// SPDX-License-Identifier: Apache-2.0 // // Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au) // Copyright 2008-2016 National ICT Australia (NICTA) // // Licensed under the Apache License, Version 2.0 (the "License"); // you may not use this file except in compliance with the License. // You may obtain a copy of the License at // http://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, software // distributed under the License is distributed on an "AS IS" BASIS, // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. // See the License for the specific language governing permissions and // limitations under the License. // ------------------------------------------------------------------------ namespace newarp { //! This class implements the eigen solver for general real matrices. template class GenEigsSolver { protected: const OpType& op; // object to conduct matrix operation, eg. matrix-vector product const uword nev; // number of eigenvalues requested Col< std::complex > ritz_val; // ritz values // Sort the first nev Ritz pairs in decreasing magnitude order // This is used to return the final results virtual void sort_ritzpair(); private: const uword dim_n; // dimension of matrix A const uword ncv; // number of ritz values uword nmatop; // number of matrix operations called uword niter; // number of restarting iterations Mat fac_V; // V matrix in the Arnoldi factorisation Mat fac_H; // H matrix in the Arnoldi factorisation Col fac_f; // residual in the Arnoldi factorisation Mat< std::complex > ritz_vec; // ritz vectors Col< std::complex > ritz_est; // last row of ritz_vec std::vector ritz_conv; // indicator of the convergence of ritz values const eT eps; // the machine precision // eg. ~= 1e-16 for double type const eT approx0; // a number that is approximately zero // approx0 = eps^(2/3) // used to test the orthogonality of vectors, // and in convergence test, tol*approx0 is // the absolute tolerance std::mt19937_64 local_rng; // local random number generator inline void fill_rand(eT* dest, const uword N, const uword seed_val); // Arnoldi factorisation starting from step-k inline void factorise_from(uword from_k, uword to_m, const Col& fk); // Implicitly restarted Arnoldi factorisation inline void restart(uword k); // Calculate the number of converged Ritz values inline uword num_converged(eT tol); // Return the adjusted nev for restarting inline uword nev_adjusted(uword nconv); // Retrieve and sort ritz values and ritz vectors inline void retrieve_ritzpair(); public: //! Constructor to create a solver object. inline GenEigsSolver(const OpType& op_, uword nev_, uword ncv_); //! Providing the initial residual vector for the algorithm. inline void init(eT* init_resid); //! Providing a random initial residual vector. inline void init(); //! Conducting the major computation procedure. inline uword compute(uword maxit = 1000, eT tol = 1e-10); //! Returning the number of iterations used in the computation. inline int num_iterations() { return niter; } //! Returning the number of matrix operations used in the computation. inline int num_operations() { return nmatop; } //! Returning the converged eigenvalues. inline Col< std::complex > eigenvalues(); //! Returning the eigenvectors associated with the converged eigenvalues. inline Mat< std::complex > eigenvectors(uword nvec); //! Returning all converged eigenvectors. inline Mat< std::complex > eigenvectors() { return eigenvectors(nev); } }; } // namespace newarp