/usr/include/trilinos/AnasaziSVQBOrthoManager.hpp is in libtrilinos-anasazi-dev 12.12.1-5.
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// ***********************************************************************
//
// Anasazi: Block Eigensolvers Package
// Copyright 2004 Sandia Corporation
//
// Under terms of Contract DE-AC04-94AL85000 with Sandia Corporation,
// the U.S. Government retains certain rights in this software.
//
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// modification, are permitted provided that the following conditions are
// met:
//
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
//
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
//
// 3. Neither the name of the Corporation nor the names of the
// contributors may be used to endorse or promote products derived from
// this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY SANDIA CORPORATION "AS IS" AND ANY
// EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
// PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL SANDIA CORPORATION OR THE
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// Questions? Contact Michael A. Heroux (maherou@sandia.gov)
//
// ***********************************************************************
// @HEADER
/*! \file AnasaziSVQBOrthoManager.hpp
\brief Orthogonalization manager based on the SVQB technique described in
"A Block Orthogonalization Procedure With Constant Synchronization Requirements", A. Stathapoulos and K. Wu
*/
#ifndef ANASAZI_SVQB_ORTHOMANAGER_HPP
#define ANASAZI_SVQB_ORTHOMANAGER_HPP
/*! \class Anasazi::SVQBOrthoManager
\brief An implementation of the Anasazi::MatOrthoManager that performs orthogonalization
using the SVQB iterative orthogonalization technique described by Stathapoulos and Wu. This orthogonalization routine,
while not returning the upper triangular factors of the popular Gram-Schmidt method, has a communication
cost (measured in number of communication calls) that is independent of the number of columns in the basis.
\author Chris Baker, Ulrich Hetmaniuk, Rich Lehoucq, and Heidi Thornquist
*/
#include "AnasaziConfigDefs.hpp"
#include "AnasaziMultiVecTraits.hpp"
#include "AnasaziOperatorTraits.hpp"
#include "AnasaziMatOrthoManager.hpp"
#include "Teuchos_LAPACK.hpp"
namespace Anasazi {
template<class ScalarType, class MV, class OP>
class SVQBOrthoManager : public MatOrthoManager<ScalarType,MV,OP> {
private:
typedef typename Teuchos::ScalarTraits<ScalarType>::magnitudeType MagnitudeType;
typedef Teuchos::ScalarTraits<ScalarType> SCT;
typedef Teuchos::ScalarTraits<MagnitudeType> SCTM;
typedef MultiVecTraits<ScalarType,MV> MVT;
typedef OperatorTraits<ScalarType,MV,OP> OPT;
std::string dbgstr;
public:
//! @name Constructor/Destructor
//@{
//! Constructor specifying re-orthogonalization tolerance.
SVQBOrthoManager( Teuchos::RCP<const OP> Op = Teuchos::null, bool debug = false );
//! Destructor
~SVQBOrthoManager() {};
//@}
//! @name Methods implementing Anasazi::MatOrthoManager
//@{
/*! \brief Given a list of mutually orthogonal and internally orthonormal bases \c Q, this method
* projects a multivector \c X onto the space orthogonal to the individual <tt>Q[i]</tt>,
* optionally returning the coefficients of \c X for the individual <tt>Q[i]</tt>. All of this is done with respect
* to the inner product innerProd().
*
* After calling this routine, \c X will be orthogonal to each of the <tt>Q[i]</tt>.
*
@param X [in/out] The multivector to be modified.<br>
On output, the columns of \c X will be orthogonal to each <tt>Q[i]</tt>, satisfying
\f[
X_{out} = X_{in} - \sum_i Q[i] \langle Q[i], X_{in} \rangle
\f]
@param MX [in/out] The image of \c X under the inner product operator \c Op.
If \f$ MX != 0\f$: On input, this is expected to be consistent with \c Op \cdot X. On output, this is updated consistent with updates to \c X.
If \f$ MX == 0\f$ or \f$ Op == 0\f$: \c MX is not referenced.
@param C [out] The coefficients of \c X in the bases <tt>Q[i]</tt>. If <tt>C[i]</tt> is a non-null pointer
and <tt>C[i]</tt> matches the dimensions of \c X and <tt>Q[i]</tt>, then the coefficients computed during the orthogonalization
routine will be stored in the matrix <tt>C[i]</tt>, similar to calling
\code
innerProd( Q[i], X, C[i] );
\endcode
If <tt>C[i]</tt> points to a Teuchos::SerialDenseMatrix with size
inconsistent with \c X and \c <tt>Q[i]</tt>, then a std::invalid_argument
exception will be thrown. Otherwise, if <tt>C.size() < i</tt> or
<tt>C[i]</tt> is a null pointer, the caller will not have access to the
computed coefficients.
@param Q [in] A list of multivector bases specifying the subspaces to be orthogonalized against, satisfying
\f[
\langle Q[i], Q[j] \rangle = I \quad\textrm{if}\quad i=j
\f]
and
\f[
\langle Q[i], Q[j] \rangle = 0 \quad\textrm{if}\quad i \neq j\ .
\f]
*/
void projectMat (
MV &X,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C
= Teuchos::tuple(Teuchos::RCP< Teuchos::SerialDenseMatrix<int,ScalarType> >(Teuchos::null)),
Teuchos::RCP<MV> MX = Teuchos::null,
Teuchos::Array<Teuchos::RCP<const MV> > MQ = Teuchos::tuple(Teuchos::RCP<const MV>(Teuchos::null))
) const;
/*! \brief This method takes a multivector \c X and attempts to compute an orthonormal basis for \f$colspan(X)\f$, with respect to innerProd().
*
* This method does not compute an upper triangular coefficient matrix \c B.
*
* This routine returns an integer \c rank stating the rank of the computed basis. If \c X does not have full rank and the normalize() routine does
* not attempt to augment the subspace, then \c rank may be smaller than the number of columns in \c X. In this case, only the first \c rank columns of
* output \c X and first \c rank rows of \c B will be valid.
*
* The method attempts to find a basis with dimension equal to the number of columns in \c X. It does this by augmenting linearly dependent
* vectors in \c X with random directions. A finite number of these attempts will be made; therefore, it is possible that the dimension of the
* computed basis is less than the number of vectors in \c X.
*
@param X [in/out] The multivector to be modified.<br>
On output, the first \c rank columns of \c X satisfy
\f[
\langle X[i], X[j] \rangle = \delta_{ij}\ .
\f]
Also,
\f[
X_{in}(1:m,1:n) = X_{out}(1:m,1:rank) B(1:rank,1:n)
\f]
where \c m is the number of rows in \c X and \c n is the number of columns in \c X.
@param MX [in/out] The image of \c X under the inner product operator \c Op.
If \f$ MX != 0\f$: On input, this is expected to be consistent with \c Op \cdot X. On output, this is updated consistent with updates to \c X.
If \f$ MX == 0\f$ or \f$ Op == 0\f$: \c MX is not referenced.
@param B [out] The coefficients of the original \c X with respect to the computed basis. If \c B is a non-null pointer and \c B matches the dimensions of \c B, then the
coefficients computed during the orthogonalization routine will be stored in \c B, similar to calling
\code
innerProd( Xout, Xin, B );
\endcode
If \c B points to a Teuchos::SerialDenseMatrix with size inconsistent with \c X, then a std::invalid_argument exception will be thrown. Otherwise, if \c B is null, the caller will not have
access to the computed coefficients. This matrix is not necessarily triangular (as in a QR factorization); see the documentation of specific orthogonalization managers.<br>
In general, \c B has no non-zero structure.
@return Rank of the basis computed by this method, less than or equal to the number of columns in \c X. This specifies how many columns in the returned \c X and rows in the returned \c B are valid.
*/
int normalizeMat (
MV &X,
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B = Teuchos::null,
Teuchos::RCP<MV> MX = Teuchos::null
) const;
/*! \brief Given a set of bases <tt>Q[i]</tt> and a multivector \c X, this method computes an orthonormal basis for \f$colspan(X) - \sum_i colspan(Q[i])\f$.
*
* This routine returns an integer \c rank stating the rank of the computed basis. If the subspace \f$colspan(X) - \sum_i colspan(Q[i])\f$ does not
* have dimension as large as the number of columns of \c X and the orthogonalization manager doe not attempt to augment the subspace, then \c rank
* may be smaller than the number of columns of \c X. In this case, only the first \c rank columns of output \c X and first \c rank rows of \c B will
* be valid.
*
* The method attempts to find a basis with dimension the same as the number of columns in \c X. It does this by augmenting linearly dependent
* vectors with random directions. A finite number of these attempts will be made; therefore, it is possible that the dimension of the
* computed basis is less than the number of vectors in \c X.
*
@param X [in/out] The multivector to be modified.<br>
On output, the first \c rank columns of \c X satisfy
\f[
\langle X[i], X[j] \rangle = \delta_{ij} \quad \textrm{and} \quad \langle X, Q[i] \rangle = 0\ .
\f]
Also,
\f[
X_{in}(1:m,1:n) = X_{out}(1:m,1:rank) B(1:rank,1:n) + \sum_i Q[i] C[i]
\f]
where \c m is the number of rows in \c X and \c n is the number of columns in \c X.
@param MX [in/out] The image of \c X under the inner product operator \c Op.
If \f$ MX != 0\f$: On input, this is expected to be consistent with \c Op \cdot X. On output, this is updated consistent with updates to \c X.
If \f$ MX == 0\f$ or \f$ Op == 0\f$: \c MX is not referenced.
@param C [out] The coefficients of \c X in the <tt>Q[i]</tt>. If <tt>C[i]</tt> is a non-null pointer
and <tt>C[i]</tt> matches the dimensions of \c X and <tt>Q[i]</tt>, then the coefficients computed during the orthogonalization
routine will be stored in the matrix <tt>C[i]</tt>, similar to calling
\code
innerProd( Q[i], X, C[i] );
\endcode
If <tt>C[i]</tt> points to a Teuchos::SerialDenseMatrix with size
inconsistent with \c X and \c <tt>Q[i]</tt>, then a std::invalid_argument
exception will be thrown. Otherwise, if <tt>C.size() < i</tt> or
<tt>C[i]</tt> is a null pointer, the caller will not have access to the
computed coefficients.
@param B [out] The coefficients of the original \c X with respect to the computed basis. If \c B is a non-null pointer and \c B matches the dimensions of \c B, then the
coefficients computed during the orthogonalization routine will be stored in \c B, similar to calling
\code
innerProd( Xout, Xin, B );
\endcode
If \c B points to a Teuchos::SerialDenseMatrix with size inconsistent with \c X, then a std::invalid_argument exception will be thrown. Otherwise, if \c B is null, the caller will not have
access to the computed coefficients. This matrix is not necessarily triangular (as in a QR factorization); see the documentation of specific orthogonalization managers.<br>
In general, \c B has no non-zero structure.
@param Q [in] A list of multivector bases specifying the subspaces to be orthogonalized against, satisfying
\f[
\langle Q[i], Q[j] \rangle = I \quad\textrm{if}\quad i=j
\f]
and
\f[
\langle Q[i], Q[j] \rangle = 0 \quad\textrm{if}\quad i \neq j\ .
\f]
@return Rank of the basis computed by this method, less than or equal to the number of columns in \c X. This specifies how many columns in the returned \c X and rows in the returned \c B are valid.
*/
int projectAndNormalizeMat (
MV &X,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C
= Teuchos::tuple(Teuchos::RCP< Teuchos::SerialDenseMatrix<int,ScalarType> >(Teuchos::null)),
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B = Teuchos::null,
Teuchos::RCP<MV> MX = Teuchos::null,
Teuchos::Array<Teuchos::RCP<const MV> > MQ = Teuchos::tuple(Teuchos::RCP<const MV>(Teuchos::null))
) const;
//@}
//! @name Error methods
//@{
/*! \brief This method computes the error in orthonormality of a multivector, measured
* as the Frobenius norm of the difference <tt>innerProd(X,Y) - I</tt>.
* The method has the option of exploiting a caller-provided \c MX.
*/
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType
orthonormErrorMat(const MV &X, Teuchos::RCP<const MV> MX = Teuchos::null) const;
/*! \brief This method computes the error in orthogonality of two multivectors, measured
* as the Frobenius norm of <tt>innerProd(X,Y)</tt>.
* The method has the option of exploiting a caller-provided \c MX.
*/
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType
orthogErrorMat(
const MV &X,
const MV &Y,
Teuchos::RCP<const MV> MX = Teuchos::null,
Teuchos::RCP<const MV> MY = Teuchos::null
) const;
//@}
private:
MagnitudeType eps_;
bool debug_;
// ! Routine to find an orthogonal/orthonormal basis
int findBasis(MV &X, Teuchos::RCP<MV> MX,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C,
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
bool normalize_in ) const;
};
//////////////////////////////////////////////////////////////////////////////////////////////////
// Constructor
template<class ScalarType, class MV, class OP>
SVQBOrthoManager<ScalarType,MV,OP>::SVQBOrthoManager( Teuchos::RCP<const OP> Op, bool debug)
: MatOrthoManager<ScalarType,MV,OP>(Op), dbgstr(" *** "), debug_(debug) {
Teuchos::LAPACK<int,MagnitudeType> lapack;
eps_ = lapack.LAMCH('E');
if (debug_) {
std::cout << "eps_ == " << eps_ << std::endl;
}
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Compute the distance from orthonormality
template<class ScalarType, class MV, class OP>
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType
SVQBOrthoManager<ScalarType,MV,OP>::orthonormErrorMat(const MV &X, Teuchos::RCP<const MV> MX) const {
const ScalarType ONE = SCT::one();
int rank = MVT::GetNumberVecs(X);
Teuchos::SerialDenseMatrix<int,ScalarType> xTx(rank,rank);
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(X,X,xTx,MX,MX);
for (int i=0; i<rank; i++) {
xTx(i,i) -= ONE;
}
return xTx.normFrobenius();
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Compute the distance from orthogonality
template<class ScalarType, class MV, class OP>
typename Teuchos::ScalarTraits<ScalarType>::magnitudeType
SVQBOrthoManager<ScalarType,MV,OP>::orthogErrorMat(
const MV &X,
const MV &Y,
Teuchos::RCP<const MV> MX,
Teuchos::RCP<const MV> MY
) const {
int r1 = MVT::GetNumberVecs(X);
int r2 = MVT::GetNumberVecs(Y);
Teuchos::SerialDenseMatrix<int,ScalarType> xTx(r1,r2);
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(X,Y,xTx,MX,MY);
return xTx.normFrobenius();
}
//////////////////////////////////////////////////////////////////////////////////////////////////
template<class ScalarType, class MV, class OP>
void SVQBOrthoManager<ScalarType, MV, OP>::projectMat(
MV &X,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C,
Teuchos::RCP<MV> MX,
Teuchos::Array<Teuchos::RCP<const MV> > MQ) const {
(void)MQ;
findBasis(X,MX,C,Teuchos::null,Q,false);
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Find an Op-orthonormal basis for span(X), with rank numvectors(X)
template<class ScalarType, class MV, class OP>
int SVQBOrthoManager<ScalarType, MV, OP>::normalizeMat(
MV &X,
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B,
Teuchos::RCP<MV> MX) const {
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C;
Teuchos::Array<Teuchos::RCP<const MV> > Q;
return findBasis(X,MX,C,B,Q,true);
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Find an Op-orthonormal basis for span(X) - span(W)
template<class ScalarType, class MV, class OP>
int SVQBOrthoManager<ScalarType, MV, OP>::projectAndNormalizeMat(
MV &X,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C,
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B,
Teuchos::RCP<MV> MX,
Teuchos::Array<Teuchos::RCP<const MV> > MQ) const {
(void)MQ;
return findBasis(X,MX,C,B,Q,true);
}
//////////////////////////////////////////////////////////////////////////////////////////////////
// Find an Op-orthonormal basis for span(X), with the option of extending the subspace so that
// the rank is numvectors(X)
//
// Tracking the coefficients (C[i] and B) for this code is complicated by the fact that the loop
// structure looks like
// do
// project
// do
// ortho
// end
// end
// However, the recurrence for the coefficients is not complicated:
// B = I
// C = 0
// do
// project yields newC
// C = C + newC*B
// do
// ortho yields newR
// B = newR*B
// end
// end
// This holds for each individual C[i] (which correspond to the list of bases we are orthogonalizing
// against).
//
template<class ScalarType, class MV, class OP>
int SVQBOrthoManager<ScalarType, MV, OP>::findBasis(
MV &X, Teuchos::RCP<MV> MX,
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > C,
Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > B,
Teuchos::Array<Teuchos::RCP<const MV> > Q,
bool normalize_in) const {
const ScalarType ONE = SCT::one();
const MagnitudeType MONE = SCTM::one();
const MagnitudeType ZERO = SCTM::zero();
int numGS = 0,
numSVQB = 0,
numRand = 0;
// get sizes of X,MX
int xc = MVT::GetNumberVecs(X);
ptrdiff_t xr = MVT::GetGlobalLength( X );
// get sizes of Q[i]
int nq = Q.length();
ptrdiff_t qr = (nq == 0) ? 0 : MVT::GetGlobalLength(*Q[0]);
ptrdiff_t qsize = 0;
std::vector<int> qcs(nq);
for (int i=0; i<nq; i++) {
qcs[i] = MVT::GetNumberVecs(*Q[i]);
qsize += qcs[i];
}
if (normalize_in == true && qsize + xc > xr) {
// not well-posed
TEUCHOS_TEST_FOR_EXCEPTION( true, std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): Orthogonalization constraints not feasible" );
}
// try to short-circuit as early as possible
if (normalize_in == false && (qsize == 0 || xc == 0)) {
// nothing to do
return 0;
}
else if (normalize_in == true && (xc == 0 || xr == 0)) {
// normalize requires X not empty
TEUCHOS_TEST_FOR_EXCEPTION( true, std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): X must be non-empty" );
}
// check that Q matches X
TEUCHOS_TEST_FOR_EXCEPTION( qsize != 0 && qr != xr , std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): Size of X not consistant with size of Q" );
/* If we don't have enough C, expanding it creates null references
* If we have too many, resizing just throws away the later ones
* If we have exactly as many as we have Q, this call has no effect
*/
C.resize(nq);
Teuchos::Array<Teuchos::RCP<Teuchos::SerialDenseMatrix<int,ScalarType> > > newC(nq);
// check the size of the C[i] against the Q[i] and consistency between Q[i]
for (int i=0; i<nq; i++) {
// check size of Q[i]
TEUCHOS_TEST_FOR_EXCEPTION( MVT::GetGlobalLength( *Q[i] ) != qr, std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): Size of Q not mutually consistant" );
TEUCHOS_TEST_FOR_EXCEPTION( qr < qcs[i], std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): Q has less rows than columns" );
// check size of C[i]
if ( C[i] == Teuchos::null ) {
C[i] = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(qcs[i],xc) );
}
else {
TEUCHOS_TEST_FOR_EXCEPTION( C[i]->numRows() != qcs[i] || C[i]->numCols() != xc, std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): Size of Q not consistant with C" );
}
// clear C[i]
C[i]->putScalar(ZERO);
newC[i] = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(C[i]->numRows(),C[i]->numCols()) );
}
////////////////////////////////////////////////////////
// Allocate necessary storage
// C were allocated above
// Allocate MX and B (if necessary)
// Set B = I
if (normalize_in == true) {
if ( B == Teuchos::null ) {
B = Teuchos::rcp( new Teuchos::SerialDenseMatrix<int,ScalarType>(xc,xc) );
}
TEUCHOS_TEST_FOR_EXCEPTION( B->numRows() != xc || B->numCols() != xc, std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): Size of B not consistant with X" );
// set B to I
B->putScalar(ZERO);
for (int i=0; i<xc; i++) {
(*B)(i,i) = MONE;
}
}
/******************************************
* If _hasOp == false, DO NOT MODIFY MX *
******************************************
* if Op==null, MX == X (via pointer)
* Otherwise, either the user passed in MX or we will allocate and compute it
*
* workX will be a multivector of the same size as X, used to perform X*S when normalizing
*/
Teuchos::RCP<MV> workX;
if (normalize_in) {
workX = MVT::Clone(X,xc);
}
if (this->_hasOp) {
if (MX == Teuchos::null) {
// we need to allocate space for MX
MX = MVT::Clone(X,xc);
OPT::Apply(*(this->_Op),X,*MX);
this->_OpCounter += MVT::GetNumberVecs(X);
}
}
else {
MX = Teuchos::rcpFromRef(X);
}
std::vector<ScalarType> normX(xc), invnormX(xc);
Teuchos::SerialDenseMatrix<int,ScalarType> XtMX(xc,xc), workU(1,1);
Teuchos::LAPACK<int,ScalarType> lapack;
/**********************************************************************
* allocate storage for eigenvectors,eigenvalues of X^T Op X, and for
* the work space needed to compute this xc-by-xc eigendecomposition
**********************************************************************/
std::vector<ScalarType> work;
std::vector<MagnitudeType> lambda, lambdahi, rwork;
if (normalize_in) {
// get size of work from ILAENV
int lwork = lapack.ILAENV(1,"hetrd","VU",xc,-1,-1,-1);
// lwork >= (nb+1)*n for complex
// lwork >= (nb+2)*n for real
TEUCHOS_TEST_FOR_EXCEPTION( lwork < 0, OrthoError,
"Anasazi::SVQBOrthoManager::findBasis(): Error code from ILAENV" );
lwork = (lwork+2)*xc;
work.resize(lwork);
// size of rwork is max(1,3*xc-2)
lwork = (3*xc-2 > 1) ? 3*xc - 2 : 1;
rwork.resize(lwork);
// size of lambda is xc
lambda.resize(xc);
lambdahi.resize(xc);
workU.reshape(xc,xc);
}
// test sizes of X,MX
int mxc = (this->_hasOp) ? MVT::GetNumberVecs( *MX ) : xc;
ptrdiff_t mxr = (this->_hasOp) ? MVT::GetGlobalLength( *MX ) : xr;
TEUCHOS_TEST_FOR_EXCEPTION( xc != mxc || xr != mxr, std::invalid_argument,
"Anasazi::SVQBOrthoManager::findBasis(): Size of X not consistant with MX" );
// sentinel to continue the outer loop (perform another projection step)
bool doGramSchmidt = true;
// variable for testing orthonorm/orthog
MagnitudeType tolerance = MONE/SCTM::squareroot(eps_);
// outer loop
while (doGramSchmidt) {
////////////////////////////////////////////////////////////////////////////////////
// perform projection
if (qsize > 0) {
numGS++;
// Compute the norms of the vectors
{
std::vector<MagnitudeType> normX_mag(xc);
MatOrthoManager<ScalarType,MV,OP>::normMat(X,normX_mag,MX);
for (int i=0; i<xc; ++i) {
normX[i] = normX_mag[i];
invnormX[i] = (normX_mag[i] == ZERO) ? ZERO : MONE/normX_mag[i];
}
}
// normalize the vectors
MVT::MvScale(X,invnormX);
if (this->_hasOp) {
MVT::MvScale(*MX,invnormX);
}
// check that vectors are normalized now
if (debug_) {
std::vector<MagnitudeType> nrm2(xc);
std::cout << dbgstr << "max post-scale norm: (with/without MX) : ";
MagnitudeType maxpsnw = ZERO, maxpsnwo = ZERO;
MatOrthoManager<ScalarType,MV,OP>::normMat(X,nrm2,MX);
for (int i=0; i<xc; i++) {
maxpsnw = (nrm2[i] > maxpsnw ? nrm2[i] : maxpsnw);
}
this->norm(X,nrm2);
for (int i=0; i<xc; i++) {
maxpsnwo = (nrm2[i] > maxpsnwo ? nrm2[i] : maxpsnwo);
}
std::cout << "(" << maxpsnw << "," << maxpsnwo << ")" << std::endl;
}
// project the vectors onto the Qi
for (int i=0; i<nq; i++) {
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(*Q[i],X,*newC[i],Teuchos::null,MX);
}
// remove the components in Qi from X
for (int i=0; i<nq; i++) {
MVT::MvTimesMatAddMv(-ONE,*Q[i],*newC[i],ONE,X);
}
// un-scale the vectors
MVT::MvScale(X,normX);
// Recompute the vectors in MX
if (this->_hasOp) {
OPT::Apply(*(this->_Op),X,*MX);
this->_OpCounter += MVT::GetNumberVecs(X);
}
//
// Compute largest column norm of
// ( C[0] )
// C = ( .... )
// ( C[nq-1] )
MagnitudeType maxNorm = ZERO;
for (int j=0; j<xc; j++) {
MagnitudeType sum = ZERO;
for (int k=0; k<nq; k++) {
for (int i=0; i<qcs[k]; i++) {
sum += SCT::magnitude((*newC[k])(i,j))*SCT::magnitude((*newC[k])(i,j));
}
}
maxNorm = (sum > maxNorm) ? sum : maxNorm;
}
// do we perform another GS?
if (maxNorm < 0.36) {
doGramSchmidt = false;
}
// unscale newC to reflect the scaling of X
for (int k=0; k<nq; k++) {
for (int j=0; j<xc; j++) {
for (int i=0; i<qcs[k]; i++) {
(*newC[k])(i,j) *= normX[j];
}
}
}
// accumulate into C
if (normalize_in) {
// we are normalizing
int info;
for (int i=0; i<nq; i++) {
info = C[i]->multiply(Teuchos::NO_TRANS,Teuchos::NO_TRANS,ONE,*newC[i],*B,ONE);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0, std::logic_error, "Anasazi::SVQBOrthoManager::findBasis(): Input error to SerialDenseMatrix::multiply.");
}
}
else {
// not normalizing
for (int i=0; i<nq; i++) {
(*C[i]) += *newC[i];
}
}
}
else { // qsize == 0... don't perform projection
// don't do any more outer loops; all we need is to call the normalize code below
doGramSchmidt = false;
}
////////////////////////////////////////////////////////////////////////////////////
// perform normalization
if (normalize_in) {
MagnitudeType condT = tolerance;
while (condT >= tolerance) {
numSVQB++;
// compute X^T Op X
MatOrthoManager<ScalarType,MV,OP>::innerProdMat(X,X,XtMX,MX,MX);
// compute scaling matrix for XtMX: D^{.5} and D^{-.5} (D-half and D-half-inv)
std::vector<MagnitudeType> Dh(xc), Dhi(xc);
for (int i=0; i<xc; i++) {
Dh[i] = SCT::magnitude(SCT::squareroot(XtMX(i,i)));
Dhi[i] = (Dh[i] == ZERO ? ZERO : MONE/Dh[i]);
}
// scale XtMX : S = D^{-.5} * XtMX * D^{-.5}
for (int i=0; i<xc; i++) {
for (int j=0; j<xc; j++) {
XtMX(i,j) *= Dhi[i]*Dhi[j];
}
}
// compute the eigenvalue decomposition of S=U*Lambda*U^T (using upper part)
int info;
lapack.HEEV('V', 'U', xc, XtMX.values(), XtMX.stride(), &lambda[0], &work[0], work.size(), &rwork[0], &info);
std::stringstream os;
os << "Anasazi::SVQBOrthoManager::findBasis(): Error code " << info << " from HEEV";
TEUCHOS_TEST_FOR_EXCEPTION( info != 0, OrthoError,
os.str() );
if (debug_) {
std::cout << dbgstr << "eigenvalues of XtMX: (";
for (int i=0; i<xc-1; i++) {
std::cout << lambda[i] << ",";
}
std::cout << lambda[xc-1] << ")" << std::endl;
}
// remember, HEEV orders the eigenvalues from smallest to largest
// examine condition number of Lambda, compute Lambda^{-.5}
MagnitudeType maxLambda = lambda[xc-1],
minLambda = lambda[0];
int iZeroMax = -1;
for (int i=0; i<xc; i++) {
if (lambda[i] <= 10*eps_*maxLambda) { // finish: this was eps_*eps_*maxLambda
iZeroMax = i;
lambda[i] = ZERO;
lambdahi[i] = ZERO;
}
/*
else if (lambda[i] < eps_*maxLambda) {
lambda[i] = SCTM::squareroot(eps_*maxLambda);
lambdahi[i] = MONE/lambda[i];
}
*/
else {
lambda[i] = SCTM::squareroot(lambda[i]);
lambdahi[i] = MONE/lambda[i];
}
}
// compute X * D^{-.5} * U * Lambda^{-.5} and new Op*X
//
// copy X into workX
std::vector<int> ind(xc);
for (int i=0; i<xc; i++) {ind[i] = i;}
MVT::SetBlock(X,ind,*workX);
//
// compute D^{-.5}*U*Lambda^{-.5} into workU
workU.assign(XtMX);
for (int j=0; j<xc; j++) {
for (int i=0; i<xc; i++) {
workU(i,j) *= Dhi[i]*lambdahi[j];
}
}
// compute workX * workU into X
MVT::MvTimesMatAddMv(ONE,*workX,workU,ZERO,X);
//
// note, it seems important to apply Op exactly for large condition numbers.
// for small condition numbers, we can update MX "implicitly"
// this trick reduces the number of applications of Op
if (this->_hasOp) {
if (maxLambda >= tolerance * minLambda) {
// explicit update of MX
OPT::Apply(*(this->_Op),X,*MX);
this->_OpCounter += MVT::GetNumberVecs(X);
}
else {
// implicit update of MX
// copy MX into workX
MVT::SetBlock(*MX,ind,*workX);
//
// compute workX * workU into MX
MVT::MvTimesMatAddMv(ONE,*workX,workU,ZERO,*MX);
}
}
// accumulate new B into previous B
// B = Lh * U^H * Dh * B
for (int j=0; j<xc; j++) {
for (int i=0; i<xc; i++) {
workU(i,j) = Dh[i] * (*B)(i,j);
}
}
info = B->multiply(Teuchos::CONJ_TRANS,Teuchos::NO_TRANS,ONE,XtMX,workU,ZERO);
TEUCHOS_TEST_FOR_EXCEPTION(info != 0, std::logic_error, "Anasazi::SVQBOrthoManager::findBasis(): Input error to SerialDenseMatrix::multiply.");
for (int j=0; j<xc ;j++) {
for (int i=0; i<xc; i++) {
(*B)(i,j) *= lambda[i];
}
}
// check iZeroMax (rank indicator)
if (iZeroMax >= 0) {
if (debug_) {
std::cout << dbgstr << "augmenting multivec with " << iZeroMax+1 << " random directions" << std::endl;
}
numRand++;
// put random info in the first iZeroMax+1 vectors of X,MX
std::vector<int> ind2(iZeroMax+1);
for (int i=0; i<iZeroMax+1; i++) {
ind2[i] = i;
}
Teuchos::RCP<MV> Xnull,MXnull;
Xnull = MVT::CloneViewNonConst(X,ind2);
MVT::MvRandom(*Xnull);
if (this->_hasOp) {
MXnull = MVT::CloneViewNonConst(*MX,ind2);
OPT::Apply(*(this->_Op),*Xnull,*MXnull);
this->_OpCounter += MVT::GetNumberVecs(*Xnull);
MXnull = Teuchos::null;
}
Xnull = Teuchos::null;
condT = tolerance;
doGramSchmidt = true;
break; // break from while(condT > tolerance)
}
condT = SCTM::magnitude(maxLambda / minLambda);
if (debug_) {
std::cout << dbgstr << "condT: " << condT << ", tolerance = " << tolerance << std::endl;
}
// if multiple passes of SVQB are necessary, then pass through outer GS loop again
if ((doGramSchmidt == false) && (condT > SCTM::squareroot(tolerance))) {
doGramSchmidt = true;
}
} // end while (condT >= tolerance)
}
// end if(normalize_in)
} // end while (doGramSchmidt)
if (debug_) {
std::cout << dbgstr << "(numGS,numSVQB,numRand) : "
<< "(" << numGS
<< "," << numSVQB
<< "," << numRand
<< ")" << std::endl;
}
return xc;
}
} // namespace Anasazi
#endif // ANASAZI_SVQB_ORTHOMANAGER_HPP
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