lanczos.c

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#include <../../nrnconf.h>

/**************************************************************************
**
** Copyright (C) 1993 David E. Steward & Zbigniew Leyk, all rights reserved.
**
**               Meschach Library
** 
** This Meschach Library is provided "as is" without any express 
** or implied warranty of any kind with respect to this software. 
** In particular the authors shall not be liable for any direct, 
** indirect, special, incidental or consequential damages arising 
** in any way from use of the software.
** 
** Everyone is granted permission to copy, modify and redistribute this
** Meschach Library, provided:
**  1.  All copies contain this copyright notice.
**  2.  All modified copies shall carry a notice stating who
**      made the last modification and the date of such modification.
**  3.  No charge is made for this software or works derived from it.  
**      This clause shall not be construed as constraining other software
**      distributed on the same medium as this software, nor is a
**      distribution fee considered a charge.
**
***************************************************************************/


/*
    File containing Lanczos type routines for finding eigenvalues
    of large, sparse, symmetic matrices
*/

#include    <stdio.h>
#include    <math.h>
#include    "matrix.h"
#include    "sparse.h"

static char rcsid[] = "lanczos.c,v 1.1 1997/12/04 17:55:31 hines Exp";

#ifdef ANSI_C
extern  VEC *trieig(VEC *,VEC *,MAT *);
#else
extern  VEC *trieig();
#endif

/* lanczos -- raw lanczos algorithm -- no re-orthogonalisation
    -- creates T matrix of size == m,
        but no larger than before beta_k == 0
    -- uses passed routine to do matrix-vector multiplies */
void    lanczos(A_fn,A_params,m,x0,a,b,beta2,Q)
VEC *(*A_fn)(); /* VEC *(*A_fn)(void *A_params,VEC *in, VEC *out) */
void    *A_params;
int m;
VEC *x0, *a, *b;
Real    *beta2;
MAT *Q;
{
    int j;
    VEC *v, *w, *tmp;
    Real    alpha, beta;

    if ( ! A_fn || ! x0 || ! a || ! b )
        error(E_NULL,"lanczos");
    if ( m <= 0 )
        error(E_BOUNDS,"lanczos");
    if ( Q && ( Q->m < x0->dim || Q->n < m ) )
        error(E_SIZES,"lanczos");

    a = v_resize(a,(u_int)m);   b = v_resize(b,(u_int)(m-1));
    v = v_get(x0->dim);
    w = v_get(x0->dim);
    tmp = v_get(x0->dim);

    beta = 1.0;
    /* normalise x0 as w */
    sv_mlt(1.0/v_norm2(x0),x0,w);

    (*A_fn)(A_params,w,v);

    for ( j = 0; j < m; j++ )
    {
        /* store w in Q if Q not NULL */
        if ( Q )
            set_col(Q,j,w);

        alpha = in_prod(w,v);
        a->ve[j] = alpha;
        v_mltadd(v,w,-alpha,v);
        beta = v_norm2(v);
        if ( beta == 0.0 )
        {
            v_resize(a,(u_int)j+1);
            v_resize(b,(u_int)j);
            *beta2 = 0.0;
            if ( Q )
            Q = m_resize(Q,Q->m,j+1);
            return;
        }
        if ( j < m-1 )
            b->ve[j] = beta;
        v_copy(w,tmp);
        sv_mlt(1/beta,v,w);
        sv_mlt(-beta,tmp,v);
        (*A_fn)(A_params,w,tmp);
        v_add(v,tmp,v);
    }
    *beta2 = beta;


    V_FREE(v);  V_FREE(w);  V_FREE(tmp);
}
#ifndef MAC
extern  double  frexp(), ldexp();
#endif
/* product -- returns the product of a long list of numbers
    -- answer stored in mant (mantissa) and expt (exponent) */
static  double  product(a,offset,expt)
VEC *a;
double  offset;
int *expt;
{
    Real    mant, tmp_fctr;
    int i, tmp_expt;

    if ( ! a )
        error(E_NULL,"product");

    mant = 1.0;
    *expt = 0;
    if ( offset == 0.0 )
        for ( i = 0; i < a->dim; i++ )
        {
            mant *= frexp(a->ve[i],&tmp_expt);
            *expt += tmp_expt;
            if ( ! (i % 10) )
            {
                mant = frexp(mant,&tmp_expt);
                *expt += tmp_expt;
            }
        }
    else
        for ( i = 0; i < a->dim; i++ )
        {
            tmp_fctr = a->ve[i] - offset;
            tmp_fctr += (tmp_fctr > 0.0 ) ? -MACHEPS*offset :
                             MACHEPS*offset;
            mant *= frexp(tmp_fctr,&tmp_expt);
            *expt += tmp_expt;
            if ( ! (i % 10) )
            {
                mant = frexp(mant,&tmp_expt);
                *expt += tmp_expt;
            }
        }

    mant = frexp(mant,&tmp_expt);
    *expt += tmp_expt;

    return mant;
}

/* product2 -- returns the product of a long list of numbers
    -- answer stored in mant (mantissa) and expt (exponent) */
static  double  product2(a,k,expt)
VEC *a;
int k;  /* entry of a to leave out */
int *expt;
{
    Real    mant, mu, tmp_fctr;
    int i, tmp_expt;

    if ( ! a )
        error(E_NULL,"product2");
    if ( k < 0 || k >= a->dim )
        error(E_BOUNDS,"product2");

    mant = 1.0;
    *expt = 0;
    mu = a->ve[k];
    for ( i = 0; i < a->dim; i++ )
    {
        if ( i == k )
            continue;
        tmp_fctr = a->ve[i] - mu;
        tmp_fctr += ( tmp_fctr > 0.0 ) ? -MACHEPS*mu : MACHEPS*mu;
        mant *= frexp(tmp_fctr,&tmp_expt);
        *expt += tmp_expt;
        if ( ! (i % 10) )
        {
            mant = frexp(mant,&tmp_expt);
            *expt += tmp_expt;
        }
    }
    mant = frexp(mant,&tmp_expt);
    *expt += tmp_expt;

    return mant;
}

/* dbl_cmp -- comparison function to pass to qsort() */
static  int dbl_cmp(x,y)
Real    *x, *y;
{
    Real    tmp;

    tmp = *x - *y;
    return (tmp > 0 ? 1 : tmp < 0 ? -1: 0);
}

/* lanczos2 -- lanczos + error estimate for every e-val
    -- uses Cullum & Willoughby approach, Sparse Matrix Proc. 1978
    -- returns multiple e-vals where multiple e-vals may not exist
    -- returns evals vector */
VEC *lanczos2(A_fn,A_params,m,x0,evals,err_est)
VEC *(*A_fn)();
void    *A_params;
int m;
VEC *x0;        /* initial vector */
VEC *evals;     /* eigenvalue vector */
VEC *err_est;   /* error estimates of eigenvalues */
{
    VEC     *a;
    static  VEC *b=VNULL, *a2=VNULL, *b2=VNULL;
    Real    beta, pb_mant, det_mant, det_mant1, det_mant2;
    int i, pb_expt, det_expt, det_expt1, det_expt2;

    if ( ! A_fn || ! x0 )
        error(E_NULL,"lanczos2");
    if ( m <= 0 )
        error(E_RANGE,"lanczos2");

    a = evals;
    a = v_resize(a,(u_int)m);
    b = v_resize(b,(u_int)(m-1));
    MEM_STAT_REG(b,TYPE_VEC);

    lanczos(A_fn,A_params,m,x0,a,b,&beta,MNULL);

    /* printf("# beta =%g\n",beta); */
    pb_mant = 0.0;
    if ( err_est )
    {
        pb_mant = product(b,(double)0.0,&pb_expt);
        /* printf("# pb_mant = %g, pb_expt = %d\n",pb_mant, pb_expt); */
    }

    /* printf("# diags =\n");   out_vec(a); */
    /* printf("# off diags =\n");   out_vec(b); */
    a2 = v_resize(a2,a->dim - 1);
    b2 = v_resize(b2,b->dim - 1);
    MEM_STAT_REG(a2,TYPE_VEC);
    MEM_STAT_REG(b2,TYPE_VEC);
    for ( i = 0; i < a2->dim - 1; i++ )
    {
        a2->ve[i] = a->ve[i+1];
        b2->ve[i] = b->ve[i+1];
    }
    a2->ve[a2->dim-1] = a->ve[a2->dim];

    trieig(a,b,MNULL);

    /* sort evals as a courtesy */
    qsort((void *)(a->ve),(int)(a->dim),sizeof(Real),(int (*)())dbl_cmp);

    /* error estimates */
    if ( err_est )
    {
        err_est = v_resize(err_est,(u_int)m);

        trieig(a2,b2,MNULL);
        /* printf("# a =\n");   out_vec(a); */
        /* printf("# a2 =\n");  out_vec(a2); */

        for ( i = 0; i < a->dim; i++ )
        {
            det_mant1 = product2(a,i,&det_expt1);
            det_mant2 = product(a2,(double)a->ve[i],&det_expt2);
            /* printf("# det_mant1=%g, det_expt1=%d\n",
                    det_mant1,det_expt1); */
            /* printf("# det_mant2=%g, det_expt2=%d\n",
                    det_mant2,det_expt2); */
            if ( det_mant1 == 0.0 )
            {   /* multiple e-val of T */
                err_est->ve[i] = 0.0;
                continue;
            }
            else if ( det_mant2 == 0.0 )
            {
                err_est->ve[i] = HUGE;
                continue;
            }
            if ( (det_expt1 + det_expt2) % 2 )
                /* if odd... */
                det_mant = sqrt(2.0*fabs(det_mant1*det_mant2));
            else /* if even... */
                det_mant = sqrt(fabs(det_mant1*det_mant2));
            det_expt = (det_expt1+det_expt2)/2;
            err_est->ve[i] = fabs(beta*
                ldexp(pb_mant/det_mant,pb_expt-det_expt));
        }
    }

    return a;
}

/* sp_lanczos -- version that uses sparse matrix data structure */
void    sp_lanczos(A,m,x0,a,b,beta2,Q)
SPMAT   *A;
int     m;
VEC     *x0, *a, *b;
Real  *beta2;
MAT     *Q;
{   lanczos(sp_mv_mlt,A,m,x0,a,b,beta2,Q);  }

/* sp_lanczos2 -- version of lanczos2() that uses sparse matrix data
                    structure */
VEC *sp_lanczos2(A,m,x0,evals,err_est)
SPMAT   *A;
int m;
VEC *x0;        /* initial vector */
VEC *evals;     /* eigenvalue vector */
VEC *err_est;   /* error estimates of eigenvalues */
{   return lanczos2(sp_mv_mlt,A,m,x0,evals,err_est);    }