Incremental cleanup and style assimilation
Former-commit-id: eb31cf03313edbad256331592afa4c6d212feab8
This commit is contained in:
Marek Nečada
parent
cabe764640
commit
5dc2a44cdd
284
qpms/beyn.c
284
qpms/beyn.c
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@ -25,41 +25,41 @@ STATIC_ASSERT((sizeof(lapack_complex_double) == sizeof(gsl_complex)), lapack_and
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typedef struct BeynSolver
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{
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int M; // dimension of matrices
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int L; // number of columns of VHat matrix
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int M; // dimension of matrices
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int L; // number of columns of VHat matrix
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gsl_vector_complex *Eigenvalues, *EVErrors;
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gsl_matrix_complex *Eigenvectors;
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gsl_matrix_complex *A0, *A1, *A0Coarse, *A1Coarse, *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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gsl_vector_complex *eigenvalues, *eigenvalue_errors;
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gsl_matrix_complex *eigenvectors;
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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 *CreateBeynSolver(int M, int L);
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void DestroyBeynSolver(BeynSolver *Solver);
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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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void ReRandomize(BeynSolver *Solver, unsigned int RandSeed);
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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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// 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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//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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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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@ -102,90 +102,71 @@ void beyn_result_gsl_free(beyn_result_gsl_t *r) {
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}
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}
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/***************************************************************/
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/***************************************************************/
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/***************************************************************/
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BeynSolver *CreateBeynSolver(int M, int L)
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BeynSolver *BeynSolver_create(int M, int L)
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{
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BeynSolver *Solver= (BeynSolver *)malloc(sizeof(*Solver));
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BeynSolver *solver= (BeynSolver *)malloc(sizeof(*solver));
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Solver->M = M;
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Solver->L = L;
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solver->M = M;
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solver->L = L;
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QPMS_ENSURE(L <= M, "We expect L <= M, but we got L = %d, M = %d ", L, M);
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// storage for eigenvalues and eigenvectors
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Solver->Eigenvalues = gsl_vector_complex_calloc(L);
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Solver->EVErrors = gsl_vector_complex_calloc(L);
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Solver->Residuals = gsl_vector_calloc(L);
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Solver->Eigenvectors = gsl_matrix_complex_calloc(M, L);
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solver->eigenvalues = gsl_vector_complex_calloc(L);
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solver->eigenvalue_errors = gsl_vector_complex_calloc(L);
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solver->residuals = gsl_vector_calloc(L);
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solver->eigenvectors = gsl_matrix_complex_calloc(M, L);
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// storage for singular values, random VHat matrix, etc. used in algorithm
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Solver->A0 = gsl_matrix_complex_calloc(M,L);
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Solver->A1 = gsl_matrix_complex_calloc(M,L);
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Solver->A0Coarse = gsl_matrix_complex_calloc(M,L);
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Solver->A1Coarse = gsl_matrix_complex_calloc(M,L);
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Solver->MInvVHat = gsl_matrix_complex_calloc(M,L);
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Solver->VHat = gsl_matrix_complex_calloc(M,L);
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Solver->Sigma = gsl_vector_calloc(L);
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ReRandomize(Solver,(unsigned)time(NULL));
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solver->A0 = gsl_matrix_complex_calloc(M,L);
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solver->A1 = gsl_matrix_complex_calloc(M,L);
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solver->A0_coarse = gsl_matrix_complex_calloc(M,L);
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solver->A1_coarse = gsl_matrix_complex_calloc(M,L);
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solver->MInvVHat = gsl_matrix_complex_calloc(M,L);
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solver->VHat = gsl_matrix_complex_calloc(M,L);
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solver->Sigma = gsl_vector_calloc(L);
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BeynSolver_srandom(solver,(unsigned)time(NULL));
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#if 0
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// internal workspace: need storage for 2 MxL matrices
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// plus 3 LxL matrices
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#define MLBUFFERS 2
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#define LLBUFFERS 3
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size_t ML = MLMax*L, LL = L*L;
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#endif
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return Solver;
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return solver;
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}
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/***************************************************************/
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/***************************************************************/
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/***************************************************************/
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void DestroyBeynSolver(BeynSolver *Solver)
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void BeynSolver_free(BeynSolver *solver)
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{
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gsl_vector_complex_free(Solver->Eigenvalues);
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gsl_vector_complex_free(Solver->EVErrors);
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gsl_matrix_complex_free(Solver->Eigenvectors);
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gsl_vector_complex_free(solver->eigenvalues);
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gsl_vector_complex_free(solver->eigenvalue_errors);
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gsl_matrix_complex_free(solver->eigenvectors);
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gsl_matrix_complex_free(Solver->A0);
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gsl_matrix_complex_free(Solver->A1);
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gsl_matrix_complex_free(Solver->A0Coarse);
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gsl_matrix_complex_free(Solver->A1Coarse);
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gsl_matrix_complex_free(Solver->MInvVHat);
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gsl_vector_free(Solver->Sigma);
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gsl_vector_free(Solver->Residuals);
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gsl_matrix_complex_free(Solver->VHat);
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gsl_matrix_complex_free(solver->A0);
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gsl_matrix_complex_free(solver->A1);
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gsl_matrix_complex_free(solver->A0_coarse);
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gsl_matrix_complex_free(solver->A1_coarse);
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gsl_matrix_complex_free(solver->MInvVHat);
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gsl_vector_free(solver->Sigma);
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gsl_vector_free(solver->residuals);
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gsl_matrix_complex_free(solver->VHat);
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free(Solver);
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free(solver);
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}
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void DestroyBeynSolverPartial(BeynSolver *Solver)
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void BeynSolver_free_partial(BeynSolver *solver)
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{
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gsl_matrix_complex_free(Solver->A0);
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gsl_matrix_complex_free(Solver->A1);
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gsl_matrix_complex_free(Solver->A0Coarse);
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gsl_matrix_complex_free(Solver->A1Coarse);
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gsl_matrix_complex_free(Solver->MInvVHat);
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gsl_vector_free(Solver->Sigma);
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gsl_matrix_complex_free(Solver->VHat);
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gsl_matrix_complex_free(solver->A0);
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gsl_matrix_complex_free(solver->A1);
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gsl_matrix_complex_free(solver->A0_coarse);
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gsl_matrix_complex_free(solver->A1_coarse);
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gsl_matrix_complex_free(solver->MInvVHat);
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gsl_vector_free(solver->Sigma);
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gsl_matrix_complex_free(solver->VHat);
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free(Solver);
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free(solver);
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}
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/***************************************************************/
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/***************************************************************/
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/***************************************************************/
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void ReRandomize(BeynSolver *Solver, unsigned int RandSeed)
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void BeynSolver_srandom(BeynSolver *solver, unsigned int RandSeed)
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{
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if (RandSeed==0)
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RandSeed=time(0);
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srandom(RandSeed);
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gsl_matrix_complex *VHat=Solver->VHat;
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gsl_matrix_complex *VHat=solver->VHat;
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for(int nr=0; nr<VHat->size1; nr++)
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for(int nc=0; nc<VHat->size2; nc++)
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gsl_matrix_complex_set(VHat,nr,nc,cs2g(zrandN(1, 0)));
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@ -199,48 +180,46 @@ void ReRandomize(BeynSolver *Solver, unsigned int RandSeed)
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/* eigenvalues and eigenvectors */
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/***************************************************************/
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int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_gsl_t M_function,
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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 RankTol, const double ResTol)
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{
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int M = Solver->M;
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int L = Solver->L;
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gsl_vector *Sigma = Solver->Sigma;
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int M = solver->M;
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int L = solver->L;
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gsl_vector *Sigma = solver->Sigma;
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int Verbose = 1;//CheckEnv("SCUFF_BEYN_VERBOSE");
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//double RankTol=1.0e-4; //CheckEnv("SCUFF_BEYN_RANK_TOL",&RankTol);
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//double ResTol=0.0; // CheckEnv("SCUFF_BEYN_RES_TOL",&ResTol);
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int verbose = 1; // TODO
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// A0 -> V0Full * Sigma * W0TFull'
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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* V0Full = gsl_matrix_complex_alloc(M,L);
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gsl_matrix_complex_memcpy(V0Full,A0);
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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* W0TFull = gsl_matrix_complex_alloc(L,L);
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//A0->SVD(Sigma, &V0Full, &W0TFull);
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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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QPMS_ENSURE(V0Full->size1 >= V0Full->size2, "m = %zd, l = %zd, what the hell?");
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QPMS_ENSURE(V0_full->size1 >= V0_full->size2, "m = %zd, l = %zd, what the hell?");
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QPMS_ENSURE_SUCCESS(LAPACKE_zgesdd(LAPACK_ROW_MAJOR, // A = U*Σ*conjg(V')
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'O' /*jobz, 'O' overwrites a with U and saves conjg(V') in vt if m >= n, i.e. if M >= L, which holds*/,
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V0Full->size1 /* m, number of rows */,
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V0Full->size2 /* n, number of columns */,
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(lapack_complex_double *)(V0Full->data) /*a*/,
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V0Full->tda /*lda*/,
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V0_full->size1 /* m, number of rows */,
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V0_full->size2 /* n, number of columns */,
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(lapack_complex_double *)(V0_full->data) /*a*/,
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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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(lapack_complex_double *)W0TFull->data /*vt*/,
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W0TFull->tda /*ldvt*/
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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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// 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 (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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K++;
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}
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@ -256,14 +235,14 @@ int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_gsl_t M_function,
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for (int k = 0; k < K; ++k) {
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gsl_vector_complex_view tmp;
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tmp = gsl_matrix_complex_column(V0Full, k);
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tmp = gsl_matrix_complex_column(V0_full, k);
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gsl_matrix_complex_set_col(V0, k, &(tmp.vector));
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tmp = gsl_matrix_complex_row(W0TFull, k);
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tmp = gsl_matrix_complex_row(W0T_full, k);
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gsl_matrix_complex_set_row(W0T, k, &(tmp.vector));
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}
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gsl_matrix_complex_free(V0Full);
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gsl_matrix_complex_free(W0TFull);
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gsl_matrix_complex_free(V0_full);
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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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@ -302,8 +281,8 @@ int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_gsl_t M_function,
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// B -> S*Lambda*S'
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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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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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QPMS_ENSURE(Sigma->stride == 1, "Sigma vector stride must be 1 for LAPACKE_zgesdd, got %zd.", Sigma->stride);
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QPMS_ENSURE(Lambda->stride == 1, "Lambda vector stride must be 1 for LAPACKE_zgesdd, got %zd.", Sigma->stride);
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@ -344,14 +323,14 @@ int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_gsl_t M_function,
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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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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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gsl_vector_complex_set(Eigenvalues, KRetained, zgsl);
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if(Eigenvectors) {
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gsl_matrix_complex_set_col(Eigenvectors, KRetained, &(Vk.vector));
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gsl_vector_set(Solver->Residuals, KRetained, residual);
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gsl_vector_complex_set(eigenvalues, KRetained, zgsl);
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if(eigenvectors) {
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gsl_matrix_complex_set_col(eigenvectors, KRetained, &(Vk.vector));
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gsl_vector_set(solver->residuals, KRetained, residual);
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}
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++KRetained;
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}
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@ -365,42 +344,22 @@ int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_gsl_t M_function,
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return KRetained;
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}
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/***************************************************************/
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/***************************************************************/
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/***************************************************************/
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#if 0
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int BeynSolve(BeynSolver *Solver, beyn_function_M_t M_function,
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beyn_function_M_inv_Vhat_t M_inv_Vhat_function, void *Params,
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double complex z0, double Rx, double Ry, int N)
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#endif
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int beyn_solve_gsl(beyn_result_gsl_t **result, size_t m, 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 = CreateBeynSolver(m, l);
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BeynSolver *solver = BeynSolver_create(m, l);
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/***************************************************************/
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/* force N to be even so we can simultaneously evaluate */
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/* the integral with N/2 quadrature points */
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/***************************************************************/
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// if ( (N%2)==1 ) N++;
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/*if (Rx==Ry)
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printf("Applying Beyn method with z0=%s,R=%e,N=%i...\n",z2s(z0),Rx,N);
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else
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printf("Applying Beyn method with z0=%s,Rx=%e,Ry=%e,N=%i...\n",z2s(z0),Rx,Ry,N);
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*/
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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 *A0Coarse = Solver->A0Coarse;
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gsl_matrix_complex *A1Coarse = Solver->A1Coarse;
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gsl_matrix_complex *MInvVHat = Solver->MInvVHat;
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gsl_matrix_complex *VHat = Solver->VHat;
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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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gsl_matrix_complex *A1_coarse = solver->A1_coarse;
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gsl_matrix_complex *MInvVHat = solver->MInvVHat;
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gsl_matrix_complex *VHat = solver->VHat;
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/***************************************************************/
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/* evaluate contour integrals by numerical quadrature to get */
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@ -409,18 +368,17 @@ int beyn_solve_gsl(beyn_result_gsl_t **result, size_t m, size_t l,
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gsl_matrix_complex_set_zero(A0);
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gsl_matrix_complex_set_zero(A1);
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gsl_matrix_complex_set_zero(A0Coarse);
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gsl_matrix_complex_set_zero(A1Coarse);
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size_t N = contour->n;
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//double DeltaTheta = 2.0*M_PI / ((double)N);
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printf(" Evaluating contour integral (%zd points)...\n",N);
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gsl_matrix_complex_set_zero(A0_coarse);
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gsl_matrix_complex_set_zero(A1_coarse);
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const size_t N = contour->n;
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if(N & 1) QPMS_WARN("Contour discretisation point number is odd (%zd),"
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" the error estimates might be a bit off.", N);
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const complex double z0 = contour->centre;
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for(int n=0; n<N; n++) {
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const complex double z = contour->z_dz[n][0];
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const complex double dz = contour->z_dz[n][1];
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||||
//MInvVHat->Copy(VHat);
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// Mitä varten tämä kopiointi on?
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gsl_matrix_complex_memcpy(MInvVHat, VHat);
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||||
|
||||
// Tän pitäis kutsua eval_WT
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|
@ -443,41 +401,39 @@ int beyn_solve_gsl(beyn_result_gsl_t **result, size_t m, size_t l,
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free(pivot);
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gsl_matrix_complex_free(Mmat);
|
||||
}
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//UserFunc(z0+zz, params, VHat, MInvVHat);
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|
||||
gsl_matrix_complex_scale(MInvVHat, cs2g(dz));
|
||||
gsl_matrix_complex_add(A0, MInvVHat);
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||||
if((n%2)==0) {
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||||
gsl_matrix_complex_add(A0Coarse, MInvVHat);
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||||
gsl_matrix_complex_add(A0Coarse, MInvVHat);
|
||||
gsl_matrix_complex_add(A0_coarse, MInvVHat);
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||||
gsl_matrix_complex_add(A0_coarse, MInvVHat);
|
||||
}
|
||||
|
||||
gsl_matrix_complex_scale(MInvVHat, cs2g(z - z0));
|
||||
gsl_matrix_complex_add(A1, MInvVHat);
|
||||
if((n%2)==0) {
|
||||
gsl_matrix_complex_add(A1Coarse, MInvVHat);
|
||||
gsl_matrix_complex_add(A1Coarse, MInvVHat);
|
||||
gsl_matrix_complex_add(A1_coarse, MInvVHat);
|
||||
gsl_matrix_complex_add(A1_coarse, MInvVHat);
|
||||
}
|
||||
}
|
||||
|
||||
gsl_vector_complex *Eigenvalues = Solver->Eigenvalues;
|
||||
gsl_vector_complex *EVErrors = Solver->EVErrors;
|
||||
gsl_matrix_complex *Eigenvectors = Solver->Eigenvectors;
|
||||
|
||||
int K = ProcessAMatrices(Solver, M_function, params, A0, A1, z0, Eigenvalues, Eigenvectors, rank_tol, res_tol);
|
||||
int KCoarse = ProcessAMatrices(Solver, M_function, params, A0Coarse, A1Coarse, z0, EVErrors, Eigenvectors, rank_tol, res_tol);
|
||||
// Log("{K,KCoarse}={%i,%i}",K,KCoarse);
|
||||
|
||||
gsl_blas_zaxpy(gsl_complex_rect(-1,0), Eigenvalues, EVErrors);
|
||||
gsl_vector_complex *eigenvalues = solver->eigenvalues;
|
||||
gsl_vector_complex *eigenvalue_errors = solver->eigenvalue_errors;
|
||||
gsl_matrix_complex *eigenvectors = solver->eigenvectors;
|
||||
|
||||
int K = beyn_process_matrices(solver, M_function, params, A0, A1, z0, eigenvalues, eigenvectors, rank_tol, res_tol);
|
||||
int K_coarse = beyn_process_matrices(solver, M_function, params, A0_coarse, A1_coarse, z0, eigenvalue_errors, eigenvectors, rank_tol, res_tol);
|
||||
|
||||
gsl_blas_zaxpy(gsl_complex_rect(-1,0), eigenvalues, eigenvalue_errors);
|
||||
// TODO Original did also fabs on the complex and real parts ^^^.
|
||||
|
||||
QPMS_CRASHING_MALLOC(*result, sizeof(beyn_result_gsl_t));
|
||||
(*result)->eigval = Solver->Eigenvalues;
|
||||
(*result)->eigval_err = Solver->EVErrors;
|
||||
(*result)->residuals = Solver->Residuals;
|
||||
(*result)->eigvec = Solver->Eigenvectors;
|
||||
|
||||
DestroyBeynSolverPartial(Solver);
|
||||
(*result)->eigval = solver->eigenvalues;
|
||||
(*result)->eigval_err = solver->eigenvalue_errors;
|
||||
(*result)->residuals = solver->residuals;
|
||||
(*result)->eigvec = solver->eigenvectors;
|
||||
|
||||
BeynSolver_free_partial(solver);
|
||||
|
||||
return K;
|
||||
}
|
||||
|
|
|
|||
Loading…
Reference in New Issue