arpack_solver.h

// ---------------------------------------------------------------------
//
// Copyright (C) 2010 - 2017 by the deal.II authors
//
// This file is part of the deal.II library.
//
// The deal.II library is free software; you can use it, redistribute
// it, and/or modify it under the terms of the GNU Lesser General
// Public License as published by the Free Software Foundation; either
// version 2.1 of the License, or (at your option) any later version.
// The full text of the license can be found in the file LICENSE at
// the top level of the deal.II distribution.
//
// ---------------------------------------------------------------------

#ifndef dealii_arpack_solver_h
#define dealii_arpack_solver_h

#include <deal.II/base/config.h>
#include <deal.II/base/smartpointer.h>
#include <deal.II/lac/solver_control.h>

#include <cstring>


#ifdef DEAL_II_WITH_ARPACK

DEAL_II_NAMESPACE_OPEN


extern "C" void dnaupd_(int *ido, char *bmat, unsigned int *n, char *which,
                        unsigned int *nev, const double *tol, double *resid, int *ncv,
                        double *v, int *ldv, int *iparam, int *ipntr,
                        double *workd, double *workl, int *lworkl,
                        int *info);

extern "C" void dsaupd_(int *ido, char *bmat, unsigned int *n, char *which,
                        unsigned int *nev, double *tol, double *resid, int *ncv,
                        double *v, int *ldv, int *iparam, int *ipntr,
                        double *workd, double *workl, int *lworkl,
                        int *info);

extern "C" void dneupd_(int *rvec, char *howmany, int *select, double *d,
                        double *di, double *z, int *ldz, double *sigmar,
                        double *sigmai, double *workev, char *bmat, unsigned int *n, char *which,
                        unsigned int *nev, double *tol, double *resid, int *ncv,
                        double *v, int *ldv, int *iparam, int *ipntr,
                        double *workd, double *workl, int *lworkl, int *info);

extern "C" void dseupd_(int *rvec, char *howmany, int *select, double *d,
                        double *z, int *ldz, double *sigmar,
                        char *bmat, unsigned int *n, char *which,
                        unsigned int *nev, double *tol, double *resid, int *ncv,
                        double *v, int *ldv, int *iparam, int *ipntr,
                        double *workd, double *workl, int *lworkl, int *info);

class ArpackSolver : public Subscriptor
{
public:
  typedef types::global_dof_index size_type;


  enum WhichEigenvalues
  {
    algebraically_largest,
    algebraically_smallest,
    largest_magnitude,
    smallest_magnitude,
    largest_real_part,
    smallest_real_part,
    largest_imaginary_part,
    smallest_imaginary_part,
    both_ends
  };

  struct AdditionalData
  {
    explicit AdditionalData(
      const unsigned int number_of_arnoldi_vectors = 15,
      const WhichEigenvalues eigenvalue_of_interest = largest_magnitude,
      const bool symmetric = false);

    const unsigned int number_of_arnoldi_vectors;

    const WhichEigenvalues eigenvalue_of_interest;

    const bool symmetric;
  };

  SolverControl &control () const;

  ArpackSolver(SolverControl &control,
               const AdditionalData &data = AdditionalData());

  template <typename VectorType>
  void set_initial_vector(const VectorType &vec);

  void set_shift(const std::complex<double> sigma);

  template <typename VectorType, typename MatrixType1,
            typename MatrixType2, typename INVERSE>
  void solve (const MatrixType1                  &A,
              const MatrixType2                  &B,
              const INVERSE                      &inverse,
              std::vector<std::complex<double> > &eigenvalues,
              std::vector<VectorType>            &eigenvectors,
              const unsigned int                  n_eigenvalues = 0);

protected:

  SolverControl &solver_control;

  const AdditionalData additional_data;

  bool initial_vector_provided;
  std::vector<double> resid;

  double sigmar;

  double sigmai;


private:

  DeclException2 (ArpackExcInvalidNumberofEigenvalues, int, int,
                  << "Number of wanted eigenvalues " << arg1
                  << " is larger that the size of the matrix " << arg2);

  DeclException2 (ArpackExcInvalidEigenvectorSize, int, int,
                  << "Number of wanted eigenvalues " << arg1
                  << " is larger that the size of eigenvectors " << arg2);

  DeclException2 (ArpackExcInvalidEigenvectorSizeNonsymmetric, int, int,
                  << "To store the real and complex parts of " << arg1
                  << " eigenvectors in real-valued vectors, their size (currently set to " << arg2
                  << ") should be greater than or equal to " << arg1+1);

  DeclException2 (ArpackExcInvalidEigenvalueSize, int, int,
                  << "Number of wanted eigenvalues " << arg1
                  << " is larger that the size of eigenvalues " << arg2);

  DeclException2 (ArpackExcInvalidNumberofArnoldiVectors, int, int,
                  << "Number of Arnoldi vectors " << arg1
                  << " is larger that the size of the matrix " << arg2);

  DeclException2 (ArpackExcSmallNumberofArnoldiVectors, int, int,
                  << "Number of Arnoldi vectors " << arg1
                  << " is too small to obtain " << arg2
                  << " eigenvalues");

  DeclException1 (ArpackExcArpackIdo, int, << "This ido " << arg1
                  << " is not supported. Check documentation of ARPACK");

  DeclException1 (ArpackExcArpackMode, int, << "This mode " << arg1
                  << " is not supported. Check documentation of ARPACK");

  DeclException1 (ArpackExcArpackInfodsaupd, int,
                  << "Error with dsaupd, info " << arg1
                  << ". Check documentation of ARPACK");

  DeclException1 (ArpackExcArpackInfodnaupd, int,
                  << "Error with dnaupd, info " << arg1
                  << ". Check documentation of ARPACK");

  DeclException1 (ArpackExcArpackInfodseupd, int,
                  << "Error with dseupd, info " << arg1
                  << ". Check documentation of ARPACK");

  DeclException1 (ArpackExcArpackInfodneupd, int,
                  << "Error with dneupd, info " << arg1
                  << ". Check documentation of ARPACK");

  DeclException1 (ArpackExcArpackInfoMaxIt, int,
                  << "Maximum number " << arg1
                  << " of iterations reached.");

  DeclExceptionMsg (ArpackExcArpackNoShifts,
                    "No shifts could be applied during implicit"
                    " Arnoldi update, try increasing the number of"
                    " Arnoldi vectors.");
};


inline
ArpackSolver::AdditionalData::
AdditionalData (const unsigned int number_of_arnoldi_vectors,
                const WhichEigenvalues eigenvalue_of_interest,
                const bool symmetric)
  :
  number_of_arnoldi_vectors(number_of_arnoldi_vectors),
  eigenvalue_of_interest(eigenvalue_of_interest),
  symmetric(symmetric)
{
  //Check for possible options for symmetric problems
  if (symmetric)
    {
      Assert(eigenvalue_of_interest!=largest_real_part,
             ExcMessage("'largest real part' can only be used for non-symmetric problems!"));
      Assert(eigenvalue_of_interest!=smallest_real_part,
             ExcMessage("'smallest real part' can only be used for non-symmetric problems!"));
      Assert(eigenvalue_of_interest!=largest_imaginary_part,
             ExcMessage("'largest imaginary part' can only be used for non-symmetric problems!"));
      Assert(eigenvalue_of_interest!=smallest_imaginary_part,
             ExcMessage("'smallest imaginary part' can only be used for non-symmetric problems!"));
    }
}


inline
ArpackSolver::ArpackSolver (SolverControl &control,
                            const AdditionalData &data)
  :
  solver_control (control),
  additional_data (data),
  initial_vector_provided(false),
  sigmar(0.0),
  sigmai(0.0)
{}




inline
void
ArpackSolver::set_shift(const std::complex<double> sigma)
{
  sigmar = sigma.real();
  sigmai = sigma.imag();
}



template <typename VectorType>
inline
void ArpackSolver::
set_initial_vector(const VectorType &vec)
{
  initial_vector_provided = true;
  resid.resize(vec.size());
  for (size_type i = 0; i < vec.size(); ++i)
    resid[i] = vec[i];
}


template <typename VectorType, typename MatrixType1,
          typename MatrixType2, typename INVERSE>
inline
void ArpackSolver::solve (const MatrixType1                  &/*system_matrix*/,
                          const MatrixType2                  &mass_matrix,
                          const INVERSE                      &inverse,
                          std::vector<std::complex<double> > &eigenvalues,
                          std::vector<VectorType>            &eigenvectors,
                          const unsigned int                  n_eigenvalues)
{
  // Problem size
  unsigned int n = eigenvectors[0].size();

  // Number of eigenvalues
  const unsigned int nev_const = (n_eigenvalues == 0) ? eigenvalues.size() : n_eigenvalues;
  // nev for arpack, which might change by plus one during dneupd
  unsigned int nev = nev_const;

  // check input sizes
  if (additional_data.symmetric)
    {
      Assert (nev <= eigenvectors.size(),
              ArpackExcInvalidEigenvectorSize(nev, eigenvectors.size()));
    }
  else
    Assert (nev+1 <= eigenvectors.size(),
            ArpackExcInvalidEigenvectorSizeNonsymmetric(nev, eigenvectors.size()));

  Assert (nev <= eigenvalues.size(),
          ArpackExcInvalidEigenvalueSize(nev, eigenvalues.size()));

  // check large enough problem size
  Assert (nev < n,
          ArpackExcInvalidNumberofEigenvalues(nev, n));

  Assert (additional_data.number_of_arnoldi_vectors < n,
          ArpackExcInvalidNumberofArnoldiVectors(
            additional_data.number_of_arnoldi_vectors, n));

  // check whether we have enough Arnoldi vectors
  Assert (additional_data.number_of_arnoldi_vectors > 2*nev+1,
          ArpackExcSmallNumberofArnoldiVectors(
            additional_data.number_of_arnoldi_vectors, nev));

  // ARPACK mode for dsaupd/dnaupd, here only mode 3, i.e. shift-invert mode
  int mode = 3;

  // reverse communication parameter
  int ido = 0;

  // 'G' generalized eigenvalue problem 'I' standard eigenvalue problem
  char bmat[2] = "G";

  // Specify the eigenvalues of interest, possible parameters "LA" algebraically
  // largest "SA" algebraically smallest "LM" largest magnitude "SM" smallest
  // magnitude "LR" largest real part "SR" smallest real part "LI" largest
  // imaginary part "SI" smallest imaginary part "BE" both ends of spectrum
  // simultaneous.
  char which[3];
  switch (additional_data.eigenvalue_of_interest)
    {
    case algebraically_largest:
      std::strcpy (which, "LA");
      break;
    case algebraically_smallest:
      std::strcpy (which, "SA");
      break;
    case largest_magnitude:
      std::strcpy (which, "LM");
      break;
    case smallest_magnitude:
      std::strcpy (which, "SM");
      break;
    case largest_real_part:
      std::strcpy (which, "LR");
      break;
    case smallest_real_part:
      std::strcpy (which, "SR");
      break;
    case largest_imaginary_part:
      std::strcpy (which, "LI");
      break;
    case smallest_imaginary_part:
      std::strcpy (which, "SI");
      break;
    case both_ends:
      std::strcpy (which, "BE");
      break;
    }

  // tolerance for ARPACK
  double tol = control().tolerance();

  // if the starting vector is used it has to be in resid
  if (!initial_vector_provided || resid.size() != n)
    resid.resize(n, 1.);

  // number of Arnoldi basis vectors specified
  // in additional_data
  int ncv = additional_data.number_of_arnoldi_vectors;

  int ldv = n;
  std::vector<double> v (ldv*ncv, 0.0);

  //information to the routines
  std::vector<int> iparam (11, 0);

  iparam[0] = 1;        // shift strategy

  // maximum number of iterations
  iparam[2] = control().max_steps();

  // Set the mode of dsaupd. 1 is exact shifting, 2 is user-supplied shifts,
  // 3 is shift-invert mode, 4 is buckling mode, 5 is Cayley mode.

  iparam[6] = mode;
  std::vector<int> ipntr (14, 0);

  // work arrays for ARPACK
  std::vector<double> workd (3*n, 0.);
  int lworkl = additional_data.symmetric ? ncv*ncv + 8*ncv : 3*ncv*ncv+6*ncv;
  std::vector<double> workl (lworkl, 0.);

  //information out of the iteration
  int info = 1;

  while (ido != 99)
    {
      // call of ARPACK dsaupd/dnaupd routine
      if (additional_data.symmetric)
        dsaupd_(&ido, bmat, &n, which, &nev, &tol,
                resid.data(), &ncv, v.data(), &ldv, iparam.data(), ipntr.data(),
                workd.data(), workl.data(), &lworkl, &info);
      else
        dnaupd_(&ido, bmat, &n, which, &nev, &tol,
                resid.data(), &ncv, v.data(), &ldv, iparam.data(), ipntr.data(),
                workd.data(), workl.data(), &lworkl, &info);

      if (ido == 99)
        break;

      switch (mode)
        {
        case 3:
        {
          switch (ido)
            {
            case -1:
            {

              VectorType src,dst,tmp;
              src.reinit(eigenvectors[0]);
              dst.reinit(src);
              tmp.reinit(src);


              for (size_type i=0; i<src.size(); ++i)
                src(i) = workd[ipntr[0]-1+i];

              // multiplication with mass matrix M
              mass_matrix.vmult(tmp, src);
              // solving linear system
              inverse.vmult(dst,tmp);

              for (size_type i=0; i<dst.size(); ++i)
                workd[ipntr[1]-1+i] = dst(i);
            }
            break;

            case  1:
            {

              VectorType src,dst,tmp, tmp2;
              src.reinit(eigenvectors[0]);
              dst.reinit(src);
              tmp.reinit(src);
              tmp2.reinit(src);

              for (size_type i=0; i<src.size(); ++i)
                {
                  src(i) = workd[ipntr[2]-1+i];
                  tmp(i) = workd[ipntr[0]-1+i];
                }
              // solving linear system
              inverse.vmult(dst,src);

              for (size_type i=0; i<dst.size(); ++i)
                workd[ipntr[1]-1+i] = dst(i);
            }
            break;

            case  2:
            {

              VectorType src,dst;
              src.reinit(eigenvectors[0]);
              dst.reinit(src);

              for (size_type i=0; i<src.size(); ++i)
                src(i) = workd[ipntr[0]-1+i];

              // Multiplication with mass matrix M
              mass_matrix.vmult(dst, src);

              for (size_type i=0; i<dst.size(); ++i)
                workd[ipntr[1]-1+i] = dst(i);

            }
            break;

            default:
              Assert (false, ArpackExcArpackIdo(ido));
              break;
            }
        }
        break;
        default:
          Assert (false, ArpackExcArpackMode(mode));
          break;
        }
    }

  if (info<0)
    {
      if (additional_data.symmetric)
        {
          Assert (false, ArpackExcArpackInfodsaupd(info));
        }
      else
        Assert (false, ArpackExcArpackInfodnaupd(info));
    }
  else
    {
      // 1 - compute eigenvectors, 0 - only eigenvalues
      int rvec = 1;

      // which eigenvectors
      char howmany = 'A';

      std::vector<int> select (ncv, 1);

      int ldz = n;

      std::vector<double> eigenvalues_real (nev+1, 0.);
      std::vector<double> eigenvalues_im (nev+1, 0.);

      // call of ARPACK dseupd/dneupd routine
      if (additional_data.symmetric)
        {
          std::vector<double> z (ldz*nev, 0.);
          dseupd_(&rvec, &howmany, select.data(), eigenvalues_real.data(),
                  z.data(), &ldz, &sigmar, bmat, &n, which, &nev, &tol,
                  resid.data(), &ncv, v.data(), &ldv,
                  iparam.data(), ipntr.data(), workd.data(), workl.data(), &lworkl, &info);
        }
      else
        {
          std::vector<double> workev (3*ncv, 0.);
          dneupd_(&rvec, &howmany, select.data(), eigenvalues_real.data(),
                  eigenvalues_im.data(), v.data(), &ldz, &sigmar, &sigmai,
                  workev.data(), bmat, &n, which, &nev, &tol,
                  resid.data(), &ncv, v.data(), &ldv,
                  iparam.data(), ipntr.data(), workd.data(), workl.data(), &lworkl, &info);
        }

      if (info == 1)
        {
          Assert (false, ArpackExcArpackInfoMaxIt(control().max_steps()));
        }
      else if (info == 3)
        {
          Assert (false, ArpackExcArpackNoShifts());
        }
      else if (info!=0)
        {
          if (additional_data.symmetric)
            {
              Assert (false, ArpackExcArpackInfodseupd(info));
            }
          else
            Assert (false, ArpackExcArpackInfodneupd(info));
        }

      for (unsigned int i=0; i<nev; ++i)
        for (unsigned int j=0; j<n; ++j)
          eigenvectors[i](j) = v[i*n+j];

      for (unsigned int i=0; i<nev_const; ++i)
        eigenvalues[i] = std::complex<double> (eigenvalues_real[i],
                                               eigenvalues_im[i]);
    }
}


inline
SolverControl &ArpackSolver::control () const
{
  return solver_control;
}

DEAL_II_NAMESPACE_CLOSE


#endif
#endif