Actual source code: fnlog.c

slepc-3.14.1 2020-12-08
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  1: /*
  2:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
  3:    SLEPc - Scalable Library for Eigenvalue Problem Computations
  4:    Copyright (c) 2002-2020, 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: */
 10: /*
 11:    Logarithm function  log(x)
 12: */

 14: #include <slepc/private/fnimpl.h>
 15: #include <slepcblaslapack.h>

 17: PetscErrorCode FNEvaluateFunction_Log(FN fn,PetscScalar x,PetscScalar *y)
 18: {
 20: #if !defined(PETSC_USE_COMPLEX)
 21:   if (x<0.0) SETERRQ(PETSC_COMM_SELF,1,"Function not defined in the requested value");
 22: #endif
 23:   *y = PetscLogScalar(x);
 24:   return(0);
 25: }

 27: PetscErrorCode FNEvaluateDerivative_Log(FN fn,PetscScalar x,PetscScalar *y)
 28: {
 30:   if (x==0.0) SETERRQ(PETSC_COMM_SELF,1,"Derivative not defined in the requested value");
 31: #if !defined(PETSC_USE_COMPLEX)
 32:   if (x<0.0) SETERRQ(PETSC_COMM_SELF,1,"Derivative not defined in the requested value");
 33: #endif
 34:   *y = 1.0/x;
 35:   return(0);
 36: }

 38: /*
 39:    Block structure of a quasitriangular matrix T. Returns a list of n-1 numbers, where
 40:    structure(j) encodes the block type of the j:j+1,j:j+1 diagonal block as one of:
 41:       0 - not the start of a block
 42:       1 - start of a 2x2 triangular block
 43:       2 - start of a 2x2 quasi-triangular (full) block
 44: */
 45: static PetscErrorCode qtri_struct(PetscBLASInt n,PetscScalar *T,PetscBLASInt ld,PetscInt *structure)
 46: {
 47:   PetscBLASInt j;

 50: #if defined(PETSC_USE_COMPLEX)
 51:   for (j=0;j<n-1;j++) structure[j] = 1;
 52: #else
 53:   if (n==1) return(0);
 54:   else if (n==2) {
 55:     structure[0] = (T[1]==0.0)? 1: 2;
 56:     return(0);
 57:   }
 58:   j = 0;
 59:   while (j<n-2) {
 60:     if (T[j+1+j*ld] != 0.0) { /* Start of a 2x2 full block */
 61:       structure[j++] = 2;
 62:       structure[j++] = 0;
 63:     } else if (T[j+1+j*ld] == 0.0 && T[j+2+(j+1)*ld] == 0.0) { /* Start of a 2x2 triangular block */
 64:       structure[j++] = 1;
 65:     } else { /* Next block must start a 2x2 full block */
 66:       structure[j++] = 0;
 67:     }
 68:   }
 69:   if (T[n-1+(n-2)*ld] != 0.0) { /* 2x2 full block at the end */
 70:     structure[n-2] = 2;
 71:   } else if (structure[n-3] == 0 || structure[n-3] == 1) {
 72:     structure[n-2] = 1;
 73:   }
 74: #endif
 75:   return(0);
 76: }

 78: /*
 79:    Compute scaling parameter (s) and order of Pade approximant (m).
 80:    wr,wi is overwritten. Required workspace is 3*n*n.
 81:    On output, Troot contains the sth square root of T.
 82: */
 83: static PetscErrorCode logm_params(PetscBLASInt n,PetscScalar *T,PetscBLASInt ld,PetscScalar *wr,PetscScalar *wi,PetscInt maxroots,PetscInt *s,PetscInt *m,PetscScalar *Troot,PetscScalar *work)
 84: {
 85:   PetscErrorCode  ierr;
 86:   PetscInt        i,j,k,p,s0;
 87:   PetscReal       inrm,eta,a2,a3,a4,d2,d3,d4,d5;
 88:   PetscScalar     *TrootmI=work+2*n*n;
 89:   PetscBool       foundm=PETSC_FALSE,more;
 90:   PetscRandom     rand;
 91:   const PetscReal xvals[] = { 1.586970738772063e-005, 2.313807884242979e-003, 1.938179313533253e-002,
 92:        6.209171588994762e-002, 1.276404810806775e-001, 2.060962623452836e-001, 2.879093714241194e-001 };
 93:   const PetscInt  mmax=sizeof(xvals)/sizeof(xvals[0]);

 96:   PetscRandomCreate(PETSC_COMM_SELF,&rand);
 97:   /* get initial s0 so that T^(1/2^s0) < xvals(mmax) */
 98:   *s = 0;
 99:   do {
100:     inrm = SlepcAbsEigenvalue(wr[0]-PetscRealConstant(1.0),wi[0]);
101:     for (i=1;i<n;i++) inrm = PetscMax(inrm,SlepcAbsEigenvalue(wr[i]-PetscRealConstant(1.0),wi[i]));
102:     if (inrm < xvals[mmax-1]) break;
103:     for (i=0;i<n;i++) {
104: #if defined(PETSC_USE_COMPLEX)
105:       wr[i] = PetscSqrtScalar(wr[i]);
106: #else
107: #if defined(PETSC_HAVE_COMPLEX)
108:       PetscComplex z = PetscSqrtComplex(PetscCMPLX(wr[i],wi[i]));
109:       wr[i] = PetscRealPartComplex(z);
110:       wi[i] = PetscImaginaryPartComplex(z);
111: #else
112:       SETERRQ(PETSC_COMM_SELF,1,"This operation requires a compiler with C99 or C++ complex support");
113: #endif
114: #endif
115:     }
116:     *s = *s + 1;
117:   } while (*s<maxroots);
118:   s0 = *s;
119:   if (*s == maxroots) { PetscInfo(NULL,"Too many matrix square roots\n"); }

121:   /* Troot = T */
122:   for (j=0;j<n;j++) {
123:     PetscArraycpy(Troot+j*ld,T+j*ld,PetscMin(j+2,n));
124:   }
125:   for (k=1;k<=PetscMin(*s,maxroots);k++) {
126:     SlepcSqrtmSchur(n,Troot,ld,PETSC_FALSE);
127:   }
128:   /* Compute value of s and m needed */
129:   /* TrootmI = Troot - I */
130:   for (j=0;j<n;j++) {
131:     PetscArraycpy(TrootmI+j*ld,Troot+j*ld,PetscMin(j+2,n));
132:     TrootmI[j+j*ld] -= 1.0;
133:   }
134:   SlepcNormAm(n,TrootmI,2,work,rand,&d2);
135:   d2 = PetscPowReal(d2,1.0/2.0);
136:   SlepcNormAm(n,TrootmI,3,work,rand,&d3);
137:   d3 = PetscPowReal(d3,1.0/3.0);
138:   a2 = PetscMax(d2,d3);
139:   if (a2 <= xvals[1]) {
140:     *m = (a2 <= xvals[0])? 1: 2;
141:     foundm = PETSC_TRUE;
142:   }
143:   p = 0;
144:   while (!foundm) {
145:     more = PETSC_FALSE;  /* More norm checks needed */
146:     if (*s > s0) {
147:       SlepcNormAm(n,TrootmI,3,work,rand,&d3);
148:       d3 = PetscPowReal(d3,1.0/3.0);
149:     }
150:     SlepcNormAm(n,TrootmI,4,work,rand,&d4);
151:     d4 = PetscPowReal(d4,1.0/4.0);
152:     a3 = PetscMax(d3,d4);
153:     if (a3 <= xvals[mmax-1]) {
154:       for (j=2;j<mmax;j++) if (a3 <= xvals[j]) break;
155:       if (j <= 5) {
156:         *m = j+1;
157:         break;
158:       } else if (a3/2.0 <= xvals[4] && p < 2) {
159:         more = PETSC_TRUE;
160:         p = p + 1;
161:       }
162:     }
163:     if (!more) {
164:       SlepcNormAm(n,TrootmI,5,work,rand,&d5);
165:       d5 = PetscPowReal(d5,1.0/5.0);
166:       a4 = PetscMax(d4,d5);
167:       eta = PetscMin(a3,a4);
168:       if (eta <= xvals[mmax-1]) {
169:         for (j=5;j<mmax;j++) if (eta <= xvals[j]) break;
170:         *m = j + 1;
171:         break;
172:       }
173:     }
174:     if (*s == maxroots) {
175:       PetscInfo(NULL,"Too many matrix square roots\n");
176:       *m = mmax;  /* No good value found so take largest */
177:       break;
178:     }
179:     SlepcSqrtmSchur(n,Troot,ld,PETSC_FALSE);
180:     /* TrootmI = Troot - I */
181:     for (j=0;j<n;j++) {
182:       PetscArraycpy(TrootmI+j*ld,Troot+j*ld,PetscMin(j+2,n));
183:       TrootmI[j+j*ld] -= 1.0;
184:     }
185:     *s = *s + 1;
186:   }
187:   PetscRandomDestroy(&rand);
188:   return(0);
189: }

191: #if !defined(PETSC_USE_COMPLEX)
192: /*
193:    Computes a^(1/2^s) - 1 accurately, avoiding subtractive cancellation
194: */
195: static PetscScalar sqrt_obo(PetscScalar a,PetscInt s)
196: {
197:   PetscScalar val,z0,r;
198:   PetscReal   angle;
199:   PetscInt    i,n0;

202:   if (s == 0) val = a-1.0;
203:   else {
204:     n0 = s;
205:     angle = PetscAtan2Real(PetscImaginaryPart(a),PetscRealPart(a));
206:     if (angle >= PETSC_PI/2.0) {
207:       a = PetscSqrtScalar(a);
208:       n0 = s - 1;
209:     }
210:     z0 = a - 1.0;
211:     a = PetscSqrtScalar(a);
212:     r = 1.0 + a;
213:     for (i=0;i<n0-1;i++) {
214:       a = PetscSqrtScalar(a);
215:       r = r*(1.0+a);
216:     }
217:     val = z0/r;
218:   }
219:   PetscFunctionReturn(val);
220: }
221: #endif

223: /*
224:    Square root of 2x2 matrix T from block diagonal of Schur form. Overwrites T.
225: */
226: static PetscErrorCode sqrtm_tbt(PetscScalar *T)
227: {
228:   PetscScalar t11,t12,t21,t22,r11,r22;
229: #if !defined(PETSC_USE_COMPLEX)
230:   PetscScalar mu;
231: #endif

234:   t11 = T[0]; t21 = T[1]; t12 = T[2]; t22 = T[3];
235:   if (t21 != 0.0) {
236:     /* Compute square root of 2x2 quasitriangular block */
237:     /* The algorithm assumes the special structure of real Schur form */
238: #if defined(PETSC_USE_COMPLEX)
239:     SETERRQ(PETSC_COMM_SELF,1,"Should not reach this line in complex scalars");
240: #else
241:     mu = PetscSqrtReal(-t21*t12);
242:     if (t11 > 0.0) r11 = PetscSqrtReal((t11+SlepcAbsEigenvalue(t11,mu))/2.0);
243:     else r11 = mu / PetscSqrtReal(2.0*(-t11+SlepcAbsEigenvalue(t11,mu)));
244:     T[0] = r11;
245:     T[1] = t21/(2.0*r11);
246:     T[2] = t12/(2.0*r11);
247:     T[3] = r11;
248: #endif
249:   } else {
250:     /* Compute square root of 2x2 upper triangular block */
251:     r11 = PetscSqrtScalar(t11);
252:     r22 = PetscSqrtScalar(t22);
253:     T[0] = r11;
254:     T[2] = t12/(r11+r22);
255:     T[3] = r22;
256:   }
257:   return(0);
258: }

260: #if defined(PETSC_USE_COMPLEX)
261: /*
262:    Unwinding number of z
263: */
264: PETSC_STATIC_INLINE PetscReal unwinding(PetscScalar z)
265: {
266:   PetscReal u;

269:   u = PetscCeilReal((PetscImaginaryPart(z)-PETSC_PI)/(2.0*PETSC_PI));
270:   PetscFunctionReturn(u);
271: }
272: #endif

274: /*
275:    Power of 2-by-2 upper triangular matrix A.
276:    Returns the (1,2) element of the pth power of A, where p is an arbitrary real number
277: */
278: static PetscScalar powerm2by2(PetscScalar A11,PetscScalar A22,PetscScalar A12,PetscReal p)
279: {
280:   PetscScalar a1,a2,a1p,a2p,loga1,loga2,w,dd,x12;

283:   a1 = A11;
284:   a2 = A22;
285:   if (a1 == a2) {
286:     x12 = p*A12*PetscPowScalarReal(a1,p-1);
287:   } else if (PetscAbsScalar(a1) < 0.5*PetscAbsScalar(a2) || PetscAbsScalar(a2) < 0.5*PetscAbsScalar(a1)) {
288:     a1p = PetscPowScalarReal(a1,p);
289:     a2p = PetscPowScalarReal(a2,p);
290:     x12 = A12*(a2p-a1p)/(a2-a1);
291:   } else {  /* Close eigenvalues */
292:     loga1 = PetscLogScalar(a1);
293:     loga2 = PetscLogScalar(a2);
294:     w = PetscAtanhScalar((a2-a1)/(a2+a1));
295: #if defined(PETSC_USE_COMPLEX)
296:     w += PETSC_i*PETSC_PI*unwinding(loga2-loga1);
297: #endif
298:     dd = 2.0*PetscExpScalar(p*(loga1+loga2)/2.0)*PetscSinhScalar(p*w)/(a2-a1);
299:     x12 = A12*dd;
300:   }
301:   PetscFunctionReturn(x12);
302: }

304: /*
305:    Recomputes diagonal blocks of T = X^(1/2^s) - 1 more accurately
306: */
307: static PetscErrorCode recompute_diag_blocks_sqrt(PetscBLASInt n,PetscScalar *Troot,PetscScalar *T,PetscBLASInt ld,PetscInt *blockStruct,PetscInt s)
308: {
310:   PetscScalar    A[4],P[4],M[4],Z0[4],det;
311:   PetscInt       i,j;
312: #if !defined(PETSC_USE_COMPLEX)
313:   PetscInt       last_block=0;
314:   PetscScalar    a;
315: #endif

318:   for (j=0;j<n-1;j++) {
319: #if !defined(PETSC_USE_COMPLEX)
320:     switch (blockStruct[j]) {
321:       case 0: /* Not start of a block */
322:         if (last_block != 0) {
323:           last_block = 0;
324:         } else { /* In a 1x1 block */
325:           a = T[j+j*ld];
326:           Troot[j+j*ld] = sqrt_obo(a,s);
327:         }
328:         break;
329:       default: /* In a 2x2 block */
330:         last_block = blockStruct[j];
331: #endif
332:         if (s == 0) {
333:           Troot[j+j*ld]       = T[j+j*ld]-1.0;
334:           Troot[j+1+j*ld]     = T[j+1+j*ld];
335:           Troot[j+(j+1)*ld]   = T[j+(j+1)*ld];
336:           Troot[j+1+(j+1)*ld] = T[j+1+(j+1)*ld]-1.0;
337:           continue;
338:         }
339:         A[0] = T[j+j*ld]; A[1] = T[j+1+j*ld]; A[2] = T[j+(j+1)*ld]; A[3] = T[j+1+(j+1)*ld];
340:         sqrtm_tbt(A);
341:         /* Z0 = A - I */
342:         Z0[0] = A[0]-1.0; Z0[1] = A[1]; Z0[2] = A[2]; Z0[3] = A[3]-1.0;
343:         if (s == 1) {
344:           Troot[j+j*ld]       = Z0[0];
345:           Troot[j+1+j*ld]     = Z0[1];
346:           Troot[j+(j+1)*ld]   = Z0[2];
347:           Troot[j+1+(j+1)*ld] = Z0[3];
348:           continue;
349:         }
350:         sqrtm_tbt(A);
351:         /* P = A + I */
352:         P[0] = A[0]+1.0; P[1] = A[1]; P[2] = A[2]; P[3] = A[3]+1.0;
353:         for (i=0;i<s-2;i++) {
354:           sqrtm_tbt(A);
355:           /* P = P*(I + A) */
356:           M[0] = P[0]*(A[0]+1.0)+P[2]*A[1];
357:           M[1] = P[1]*(A[0]+1.0)+P[3]*A[1];
358:           M[2] = P[0]*A[2]+P[2]*(A[3]+1.0);
359:           M[3] = P[1]*A[2]+P[3]*(A[3]+1.0);
360:           P[0] = M[0]; P[1] = M[1]; P[2] = M[2]; P[3] = M[3];
361:         }
362:         /* Troot(j:j+1,j:j+1) = Z0 / P (via Cramer) */
363:         det = P[0]*P[3]-P[1]*P[2];
364:         Troot[j+j*ld]       = (Z0[0]*P[3]-P[1]*Z0[2])/det;
365:         Troot[j+(j+1)*ld]   = (P[0]*Z0[2]-Z0[0]*P[2])/det;
366:         Troot[j+1+j*ld]     = (Z0[1]*P[3]-P[1]*Z0[3])/det;
367:         Troot[j+1+(j+1)*ld] = (P[0]*Z0[3]-Z0[1]*P[2])/det;
368:         /* If block is upper triangular recompute the (1,2) element.
369:            Skip when T(j,j) or T(j+1,j+1) < 0 since the implementation of atanh is nonstandard */
370:         if (T[j+1+j*ld]==0.0 && PetscRealPart(T[j+j*ld])>=0.0 && PetscRealPart(T[j+1+(j+1)*ld])>=0.0) {
371:           Troot[j+(j+1)*ld] = powerm2by2(T[j+j*ld],T[j+1+(j+1)*ld],T[j+(j+1)*ld],1.0/PetscPowInt(2,s));
372:         }
373: #if !defined(PETSC_USE_COMPLEX)
374:     }
375: #endif
376:   }
377: #if !defined(PETSC_USE_COMPLEX)
378:   /* If last diagonal entry is not in a block it will have been missed */
379:   if (blockStruct[n-2] == 0) {
380:     a = T[n-1+(n-1)*ld];
381:     Troot[n-1+(n-1)*ld] = sqrt_obo(a,s);
382:   }
383: #endif
384:   return(0);
385: }

387: /*
388:    Nodes x and weights w for n-point Gauss-Legendre quadrature (Q is n*n workspace)

390:    G. H. Golub and J. H. Welsch, Calculation of Gauss quadrature
391:       rules, Math. Comp., 23(106):221-230, 1969.
392: */
393: static PetscErrorCode gauss_legendre(PetscBLASInt n,PetscScalar *x,PetscScalar *w,PetscScalar *Q)
394: {
396:   PetscScalar    v,a,*work;
397:   PetscReal      *eig,dummy;
398:   PetscBLASInt   k,ld=n,lwork,info;
399: #if defined(PETSC_USE_COMPLEX)
400:   PetscReal      *rwork,rdummy;
401: #endif

404:   PetscArrayzero(Q,n*n);
405:   for (k=1;k<n;k++) {
406:     v = k/PetscSqrtReal(4.0*k*k-1.0);
407:     Q[k+(k-1)*n] = v;
408:     Q[(k-1)+k*n] = v;
409:   }

411:   /* workspace query and memory allocation */
412:   lwork = -1;
413: #if defined(PETSC_USE_COMPLEX)
414:   PetscStackCallBLAS("LAPACKsyev",LAPACKsyev_("V","L",&n,Q,&ld,&dummy,&a,&lwork,&rdummy,&info));
415:   PetscBLASIntCast((PetscInt)PetscRealPart(a),&lwork);
416:   PetscMalloc3(n,&eig,lwork,&work,PetscMax(1,3*n-2),&rwork);
417: #else
418:   PetscStackCallBLAS("LAPACKsyev",LAPACKsyev_("V","L",&n,Q,&ld,&dummy,&a,&lwork,&info));
419:   PetscBLASIntCast((PetscInt)PetscRealPart(a),&lwork);
420:   PetscMalloc2(n,&eig,lwork,&work);
421: #endif

423:   /* compute eigendecomposition */
424: #if defined(PETSC_USE_COMPLEX)
425:   PetscStackCallBLAS("LAPACKsyev",LAPACKsyev_("V","L",&n,Q,&ld,eig,work,&lwork,rwork,&info));
426: #else
427:   PetscStackCallBLAS("LAPACKsyev",LAPACKsyev_("V","L",&n,Q,&ld,eig,work,&lwork,&info));
428: #endif
429:   SlepcCheckLapackInfo("syev",info);

431:   for (k=0;k<n;k++) {
432:     x[k] = eig[k];
433:     w[k] = 2.0*Q[k*n]*Q[k*n];
434:   }
435: #if defined(PETSC_USE_COMPLEX)
436:   PetscFree3(eig,work,rwork);
437: #else
438:   PetscFree2(eig,work);
439: #endif
440:   PetscLogFlops(9.0*n*n*n+2.0*n*n*n);
441:   return(0);
442: }

444: /*
445:    Pade approximation to log(1 + T) via partial fractions
446: */
447: static PetscErrorCode pade_approx(PetscBLASInt n,PetscScalar *T,PetscScalar *L,PetscBLASInt ld,PetscInt m,PetscScalar *work)
448: {
450:   PetscScalar    *K,*W,*nodes,*wts;
451:   PetscBLASInt   *ipiv,info;
452:   PetscInt       i,j,k;

455:   K     = work;
456:   W     = work+n*n;
457:   nodes = work+2*n*n;
458:   wts   = work+2*n*n+m;
459:   ipiv  = (PetscBLASInt*)(work+2*n*n+2*m);
460:   gauss_legendre(m,nodes,wts,L);
461:   /* Convert from [-1,1] to [0,1] */
462:   for (i=0;i<m;i++) {
463:     nodes[i] = (nodes[i]+1.0)/2.0;
464:     wts[i] = wts[i]/2.0;
465:   }
466:   PetscArrayzero(L,n*n);
467:   for (k=0;k<m;k++) {
468:     for (i=0;i<n;i++) for (j=0;j<n;j++) K[i+j*ld] = nodes[k]*T[i+j*ld];
469:     for (i=0;i<n;i++) K[i+i*ld] += 1.0;
470:     for (i=0;i<n;i++) for (j=0;j<n;j++) W[i+j*ld] = T[i+j*ld];
471:     PetscStackCallBLAS("LAPACKgesv",LAPACKgesv_(&n,&n,K,&n,ipiv,W,&n,&info));
472:     for (i=0;i<n;i++) for (j=0;j<n;j++) L[i+j*ld] += wts[k]*W[i+j*ld];
473:   }
474:   return(0);
475: }

477: /*
478:    Recomputes diagonal blocks of T = X^(1/2^s) - 1 more accurately
479: */
480: static PetscErrorCode recompute_diag_blocks_log(PetscBLASInt n,PetscScalar *L,PetscScalar *T,PetscBLASInt ld,PetscInt *blockStruct)
481: {
482:   PetscScalar a1,a2,a12,loga1,loga2,z,dd;
483:   PetscInt    j;
484: #if !defined(PETSC_USE_COMPLEX)
485:   PetscInt    last_block=0;
486:   PetscScalar f,t;
487: #endif

490:   for (j=0;j<n-1;j++) {
491: #if !defined(PETSC_USE_COMPLEX)
492:     switch (blockStruct[j]) {
493:       case 0: /* Not start of a block */
494:         if (last_block != 0) {
495:           last_block = 0;
496:         } else { /* In a 1x1 block */
497:           L[j+j*ld] = PetscLogScalar(T[j+j*ld]);
498:         }
499:         break;
500:       case 1: /* Start of upper-tri block */
501:         last_block = 1;
502: #endif
503:         a1 = T[j+j*ld];
504:         a2 = T[j+1+(j+1)*ld];
505:         loga1 = PetscLogScalar(a1);
506:         loga2 = PetscLogScalar(a2);
507:         L[j+j*ld] = loga1;
508:         L[j+1+(j+1)*ld] = loga2;
509:         if ((PetscRealPart(a1)<0.0 && PetscImaginaryPart(a1)==0.0) || (PetscRealPart(a2)<0.0 && PetscImaginaryPart(a1)==0.0)) {
510:          /* Problems with 2 x 2 formula for (1,2) block
511:             since atanh is nonstandard, just redo diagonal part */
512:           continue;
513:         }
514:         if (a1 == a2) {
515:           a12 = T[j+(j+1)*ld]/a1;
516:         } else if (PetscAbsScalar(a1)<0.5*PetscAbsScalar(a2) || PetscAbsScalar(a2)<0.5*PetscAbsScalar(a1)) {
517:           a12 = T[j+(j+1)*ld]*(loga2-loga1)/(a2-a1);
518:         } else {  /* Close eigenvalues */
519:           z = (a2-a1)/(a2+a1);
520:           dd = 2.0*PetscAtanhScalar(z);
521: #if defined(PETSC_USE_COMPLEX)
522:           dd += 2.0*PETSC_i*PETSC_PI*unwinding(loga2-loga1);
523: #endif
524:           dd /= (a2-a1);
525:           a12 = T[j+(j+1)*ld]*dd;
526:         }
527:         L[j+(j+1)*ld] = a12;
528: #if !defined(PETSC_USE_COMPLEX)
529:         break;
530:       case 2: /* Start of quasi-tri block */
531:         last_block = 2;
532:         f = 0.5*PetscLogScalar(T[j+j*ld]*T[j+j*ld]-T[j+(j+1)*ld]*T[j+1+j*ld]);
533:         t = PetscAtan2Real(PetscSqrtScalar(-T[j+(j+1)*ld]*T[j+1+j*ld]),T[j+j*ld])/PetscSqrtScalar(-T[j+(j+1)*ld]*T[j+1+j*ld]);
534:         L[j+j*ld]       = f;
535:         L[j+1+j*ld]     = t*T[j+1+j*ld];
536:         L[j+(j+1)*ld]   = t*T[j+(j+1)*ld];
537:         L[j+1+(j+1)*ld] = f;
538:     }
539: #endif
540:   }
541:   return(0);
542: }
543: /*
544:  * Matrix logarithm implementation based on algorithm and matlab code by N. Higham and co-authors
545:  *
546:  *     H. Al-Mohy and N. J. Higham, "Improved inverse scaling and squaring
547:  *     algorithms for the matrix logarithm", SIAM J. Sci. Comput. 34(4):C153-C169, 2012.
548:  */
549: static PetscErrorCode SlepcLogmPade(PetscBLASInt n,PetscScalar *T,PetscBLASInt ld,PetscBool firstonly)
550: {
551: #if !defined(PETSC_HAVE_COMPLEX)
553:   SETERRQ(PETSC_COMM_SELF,1,"This function requires C99 or C++ complex support");
554: #else
556:   PetscBLASInt   k,sdim,lwork,info;
557:   PetscScalar    *wr,*wi=NULL,*W,*Q,*Troot,*L,*work,one=1.0,zero=0.0,alpha;
558:   PetscInt       i,j,s=0,m=0,*blockformat;
559: #if defined(PETSC_USE_COMPLEX)
560:   PetscReal      *rwork;
561: #endif

564:   lwork = 3*n*n; /* gees needs only 5*n, but work is also passed to logm_params */
565:   k     = firstonly? 1: n;

567:   /* compute Schur decomposition A*Q = Q*T */
568:   PetscCalloc7(n,&wr,n*k,&W,n*n,&Q,n*n,&Troot,n*n,&L,lwork,&work,n-1,&blockformat);
569: #if !defined(PETSC_USE_COMPLEX)
570:   PetscMalloc1(n,&wi);
571:   PetscStackCallBLAS("LAPACKgees",LAPACKgees_("V","N",NULL,&n,T,&ld,&sdim,wr,wi,Q,&ld,work,&lwork,NULL,&info));
572: #else
573:   PetscMalloc1(n,&rwork);
574:   PetscStackCallBLAS("LAPACKgees",LAPACKgees_("V","N",NULL,&n,T,&ld,&sdim,wr,Q,&ld,work,&lwork,rwork,NULL,&info));
575: #endif
576:   SlepcCheckLapackInfo("gees",info);

578: #if !defined(PETSC_USE_COMPLEX)
579:   /* check for negative real eigenvalues */
580:   for (i=0;i<n;i++) {
581:     if (wr[i]<0.0 && wi[i]==0.0) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_SUP,"Matrix has negative real eigenvalue; rerun with complex scalars");
582:   }
583: #endif

585:   /* get block structure of Schur factor */
586:   qtri_struct(n,T,ld,blockformat);

588:   /* get parameters */
589:   logm_params(n,T,ld,wr,wi,100,&s,&m,Troot,work);

591:   /* compute Troot - I = T(1/2^s) - I more accurately */
592:   recompute_diag_blocks_sqrt(n,Troot,T,ld,blockformat,s);

594:   /* compute Pade approximant */
595:   pade_approx(n,Troot,L,ld,m,work);

597:   /* scale back up, L = 2^s * L */
598:   alpha = PetscPowInt(2,s);
599:   for (i=0;i<n;i++) for (j=0;j<n;j++) L[i+j*ld] *= alpha;

601:   /* recompute diagonal blocks */
602:   recompute_diag_blocks_log(n,L,T,ld,blockformat);

604:   /* backtransform B = Q*L*Q' */
605:   PetscStackCallBLAS("BLASgemm",BLASgemm_("N","C",&n,&k,&n,&one,L,&ld,Q,&ld,&zero,W,&ld));
606:   PetscStackCallBLAS("BLASgemm",BLASgemm_("N","N",&n,&k,&n,&one,Q,&ld,W,&ld,&zero,T,&ld));

608:   /* flop count: Schur decomposition, and backtransform */
609:   PetscLogFlops(25.0*n*n*n+4.0*n*n*k);

611:   PetscFree7(wr,W,Q,Troot,L,work,blockformat);
612: #if !defined(PETSC_USE_COMPLEX)
613:   PetscFree(wi);
614: #else
615:   PetscFree(rwork);
616: #endif
617:   return(0);
618: #endif
619: }

621: PetscErrorCode FNEvaluateFunctionMat_Log_Higham(FN fn,Mat A,Mat B)
622: {
624:   PetscBLASInt   n = 0;
625:   PetscScalar    *T;
626:   PetscInt       m;

629:   if (A!=B) { MatCopy(A,B,SAME_NONZERO_PATTERN); }
630:   MatDenseGetArray(B,&T);
631:   MatGetSize(A,&m,NULL);
632:   PetscBLASIntCast(m,&n);
633:   SlepcLogmPade(n,T,n,PETSC_FALSE);
634:   MatDenseRestoreArray(B,&T);
635:   return(0);
636: }

638: PetscErrorCode FNEvaluateFunctionMatVec_Log_Higham(FN fn,Mat A,Vec v)
639: {
641:   PetscBLASInt   n = 0;
642:   PetscScalar    *T;
643:   PetscInt       m;
644:   Mat            B;

647:   FN_AllocateWorkMat(fn,A,&B);
648:   MatDenseGetArray(B,&T);
649:   MatGetSize(A,&m,NULL);
650:   PetscBLASIntCast(m,&n);
651:   SlepcLogmPade(n,T,n,PETSC_TRUE);
652:   MatDenseRestoreArray(B,&T);
653:   MatGetColumnVector(B,v,0);
654:   FN_FreeWorkMat(fn,&B);
655:   return(0);
656: }

658: PetscErrorCode FNView_Log(FN fn,PetscViewer viewer)
659: {
661:   PetscBool      isascii;
662:   char           str[50];
663:   const char     *methodname[] = {
664:                   "scaling & squaring, [m/m] Pade approximant (Higham)"
665:   };
666:   const int      nmeth=sizeof(methodname)/sizeof(methodname[0]);

669:   PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&isascii);
670:   if (isascii) {
671:     if (fn->beta==(PetscScalar)1.0) {
672:       if (fn->alpha==(PetscScalar)1.0) {
673:         PetscViewerASCIIPrintf(viewer,"  Logarithm: log(x)\n");
674:       } else {
675:         SlepcSNPrintfScalar(str,sizeof(str),fn->alpha,PETSC_TRUE);
676:         PetscViewerASCIIPrintf(viewer,"  Logarithm: log(%s*x)\n",str);
677:       }
678:     } else {
679:       SlepcSNPrintfScalar(str,sizeof(str),fn->beta,PETSC_TRUE);
680:       if (fn->alpha==(PetscScalar)1.0) {
681:         PetscViewerASCIIPrintf(viewer,"  Logarithm: %s*log(x)\n",str);
682:       } else {
683:         PetscViewerASCIIPrintf(viewer,"  Logarithm: %s",str);
684:         PetscViewerASCIIUseTabs(viewer,PETSC_FALSE);
685:         SlepcSNPrintfScalar(str,sizeof(str),fn->alpha,PETSC_TRUE);
686:         PetscViewerASCIIPrintf(viewer,"*log(%s*x)\n",str);
687:         PetscViewerASCIIUseTabs(viewer,PETSC_TRUE);
688:       }
689:     }
690:     if (fn->method<nmeth) {
691:       PetscViewerASCIIPrintf(viewer,"  computing matrix functions with: %s\n",methodname[fn->method]);
692:     }
693:   }
694:   return(0);
695: }

697: SLEPC_EXTERN PetscErrorCode FNCreate_Log(FN fn)
698: {
700:   fn->ops->evaluatefunction          = FNEvaluateFunction_Log;
701:   fn->ops->evaluatederivative        = FNEvaluateDerivative_Log;
702:   fn->ops->evaluatefunctionmat[0]    = FNEvaluateFunctionMat_Log_Higham;
703:   fn->ops->evaluatefunctionmatvec[0] = FNEvaluateFunctionMatVec_Log_Higham;
704:   fn->ops->view                      = FNView_Log;
705:   return(0);
706: }