Date: 2023-11-27T17:19:30+00:00

Actual source code: dsghiep.c
slepc-3.20.1 2023-11-27
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      1: /*
      2:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      3:    SLEPc - Scalable Library for Eigenvalue Problem Computations
      4:    Copyright (c) 2002-, Universitat Politecnica de Valencia, Spain

      6:    This file is part of SLEPc.
      7:    SLEPc is distributed under a 2-clause BSD license (see LICENSE).
      8:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
      9: */

     11: #include <slepc/private/dsimpl.h>
     12: #include <slepcblaslapack.h>

     14: static PetscErrorCode DSAllocate_GHIEP(DS ds,PetscInt ld)
     15: {
     16:   PetscFunctionBegin;
     17:   PetscCall(DSAllocateMat_Private(ds,DS_MAT_A));
     18:   PetscCall(DSAllocateMat_Private(ds,DS_MAT_B));
     19:   PetscCall(DSAllocateMat_Private(ds,DS_MAT_Q));
     20:   PetscCall(DSAllocateMat_Private(ds,DS_MAT_T));
     21:   PetscCall(DSAllocateMat_Private(ds,DS_MAT_D));
     22:   PetscCall(PetscFree(ds->perm));
     23:   PetscCall(PetscMalloc1(ld,&ds->perm));
     24:   PetscFunctionReturn(PETSC_SUCCESS);
     25: }

     27: PetscErrorCode DSSwitchFormat_GHIEP(DS ds,PetscBool tocompact)
     28: {
     29:   PetscReal      *T,*S;
     30:   PetscScalar    *A,*B;
     31:   PetscInt       i,n,ld;

     33:   PetscFunctionBegin;
     34:   PetscCall(MatDenseGetArray(ds->omat[DS_MAT_A],&A));
     35:   PetscCall(MatDenseGetArray(ds->omat[DS_MAT_B],&B));
     36:   PetscCall(DSGetArrayReal(ds,DS_MAT_T,&T));
     37:   PetscCall(DSGetArrayReal(ds,DS_MAT_D,&S));
     38:   n = ds->n;
     39:   ld = ds->ld;
     40:   if (tocompact) { /* switch from dense (arrow) to compact storage */
     41:     PetscCall(PetscArrayzero(T,n));
     42:     PetscCall(PetscArrayzero(T+ld,n));
     43:     PetscCall(PetscArrayzero(T+2*ld,n));
     44:     PetscCall(PetscArrayzero(S,n));
     45:     for (i=0;i<n-1;i++) {
     46:       T[i]    = PetscRealPart(A[i+i*ld]);
     47:       T[ld+i] = PetscRealPart(A[i+1+i*ld]);
     48:       S[i]    = PetscRealPart(B[i+i*ld]);
     49:     }
     50:     T[n-1] = PetscRealPart(A[n-1+(n-1)*ld]);
     51:     S[n-1] = PetscRealPart(B[n-1+(n-1)*ld]);
     52:     for (i=ds->l;i<ds->k;i++) T[2*ld+i] = PetscRealPart(A[ds->k+i*ld]);
     53:   } else { /* switch from compact (arrow) to dense storage */
     54:     for (i=0;i<n;i++) {
     55:       PetscCall(PetscArrayzero(A+i*ld,n));
     56:       PetscCall(PetscArrayzero(B+i*ld,n));
     57:     }
     58:     for (i=0;i<n-1;i++) {
     59:       A[i+i*ld]     = T[i];
     60:       A[i+1+i*ld]   = T[ld+i];
     61:       A[i+(i+1)*ld] = T[ld+i];
     62:       B[i+i*ld]     = S[i];
     63:     }
     64:     A[n-1+(n-1)*ld] = T[n-1];
     65:     B[n-1+(n-1)*ld] = S[n-1];
     66:     for (i=ds->l;i<ds->k;i++) {
     67:       A[ds->k+i*ld] = T[2*ld+i];
     68:       A[i+ds->k*ld] = T[2*ld+i];
     69:     }
     70:   }
     71:   PetscCall(MatDenseRestoreArray(ds->omat[DS_MAT_A],&A));
     72:   PetscCall(MatDenseRestoreArray(ds->omat[DS_MAT_B],&B));
     73:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&T));
     74:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_D,&S));
     75:   PetscFunctionReturn(PETSC_SUCCESS);
     76: }

     78: static PetscErrorCode DSView_GHIEP(DS ds,PetscViewer viewer)
     79: {
     80:   PetscViewerFormat format;
     81:   PetscInt          i,j;
     82:   PetscReal         *T,*S,value;
     83:   const char        *methodname[] = {
     84:                      "QR + Inverse Iteration",
     85:                      "HZ method",
     86:                      "QR"
     87:   };
     88:   const int         nmeth=PETSC_STATIC_ARRAY_LENGTH(methodname);

     90:   PetscFunctionBegin;
     91:   PetscCall(PetscViewerGetFormat(viewer,&format));
     92:   if (format == PETSC_VIEWER_ASCII_INFO || format == PETSC_VIEWER_ASCII_INFO_DETAIL) {
     93:     if (ds->method<nmeth) PetscCall(PetscViewerASCIIPrintf(viewer,"solving the problem with: %s\n",methodname[ds->method]));
     94:     PetscFunctionReturn(PETSC_SUCCESS);
     95:   }
     96:   if (ds->compact) {
     97:     PetscCall(DSGetArrayReal(ds,DS_MAT_T,&T));
     98:     PetscCall(DSGetArrayReal(ds,DS_MAT_D,&S));
     99:     PetscCall(PetscViewerASCIIUseTabs(viewer,PETSC_FALSE));
    100:     if (format == PETSC_VIEWER_ASCII_MATLAB) {
    101:       PetscCall(PetscViewerASCIIPrintf(viewer,"%% Size = %" PetscInt_FMT " %" PetscInt_FMT "\n",ds->n,ds->n));
    102:       PetscCall(PetscViewerASCIIPrintf(viewer,"zzz = zeros(%" PetscInt_FMT ",3);\n",3*ds->n));
    103:       PetscCall(PetscViewerASCIIPrintf(viewer,"zzz = [\n"));
    104:       for (i=0;i<ds->n;i++) PetscCall(PetscViewerASCIIPrintf(viewer,"%" PetscInt_FMT " %" PetscInt_FMT "  %18.16e\n",i+1,i+1,(double)T[i]));
    105:       for (i=0;i<ds->n-1;i++) {
    106:         if (T[i+ds->ld] !=0 && i!=ds->k-1) {
    107:           PetscCall(PetscViewerASCIIPrintf(viewer,"%" PetscInt_FMT " %" PetscInt_FMT "  %18.16e\n",i+2,i+1,(double)T[i+ds->ld]));
    108:           PetscCall(PetscViewerASCIIPrintf(viewer,"%" PetscInt_FMT " %" PetscInt_FMT "  %18.16e\n",i+1,i+2,(double)T[i+ds->ld]));
    109:         }
    110:       }
    111:       for (i = ds->l;i<ds->k;i++) {
    112:         if (T[i+2*ds->ld]) {
    113:           PetscCall(PetscViewerASCIIPrintf(viewer,"%" PetscInt_FMT " %" PetscInt_FMT "  %18.16e\n",ds->k+1,i+1,(double)T[i+2*ds->ld]));
    114:           PetscCall(PetscViewerASCIIPrintf(viewer,"%" PetscInt_FMT " %" PetscInt_FMT "  %18.16e\n",i+1,ds->k+1,(double)T[i+2*ds->ld]));
    115:         }
    116:       }
    117:       PetscCall(PetscViewerASCIIPrintf(viewer,"];\n%s = spconvert(zzz);\n",DSMatName[DS_MAT_A]));

    119:       PetscCall(PetscViewerASCIIPrintf(viewer,"%% Size = %" PetscInt_FMT " %" PetscInt_FMT "\n",ds->n,ds->n));
    120:       PetscCall(PetscViewerASCIIPrintf(viewer,"omega = zeros(%" PetscInt_FMT ",3);\n",3*ds->n));
    121:       PetscCall(PetscViewerASCIIPrintf(viewer,"omega = [\n"));
    122:       for (i=0;i<ds->n;i++) PetscCall(PetscViewerASCIIPrintf(viewer,"%" PetscInt_FMT " %" PetscInt_FMT "  %18.16e\n",i+1,i+1,(double)S[i]));
    123:       PetscCall(PetscViewerASCIIPrintf(viewer,"];\n%s = spconvert(omega);\n",DSMatName[DS_MAT_B]));

    125:     } else {
    126:       PetscCall(PetscViewerASCIIPrintf(viewer,"T\n"));
    127:       for (i=0;i<ds->n;i++) {
    128:         for (j=0;j<ds->n;j++) {
    129:           if (i==j) value = T[i];
    130:           else if (i==j+1 || j==i+1) value = T[PetscMin(i,j)+ds->ld];
    131:           else if ((i<ds->k && j==ds->k) || (i==ds->k && j<ds->k)) value = T[PetscMin(i,j)+2*ds->ld];
    132:           else value = 0.0;
    133:           PetscCall(PetscViewerASCIIPrintf(viewer," %18.16e ",(double)value));
    134:         }
    135:         PetscCall(PetscViewerASCIIPrintf(viewer,"\n"));
    136:       }
    137:       PetscCall(PetscViewerASCIIPrintf(viewer,"omega\n"));
    138:       for (i=0;i<ds->n;i++) {
    139:         for (j=0;j<ds->n;j++) {
    140:           if (i==j) value = S[i];
    141:           else value = 0.0;
    142:           PetscCall(PetscViewerASCIIPrintf(viewer," %18.16e ",(double)value));
    143:         }
    144:         PetscCall(PetscViewerASCIIPrintf(viewer,"\n"));
    145:       }
    146:     }
    147:     PetscCall(PetscViewerASCIIUseTabs(viewer,PETSC_TRUE));
    148:     PetscCall(PetscViewerFlush(viewer));
    149:     PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&T));
    150:     PetscCall(DSRestoreArrayReal(ds,DS_MAT_D,&S));
    151:   } else {
    152:     PetscCall(DSViewMat(ds,viewer,DS_MAT_A));
    153:     PetscCall(DSViewMat(ds,viewer,DS_MAT_B));
    154:   }
    155:   if (ds->state>DS_STATE_INTERMEDIATE) PetscCall(DSViewMat(ds,viewer,DS_MAT_Q));
    156:   PetscFunctionReturn(PETSC_SUCCESS);
    157: }

    159: static PetscErrorCode DSVectors_GHIEP_Eigen_Some(DS ds,PetscInt *idx,PetscReal *rnorm)
    160: {
    161:   PetscReal         b[4],M[4],*T,*S,d1,d2,s1,s2,e,scal1,scal2,wr1,wr2,wi,ep,norm;
    162:   PetscScalar       *X,Y[4],alpha,szero=0.0;
    163:   const PetscScalar *A,*B,*Q;
    164:   PetscInt          k;
    165:   PetscBLASInt      two=2,n_,ld,one=1;
    166: #if !defined(PETSC_USE_COMPLEX)
    167:   PetscBLASInt      four=4;
    168: #endif

    170:   PetscFunctionBegin;
    171:   PetscCall(MatDenseGetArrayRead(ds->omat[DS_MAT_A],&A));
    172:   PetscCall(MatDenseGetArrayRead(ds->omat[DS_MAT_B],&B));
    173:   PetscCall(MatDenseGetArrayRead(ds->omat[DS_MAT_Q],&Q));
    174:   PetscCall(MatDenseGetArray(ds->omat[DS_MAT_X],&X));
    175:   PetscCall(DSGetArrayReal(ds,DS_MAT_T,&T));
    176:   PetscCall(DSGetArrayReal(ds,DS_MAT_D,&S));
    177:   k = *idx;
    178:   PetscCall(PetscBLASIntCast(ds->n,&n_));
    179:   PetscCall(PetscBLASIntCast(ds->ld,&ld));
    180:   if (k < ds->n-1) e = (ds->compact)?T[k+ld]:PetscRealPart(A[(k+1)+ld*k]);
    181:   else e = 0.0;
    182:   if (e == 0.0) { /* Real */
    183:     if (ds->state>=DS_STATE_CONDENSED) PetscCall(PetscArraycpy(X+k*ld,Q+k*ld,ld));
    184:     else {
    185:       PetscCall(PetscArrayzero(X+k*ds->ld,ds->ld));
    186:       X[k+k*ds->ld] = 1.0;
    187:     }
    188:     if (rnorm) *rnorm = PetscAbsScalar(X[ds->n-1+k*ld]);
    189:   } else { /* 2x2 block */
    190:     if (ds->compact) {
    191:       s1 = S[k];
    192:       d1 = T[k];
    193:       s2 = S[k+1];
    194:       d2 = T[k+1];
    195:     } else {
    196:       s1 = PetscRealPart(B[k*ld+k]);
    197:       d1 = PetscRealPart(A[k+k*ld]);
    198:       s2 = PetscRealPart(B[(k+1)*ld+k+1]);
    199:       d2 = PetscRealPart(A[k+1+(k+1)*ld]);
    200:     }
    201:     M[0] = d1; M[1] = e; M[2] = e; M[3]= d2;
    202:     b[0] = s1; b[1] = 0.0; b[2] = 0.0; b[3] = s2;
    203:     ep = LAPACKlamch_("S");
    204:     /* Compute eigenvalues of the block */
    205:     PetscCallBLAS("LAPACKlag2",LAPACKlag2_(M,&two,b,&two,&ep,&scal1,&scal2,&wr1,&wr2,&wi));
    206:     PetscCheck(wi!=0.0,PETSC_COMM_SELF,PETSC_ERR_PLIB,"Real block in DSVectors_GHIEP");
    207:     /* Complex eigenvalues */
    208:     PetscCheck(scal1>=ep,PETSC_COMM_SELF,PETSC_ERR_FP,"Nearly infinite eigenvalue");
    209:     wr1 /= scal1;
    210:     wi  /= scal1;
    211: #if !defined(PETSC_USE_COMPLEX)
    212:     if (SlepcAbs(s1*d1-wr1,wi)<SlepcAbs(s2*d2-wr1,wi)) {
    213:       Y[0] = wr1-s2*d2; Y[1] = s2*e; Y[2] = wi; Y[3] = 0.0;
    214:     } else {
    215:       Y[0] = s1*e; Y[1] = wr1-s1*d1; Y[2] = 0.0; Y[3] = wi;
    216:     }
    217:     norm = BLASnrm2_(&four,Y,&one);
    218:     norm = 1.0/norm;
    219:     if (ds->state >= DS_STATE_CONDENSED) {
    220:       alpha = norm;
    221:       PetscCallBLAS("BLASgemm",BLASgemm_("N","N",&n_,&two,&two,&alpha,Q+k*ld,&ld,Y,&two,&szero,X+k*ld,&ld));
    222:       if (rnorm) *rnorm = SlepcAbsEigenvalue(X[ds->n-1+k*ld],X[ds->n-1+(k+1)*ld]);
    223:     } else {
    224:       PetscCall(PetscArrayzero(X+k*ld,2*ld));
    225:       X[k*ld+k]       = Y[0]*norm;
    226:       X[k*ld+k+1]     = Y[1]*norm;
    227:       X[(k+1)*ld+k]   = Y[2]*norm;
    228:       X[(k+1)*ld+k+1] = Y[3]*norm;
    229:     }
    230: #else
    231:     if (SlepcAbs(s1*d1-wr1,wi)<SlepcAbs(s2*d2-wr1,wi)) {
    232:       Y[0] = PetscCMPLX(wr1-s2*d2,wi);
    233:       Y[1] = s2*e;
    234:     } else {
    235:       Y[0] = s1*e;
    236:       Y[1] = PetscCMPLX(wr1-s1*d1,wi);
    237:     }
    238:     norm = BLASnrm2_(&two,Y,&one);
    239:     norm = 1.0/norm;
    240:     if (ds->state >= DS_STATE_CONDENSED) {
    241:       alpha = norm;
    242:       PetscCallBLAS("BLASgemv",BLASgemv_("N",&n_,&two,&alpha,Q+k*ld,&ld,Y,&one,&szero,X+k*ld,&one));
    243:       if (rnorm) *rnorm = PetscAbsScalar(X[ds->n-1+k*ld]);
    244:     } else {
    245:       PetscCall(PetscArrayzero(X+k*ld,2*ld));
    246:       X[k*ld+k]   = Y[0]*norm;
    247:       X[k*ld+k+1] = Y[1]*norm;
    248:     }
    249:     X[(k+1)*ld+k]   = PetscConj(X[k*ld+k]);
    250:     X[(k+1)*ld+k+1] = PetscConj(X[k*ld+k+1]);
    251: #endif
    252:     (*idx)++;
    253:   }
    254:   PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_A],&A));
    255:   PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_B],&B));
    256:   PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_Q],&Q));
    257:   PetscCall(MatDenseRestoreArray(ds->omat[DS_MAT_X],&X));
    258:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&T));
    259:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_D,&S));
    260:   PetscFunctionReturn(PETSC_SUCCESS);
    261: }

    263: static PetscErrorCode DSVectors_GHIEP(DS ds,DSMatType mat,PetscInt *k,PetscReal *rnorm)
    264: {
    265:   PetscScalar       *Z;
    266:   const PetscScalar *A,*Q;
    267:   PetscInt          i;
    268:   PetscReal         e,*T;

    270:   PetscFunctionBegin;
    271:   switch (mat) {
    272:     case DS_MAT_X:
    273:     case DS_MAT_Y:
    274:       if (k) PetscCall(DSVectors_GHIEP_Eigen_Some(ds,k,rnorm));
    275:       else {
    276:         PetscCall(MatDenseGetArrayRead(ds->omat[DS_MAT_A],&A));
    277:         PetscCall(MatDenseGetArrayRead(ds->omat[DS_MAT_Q],&Q));
    278:         PetscCall(MatDenseGetArray(ds->omat[mat],&Z));
    279:         PetscCall(DSGetArrayReal(ds,DS_MAT_T,&T));
    280:         for (i=0; i<ds->n; i++) {
    281:           e = (ds->compact)?T[i+ds->ld]:PetscRealPart(A[(i+1)+ds->ld*i]);
    282:           if (e == 0.0) { /* real */
    283:             if (ds->state >= DS_STATE_CONDENSED) PetscCall(PetscArraycpy(Z+i*ds->ld,Q+i*ds->ld,ds->ld));
    284:             else {
    285:               PetscCall(PetscArrayzero(Z+i*ds->ld,ds->ld));
    286:               Z[i+i*ds->ld] = 1.0;
    287:             }
    288:           } else PetscCall(DSVectors_GHIEP_Eigen_Some(ds,&i,rnorm));
    289:         }
    290:         PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_A],&A));
    291:         PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_Q],&Q));
    292:         PetscCall(MatDenseRestoreArray(ds->omat[mat],&Z));
    293:         PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&T));
    294:       }
    295:       break;
    296:     case DS_MAT_U:
    297:     case DS_MAT_V:
    298:       SETERRQ(PetscObjectComm((PetscObject)ds),PETSC_ERR_SUP,"Not implemented yet");
    299:     default:
    300:       SETERRQ(PetscObjectComm((PetscObject)ds),PETSC_ERR_ARG_OUTOFRANGE,"Invalid mat parameter");
    301:   }
    302:   PetscFunctionReturn(PETSC_SUCCESS);
    303: }

    305: /*
    306:   Extract the eigenvalues contained in the block-diagonal of the indefinite problem.
    307:   Only the index range n0..n1 is processed.
    308: */
    309: PetscErrorCode DSGHIEPComplexEigs(DS ds,PetscInt n0,PetscInt n1,PetscScalar *wr,PetscScalar *wi)
    310: {
    311:   PetscInt          k,ld;
    312:   PetscBLASInt      two=2;
    313:   const PetscScalar *A,*B;
    314:   PetscReal         *D,*T,b[4],M[4],d1,d2,s1,s2,e,scal1,scal2,ep,wr1,wr2,wi1;

    316:   PetscFunctionBegin;
    317:   ld = ds->ld;
    318:   PetscCall(MatDenseGetArrayRead(ds->omat[DS_MAT_A],&A));
    319:   PetscCall(MatDenseGetArrayRead(ds->omat[DS_MAT_B],&B));
    320:   PetscCall(DSGetArrayReal(ds,DS_MAT_T,&T));
    321:   PetscCall(DSGetArrayReal(ds,DS_MAT_D,&D));
    322:   for (k=n0;k<n1;k++) {
    323:     if (k < n1-1) e = (ds->compact)?T[ld+k]:PetscRealPart(A[(k+1)+ld*k]);
    324:     else e = 0.0;
    325:     if (e==0.0) { /* real eigenvalue */
    326:       wr[k] = (ds->compact)?T[k]/D[k]:A[k+k*ld]/B[k+k*ld];
    327: #if !defined(PETSC_USE_COMPLEX)
    328:       wi[k] = 0.0 ;
    329: #endif
    330:     } else { /* diagonal block */
    331:       if (ds->compact) {
    332:         s1 = D[k];
    333:         d1 = T[k];
    334:         s2 = D[k+1];
    335:         d2 = T[k+1];
    336:       } else {
    337:         s1 = PetscRealPart(B[k*ld+k]);
    338:         d1 = PetscRealPart(A[k+k*ld]);
    339:         s2 = PetscRealPart(B[(k+1)*ld+k+1]);
    340:         d2 = PetscRealPart(A[k+1+(k+1)*ld]);
    341:       }
    342:       M[0] = d1; M[1] = e; M[2] = e; M[3]= d2;
    343:       b[0] = s1; b[1] = 0.0; b[2] = 0.0; b[3] = s2;
    344:       ep = LAPACKlamch_("S");
    345:       /* Compute eigenvalues of the block */
    346:       PetscCallBLAS("LAPACKlag2",LAPACKlag2_(M,&two,b,&two,&ep,&scal1,&scal2,&wr1,&wr2,&wi1));
    347:       PetscCheck(scal1>=ep,PETSC_COMM_SELF,PETSC_ERR_FP,"Nearly infinite eigenvalue");
    348:       if (wi1==0.0) { /* Real eigenvalues */
    349:         PetscCheck(scal2>=ep,PETSC_COMM_SELF,PETSC_ERR_FP,"Nearly infinite eigenvalue");
    350:         wr[k] = wr1/scal1; wr[k+1] = wr2/scal2;
    351: #if !defined(PETSC_USE_COMPLEX)
    352:         wi[k] = wi[k+1] = 0.0;
    353: #endif
    354:       } else { /* Complex eigenvalues */
    355: #if !defined(PETSC_USE_COMPLEX)
    356:         wr[k]   = wr1/scal1;
    357:         wr[k+1] = wr[k];
    358:         wi[k]   = wi1/scal1;
    359:         wi[k+1] = -wi[k];
    360: #else
    361:         wr[k]   = PetscCMPLX(wr1,wi1)/scal1;
    362:         wr[k+1] = PetscConj(wr[k]);
    363: #endif
    364:       }
    365:       k++;
    366:     }
    367:   }
    368: #if defined(PETSC_USE_COMPLEX)
    369:   if (wi) {
    370:     for (k=n0;k<n1;k++) wi[k] = 0.0;
    371:   }
    372: #endif
    373:   PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_A],&A));
    374:   PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_B],&B));
    375:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&T));
    376:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_D,&D));
    377:   PetscFunctionReturn(PETSC_SUCCESS);
    378: }

    380: static PetscErrorCode DSSort_GHIEP(DS ds,PetscScalar *wr,PetscScalar *wi,PetscScalar *rr,PetscScalar *ri,PetscInt *k)
    381: {
    382:   PetscInt       n,i,*perm;
    383:   PetscReal      *d,*e,*s;

    385:   PetscFunctionBegin;
    386: #if !defined(PETSC_USE_COMPLEX)
    387:   PetscAssertPointer(wi,3);
    388: #endif
    389:   n = ds->n;
    390:   PetscCall(DSGetArrayReal(ds,DS_MAT_T,&d));
    391:   e = d + ds->ld;
    392:   PetscCall(DSGetArrayReal(ds,DS_MAT_D,&s));
    393:   PetscCall(DSAllocateWork_Private(ds,ds->ld,ds->ld,0));
    394:   perm = ds->perm;
    395:   if (!rr) {
    396:     rr = wr;
    397:     ri = wi;
    398:   }
    399:   PetscCall(DSSortEigenvalues_Private(ds,rr,ri,perm,PETSC_TRUE));
    400:   if (!ds->compact) PetscCall(DSSwitchFormat_GHIEP(ds,PETSC_TRUE));
    401:   PetscCall(PetscArraycpy(ds->work,wr,n));
    402:   for (i=ds->l;i<n;i++) wr[i] = *(ds->work+perm[i]);
    403: #if !defined(PETSC_USE_COMPLEX)
    404:   PetscCall(PetscArraycpy(ds->work,wi,n));
    405:   for (i=ds->l;i<n;i++) wi[i] = *(ds->work+perm[i]);
    406: #endif
    407:   PetscCall(PetscArraycpy(ds->rwork,s,n));
    408:   for (i=ds->l;i<n;i++) s[i] = *(ds->rwork+perm[i]);
    409:   PetscCall(PetscArraycpy(ds->rwork,d,n));
    410:   for (i=ds->l;i<n;i++) d[i] = *(ds->rwork+perm[i]);
    411:   PetscCall(PetscArraycpy(ds->rwork,e,n-1));
    412:   PetscCall(PetscArrayzero(e+ds->l,n-1-ds->l));
    413:   for (i=ds->l;i<n-1;i++) {
    414:     if (perm[i]<n-1) e[i] = *(ds->rwork+perm[i]);
    415:   }
    416:   if (!ds->compact) PetscCall(DSSwitchFormat_GHIEP(ds,PETSC_FALSE));
    417:   PetscCall(DSPermuteColumns_Private(ds,ds->l,n,n,DS_MAT_Q,perm));
    418:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&d));
    419:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_D,&s));
    420:   PetscFunctionReturn(PETSC_SUCCESS);
    421: }

    423: static PetscErrorCode DSUpdateExtraRow_GHIEP(DS ds)
    424: {
    425:   PetscInt          i;
    426:   PetscBLASInt      n,ld,incx=1;
    427:   PetscScalar       *A,*x,*y,one=1.0,zero=0.0;
    428:   const PetscScalar *Q;
    429:   PetscReal         *T,*b,*r,beta;

    431:   PetscFunctionBegin;
    432:   PetscCall(PetscBLASIntCast(ds->n,&n));
    433:   PetscCall(PetscBLASIntCast(ds->ld,&ld));
    434:   PetscCall(MatDenseGetArrayRead(ds->omat[DS_MAT_Q],&Q));
    435:   if (ds->compact) {
    436:     PetscCall(DSGetArrayReal(ds,DS_MAT_T,&T));
    437:     b = T+ld;
    438:     r = T+2*ld;
    439:     beta = b[n-1];   /* in compact, we assume all entries are zero except the last one */
    440:     for (i=0;i<n;i++) r[i] = PetscRealPart(beta*Q[n-1+i*ld]);
    441:     ds->k = n;
    442:     PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&T));
    443:   } else {
    444:     PetscCall(MatDenseGetArray(ds->omat[DS_MAT_A],&A));
    445:     PetscCall(DSAllocateWork_Private(ds,2*ld,0,0));
    446:     x = ds->work;
    447:     y = ds->work+ld;
    448:     for (i=0;i<n;i++) x[i] = PetscConj(A[n+i*ld]);
    449:     PetscCallBLAS("BLASgemv",BLASgemv_("C",&n,&n,&one,Q,&ld,x,&incx,&zero,y,&incx));
    450:     for (i=0;i<n;i++) A[n+i*ld] = PetscConj(y[i]);
    451:     ds->k = n;
    452:     PetscCall(MatDenseRestoreArray(ds->omat[DS_MAT_A],&A));
    453:   }
    454:   PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_Q],&Q));
    455:   PetscFunctionReturn(PETSC_SUCCESS);
    456: }

    458: /*
    459:   Get eigenvectors with inverse iteration.
    460:   The system matrix is in Hessenberg form.
    461: */
    462: PetscErrorCode DSGHIEPInverseIteration(DS ds,PetscScalar *wr,PetscScalar *wi)
    463: {
    464:   PetscInt          i,off;
    465:   PetscBLASInt      *select,*infoC,ld,n1,mout,info;
    466:   const PetscScalar *A,*B;
    467:   PetscScalar       *H,*X;
    468:   PetscReal         *s,*d,*e;
    469: #if defined(PETSC_USE_COMPLEX)
    470:   PetscInt          j;
    471: #endif

    473:   PetscFunctionBegin;
    474:   PetscCall(PetscBLASIntCast(ds->ld,&ld));
    475:   PetscCall(PetscBLASIntCast(ds->n-ds->l,&n1));
    476:   PetscCall(DSAllocateWork_Private(ds,ld*ld+2*ld,ld,2*ld));
    477:   PetscCall(DSAllocateMat_Private(ds,DS_MAT_W));
    478:   PetscCall(MatDenseGetArrayRead(ds->omat[DS_MAT_A],&A));
    479:   PetscCall(MatDenseGetArrayRead(ds->omat[DS_MAT_B],&B));
    480:   PetscCall(MatDenseGetArrayWrite(ds->omat[DS_MAT_W],&H));
    481:   PetscCall(DSGetArrayReal(ds,DS_MAT_T,&d));
    482:   PetscCall(DSGetArrayReal(ds,DS_MAT_D,&s));
    483:   e = d + ld;
    484:   select = ds->iwork;
    485:   infoC = ds->iwork + ld;
    486:   off = ds->l+ds->l*ld;
    487:   if (ds->compact) {
    488:     H[off] = d[ds->l]*s[ds->l];
    489:     H[off+ld] = e[ds->l]*s[ds->l];
    490:     for (i=ds->l+1;i<ds->n-1;i++) {
    491:       H[i+(i-1)*ld] = e[i-1]*s[i];
    492:       H[i+i*ld] = d[i]*s[i];
    493:       H[i+(i+1)*ld] = e[i]*s[i];
    494:     }
    495:     H[ds->n-1+(ds->n-2)*ld] = e[ds->n-2]*s[ds->n-1];
    496:     H[ds->n-1+(ds->n-1)*ld] = d[ds->n-1]*s[ds->n-1];
    497:   } else {
    498:     s[ds->l]  = PetscRealPart(B[off]);
    499:     H[off]    = A[off]*s[ds->l];
    500:     H[off+ld] = A[off+ld]*s[ds->l];
    501:     for (i=ds->l+1;i<ds->n-1;i++) {
    502:       s[i] = PetscRealPart(B[i+i*ld]);
    503:       H[i+(i-1)*ld] = A[i+(i-1)*ld]*s[i];
    504:       H[i+i*ld]     = A[i+i*ld]*s[i];
    505:       H[i+(i+1)*ld] = A[i+(i+1)*ld]*s[i];
    506:     }
    507:     s[ds->n-1] = PetscRealPart(B[ds->n-1+(ds->n-1)*ld]);
    508:     H[ds->n-1+(ds->n-2)*ld] = A[ds->n-1+(ds->n-2)*ld]*s[ds->n-1];
    509:     H[ds->n-1+(ds->n-1)*ld] = A[ds->n-1+(ds->n-1)*ld]*s[ds->n-1];
    510:   }
    511:   PetscCall(DSAllocateMat_Private(ds,DS_MAT_X));
    512:   PetscCall(MatDenseGetArray(ds->omat[DS_MAT_X],&X));
    513:   for (i=0;i<n1;i++) select[i] = 1;
    514: #if !defined(PETSC_USE_COMPLEX)
    515:   PetscCallBLAS("LAPACKhsein",LAPACKhsein_("R","N","N",select,&n1,H+off,&ld,wr+ds->l,wi+ds->l,NULL,&ld,X+off,&ld,&n1,&mout,ds->work,NULL,infoC,&info));
    516: #else
    517:   PetscCallBLAS("LAPACKhsein",LAPACKhsein_("R","N","N",select,&n1,H+off,&ld,wr+ds->l,NULL,&ld,X+off,&ld,&n1,&mout,ds->work,ds->rwork,NULL,infoC,&info));

    519:   /* Separate real and imaginary part of complex eigenvectors */
    520:   for (j=ds->l;j<ds->n;j++) {
    521:     if (PetscAbsReal(PetscImaginaryPart(wr[j])) > PetscAbsScalar(wr[j])*PETSC_SQRT_MACHINE_EPSILON) {
    522:       for (i=ds->l;i<ds->n;i++) {
    523:         X[i+(j+1)*ds->ld] = PetscImaginaryPart(X[i+j*ds->ld]);
    524:         X[i+j*ds->ld] = PetscRealPart(X[i+j*ds->ld]);
    525:       }
    526:       j++;
    527:     }
    528:   }
    529: #endif
    530:   SlepcCheckLapackInfo("hsein",info);
    531:   PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_A],&A));
    532:   PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_B],&B));
    533:   PetscCall(MatDenseRestoreArrayWrite(ds->omat[DS_MAT_W],&H));
    534:   PetscCall(MatDenseRestoreArray(ds->omat[DS_MAT_X],&X));
    535:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&d));
    536:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_D,&s));
    537:   PetscCall(DSGHIEPOrthogEigenv(ds,DS_MAT_X,wr,wi,PETSC_TRUE));
    538:   PetscFunctionReturn(PETSC_SUCCESS);
    539: }

    541: /*
    542:    Undo 2x2 blocks that have real eigenvalues.
    543: */
    544: PetscErrorCode DSGHIEPRealBlocks(DS ds)
    545: {
    546:   PetscInt       i;
    547:   PetscReal      e,d1,d2,s1,s2,ss1,ss2,t,dd,ss;
    548:   PetscReal      maxy,ep,scal1,scal2,snorm;
    549:   PetscReal      *T,*D,b[4],M[4],wr1,wr2,wi;
    550:   PetscScalar    *A,*B,*Q,Y[4],sone=1.0,szero=0.0;
    551:   PetscBLASInt   m,two=2,ld;
    552:   PetscBool      isreal;

    554:   PetscFunctionBegin;
    555:   PetscCall(PetscBLASIntCast(ds->ld,&ld));
    556:   PetscCall(PetscBLASIntCast(ds->n-ds->l,&m));
    557:   PetscCall(MatDenseGetArray(ds->omat[DS_MAT_A],&A));
    558:   PetscCall(MatDenseGetArray(ds->omat[DS_MAT_B],&B));
    559:   PetscCall(MatDenseGetArray(ds->omat[DS_MAT_Q],&Q));
    560:   PetscCall(DSGetArrayReal(ds,DS_MAT_T,&T));
    561:   PetscCall(DSGetArrayReal(ds,DS_MAT_D,&D));
    562:   PetscCall(DSAllocateWork_Private(ds,2*m,0,0));
    563:   for (i=ds->l;i<ds->n-1;i++) {
    564:     e = (ds->compact)?T[ld+i]:PetscRealPart(A[(i+1)+ld*i]);
    565:     if (e != 0.0) { /* 2x2 block */
    566:       if (ds->compact) {
    567:         s1 = D[i];
    568:         d1 = T[i];
    569:         s2 = D[i+1];
    570:         d2 = T[i+1];
    571:       } else {
    572:         s1 = PetscRealPart(B[i*ld+i]);
    573:         d1 = PetscRealPart(A[i*ld+i]);
    574:         s2 = PetscRealPart(B[(i+1)*ld+i+1]);
    575:         d2 = PetscRealPart(A[(i+1)*ld+i+1]);
    576:       }
    577:       isreal = PETSC_FALSE;
    578:       if (s1==s2) { /* apply a Jacobi rotation to compute the eigendecomposition */
    579:         dd = d1-d2;
    580:         if (2*PetscAbsReal(e) <= dd) {
    581:           t = 2*e/dd;
    582:           t = t/(1 + PetscSqrtReal(1+t*t));
    583:         } else {
    584:           t = dd/(2*e);
    585:           ss = (t>=0)?1.0:-1.0;
    586:           t = ss/(PetscAbsReal(t)+PetscSqrtReal(1+t*t));
    587:         }
    588:         Y[0] = 1/PetscSqrtReal(1 + t*t); Y[3] = Y[0]; /* c */
    589:         Y[1] = Y[0]*t; Y[2] = -Y[1]; /* s */
    590:         wr1 = d1+t*e; wr2 = d2-t*e;
    591:         ss1 = s1; ss2 = s2;
    592:         isreal = PETSC_TRUE;
    593:       } else {
    594:         ss1 = 1.0; ss2 = 1.0,
    595:         M[0] = d1; M[1] = e; M[2] = e; M[3]= d2;
    596:         b[0] = s1; b[1] = 0.0; b[2] = 0.0; b[3] = s2;
    597:         ep = LAPACKlamch_("S");

    599:         /* Compute eigenvalues of the block */
    600:         PetscCallBLAS("LAPACKlag2",LAPACKlag2_(M,&two,b,&two,&ep,&scal1,&scal2,&wr1,&wr2,&wi));
    601:         if (wi==0.0) { /* Real eigenvalues */
    602:           isreal = PETSC_TRUE;
    603:           PetscCheck(scal1>=ep && scal2>=ep,PETSC_COMM_SELF,PETSC_ERR_FP,"Nearly infinite eigenvalue");
    604:           wr1 /= scal1;
    605:           wr2 /= scal2;
    606:           if (PetscAbsReal(s1*d1-wr1)<PetscAbsReal(s2*d2-wr1)) {
    607:             Y[0] = wr1-s2*d2;
    608:             Y[1] = s2*e;
    609:           } else {
    610:             Y[0] = s1*e;
    611:             Y[1] = wr1-s1*d1;
    612:           }
    613:           /* normalize with a signature*/
    614:           maxy = PetscMax(PetscAbsScalar(Y[0]),PetscAbsScalar(Y[1]));
    615:           scal1 = PetscRealPart(Y[0])/maxy;
    616:           scal2 = PetscRealPart(Y[1])/maxy;
    617:           snorm = scal1*scal1*s1 + scal2*scal2*s2;
    618:           if (snorm<0) { ss1 = -1.0; snorm = -snorm; }
    619:           snorm = maxy*PetscSqrtReal(snorm);
    620:           Y[0] = Y[0]/snorm;
    621:           Y[1] = Y[1]/snorm;
    622:           if (PetscAbsReal(s1*d1-wr2)<PetscAbsReal(s2*d2-wr2)) {
    623:             Y[2] = wr2-s2*d2;
    624:             Y[3] = s2*e;
    625:           } else {
    626:             Y[2] = s1*e;
    627:             Y[3] = wr2-s1*d1;
    628:           }
    629:           maxy = PetscMax(PetscAbsScalar(Y[2]),PetscAbsScalar(Y[3]));
    630:           scal1 = PetscRealPart(Y[2])/maxy;
    631:           scal2 = PetscRealPart(Y[3])/maxy;
    632:           snorm = scal1*scal1*s1 + scal2*scal2*s2;
    633:           if (snorm<0) { ss2 = -1.0; snorm = -snorm; }
    634:           snorm = maxy*PetscSqrtReal(snorm); Y[2] = Y[2]/snorm; Y[3] = Y[3]/snorm;
    635:         }
    636:         wr1 *= ss1; wr2 *= ss2;
    637:       }
    638:       if (isreal) {
    639:         if (ds->compact) {
    640:           D[i]    = ss1;
    641:           T[i]    = wr1;
    642:           D[i+1]  = ss2;
    643:           T[i+1]  = wr2;
    644:           T[ld+i] = 0.0;
    645:         } else {
    646:           B[i*ld+i]       = ss1;
    647:           A[i*ld+i]       = wr1;
    648:           B[(i+1)*ld+i+1] = ss2;
    649:           A[(i+1)*ld+i+1] = wr2;
    650:           A[(i+1)+ld*i]   = 0.0;
    651:           A[i+ld*(i+1)]   = 0.0;
    652:         }
    653:         PetscCallBLAS("BLASgemm",BLASgemm_("N","N",&m,&two,&two,&sone,Q+ds->l+i*ld,&ld,Y,&two,&szero,ds->work,&m));
    654:         PetscCall(PetscArraycpy(Q+ds->l+i*ld,ds->work,m));
    655:         PetscCall(PetscArraycpy(Q+ds->l+(i+1)*ld,ds->work+m,m));
    656:       }
    657:       i++;
    658:     }
    659:   }
    660:   PetscCall(MatDenseRestoreArray(ds->omat[DS_MAT_A],&A));
    661:   PetscCall(MatDenseRestoreArray(ds->omat[DS_MAT_B],&B));
    662:   PetscCall(MatDenseRestoreArray(ds->omat[DS_MAT_Q],&Q));
    663:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&T));
    664:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_D,&D));
    665:   PetscFunctionReturn(PETSC_SUCCESS);
    666: }

    668: static PetscErrorCode DSSolve_GHIEP_QR_II(DS ds,PetscScalar *wr,PetscScalar *wi)
    669: {
    670:   PetscInt          i,off;
    671:   PetscBLASInt      n1,ld,one=1,info,lwork;
    672:   const PetscScalar *A,*B;
    673:   PetscScalar       *H,*Q;
    674:   PetscReal         *d,*e,*s;
    675: #if defined(PETSC_USE_COMPLEX)
    676:   PetscInt          j;
    677: #endif

    679:   PetscFunctionBegin;
    680: #if !defined(PETSC_USE_COMPLEX)
    681:   PetscAssertPointer(wi,3);
    682: #endif
    683:   PetscCall(PetscBLASIntCast(ds->n-ds->l,&n1));
    684:   PetscCall(PetscBLASIntCast(ds->ld,&ld));
    685:   off = ds->l + ds->l*ld;
    686:   PetscCall(MatDenseGetArrayRead(ds->omat[DS_MAT_A],&A));
    687:   PetscCall(MatDenseGetArrayRead(ds->omat[DS_MAT_B],&B));
    688:   PetscCall(DSGetArrayReal(ds,DS_MAT_T,&d));
    689:   PetscCall(DSGetArrayReal(ds,DS_MAT_D,&s));
    690:   e = d + ld;
    691: #if defined(PETSC_USE_DEBUG)
    692:   /* Check signature */
    693:   for (i=0;i<ds->n;i++) {
    694:     PetscReal de = (ds->compact)?s[i]:PetscRealPart(B[i*ld+i]);
    695:     PetscCheck(de==1.0 || de==-1.0,PETSC_COMM_SELF,PETSC_ERR_PLIB,"Diagonal elements of the signature matrix must be 1 or -1");
    696:   }
    697: #endif

    699:   /* Quick return if possible */
    700:   if (n1 == 1) {
    701:     PetscCall(MatDenseGetArray(ds->omat[DS_MAT_Q],&Q));
    702:     for (i=0;i<=ds->l;i++) Q[i+i*ld] = 1.0;
    703:     PetscCall(MatDenseRestoreArray(ds->omat[DS_MAT_Q],&Q));
    704:     PetscCall(DSGHIEPComplexEigs(ds,0,ds->l,wr,wi));
    705:     if (!ds->compact) {
    706:       d[ds->l] = PetscRealPart(A[off]);
    707:       s[ds->l] = PetscRealPart(B[off]);
    708:     }
    709:     PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_A],&A));
    710:     PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_B],&B));
    711:     wr[ds->l] = d[ds->l]/s[ds->l];
    712:     if (wi) wi[ds->l] = 0.0;
    713:     PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&d));
    714:     PetscCall(DSRestoreArrayReal(ds,DS_MAT_D,&s));
    715:     PetscFunctionReturn(PETSC_SUCCESS);
    716:   }

    718:   PetscCall(DSAllocateWork_Private(ds,ld*ld,2*ld,ld*2));
    719:   lwork = ld*ld;

    721:   /* Reduce to pseudotriadiagonal form */
    722:   PetscCall(DSIntermediate_GHIEP(ds));

    724:   /* Compute Eigenvalues (QR) */
    725:   PetscCall(DSAllocateMat_Private(ds,DS_MAT_W));
    726:   PetscCall(MatDenseGetArrayWrite(ds->omat[DS_MAT_W],&H));
    727:   if (ds->compact) {
    728:     H[off]    = d[ds->l]*s[ds->l];
    729:     H[off+ld] = e[ds->l]*s[ds->l];
    730:     for (i=ds->l+1;i<ds->n-1;i++) {
    731:       H[i+(i-1)*ld] = e[i-1]*s[i];
    732:       H[i+i*ld]     = d[i]*s[i];
    733:       H[i+(i+1)*ld] = e[i]*s[i];
    734:     }
    735:     H[ds->n-1+(ds->n-2)*ld] = e[ds->n-2]*s[ds->n-1];
    736:     H[ds->n-1+(ds->n-1)*ld] = d[ds->n-1]*s[ds->n-1];
    737:   } else {
    738:     s[ds->l]  = PetscRealPart(B[off]);
    739:     H[off]    = A[off]*s[ds->l];
    740:     H[off+ld] = A[off+ld]*s[ds->l];
    741:     for (i=ds->l+1;i<ds->n-1;i++) {
    742:       s[i] = PetscRealPart(B[i+i*ld]);
    743:       H[i+(i-1)*ld] = A[i+(i-1)*ld]*s[i];
    744:       H[i+i*ld]     = A[i+i*ld]*s[i];
    745:       H[i+(i+1)*ld] = A[i+(i+1)*ld]*s[i];
    746:     }
    747:     s[ds->n-1] = PetscRealPart(B[ds->n-1+(ds->n-1)*ld]);
    748:     H[ds->n-1+(ds->n-2)*ld] = A[ds->n-1+(ds->n-2)*ld]*s[ds->n-1];
    749:     H[ds->n-1+(ds->n-1)*ld] = A[ds->n-1+(ds->n-1)*ld]*s[ds->n-1];
    750:   }

    752: #if !defined(PETSC_USE_COMPLEX)
    753:   PetscCallBLAS("LAPACKhseqr",LAPACKhseqr_("E","N",&n1,&one,&n1,H+off,&ld,wr+ds->l,wi+ds->l,NULL,&ld,ds->work,&lwork,&info));
    754: #else
    755:   PetscCallBLAS("LAPACKhseqr",LAPACKhseqr_("E","N",&n1,&one,&n1,H+off,&ld,wr+ds->l,NULL,&ld,ds->work,&lwork,&info));
    756:   for (i=ds->l;i<ds->n;i++) if (PetscAbsReal(PetscImaginaryPart(wr[i]))<10*PETSC_MACHINE_EPSILON) wr[i] = PetscRealPart(wr[i]);
    757:   /* Sort to have consecutive conjugate pairs */
    758:   for (i=ds->l;i<ds->n;i++) {
    759:     j=i+1;
    760:     while (j<ds->n && (PetscAbsScalar(wr[i]-PetscConj(wr[j]))>PetscAbsScalar(wr[i])*PETSC_SQRT_MACHINE_EPSILON)) j++;
    761:     if (j==ds->n) {
    762:       PetscCheck(PetscAbsReal(PetscImaginaryPart(wr[i]))<PetscAbsScalar(wr[i])*PETSC_SQRT_MACHINE_EPSILON,PETSC_COMM_SELF,PETSC_ERR_LIB,"Found complex without conjugate pair");
    763:       wr[i] = PetscRealPart(wr[i]);
    764:     } else { /* complex eigenvalue */
    765:       wr[j] = wr[i+1];
    766:       if (PetscImaginaryPart(wr[i])<0) wr[i] = PetscConj(wr[i]);
    767:       wr[i+1] = PetscConj(wr[i]);
    768:       i++;
    769:     }
    770:   }
    771: #endif
    772:   SlepcCheckLapackInfo("hseqr",info);
    773:   PetscCall(MatDenseRestoreArrayWrite(ds->omat[DS_MAT_W],&H));
    774:   PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_A],&A));
    775:   PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_B],&B));
    776:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&d));
    777:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_D,&s));

    779:   /* Compute Eigenvectors with Inverse Iteration */
    780:   PetscCall(DSGHIEPInverseIteration(ds,wr,wi));

    782:   /* Recover eigenvalues from diagonal */
    783:   PetscCall(DSGHIEPComplexEigs(ds,0,ds->l,wr,wi));
    784: #if defined(PETSC_USE_COMPLEX)
    785:   if (wi) {
    786:     for (i=ds->l;i<ds->n;i++) wi[i] = 0.0;
    787:   }
    788: #endif
    789:   PetscFunctionReturn(PETSC_SUCCESS);
    790: }

    792: static PetscErrorCode DSSolve_GHIEP_QR(DS ds,PetscScalar *wr,PetscScalar *wi)
    793: {
    794:   PetscInt          i,j,off,nwu=0,n,lw,lwr,nwru=0;
    795:   PetscBLASInt      n_,ld,info,lwork,ilo,ihi;
    796:   const PetscScalar *A,*B;
    797:   PetscScalar       *H,*Q,*X;
    798:   PetscReal         *d,*s,*scale,nrm,*rcde,*rcdv;
    799: #if defined(PETSC_USE_COMPLEX)
    800:   PetscInt          k;
    801: #endif

    803:   PetscFunctionBegin;
    804: #if !defined(PETSC_USE_COMPLEX)
    805:   PetscAssertPointer(wi,3);
    806: #endif
    807:   n = ds->n-ds->l;
    808:   PetscCall(PetscBLASIntCast(n,&n_));
    809:   PetscCall(PetscBLASIntCast(ds->ld,&ld));
    810:   off = ds->l + ds->l*ld;
    811:   PetscCall(MatDenseGetArrayRead(ds->omat[DS_MAT_A],&A));
    812:   PetscCall(MatDenseGetArrayRead(ds->omat[DS_MAT_B],&B));
    813:   PetscCall(DSGetArrayReal(ds,DS_MAT_T,&d));
    814:   PetscCall(DSGetArrayReal(ds,DS_MAT_D,&s));
    815: #if defined(PETSC_USE_DEBUG)
    816:   /* Check signature */
    817:   for (i=0;i<ds->n;i++) {
    818:     PetscReal de = (ds->compact)?s[i]:PetscRealPart(B[i*ld+i]);
    819:     PetscCheck(de==1.0 || de==-1.0,PETSC_COMM_SELF,PETSC_ERR_PLIB,"Diagonal elements of the signature matrix must be 1 or -1");
    820:   }
    821: #endif

    823:   /* Quick return if possible */
    824:   if (n_ == 1) {
    825:     PetscCall(MatDenseGetArray(ds->omat[DS_MAT_Q],&Q));
    826:     for (i=0;i<=ds->l;i++) Q[i+i*ld] = 1.0;
    827:     PetscCall(MatDenseRestoreArray(ds->omat[DS_MAT_Q],&Q));
    828:     PetscCall(DSGHIEPComplexEigs(ds,0,ds->l,wr,wi));
    829:     if (!ds->compact) {
    830:       d[ds->l] = PetscRealPart(A[off]);
    831:       s[ds->l] = PetscRealPart(B[off]);
    832:     }
    833:     PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_A],&A));
    834:     PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_B],&B));
    835:     wr[ds->l] = d[ds->l]/s[ds->l];
    836:     if (wi) wi[ds->l] = 0.0;
    837:     PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&d));
    838:     PetscCall(DSRestoreArrayReal(ds,DS_MAT_D,&s));
    839:     PetscFunctionReturn(PETSC_SUCCESS);
    840:   }

    842:   lw = 14*ld+ld*ld;
    843:   lwr = 7*ld;
    844:   PetscCall(DSAllocateWork_Private(ds,lw,lwr,0));
    845:   scale = ds->rwork+nwru;
    846:   nwru += ld;
    847:   rcde = ds->rwork+nwru;
    848:   nwru += ld;
    849:   rcdv = ds->rwork+nwru;

    851:   /* Form pseudo-symmetric matrix */
    852:   H =  ds->work+nwu;
    853:   nwu += n*n;
    854:   PetscCall(PetscArrayzero(H,n*n));
    855:   if (ds->compact) {
    856:     for (i=0;i<n-1;i++) {
    857:       H[i+i*n]     = s[ds->l+i]*d[ds->l+i];
    858:       H[i+1+i*n]   = s[ds->l+i+1]*d[ld+ds->l+i];
    859:       H[i+(i+1)*n] = s[ds->l+i]*d[ld+ds->l+i];
    860:     }
    861:     H[n-1+(n-1)*n] = s[ds->l+n-1]*d[ds->l+n-1];
    862:     for (i=0;i<ds->k-ds->l;i++) {
    863:       H[ds->k-ds->l+i*n] = s[ds->k]*d[2*ld+ds->l+i];
    864:       H[i+(ds->k-ds->l)*n] = s[i+ds->l]*d[2*ld+ds->l+i];
    865:     }
    866:   } else {
    867:     for (j=0;j<n;j++) {
    868:       for (i=0;i<n;i++) H[i+j*n] = B[off+i+i*ld]*A[off+i+j*ld];
    869:     }
    870:   }

    872:   /* Compute eigenpairs */
    873:   PetscCall(PetscBLASIntCast(lw-nwu,&lwork));
    874:   PetscCall(DSAllocateMat_Private(ds,DS_MAT_X));
    875:   PetscCall(MatDenseGetArrayWrite(ds->omat[DS_MAT_X],&X));
    876: #if !defined(PETSC_USE_COMPLEX)
    877:   PetscCallBLAS("LAPACKgeevx",LAPACKgeevx_("B","N","V","N",&n_,H,&n_,wr+ds->l,wi+ds->l,NULL,&ld,X+off,&ld,&ilo,&ihi,scale,&nrm,rcde,rcdv,ds->work+nwu,&lwork,NULL,&info));
    878: #else
    879:   PetscCallBLAS("LAPACKgeevx",LAPACKgeevx_("B","N","V","N",&n_,H,&n_,wr+ds->l,NULL,&ld,X+off,&ld,&ilo,&ihi,scale,&nrm,rcde,rcdv,ds->work+nwu,&lwork,ds->rwork+nwru,&info));

    881:   /* Sort to have consecutive conjugate pairs
    882:      Separate real and imaginary part of complex eigenvectors*/
    883:   for (i=ds->l;i<ds->n;i++) {
    884:     j=i+1;
    885:     while (j<ds->n && (PetscAbsScalar(wr[i]-PetscConj(wr[j]))>PetscAbsScalar(wr[i])*PETSC_SQRT_MACHINE_EPSILON)) j++;
    886:     if (j==ds->n) {
    887:       PetscCheck(PetscAbsReal(PetscImaginaryPart(wr[i]))<PetscAbsScalar(wr[i])*PETSC_SQRT_MACHINE_EPSILON,PETSC_COMM_SELF,PETSC_ERR_LIB,"Found complex without conjugate pair");
    888:       wr[i]=PetscRealPart(wr[i]); /* real eigenvalue */
    889:       for (k=ds->l;k<ds->n;k++) {
    890:         X[k+i*ds->ld] = PetscRealPart(X[k+i*ds->ld]);
    891:       }
    892:     } else { /* complex eigenvalue */
    893:       if (j!=i+1) {
    894:         wr[j] = wr[i+1];
    895:         PetscCall(PetscArraycpy(X+j*ds->ld,X+(i+1)*ds->ld,ds->ld));
    896:       }
    897:       if (PetscImaginaryPart(wr[i])<0) {
    898:         wr[i] = PetscConj(wr[i]);
    899:         for (k=ds->l;k<ds->n;k++) {
    900:           X[k+(i+1)*ds->ld] = -PetscImaginaryPart(X[k+i*ds->ld]);
    901:           X[k+i*ds->ld] = PetscRealPart(X[k+i*ds->ld]);
    902:         }
    903:       } else {
    904:         for (k=ds->l;k<ds->n;k++) {
    905:           X[k+(i+1)*ds->ld] = PetscImaginaryPart(X[k+i*ds->ld]);
    906:           X[k+i*ds->ld] = PetscRealPart(X[k+i*ds->ld]);
    907:         }
    908:       }
    909:       wr[i+1] = PetscConj(wr[i]);
    910:       i++;
    911:     }
    912:   }
    913: #endif
    914:   SlepcCheckLapackInfo("geevx",info);
    915:   PetscCall(MatDenseRestoreArrayWrite(ds->omat[DS_MAT_X],&X));
    916:   PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_A],&A));
    917:   PetscCall(MatDenseRestoreArrayRead(ds->omat[DS_MAT_B],&B));
    918:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&d));
    919:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_D,&s));

    921:   /* Compute real s-orthonormal basis */
    922:   PetscCall(DSGHIEPOrthogEigenv(ds,DS_MAT_X,wr,wi,PETSC_FALSE));

    924:   /* Recover eigenvalues from diagonal */
    925:   PetscCall(DSGHIEPComplexEigs(ds,0,ds->l,wr,wi));
    926: #if defined(PETSC_USE_COMPLEX)
    927:   if (wi) {
    928:     for (i=ds->l;i<ds->n;i++) wi[i] = 0.0;
    929:   }
    930: #endif
    931:   PetscFunctionReturn(PETSC_SUCCESS);
    932: }

    934: static PetscErrorCode DSGetTruncateSize_GHIEP(DS ds,PetscInt l,PetscInt n,PetscInt *k)
    935: {
    936:   PetscReal *T;

    938:   PetscFunctionBegin;
    939:   PetscCall(DSGetArrayReal(ds,DS_MAT_T,&T));
    940:   if (T[l+(*k)-1+ds->ld] !=0.0) {
    941:     if (l+(*k)<n-1) (*k)++;
    942:     else (*k)--;
    943:   }
    944:   PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&T));
    945:   PetscFunctionReturn(PETSC_SUCCESS);
    946: }

    948: static PetscErrorCode DSTruncate_GHIEP(DS ds,PetscInt n,PetscBool trim)
    949: {
    950:   PetscInt    i,ld=ds->ld,l=ds->l;
    951:   PetscScalar *A;
    952:   PetscReal   *T,*b,*r,*omega;

    954:   PetscFunctionBegin;
    955:   if (ds->compact) {
    956:     PetscCall(DSGetArrayReal(ds,DS_MAT_T,&T));
    957:     PetscCall(DSGetArrayReal(ds,DS_MAT_D,&omega));
    958: #if defined(PETSC_USE_DEBUG)
    959:     /* make sure diagonal 2x2 block is not broken */
    960:     PetscCheck(ds->state<DS_STATE_CONDENSED || n==0 || n==ds->n || T[n-1+ld]==0.0,PETSC_COMM_SELF,PETSC_ERR_ARG_WRONG,"The given size would break a 2x2 block, call DSGetTruncateSize() first");
    961: #endif
    962:   }
    963:   if (trim) {
    964:     if (!ds->compact && ds->extrarow) {   /* clean extra row */
    965:       PetscCall(MatDenseGetArray(ds->omat[DS_MAT_A],&A));
    966:       for (i=l;i<ds->n;i++) A[ds->n+i*ld] = 0.0;
    967:       PetscCall(MatDenseRestoreArray(ds->omat[DS_MAT_A],&A));
    968:     }
    969:     ds->l = 0;
    970:     ds->k = 0;
    971:     ds->n = n;
    972:     ds->t = ds->n;   /* truncated length equal to the new dimension */
    973:   } else {
    974:     if (!ds->compact && ds->extrarow && ds->k==ds->n) {
    975:       /* copy entries of extra row to the new position, then clean last row */
    976:       PetscCall(MatDenseGetArray(ds->omat[DS_MAT_A],&A));
    977:       for (i=l;i<n;i++) A[n+i*ld] = A[ds->n+i*ld];
    978:       for (i=l;i<ds->n;i++) A[ds->n+i*ld] = 0.0;
    979:       PetscCall(MatDenseRestoreArray(ds->omat[DS_MAT_A],&A));
    980:     }
    981:     if (ds->compact) {
    982:       b = T+ld;
    983:       r = T+2*ld;
    984:       b[n-1] = r[n-1];
    985:       b[n] = b[ds->n];
    986:       omega[n] = omega[ds->n];
    987:     }
    988:     ds->k = (ds->extrarow)? n: 0;
    989:     ds->t = ds->n;   /* truncated length equal to previous dimension */
    990:     ds->n = n;
    991:   }
    992:   if (ds->compact) {
    993:     PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&T));
    994:     PetscCall(DSRestoreArrayReal(ds,DS_MAT_D,&omega));
    995:   }
    996:   PetscFunctionReturn(PETSC_SUCCESS);
    997: }

    999: #if !defined(PETSC_HAVE_MPIUNI)
    1000: static PetscErrorCode DSSynchronize_GHIEP(DS ds,PetscScalar eigr[],PetscScalar eigi[])
    1001: {
    1002:   PetscScalar    *A,*B,*Q;
    1003:   PetscReal      *T,*D;
    1004:   PetscInt       ld=ds->ld,l=ds->l,k=0,kr=0;
    1005:   PetscMPIInt    n,rank,off=0,size,ldn,ld3,ld_;

    1007:   PetscFunctionBegin;
    1008:   if (ds->compact) kr = 4*ld;
    1009:   else k = 2*(ds->n-l)*ld;
    1010:   if (ds->state>DS_STATE_RAW) k += (ds->n-l)*ld;
    1011:   if (eigr) k += (ds->n-l);
    1012:   if (eigi) k += (ds->n-l);
    1013:   PetscCall(DSAllocateWork_Private(ds,k+kr,0,0));
    1014:   PetscCall(PetscMPIIntCast(k*sizeof(PetscScalar)+kr*sizeof(PetscReal),&size));
    1015:   PetscCall(PetscMPIIntCast(ds->n-l,&n));
    1016:   PetscCall(PetscMPIIntCast(ld*(ds->n-l),&ldn));
    1017:   PetscCall(PetscMPIIntCast(ld*3,&ld3));
    1018:   PetscCall(PetscMPIIntCast(ld,&ld_));
    1019:   if (ds->compact) {
    1020:     PetscCall(DSGetArrayReal(ds,DS_MAT_T,&T));
    1021:     PetscCall(DSGetArrayReal(ds,DS_MAT_D,&D));
    1022:   } else {
    1023:     PetscCall(MatDenseGetArray(ds->omat[DS_MAT_A],&A));
    1024:     PetscCall(MatDenseGetArray(ds->omat[DS_MAT_B],&B));
    1025:   }
    1026:   if (ds->state>DS_STATE_RAW) PetscCall(MatDenseGetArray(ds->omat[DS_MAT_Q],&Q));
    1027:   PetscCallMPI(MPI_Comm_rank(PetscObjectComm((PetscObject)ds),&rank));
    1028:   if (!rank) {
    1029:     if (ds->compact) {
    1030:       PetscCallMPI(MPI_Pack(T,ld3,MPIU_REAL,ds->work,size,&off,PetscObjectComm((PetscObject)ds)));
    1031:       PetscCallMPI(MPI_Pack(D,ld_,MPIU_REAL,ds->work,size,&off,PetscObjectComm((PetscObject)ds)));
    1032:     } else {
    1033:       PetscCallMPI(MPI_Pack(A+l*ld,ldn,MPIU_SCALAR,ds->work,size,&off,PetscObjectComm((PetscObject)ds)));
    1034:       PetscCallMPI(MPI_Pack(B+l*ld,ldn,MPIU_SCALAR,ds->work,size,&off,PetscObjectComm((PetscObject)ds)));
    1035:     }
    1036:     if (ds->state>DS_STATE_RAW) PetscCallMPI(MPI_Pack(Q+l*ld,ldn,MPIU_SCALAR,ds->work,size,&off,PetscObjectComm((PetscObject)ds)));
    1037:     if (eigr) PetscCallMPI(MPI_Pack(eigr+l,n,MPIU_SCALAR,ds->work,size,&off,PetscObjectComm((PetscObject)ds)));
    1038: #if !defined(PETSC_USE_COMPLEX)
    1039:     if (eigi) PetscCallMPI(MPI_Pack(eigi+l,n,MPIU_SCALAR,ds->work,size,&off,PetscObjectComm((PetscObject)ds)));
    1040: #endif
    1041:   }
    1042:   PetscCallMPI(MPI_Bcast(ds->work,size,MPI_BYTE,0,PetscObjectComm((PetscObject)ds)));
    1043:   if (rank) {
    1044:     if (ds->compact) {
    1045:       PetscCallMPI(MPI_Unpack(ds->work,size,&off,T,ld3,MPIU_REAL,PetscObjectComm((PetscObject)ds)));
    1046:       PetscCallMPI(MPI_Unpack(ds->work,size,&off,D,ld_,MPIU_REAL,PetscObjectComm((PetscObject)ds)));
    1047:     } else {
    1048:       PetscCallMPI(MPI_Unpack(ds->work,size,&off,A+l*ld,ldn,MPIU_SCALAR,PetscObjectComm((PetscObject)ds)));
    1049:       PetscCallMPI(MPI_Unpack(ds->work,size,&off,B+l*ld,ldn,MPIU_SCALAR,PetscObjectComm((PetscObject)ds)));
    1050:     }
    1051:     if (ds->state>DS_STATE_RAW) PetscCallMPI(MPI_Unpack(ds->work,size,&off,Q+l*ld,ldn,MPIU_SCALAR,PetscObjectComm((PetscObject)ds)));
    1052:     if (eigr) PetscCallMPI(MPI_Unpack(ds->work,size,&off,eigr+l,n,MPIU_SCALAR,PetscObjectComm((PetscObject)ds)));
    1053: #if !defined(PETSC_USE_COMPLEX)
    1054:     if (eigi) PetscCallMPI(MPI_Unpack(ds->work,size,&off,eigi+l,n,MPIU_SCALAR,PetscObjectComm((PetscObject)ds)));
    1055: #endif
    1056:   }
    1057:   if (ds->compact) {
    1058:     PetscCall(DSRestoreArrayReal(ds,DS_MAT_T,&T));
    1059:     PetscCall(DSRestoreArrayReal(ds,DS_MAT_D,&D));
    1060:   } else {
    1061:     PetscCall(MatDenseRestoreArray(ds->omat[DS_MAT_A],&A));
    1062:     PetscCall(MatDenseRestoreArray(ds->omat[DS_MAT_B],&B));
    1063:   }
    1064:   if (ds->state>DS_STATE_RAW) PetscCall(MatDenseRestoreArray(ds->omat[DS_MAT_Q],&Q));
    1065:   PetscFunctionReturn(PETSC_SUCCESS);
    1066: }
    1067: #endif

    1069: static PetscErrorCode DSHermitian_GHIEP(DS ds,DSMatType m,PetscBool *flg)
    1070: {
    1071:   PetscFunctionBegin;
    1072:   if ((m==DS_MAT_A && !ds->extrarow) || m==DS_MAT_B) *flg = PETSC_TRUE;
    1073:   else *flg = PETSC_FALSE;
    1074:   PetscFunctionReturn(PETSC_SUCCESS);
    1075: }

    1077: /*MC
    1078:    DSGHIEP - Dense Generalized Hermitian Indefinite Eigenvalue Problem.

    1080:    Level: beginner

    1082:    Notes:
    1083:    The problem is expressed as A*X = B*X*Lambda, where both A and B are
    1084:    real symmetric (or complex Hermitian) and possibly indefinite. Lambda
    1085:    is a diagonal matrix whose diagonal elements are the arguments of DSSolve().
    1086:    After solve, A is overwritten with Lambda. Note that in the case of real
    1087:    scalars, A is overwritten with a real representation of Lambda, i.e.,
    1088:    complex conjugate eigenvalue pairs are stored as a 2x2 block in the
    1089:    quasi-diagonal matrix.

    1091:    In the intermediate state A is reduced to tridiagonal form and B is
    1092:    transformed into a signature matrix. In compact storage format, these
    1093:    matrices are stored in T and D, respectively.

    1095:    Used DS matrices:
    1096: +  DS_MAT_A - first problem matrix
    1097: .  DS_MAT_B - second problem matrix
    1098: .  DS_MAT_T - symmetric tridiagonal matrix of the reduced pencil
    1099: .  DS_MAT_D - diagonal matrix (signature) of the reduced pencil
    1100: -  DS_MAT_Q - pseudo-orthogonal transformation that reduces (A,B) to
    1101:    tridiagonal-diagonal form (intermediate step) or a real basis of eigenvectors

    1103:    Implemented methods:
    1104: +  0 - QR iteration plus inverse iteration for the eigenvectors
    1105: .  1 - HZ iteration
    1106: -  2 - QR iteration plus pseudo-orthogonalization for the eigenvectors

    1108:    References:
    1109: .  1. - C. Campos and J. E. Roman, "Restarted Q-Arnoldi-type methods exploiting
    1110:    symmetry in quadratic eigenvalue problems", BIT Numer. Math. 56(4):1213-1236, 2016.

    1112: .seealso: DSCreate(), DSSetType(), DSType
    1113: M*/
    1114: SLEPC_EXTERN PetscErrorCode DSCreate_GHIEP(DS ds)
    1115: {
    1116:   PetscFunctionBegin;
    1117:   ds->ops->allocate        = DSAllocate_GHIEP;
    1118:   ds->ops->view            = DSView_GHIEP;
    1119:   ds->ops->vectors         = DSVectors_GHIEP;
    1120:   ds->ops->solve[0]        = DSSolve_GHIEP_QR_II;
    1121:   ds->ops->solve[1]        = DSSolve_GHIEP_HZ;
    1122:   ds->ops->solve[2]        = DSSolve_GHIEP_QR;
    1123:   ds->ops->sort            = DSSort_GHIEP;
    1124: #if !defined(PETSC_HAVE_MPIUNI)
    1125:   ds->ops->synchronize     = DSSynchronize_GHIEP;
    1126: #endif
    1127:   ds->ops->gettruncatesize = DSGetTruncateSize_GHIEP;
    1128:   ds->ops->truncate        = DSTruncate_GHIEP;
    1129:   ds->ops->update          = DSUpdateExtraRow_GHIEP;
    1130:   ds->ops->hermitian       = DSHermitian_GHIEP;
    1131:   PetscFunctionReturn(PETSC_SUCCESS);
    1132: }