Incremental cleanup.
Former-commit-id: d4d8d41a2edac7cf8ac341cce46e3c976ef68c5e
This commit is contained in:
Marek Nečada
parent
5dc2a44cdd
commit
1585c48071
110
qpms/beyn.c
110
qpms/beyn.c
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@ -33,39 +33,19 @@ typedef struct BeynSolver
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gsl_matrix_complex *A0, *A1, *A0_coarse, *A1_coarse, *MInvVHat;
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gsl_matrix_complex *VHat;
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gsl_vector *Sigma, *residuals;
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double complex *Workspace;
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} BeynSolver;
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// constructor, destructor
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BeynSolver *BeynSolver_create(int M, int L);
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void BeynSolver_free(BeynSolver *solver);
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// reset the random matrix VHat used in the Beyn algorithm
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//
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// reset the random matrix VHat used in Beyn's algorithm
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void BeynSolver_srandom(BeynSolver *solver, unsigned int RandSeed);
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// for both of the following routines,
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// the return value is the number of eigenvalues found,
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// and the eigenvalues and eigenvectors are stored in the
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// Lambda and eigenvectors fields of the BeynSolver structure
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// Beyn method for circular contour of radius R,
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// centered at z0, using N quadrature points
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//int BeynSolve(BeynSolver *solver,
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// BeynFunction UserFunction, void *Params,
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// double complex z0, double R, int N);
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// Beyn method for elliptical contour of horizontal, vertical
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// radii Rx, Ry, centered at z0, using N quadrature points
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int BeynSolve(BeynSolver *solver,
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beyn_function_M_gsl_t M_function, beyn_function_M_inv_Vhat_gsl_t M_inv_Vhat_function, void *params,
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double complex z0, double Rx, double Ry, int N);
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static double randU(double A, double B) { return A + (B-A) * random() * (1. / RAND_MAX); }
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// Uniformly random number from interval [a, b].
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static double randU(double a, double b) { return a + (b-a) * random() * (1. / RAND_MAX); }
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// Random number from normal distribution (via Box-Muller transform, which is enough for our purposes).
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static double randN(double Sigma, double Mu) {
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double u1 = randU(0, 1);
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double u2 = randU(0, 1);
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@ -76,7 +56,6 @@ static complex double zrandN(double sigma, double mu){
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return randN(sigma, mu) + I*randN(sigma, mu);
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}
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beyn_contour_t *beyn_contour_ellipse(complex double centre, double rRe, double rIm, size_t n)
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{
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beyn_contour_t *c;
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@ -174,30 +153,29 @@ void BeynSolver_srandom(BeynSolver *solver, unsigned int RandSeed)
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}
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/***************************************************************/
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/* perform linear-algebra manipulations on the A0 and A1 */
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/* matrices (obtained via numerical quadrature) to extract */
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/* eigenvalues and eigenvectors */
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/***************************************************************/
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/*
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* linear-algebra manipulations on the A0 and A1 matrices
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* (obtained via numerical quadrature) to extract eigenvalues
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* and eigenvectors
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*/
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static int beyn_process_matrices(BeynSolver *solver, beyn_function_M_gsl_t M_function,
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void *Params,
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gsl_matrix_complex *A0, gsl_matrix_complex *A1, double complex z0,
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gsl_vector_complex *eigenvalues, gsl_matrix_complex *eigenvectors, const double RankTol, const double ResTol)
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gsl_vector_complex *eigenvalues, gsl_matrix_complex *eigenvectors, const double rank_tol, const double res_tol)
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{
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int M = solver->M;
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int L = solver->L;
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const size_t m = solver->M;
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const size_t l = solver->L;
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gsl_vector *Sigma = solver->Sigma;
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int verbose = 1; // TODO
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// A0 -> V0_full * Sigma * W0T_full'
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printf(" Beyn: computing SVD...\n");
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gsl_matrix_complex* V0_full = gsl_matrix_complex_alloc(M,L);
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if(verbose) printf(" Beyn: computing SVD...\n");
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gsl_matrix_complex* V0_full = gsl_matrix_complex_alloc(m,l);
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gsl_matrix_complex_memcpy(V0_full,A0);
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gsl_matrix_complex* W0T_full = gsl_matrix_complex_alloc(L,L);
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gsl_matrix_complex* W0T_full = gsl_matrix_complex_alloc(l,l);
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//A0->SVD(Sigma, &V0_full, &W0T_full);
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QPMS_ENSURE(Sigma->stride == 1, "Sigma vector stride must be 1 for LAPACKE_zgesdd, got %zd.", Sigma->stride);
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@ -210,7 +188,7 @@ static int beyn_process_matrices(BeynSolver *solver, beyn_function_M_gsl_t M_fun
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V0_full->tda /*lda*/,
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Sigma->data /*s*/,
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NULL /*u; not used*/,
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M /*ldu; should not be really used but lapacke requires it for some obscure reason*/,
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m /*ldu; should not be really used but lapacke requires it for some obscure reason*/,
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(lapack_complex_double *)W0T_full->data /*vt*/,
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W0T_full->tda /*ldvt*/
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));
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@ -218,20 +196,20 @@ static int beyn_process_matrices(BeynSolver *solver, beyn_function_M_gsl_t M_fun
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// compute effective rank K (number of eigenvalue candidates)
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int K=0;
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for(int k=0; k<Sigma->size /* this is L, actually */; k++)
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{ if (verbose) printf("Beyn: SV(%i)=%e\n",k,gsl_vector_get(Sigma, k));
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if (gsl_vector_get(Sigma, k) > RankTol )
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for (int k=0; k<Sigma->size /* this is l, actually */; k++) {
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if (verbose) printf("Beyn: SV(%d)=%e\n",k,gsl_vector_get(Sigma, k));
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if (gsl_vector_get(Sigma, k) > rank_tol)
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K++;
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}
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printf(" Beyn: %i/%i relevant singular values\n",K,L);
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if (K==0)
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{ printf("no singular values found in Beyn eigensolver\n");
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if (verbose)printf(" Beyn: %d/%zd relevant singular values\n",K,l);
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if (K==0) {
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QPMS_WARN("no singular values found in Beyn eigensolver\n");
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return 0;
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}
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// set V0, W0T = matrices of first K right, left singular vectors
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gsl_matrix_complex *V0 = gsl_matrix_complex_alloc(M,K);
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gsl_matrix_complex *W0T= gsl_matrix_complex_alloc(K,L);
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gsl_matrix_complex *V0 = gsl_matrix_complex_alloc(m,K);
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gsl_matrix_complex *W0T= gsl_matrix_complex_alloc(K,l);
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for (int k = 0; k < K; ++k) {
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gsl_vector_complex_view tmp;
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@ -245,18 +223,17 @@ static int beyn_process_matrices(BeynSolver *solver, beyn_function_M_gsl_t M_fun
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gsl_matrix_complex_free(W0T_full);
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// B <- V0' * A1 * W0 * Sigma^-1
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gsl_matrix_complex *TM2 = gsl_matrix_complex_calloc(K,L);
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gsl_matrix_complex *TM2 = gsl_matrix_complex_calloc(K,l);
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gsl_matrix_complex *B = gsl_matrix_complex_calloc(K,K);
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printf(" Multiplying V0*A1->TM...\n");
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if(verbose) printf(" Multiplying V0*A1->TM...\n");
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//V0.Multiply(A1, &TM2, "--transA C"); // TM2 <- V0' * A1
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const gsl_complex one = gsl_complex_rect(1,0);
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const gsl_complex zero = gsl_complex_rect(0,0);
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gsl_blas_zgemm(CblasConjTrans, CblasNoTrans, one,
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V0, A1, zero, TM2);
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printf(" Multiplying TM*W0T->B...\n");
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//TM2.Multiply(&W0T, &B, "--transB C"); // B <- TM2 * W0
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if(verbose) printf(" Multiplying TM*W0T->B...\n");
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gsl_blas_zgemm(CblasNoTrans, CblasConjTrans, one,
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TM2, W0T, zero, B);
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@ -264,7 +241,7 @@ static int beyn_process_matrices(BeynSolver *solver, beyn_function_M_gsl_t M_fun
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gsl_matrix_complex_free(W0T);
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gsl_matrix_complex_free(TM2);
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printf(" Scaling B <- B*Sigma^{-1}\n");
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if(verbose) printf(" Scaling B <- B*Sigma^{-1}\n");
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gsl_vector_complex *tmp = gsl_vector_complex_calloc(K);
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for(int i = 0; i < K; i++) {
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gsl_matrix_complex_get_col(tmp, B, i);
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@ -275,11 +252,8 @@ static int beyn_process_matrices(BeynSolver *solver, beyn_function_M_gsl_t M_fun
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//for(int m=0; m<K; m++) // B <- B * Sigma^{-1}
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// for(int n=0; n<K; n++)
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// B.ScaleEntry(m,n,1.0/Sigma->GetEntry(n));
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// B -> S*Lambda*S'
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printf(" Eigensolving (%i,%i)\n",K,K);
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if(verbose) printf(" Eigensolving (%i,%i)\n",K,K);
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gsl_vector_complex *Lambda = gsl_vector_complex_alloc(K); // eigenvalues
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gsl_matrix_complex *S = gsl_matrix_complex_alloc(K,K); // eigenvectors
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@ -295,7 +269,7 @@ static int beyn_process_matrices(BeynSolver *solver, beyn_function_M_gsl_t M_fun
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B->tda /* lda */,
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(lapack_complex_double *) Lambda->data /* w */,
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NULL /* vl */,
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M /* ldvl, not used by for some reason needed */,
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m /* ldvl, not used by for some reason needed */,
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(lapack_complex_double *)(S->data)/* vr */,
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S->tda/* ldvr */
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));
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@ -304,28 +278,28 @@ static int beyn_process_matrices(BeynSolver *solver, beyn_function_M_gsl_t M_fun
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// V0S <- V0*S
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printf("Multiplying V0*S...\n");
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gsl_matrix_complex *V0S = gsl_matrix_complex_alloc(M, K);
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gsl_matrix_complex *V0S = gsl_matrix_complex_alloc(m, K);
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QPMS_ENSURE_SUCCESS(gsl_blas_zgemm(CblasNoTrans, CblasNoTrans,
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one, V0, S, zero, V0S));
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gsl_matrix_complex_free(V0);
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int KRetained = 0;
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gsl_matrix_complex *Mmat = gsl_matrix_complex_alloc(M,M);
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gsl_vector_complex *MVk = gsl_vector_complex_alloc(M);
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gsl_matrix_complex *Mmat = gsl_matrix_complex_alloc(m, m);
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gsl_vector_complex *MVk = gsl_vector_complex_alloc(m);
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for (int k = 0; k < K; ++k) {
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const gsl_complex zgsl = gsl_complex_add(gsl_complex_rect(creal(z0), cimag(z0)), gsl_vector_complex_get(Lambda, k));
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const complex double z = GSL_REAL(zgsl) + I*GSL_IMAG(zgsl);
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gsl_vector_complex_const_view Vk = gsl_matrix_complex_const_column(V0S, k);
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double residual = 0;
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if(ResTol > 0) {
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if(res_tol > 0) {
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QPMS_ENSURE_SUCCESS(M_function(Mmat, z, Params));
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QPMS_ENSURE_SUCCESS(gsl_blas_zgemv(CblasNoTrans, one, Mmat, &(Vk.vector), zero, MVk));
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residual = gsl_blas_dznrm2(MVk);
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if (verbose) printf("Beyn: Residual(%i)=%e\n",k,residual);
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}
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if (ResTol > 0 && residual > ResTol) continue;
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if (res_tol > 0 && residual > res_tol) continue;
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gsl_vector_complex_set(eigenvalues, KRetained, zgsl);
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if(eigenvectors) {
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@ -345,15 +319,13 @@ static int beyn_process_matrices(BeynSolver *solver, beyn_function_M_gsl_t M_fun
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}
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int beyn_solve_gsl(beyn_result_gsl_t **result, size_t m, size_t l,
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int beyn_solve_gsl(beyn_result_gsl_t **result, const size_t m, const size_t l,
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beyn_function_M_gsl_t M_function, beyn_function_M_inv_Vhat_gsl_t M_inv_Vhat_function,
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void *params, const beyn_contour_t *contour,
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double rank_tol, double res_tol)
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{
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BeynSolver *solver = BeynSolver_create(m, l);
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const int M = solver->M;
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const int L = solver->L;
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gsl_matrix_complex *A0 = solver->A0;
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gsl_matrix_complex *A1 = solver->A1;
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gsl_matrix_complex *A0_coarse = solver->A0_coarse;
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@ -388,14 +360,14 @@ int beyn_solve_gsl(beyn_result_gsl_t **result, size_t m, size_t l,
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QPMS_ENSURE_SUCCESS(M_inv_Vhat_function(MInvVHat, VHat, z, params));
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} else {
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lapack_int *pivot;
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gsl_matrix_complex *Mmat = gsl_matrix_complex_alloc(M,M);
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gsl_matrix_complex *Mmat = gsl_matrix_complex_alloc(m,m);
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QPMS_ENSURE_SUCCESS(M_function(Mmat, z, params));
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QPMS_CRASHING_MALLOC(pivot, sizeof(lapack_int) * M);
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QPMS_CRASHING_MALLOC(pivot, sizeof(lapack_int) * m);
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QPMS_ENSURE_SUCCESS(LAPACKE_zgetrf(LAPACK_ROW_MAJOR,
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M /*m*/, M /*n*/,(lapack_complex_double *) Mmat->data /*a*/, Mmat->tda /*lda*/, pivot /*ipiv*/));
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QPMS_ENSURE(MInvVHat->tda == L, "wut?");
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m /*m*/, m /*n*/,(lapack_complex_double *) Mmat->data /*a*/, Mmat->tda /*lda*/, pivot /*ipiv*/));
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QPMS_ENSURE(MInvVHat->tda == l, "wut?");
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QPMS_ENSURE_SUCCESS(LAPACKE_zgetrs(LAPACK_ROW_MAJOR, 'N' /*trans*/,
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M /*n*/, L/*nrhs*/, (lapack_complex_double *)(Mmat->data) /*a*/, Mmat->tda /*lda*/, pivot/*ipiv*/,
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m /*n*/, l/*nrhs*/, (lapack_complex_double *)(Mmat->data) /*a*/, Mmat->tda /*lda*/, pivot/*ipiv*/,
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(lapack_complex_double *)(MInvVHat->data) /*b*/, MInvVHat->tda/*ldb*/));
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free(pivot);
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