,&jac->diag,&jac->work)); } if (!jac->U) { PetscCall(MatDuplicate(jac->A,MAT_DO_NOT_COPY_VALUES,&jac->U)); PetscCall(MatDuplicate(jac->A,MAT_DO_NOT_COPY_VALUES,&jac->Vt)); } PetscCall(MatGetSize(jac->A,&n,NULL)); if (!n) { PetscCall(PetscInfo(pc,"Matrix has zero rows, skipping svd\n")); PetscFunctionReturn(0); } PetscCall(PetscBLASIntCast(n,&nb)); lwork = 5*nb; PetscCall(PetscMalloc1(lwork,&work)); PetscCall(MatDenseGetArray(jac->A,&a)); PetscCall(MatDenseGetArray(jac->U,&u)); PetscCall(MatDenseGetArray(jac->Vt,&v)); PetscCall(VecGetArray(jac->diag,&d)); #if !defined(PETSC_USE_COMPLEX) { PetscBLASInt lierr; PetscCall(PetscFPTrapPush(PETSC_FP_TRAP_OFF)); PetscStackCallBLAS("LAPACKgesvd",LAPACKgesvd_("A","A",&nb,&nb,a,&nb,d,u,&nb,v,&nb,work,&lwork,&lierr)); PetscCheck(!lierr,PETSC_COMM_SELF,PETSC_ERR_LIB,"gesv() error %d",lierr); PetscCall(PetscFPTrapPop()); } #else { PetscBLASInt lierr; PetscReal *rwork,*dd; PetscCall(PetscMalloc1(5*nb,&rwork)); PetscCall(PetscMalloc1(nb,&dd)); PetscCall(PetscFPTrapPush(PETSC_FP_TRAP_OFF)); PetscStackCallBLAS("LAPACKgesvd",LAPACKgesvd_("A","A",&nb,&nb,a,&nb,dd,u,&nb,v,&nb,work,&lwork,rwork,&lierr)); PetscCheck(!lierr,PETSC_COMM_SELF,PETSC_ERR_LIB,"gesv() error %d",lierr); PetscCall(PetscFree(rwork)); for (i=0; iA,&a)); PetscCall(MatDenseRestoreArray(jac->U,&u)); PetscCall(MatDenseRestoreArray(jac->Vt,&v)); for (i=n-1; i>=0; i--) if (PetscRealPart(d[i]) > jac->zerosing) break; jac->nzero = n-1-i; if (jac->monitor) { PetscCall(PetscViewerASCIIAddTab(jac->monitor,((PetscObject)pc)->tablevel)); PetscCall(PetscViewerASCIIPrintf(jac->monitor," SVD: condition number %14.12e, %D of %D singular values are (nearly) zero\n",(double)PetscRealPart(d[0]/d[n-1]),jac->nzero,n)); if (n < 10 || jac->monitorformat == PETSC_VIEWER_ALL) { PetscCall(PetscViewerASCIIPrintf(jac->monitor," SVD: singular values:\n")); for (i=0; imonitor,"\n")); } PetscCall(PetscViewerASCIIPrintf(jac->monitor," ")); } PetscCall(PetscViewerASCIIPrintf(jac->monitor," %14.12e",(double)PetscRealPart(d[i]))); } PetscCall(PetscViewerASCIIPrintf(jac->monitor,"\n")); } else { /* print 5 smallest and 5 largest */ PetscCall(PetscViewerASCIIPrintf(jac->monitor," SVD: smallest singular values: %14.12e %14.12e %14.12e %14.12e %14.12e\n",(double)PetscRealPart(d[n-1]),(double)PetscRealPart(d[n-2]),(double)PetscRealPart(d[n-3]),(double)PetscRealPart(d[n-4]),(double)PetscRealPart(d[n-5]))); PetscCall(PetscViewerASCIIPrintf(jac->monitor," SVD: largest singular values : %14.12e %14.12e %14.12e %14.12e %14.12e\n",(double)PetscRealPart(d[4]),(double)PetscRealPart(d[3]),(double)PetscRealPart(d[2]),(double)PetscRealPart(d[1]),(double)PetscRealPart(d[0]))); } PetscCall(PetscViewerASCIISubtractTab(jac->monitor,((PetscObject)pc)->tablevel)); } PetscCall(PetscInfo(pc,"Largest and smallest singular values %14.12e %14.12e\n",(double)PetscRealPart(d[0]),(double)PetscRealPart(d[n-1]))); for (i=0; inzero; i++) d[i] = 1.0/d[i]; for (; iessrank > 0) for (i=0; inzero-jac->essrank; i++) d[i] = 0.0; /* Skip all but essrank eigenvalues */ PetscCall(PetscInfo(pc,"Number of zero or nearly singular values %D\n",jac->nzero)); PetscCall(VecRestoreArray(jac->diag,&d)); PetscCall(PetscFree(work)); PetscFunctionReturn(0); } static PetscErrorCode PCSVDGetVec(PC pc,PCSide side,AccessMode amode,Vec x,Vec *xred) { PC_SVD *jac = (PC_SVD*)pc->data; PetscMPIInt size; PetscFunctionBegin; PetscCallMPI(MPI_Comm_size(PetscObjectComm((PetscObject)pc),&size)); *xred = NULL; switch (side) { case PC_LEFT: if (size == 1) *xred = x; else { if (!jac->left2red) PetscCall(VecScatterCreateToAll(x,&jac->left2red,&jac->leftred)); if (amode & READ) { PetscCall(VecScatterBegin(jac->left2red,x,jac->leftred,INSERT_VALUES,SCATTER_FORWARD)); PetscCall(VecScatterEnd(jac->left2red,x,jac->leftred,INSERT_VALUES,SCATTER_FORWARD)); } *xred = jac->leftred; } break; case PC_RIGHT: if (size == 1) *xred = x; else { if (!jac->right2red) PetscCall(VecScatterCreateToAll(x,&jac->right2red,&jac->rightred)); if (amode & READ) { PetscCall(VecScatterBegin(jac->right2red,x,jac->rightred,INSERT_VALUES,SCATTER_FORWARD)); PetscCall(VecScatterEnd(jac->right2red,x,jac->rightred,INSERT_VALUES,SCATTER_FORWARD)); } *xred = jac->rightred; } break; default: SETERRQ(PetscObjectComm((PetscObject)pc),PETSC_ERR_PLIB,"Side must be LEFT or RIGHT"); } PetscFunctionReturn(0); } static PetscErrorCode PCSVDRestoreVec(PC pc,PCSide side,AccessMode amode,Vec x,Vec *xred) { PC_SVD *jac = (PC_SVD*)pc->data; PetscMPIInt size; PetscFunctionBegin; PetscCallMPI(MPI_Comm_size(PetscObjectComm((PetscObject)pc),&size)); switch (side) { case PC_LEFT: if (size != 1 && amode & WRITE) { PetscCall(VecScatterBegin(jac->left2red,jac->leftred,x,INSERT_VALUES,SCATTER_REVERSE)); PetscCall(VecScatterEnd(jac->left2red,jac->leftred,x,INSERT_VALUES,SCATTER_REVERSE)); } break; case PC_RIGHT: if (size != 1 && amode & WRITE) { PetscCall(VecScatterBegin(jac->right2red,jac->rightred,x,INSERT_VALUES,SCATTER_REVERSE)); PetscCall(VecScatterEnd(jac->right2red,jac->rightred,x,INSERT_VALUES,SCATTER_REVERSE)); } break; default: SETERRQ(PetscObjectComm((PetscObject)pc),PETSC_ERR_PLIB,"Side must be LEFT or RIGHT"); } *xred = NULL; PetscFunctionReturn(0); } /* -------------------------------------------------------------------------- */ /* PCApply_SVD - Applies the SVD preconditioner to a vector. Input Parameters: . pc - the preconditioner context . x - input vector Output Parameter: . y - output vector Application Interface Routine: PCApply() */ static PetscErrorCode PCApply_SVD(PC pc,Vec x,Vec y) { PC_SVD *jac = (PC_SVD*)pc->data; Vec work = jac->work,xred,yred; PetscFunctionBegin; PetscCall(PCSVDGetVec(pc,PC_RIGHT,READ,x,&xred)); PetscCall(PCSVDGetVec(pc,PC_LEFT,WRITE,y,&yred)); #if !defined(PETSC_USE_COMPLEX) PetscCall(MatMultTranspose(jac->U,xred,work)); #else PetscCall(MatMultHermitianTranspose(jac->U,xred,work)); #endif PetscCall(VecPointwiseMult(work,work,jac->diag)); #if !defined(PETSC_USE_COMPLEX) PetscCall(MatMultTranspose(jac->Vt,work,yred)); #else PetscCall(MatMultHermitianTranspose(jac->Vt,work,yred)); #endif PetscCall(PCSVDRestoreVec(pc,PC_RIGHT,READ,x,&xred)); PetscCall(PCSVDRestoreVec(pc,PC_LEFT,WRITE,y,&yred)); PetscFunctionReturn(0); } static PetscErrorCode PCApplyTranspose_SVD(PC pc,Vec x,Vec y) { PC_SVD *jac = (PC_SVD*)pc->data; Vec work = jac->work,xred,yred; PetscFunctionBegin; PetscCall(PCSVDGetVec(pc,PC_LEFT,READ,x,&xred)); PetscCall(PCSVDGetVec(pc,PC_RIGHT,WRITE,y,&yred)); PetscCall(MatMult(jac->Vt,xred,work)); PetscCall(VecPointwiseMult(work,work,jac->diag)); PetscCall(MatMult(jac->U,work,yred)); PetscCall(PCSVDRestoreVec(pc,PC_LEFT,READ,x,&xred)); PetscCall(PCSVDRestoreVec(pc,PC_RIGHT,WRITE,y,&yred)); PetscFunctionReturn(0); } static PetscErrorCode PCReset_SVD(PC pc) { PC_SVD *jac = (PC_SVD*)pc->data; PetscFunctionBegin; PetscCall(MatDestroy(&jac->A)); PetscCall(MatDestroy(&jac->U)); PetscCall(MatDestroy(&jac->Vt)); PetscCall(VecDestroy(&jac->diag)); PetscCall(VecDestroy(&jac->work)); PetscCall(VecScatterDestroy(&jac->right2red)); PetscCall(VecScatterDestroy(&jac->left2red)); PetscCall(VecDestroy(&jac->rightred)); PetscCall(VecDestroy(&jac->leftred)); PetscFunctionReturn(0); } /* -------------------------------------------------------------------------- */ /* PCDestroy_SVD - Destroys the private context for the SVD preconditioner that was created with PCCreate_SVD(). Input Parameter: . pc - the preconditioner context Application Interface Routine: PCDestroy() */ static PetscErrorCode PCDestroy_SVD(PC pc) { PC_SVD *jac = (PC_SVD*)pc->data; PetscFunctionBegin; PetscCall(PCReset_SVD(pc)); PetscCall(PetscViewerDestroy(&jac->monitor)); PetscCall(PetscFree(pc->data)); PetscFunctionReturn(0); } static PetscErrorCode PCSetFromOptions_SVD(PetscOptionItems *PetscOptionsObject,PC pc) { PC_SVD *jac = (PC_SVD*)pc->data; PetscBool flg; PetscFunctionBegin; PetscCall(PetscOptionsHead(PetscOptionsObject,"SVD options")); PetscCall(PetscOptionsReal("-pc_svd_zero_sing","Singular values smaller than this treated as zero","None",jac->zerosing,&jac->zerosing,NULL)); PetscCall(PetscOptionsInt("-pc_svd_ess_rank","Essential rank of operator (0 to use entire operator)","None",jac->essrank,&jac->essrank,NULL)); PetscCall(PetscOptionsViewer("-pc_svd_monitor","Monitor the conditioning, and extremal singular values","None",&jac->monitor,&jac->monitorformat,&flg)); PetscCall(PetscOptionsTail()); PetscFunctionReturn(0); } static PetscErrorCode PCView_SVD(PC pc,PetscViewer viewer) { PC_SVD *svd = (PC_SVD*)pc->data; PetscBool iascii; PetscFunctionBegin; PetscCall(PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii)); if (iascii) { PetscCall(PetscViewerASCIIPrintf(viewer," All singular values smaller than %g treated as zero\n",(double)svd->zerosing)); PetscCall(PetscViewerASCIIPrintf(viewer," Provided essential rank of the matrix %D (all other eigenvalues are zeroed)\n",svd->essrank)); } PetscFunctionReturn(0); } /* -------------------------------------------------------------------------- */ /* PCCreate_SVD - Creates a SVD preconditioner context, PC_SVD, and sets this as the private data within the generic preconditioning context, PC, that was created within PCCreate(). Input Parameter: . pc - the preconditioner context Application Interface Routine: PCCreate() */ /*MC PCSVD - Use pseudo inverse defined by SVD of operator Level: advanced Options Database: + -pc_svd_zero_sing - Singular values smaller than this are treated as zero - -pc_svd_monitor - Print information on the extreme singular values of the operator Developer Note: This implementation automatically creates a redundant copy of the matrix on each process and uses a sequential SVD solve. Why does it do this instead of using the composable PCREDUNDANT object? .seealso: PCCreate(), PCSetType(), PCType (for list of available types), PC M*/ PETSC_EXTERN PetscErrorCode PCCreate_SVD(PC pc) { PC_SVD *jac; PetscFunctionBegin; /* Creates the private data structure for this preconditioner and attach it to the PC object. */ PetscCall(PetscNewLog(pc,&jac)); jac->zerosing = 1.e-12; pc->data = (void*)jac; /* Set the pointers for the functions that are provided above. Now when the user-level routines (such as PCApply(), PCDestroy(), etc.) are called, they will automatically call these functions. Note we choose not to provide a couple of these functions since they are not needed. */ pc->ops->apply = PCApply_SVD; pc->ops->applytranspose = PCApplyTranspose_SVD; pc->ops->setup = PCSetUp_SVD; pc->ops->reset = PCReset_SVD; pc->ops->destroy = PCDestroy_SVD; pc->ops->setfromoptions = PCSetFromOptions_SVD; pc->ops->view = PCView_SVD; pc->ops->applyrichardson = NULL; PetscFunctionReturn(0); }