Incremental cleanup and style assimilation

Former-commit-id: eb31cf03313edbad256331592afa4c6d212feab8
This commit is contained in:
Marek Nečada 2019-09-02 12:25:26 +03:00
parent cabe764640
commit 5dc2a44cdd
1 changed files with 120 additions and 164 deletions

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@ -25,41 +25,41 @@ STATIC_ASSERT((sizeof(lapack_complex_double) == sizeof(gsl_complex)), lapack_and
typedef struct BeynSolver
{
int M; // dimension of matrices
int L; // number of columns of VHat matrix
int M; // dimension of matrices
int L; // number of columns of VHat matrix
gsl_vector_complex *Eigenvalues, *EVErrors;
gsl_matrix_complex *Eigenvectors;
gsl_matrix_complex *A0, *A1, *A0Coarse, *A1Coarse, *MInvVHat;
gsl_matrix_complex *VHat;
gsl_vector *Sigma, *Residuals;
double complex *Workspace;
gsl_vector_complex *eigenvalues, *eigenvalue_errors;
gsl_matrix_complex *eigenvectors;
gsl_matrix_complex *A0, *A1, *A0_coarse, *A1_coarse, *MInvVHat;
gsl_matrix_complex *VHat;
gsl_vector *Sigma, *residuals;
double complex *Workspace;
} BeynSolver;
// constructor, destructor
BeynSolver *CreateBeynSolver(int M, int L);
void DestroyBeynSolver(BeynSolver *Solver);
BeynSolver *BeynSolver_create(int M, int L);
void BeynSolver_free(BeynSolver *solver);
// reset the random matrix VHat used in the Beyn algorithm
//
void ReRandomize(BeynSolver *Solver, unsigned int RandSeed);
void BeynSolver_srandom(BeynSolver *solver, unsigned int RandSeed);
// for both of the following routines,
// the return value is the number of eigenvalues found,
// and the eigenvalues and eigenvectors are stored in the
// Lambda and Eigenvectors fields of the BeynSolver structure
// Lambda and eigenvectors fields of the BeynSolver structure
// Beyn method for circular contour of radius R,
// centered at z0, using N quadrature points
//int BeynSolve(BeynSolver *Solver,
//int BeynSolve(BeynSolver *solver,
// BeynFunction UserFunction, void *Params,
// double complex z0, double R, int N);
// Beyn method for elliptical contour of horizontal, vertical
// radii Rx, Ry, centered at z0, using N quadrature points
int BeynSolve(BeynSolver *Solver,
beyn_function_M_gsl_t M_function, beyn_function_M_inv_Vhat_gsl_t M_inv_Vhat_function, void *params,
double complex z0, double Rx, double Ry, int N);
int BeynSolve(BeynSolver *solver,
beyn_function_M_gsl_t M_function, beyn_function_M_inv_Vhat_gsl_t M_inv_Vhat_function, void *params,
double complex z0, double Rx, double Ry, int N);
@ -102,90 +102,71 @@ void beyn_result_gsl_free(beyn_result_gsl_t *r) {
}
}
/***************************************************************/
/***************************************************************/
/***************************************************************/
BeynSolver *CreateBeynSolver(int M, int L)
BeynSolver *BeynSolver_create(int M, int L)
{
BeynSolver *Solver= (BeynSolver *)malloc(sizeof(*Solver));
BeynSolver *solver= (BeynSolver *)malloc(sizeof(*solver));
Solver->M = M;
Solver->L = L;
solver->M = M;
solver->L = L;
QPMS_ENSURE(L <= M, "We expect L <= M, but we got L = %d, M = %d ", L, M);
// storage for eigenvalues and eigenvectors
Solver->Eigenvalues = gsl_vector_complex_calloc(L);
Solver->EVErrors = gsl_vector_complex_calloc(L);
Solver->Residuals = gsl_vector_calloc(L);
Solver->Eigenvectors = gsl_matrix_complex_calloc(M, L);
solver->eigenvalues = gsl_vector_complex_calloc(L);
solver->eigenvalue_errors = gsl_vector_complex_calloc(L);
solver->residuals = gsl_vector_calloc(L);
solver->eigenvectors = gsl_matrix_complex_calloc(M, L);
// storage for singular values, random VHat matrix, etc. used in algorithm
Solver->A0 = gsl_matrix_complex_calloc(M,L);
Solver->A1 = gsl_matrix_complex_calloc(M,L);
Solver->A0Coarse = gsl_matrix_complex_calloc(M,L);
Solver->A1Coarse = gsl_matrix_complex_calloc(M,L);
Solver->MInvVHat = gsl_matrix_complex_calloc(M,L);
Solver->VHat = gsl_matrix_complex_calloc(M,L);
Solver->Sigma = gsl_vector_calloc(L);
ReRandomize(Solver,(unsigned)time(NULL));
solver->A0 = gsl_matrix_complex_calloc(M,L);
solver->A1 = gsl_matrix_complex_calloc(M,L);
solver->A0_coarse = gsl_matrix_complex_calloc(M,L);
solver->A1_coarse = gsl_matrix_complex_calloc(M,L);
solver->MInvVHat = gsl_matrix_complex_calloc(M,L);
solver->VHat = gsl_matrix_complex_calloc(M,L);
solver->Sigma = gsl_vector_calloc(L);
BeynSolver_srandom(solver,(unsigned)time(NULL));
#if 0
// internal workspace: need storage for 2 MxL matrices
// plus 3 LxL matrices
#define MLBUFFERS 2
#define LLBUFFERS 3
size_t ML = MLMax*L, LL = L*L;
#endif
return Solver;
return solver;
}
/***************************************************************/
/***************************************************************/
/***************************************************************/
void DestroyBeynSolver(BeynSolver *Solver)
void BeynSolver_free(BeynSolver *solver)
{
gsl_vector_complex_free(Solver->Eigenvalues);
gsl_vector_complex_free(Solver->EVErrors);
gsl_matrix_complex_free(Solver->Eigenvectors);
gsl_vector_complex_free(solver->eigenvalues);
gsl_vector_complex_free(solver->eigenvalue_errors);
gsl_matrix_complex_free(solver->eigenvectors);
gsl_matrix_complex_free(Solver->A0);
gsl_matrix_complex_free(Solver->A1);
gsl_matrix_complex_free(Solver->A0Coarse);
gsl_matrix_complex_free(Solver->A1Coarse);
gsl_matrix_complex_free(Solver->MInvVHat);
gsl_vector_free(Solver->Sigma);
gsl_vector_free(Solver->Residuals);
gsl_matrix_complex_free(Solver->VHat);
gsl_matrix_complex_free(solver->A0);
gsl_matrix_complex_free(solver->A1);
gsl_matrix_complex_free(solver->A0_coarse);
gsl_matrix_complex_free(solver->A1_coarse);
gsl_matrix_complex_free(solver->MInvVHat);
gsl_vector_free(solver->Sigma);
gsl_vector_free(solver->residuals);
gsl_matrix_complex_free(solver->VHat);
free(Solver);
free(solver);
}
void DestroyBeynSolverPartial(BeynSolver *Solver)
void BeynSolver_free_partial(BeynSolver *solver)
{
gsl_matrix_complex_free(Solver->A0);
gsl_matrix_complex_free(Solver->A1);
gsl_matrix_complex_free(Solver->A0Coarse);
gsl_matrix_complex_free(Solver->A1Coarse);
gsl_matrix_complex_free(Solver->MInvVHat);
gsl_vector_free(Solver->Sigma);
gsl_matrix_complex_free(Solver->VHat);
gsl_matrix_complex_free(solver->A0);
gsl_matrix_complex_free(solver->A1);
gsl_matrix_complex_free(solver->A0_coarse);
gsl_matrix_complex_free(solver->A1_coarse);
gsl_matrix_complex_free(solver->MInvVHat);
gsl_vector_free(solver->Sigma);
gsl_matrix_complex_free(solver->VHat);
free(Solver);
free(solver);
}
/***************************************************************/
/***************************************************************/
/***************************************************************/
void ReRandomize(BeynSolver *Solver, unsigned int RandSeed)
void BeynSolver_srandom(BeynSolver *solver, unsigned int RandSeed)
{
if (RandSeed==0)
RandSeed=time(0);
srandom(RandSeed);
gsl_matrix_complex *VHat=Solver->VHat;
gsl_matrix_complex *VHat=solver->VHat;
for(int nr=0; nr<VHat->size1; nr++)
for(int nc=0; nc<VHat->size2; nc++)
gsl_matrix_complex_set(VHat,nr,nc,cs2g(zrandN(1, 0)));
@ -199,48 +180,46 @@ void ReRandomize(BeynSolver *Solver, unsigned int RandSeed)
/* eigenvalues and eigenvectors */
/***************************************************************/
int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_gsl_t M_function,
static int beyn_process_matrices(BeynSolver *solver, beyn_function_M_gsl_t M_function,
void *Params,
gsl_matrix_complex *A0, gsl_matrix_complex *A1, double complex z0,
gsl_vector_complex *Eigenvalues, gsl_matrix_complex *Eigenvectors, const double RankTol, const double ResTol)
gsl_vector_complex *eigenvalues, gsl_matrix_complex *eigenvectors, const double RankTol, const double ResTol)
{
int M = Solver->M;
int L = Solver->L;
gsl_vector *Sigma = Solver->Sigma;
int M = solver->M;
int L = solver->L;
gsl_vector *Sigma = solver->Sigma;
int Verbose = 1;//CheckEnv("SCUFF_BEYN_VERBOSE");
//double RankTol=1.0e-4; //CheckEnv("SCUFF_BEYN_RANK_TOL",&RankTol);
//double ResTol=0.0; // CheckEnv("SCUFF_BEYN_RES_TOL",&ResTol);
int verbose = 1; // TODO
// A0 -> V0Full * Sigma * W0TFull'
// A0 -> V0_full * Sigma * W0T_full'
printf(" Beyn: computing SVD...\n");
gsl_matrix_complex* V0Full = gsl_matrix_complex_alloc(M,L);
gsl_matrix_complex_memcpy(V0Full,A0);
gsl_matrix_complex* V0_full = gsl_matrix_complex_alloc(M,L);
gsl_matrix_complex_memcpy(V0_full,A0);
gsl_matrix_complex* W0TFull = gsl_matrix_complex_alloc(L,L);
//A0->SVD(Sigma, &V0Full, &W0TFull);
gsl_matrix_complex* W0T_full = gsl_matrix_complex_alloc(L,L);
//A0->SVD(Sigma, &V0_full, &W0T_full);
QPMS_ENSURE(Sigma->stride == 1, "Sigma vector stride must be 1 for LAPACKE_zgesdd, got %zd.", Sigma->stride);
QPMS_ENSURE(V0Full->size1 >= V0Full->size2, "m = %zd, l = %zd, what the hell?");
QPMS_ENSURE(V0_full->size1 >= V0_full->size2, "m = %zd, l = %zd, what the hell?");
QPMS_ENSURE_SUCCESS(LAPACKE_zgesdd(LAPACK_ROW_MAJOR, // A = U*Σ*conjg(V')
'O' /*jobz, 'O' overwrites a with U and saves conjg(V') in vt if m >= n, i.e. if M >= L, which holds*/,
V0Full->size1 /* m, number of rows */,
V0Full->size2 /* n, number of columns */,
(lapack_complex_double *)(V0Full->data) /*a*/,
V0Full->tda /*lda*/,
V0_full->size1 /* m, number of rows */,
V0_full->size2 /* n, number of columns */,
(lapack_complex_double *)(V0_full->data) /*a*/,
V0_full->tda /*lda*/,
Sigma->data /*s*/,
NULL /*u; not used*/,
M /*ldu; should not be really used but lapacke requires it for some obscure reason*/,
(lapack_complex_double *)W0TFull->data /*vt*/,
W0TFull->tda /*ldvt*/
(lapack_complex_double *)W0T_full->data /*vt*/,
W0T_full->tda /*ldvt*/
));
// compute effective rank K (number of eigenvalue candidates)
int K=0;
for(int k=0; k<Sigma->size /* this is L, actually */; k++)
{ if (Verbose) printf("Beyn: SV(%i)=%e\n",k,gsl_vector_get(Sigma, k));
{ if (verbose) printf("Beyn: SV(%i)=%e\n",k,gsl_vector_get(Sigma, k));
if (gsl_vector_get(Sigma, k) > RankTol )
K++;
}
@ -256,14 +235,14 @@ int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_gsl_t M_function,
for (int k = 0; k < K; ++k) {
gsl_vector_complex_view tmp;
tmp = gsl_matrix_complex_column(V0Full, k);
tmp = gsl_matrix_complex_column(V0_full, k);
gsl_matrix_complex_set_col(V0, k, &(tmp.vector));
tmp = gsl_matrix_complex_row(W0TFull, k);
tmp = gsl_matrix_complex_row(W0T_full, k);
gsl_matrix_complex_set_row(W0T, k, &(tmp.vector));
}
gsl_matrix_complex_free(V0Full);
gsl_matrix_complex_free(W0TFull);
gsl_matrix_complex_free(V0_full);
gsl_matrix_complex_free(W0T_full);
// B <- V0' * A1 * W0 * Sigma^-1
gsl_matrix_complex *TM2 = gsl_matrix_complex_calloc(K,L);
@ -302,8 +281,8 @@ int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_gsl_t M_function,
// B -> S*Lambda*S'
printf(" Eigensolving (%i,%i)\n",K,K);
gsl_vector_complex *Lambda = gsl_vector_complex_alloc(K); // Eigenvalues
gsl_matrix_complex *S = gsl_matrix_complex_alloc(K,K); // Eigenvectors
gsl_vector_complex *Lambda = gsl_vector_complex_alloc(K); // eigenvalues
gsl_matrix_complex *S = gsl_matrix_complex_alloc(K,K); // eigenvectors
QPMS_ENSURE(Sigma->stride == 1, "Sigma vector stride must be 1 for LAPACKE_zgesdd, got %zd.", Sigma->stride);
QPMS_ENSURE(Lambda->stride == 1, "Lambda vector stride must be 1 for LAPACKE_zgesdd, got %zd.", Sigma->stride);
@ -344,14 +323,14 @@ int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_gsl_t M_function,
QPMS_ENSURE_SUCCESS(M_function(Mmat, z, Params));
QPMS_ENSURE_SUCCESS(gsl_blas_zgemv(CblasNoTrans, one, Mmat, &(Vk.vector), zero, MVk));
residual = gsl_blas_dznrm2(MVk);
if (Verbose) printf("Beyn: Residual(%i)=%e\n",k,residual);
if (verbose) printf("Beyn: Residual(%i)=%e\n",k,residual);
}
if (ResTol > 0 && residual > ResTol) continue;
gsl_vector_complex_set(Eigenvalues, KRetained, zgsl);
if(Eigenvectors) {
gsl_matrix_complex_set_col(Eigenvectors, KRetained, &(Vk.vector));
gsl_vector_set(Solver->Residuals, KRetained, residual);
gsl_vector_complex_set(eigenvalues, KRetained, zgsl);
if(eigenvectors) {
gsl_matrix_complex_set_col(eigenvectors, KRetained, &(Vk.vector));
gsl_vector_set(solver->residuals, KRetained, residual);
}
++KRetained;
}
@ -365,42 +344,22 @@ int ProcessAMatrices(BeynSolver *Solver, beyn_function_M_gsl_t M_function,
return KRetained;
}
/***************************************************************/
/***************************************************************/
/***************************************************************/
#if 0
int BeynSolve(BeynSolver *Solver, beyn_function_M_t M_function,
beyn_function_M_inv_Vhat_t M_inv_Vhat_function, void *Params,
double complex z0, double Rx, double Ry, int N)
#endif
int beyn_solve_gsl(beyn_result_gsl_t **result, size_t m, size_t l,
beyn_function_M_gsl_t M_function, beyn_function_M_inv_Vhat_gsl_t M_inv_Vhat_function,
void *params, const beyn_contour_t *contour,
double rank_tol, double res_tol)
{
BeynSolver *Solver = CreateBeynSolver(m, l);
BeynSolver *solver = BeynSolver_create(m, l);
/***************************************************************/
/* force N to be even so we can simultaneously evaluate */
/* the integral with N/2 quadrature points */
/***************************************************************/
// if ( (N%2)==1 ) N++;
/*if (Rx==Ry)
printf("Applying Beyn method with z0=%s,R=%e,N=%i...\n",z2s(z0),Rx,N);
else
printf("Applying Beyn method with z0=%s,Rx=%e,Ry=%e,N=%i...\n",z2s(z0),Rx,Ry,N);
*/
const int M = Solver->M;
const int L = Solver->L;
gsl_matrix_complex *A0 = Solver->A0;
gsl_matrix_complex *A1 = Solver->A1;
gsl_matrix_complex *A0Coarse = Solver->A0Coarse;
gsl_matrix_complex *A1Coarse = Solver->A1Coarse;
gsl_matrix_complex *MInvVHat = Solver->MInvVHat;
gsl_matrix_complex *VHat = Solver->VHat;
const int M = solver->M;
const int L = solver->L;
gsl_matrix_complex *A0 = solver->A0;
gsl_matrix_complex *A1 = solver->A1;
gsl_matrix_complex *A0_coarse = solver->A0_coarse;
gsl_matrix_complex *A1_coarse = solver->A1_coarse;
gsl_matrix_complex *MInvVHat = solver->MInvVHat;
gsl_matrix_complex *VHat = solver->VHat;
/***************************************************************/
/* evaluate contour integrals by numerical quadrature to get */
@ -409,18 +368,17 @@ int beyn_solve_gsl(beyn_result_gsl_t **result, size_t m, size_t l,
gsl_matrix_complex_set_zero(A0);
gsl_matrix_complex_set_zero(A1);
gsl_matrix_complex_set_zero(A0Coarse);
gsl_matrix_complex_set_zero(A1Coarse);
size_t N = contour->n;
//double DeltaTheta = 2.0*M_PI / ((double)N);
printf(" Evaluating contour integral (%zd points)...\n",N);
gsl_matrix_complex_set_zero(A0_coarse);
gsl_matrix_complex_set_zero(A1_coarse);
const size_t N = contour->n;
if(N & 1) QPMS_WARN("Contour discretisation point number is odd (%zd),"
" the error estimates might be a bit off.", N);
const complex double z0 = contour->centre;
for(int n=0; n<N; n++) {
const complex double z = contour->z_dz[n][0];
const complex double dz = contour->z_dz[n][1];
//MInvVHat->Copy(VHat);
// Mitä varten tämä kopiointi on?
gsl_matrix_complex_memcpy(MInvVHat, VHat);
// Tän pitäis kutsua eval_WT
@ -443,41 +401,39 @@ int beyn_solve_gsl(beyn_result_gsl_t **result, size_t m, size_t l,
free(pivot);
gsl_matrix_complex_free(Mmat);
}
//UserFunc(z0+zz, params, VHat, MInvVHat);
gsl_matrix_complex_scale(MInvVHat, cs2g(dz));
gsl_matrix_complex_add(A0, MInvVHat);
if((n%2)==0) {
gsl_matrix_complex_add(A0Coarse, MInvVHat);
gsl_matrix_complex_add(A0Coarse, MInvVHat);
gsl_matrix_complex_add(A0_coarse, MInvVHat);
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;
gsl_vector_complex *eigenvalues = solver->eigenvalues;
gsl_vector_complex *eigenvalue_errors = solver->eigenvalue_errors;
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);
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, EVErrors);
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;
(*result)->eigval = solver->eigenvalues;
(*result)->eigval_err = solver->eigenvalue_errors;
(*result)->residuals = solver->residuals;
(*result)->eigvec = solver->eigenvectors;
DestroyBeynSolverPartial(Solver);
BeynSolver_free_partial(solver);
return K;
}