Actual source code: cgeig.c

      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;
     15:   PetscInt       j,n = ksp->its;

     18:   *neig = n;

     20:   PetscArrayzero(c,nmax);
     21:   if (!n) {
     22:     return 0;
     23:   }
     24:   d = cgP->d; e = cgP->e; ee = cgP->ee;

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

     32:   LINPACKcgtql1(&n,r,ee,&j);
     34:   PetscSortReal(n,r);
     35:   return 0;
     36: }

     38: PetscErrorCode KSPComputeExtremeSingularValues_CG(KSP ksp,PetscReal *emax,PetscReal *emin)
     39: {
     40:   KSP_CG      *cgP = (KSP_CG*)ksp->data;
     41:   PetscScalar *d,*e;
     42:   PetscReal   *dd,*ee;
     43:   PetscInt    j,n = ksp->its;

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

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

     57:   LINPACKcgtql1(&n,dd,ee,&j);
     59:   *emin = dd[0]; *emax = dd[n-1];
     60:   return 0;
     61: }

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

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

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

     75: static PetscErrorCode LINPACKcgtql1(PetscInt *n,PetscReal *d,PetscReal *e,PetscInt *ierr)
     76: {
     77:   /* System generated locals */
     78:   PetscInt  i__1,i__2;
     79:   PetscReal d__1,d__2,c_b10 = 1.0;

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

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

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

    100: /*     ON INPUT */

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

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

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

    109: /*      ON OUTPUT */

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

    116: /*        E HAS BEEN DESTROYED. */

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

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

    125: /*     QUESTIONS AND COMMENTS SHOULD BE DIRECTED TO BURTON S. GARBOW, */
    126: /*     MATHEMATICS AND COMPUTER SCIENCE DIV, ARGONNE NATIONAL LABORATORY
    127: */

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

    131: /*     ------------------------------------------------------------------
    132: */
    133:   PetscReal ds;

    135:   --e;
    136:   --d;

    138:   *0;
    139:   if (*n == 1) goto L1001;

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

    144:   f     = 0.;
    145:   tst1  = 0.;
    146:   e[*n] = 0.;

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

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

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

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

    229: L250:
    230:     i = 1;
    231: L270:
    232:     d[i] = p;
    233:   }

    235:   goto L1001;
    236: /*     .......... SET ERROR -- NO CONVERGENCE TO AN */
    237: /*                EIGENVALUE AFTER 30 ITERATIONS .......... */
    238: L1000:
    239:   *l;
    240: L1001:
    241:   return 0;
    242: } /* cgtql1_ */

    244: static PetscReal LINPACKcgpthy(PetscReal *a,PetscReal *b)
    245: {
    246:   /* System generated locals */
    247:   PetscReal ret_val,d__1,d__2,d__3;

    249:   /* Local variables */
    250:   PetscReal p,r,s,t,u;

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

    254: /* Computing MAX */
    255:   d__1 = PetscAbsReal(*a);
    256:   d__2 = PetscAbsReal(*b);
    257:   p    = PetscMax(d__1,d__2);
    258:   if (!p) goto L20;
    259: /* Computing MIN */
    260:   d__2 = PetscAbsReal(*a);
    261:   d__3 = PetscAbsReal(*b);
    262: /* Computing 2nd power */
    263:   d__1 = PetscMin(d__2,d__3) / p;
    264:   r    = d__1 * d__1;
    265: L10:
    266:   t = r + 4.;
    267:   if (t == 4.) goto L20;
    268:   s = r / t;
    269:   u = s * 2. + 1.;
    270:   p = u * p;
    271: /* Computing 2nd power */
    272:   d__1 = s / u;
    273:   r    = d__1 * d__1 * r;
    274:   goto L10;
    275: L20:
    276:   ret_val = p;
    277:   return ret_val;
    278: } /* cgpthy_ */