[0b990d] | 1 | //
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| 2 | // svd.cc
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| 3 | //
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| 4 | // Copyright (C) 2005 Edward Valeev
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| 5 | //
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| 6 | // Author: Edward Valeev <edward.valeev@chemistry.gatech.edu>
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| 7 | // Maintainer: EV
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| 8 | //
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| 9 | // This file is part of the SC Toolkit.
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| 10 | //
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| 11 | // The SC Toolkit is free software; you can redistribute it and/or modify
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| 12 | // it under the terms of the GNU Library General Public License as published by
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| 13 | // the Free Software Foundation; either version 2, or (at your option)
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| 14 | // any later version.
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| 15 | //
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| 16 | // The SC Toolkit is distributed in the hope that it will be useful,
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| 17 | // but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 18 | // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 19 | // GNU Library General Public License for more details.
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| 20 | //
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| 21 | // You should have received a copy of the GNU Library General Public License
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| 22 | // along with the SC Toolkit; see the file COPYING.LIB. If not, write to
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| 23 | // the Free Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
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| 24 | //
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| 25 | // The U.S. Government is granted a limited license as per AL 91-7.
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| 26 | //
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| 27 |
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| 28 | #ifdef __GNUG__
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| 29 | #pragma implementation
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| 30 | #endif
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| 31 |
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| 32 | #include <cmath>
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| 33 | #include <stdexcept>
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| 34 | #include <util/misc/formio.h>
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| 35 | #include <chemistry/qc/mbptr12/lapack.h>
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| 36 | #include <chemistry/qc/mbptr12/svd.h>
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| 37 |
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| 38 | using namespace std;
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| 39 | using namespace sc;
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| 40 |
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| 41 | namespace sc {
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| 42 |
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| 43 | namespace exp {
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| 44 |
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| 45 | /** Uses LAPACK's DGESVD to perform SVD of A:
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| 46 | A = U * Sigma * V
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| 47 | */
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| 48 | void lapack_svd(const RefSCMatrix& A,
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| 49 | RefSCMatrix& U,
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| 50 | RefDiagSCMatrix& Sigma,
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| 51 | RefSCMatrix& V)
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| 52 | {
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| 53 | /*
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| 54 | In terms of C matrixes, Fortran77 call is to compute SVD of A^t
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| 55 |
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| 56 | A^t = V^t * Sigma^t * U^t
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| 57 |
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| 58 | DGESVD uses notation A = U * Sigma * Vt, hence the C-F77 correspondence is as follows:
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| 59 |
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| 60 | C F77
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| 61 | --- ---
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| 62 | A A^t
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| 63 | V U
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| 64 | Sigma Sigma
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| 65 | U Vt
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| 66 |
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| 67 | */
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| 68 | int m = A.nrow();
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| 69 | int n = A.ncol();
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| 70 | int nsigma = m<n ? m : n;
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| 71 | int lwork = m<n ? 5*n : 5*m;
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| 72 | char jobvt = U ? 'A' : 'N';
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| 73 | char jobu = V ? 'A' : 'N';
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| 74 |
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| 75 | double* a_data = new double[m*n];
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| 76 | A.convert(a_data);
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| 77 |
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| 78 | double* u_data = 0;
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| 79 | if (U) {
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| 80 | u_data = new double[m*m];
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| 81 | }
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| 82 | double* v_data = 0;
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| 83 | if (V) {
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| 84 | v_data = new double[n*n];
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| 85 | }
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| 86 | double* s_data = new double[nsigma];
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| 87 | double *work = new double[lwork];
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| 88 | int info = 0;
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| 89 |
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| 90 | F77_DGESVD(&jobu, &jobvt, &n, &m,
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| 91 | a_data, &n, s_data,
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| 92 | v_data, &n,
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| 93 | u_data, &m,
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| 94 | work, &lwork, &info);
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| 95 |
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| 96 | if (info !=0) {
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| 97 | delete[] work;
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| 98 | delete[] a_data;
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| 99 | delete[] s_data;
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| 100 | if (u_data) delete[] u_data;
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| 101 | if (v_data) delete[] v_data;
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| 102 | throw std::runtime_error("lapack_svd -- call to LAPACK routine failed");
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| 103 | }
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| 104 |
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| 105 | Sigma.assign(s_data);
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| 106 | if (U) {
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| 107 | U.assign(u_data);
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| 108 | }
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| 109 | if (V) {
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| 110 | V.assign(v_data);
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| 111 | }
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| 112 |
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| 113 | delete[] work;
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| 114 | delete[] a_data;
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| 115 | delete[] s_data;
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| 116 | if (u_data) delete[] u_data;
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| 117 | if (v_data) delete[] v_data;
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| 118 | }
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| 119 |
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| 120 |
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| 121 | /** Uses LAPACK's DSPSVX to solve symmetric non-definite linear system AX = B, where B is a RefSCVector
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| 122 | */
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| 123 | void lapack_linsolv_symmnondef(const RefSymmSCMatrix& A,
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| 124 | RefSCVector& X,
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| 125 | const RefSCVector& B)
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| 126 | {
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| 127 | int n = A.n();
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| 128 | if (n != B.n())
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| 129 | throw std::runtime_error("lapack_linsolv_symmnondef() -- dimensions of A and B do not match");
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| 130 | if (n != X.n())
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| 131 | throw std::runtime_error("lapack_linsolv_symmnondef() -- dimensions of A and X do not match");
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| 132 |
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| 133 | // convert A to packed upper triangular form
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| 134 | int ntri = n*(n+1)/2;
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| 135 | double* AP = new double[ntri];
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| 136 | A.convert(AP);
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| 137 | double* AFP = new double[ntri];
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| 138 | int* ipiv = new int[n];
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| 139 | double* BB = new double[n];
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| 140 | B.convert(BB);
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| 141 | double* XX = new double[n];
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| 142 |
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| 143 | char fact = 'N';
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| 144 | char uplo = 'U';
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| 145 | int nrhs = 1;
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| 146 | double rcond = 0.0;
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| 147 | double* ferr = new double[1];
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| 148 | double* berr = new double[1];
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| 149 | double* work = new double[3*n];
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| 150 | int* iwork = new int[n];
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| 151 | int info = 0;
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| 152 |
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| 153 | F77_DSPSVX(&fact, &uplo, &n, &nrhs, AP, AFP, ipiv, BB, &n, XX, &n, &rcond, ferr, berr, work, iwork, &info);
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| 154 |
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| 155 | if (info) {
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| 156 |
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| 157 | delete[] ferr;
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| 158 | delete[] berr;
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| 159 | delete[] work;
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| 160 | delete[] iwork;
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| 161 |
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| 162 | delete[] AP;
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| 163 | delete[] AFP;
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| 164 | delete[] BB;
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| 165 | delete[] XX;
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| 166 |
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| 167 | if (info > 0 && info <= n)
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| 168 | throw std::runtime_error("lapack_linsolv_symmnondef() -- matrix A has factors which are exactly zero");
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| 169 | if (info == n + 1)
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| 170 | throw std::runtime_error("lapack_linsolv_symmnondef() -- matrix A is singular");
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| 171 | if (info < 0)
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| 172 | throw std::runtime_error("lapack_linsolv_symmnondef() -- one of the arguments to F77_DSPSVX is invalid");
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| 173 | }
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| 174 | else {
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| 175 | X.assign(XX);
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| 176 |
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| 177 | delete[] ferr;
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| 178 | delete[] berr;
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| 179 | delete[] work;
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| 180 | delete[] iwork;
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| 181 |
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| 182 | delete[] AP;
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| 183 | delete[] AFP;
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| 184 | delete[] BB;
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| 185 | delete[] XX;
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| 186 | }
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| 187 | }
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| 188 |
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| 189 | /** Uses LAPACK's DSPSVX to solve symmetric non-definite linear system AX = B, where B is a RefSCMatrix.
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| 190 | Dimensions of X and B must match.
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| 191 | */
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| 192 | void lapack_linsolv_symmnondef(const RefSymmSCMatrix& A,
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| 193 | RefSCMatrix& X,
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| 194 | const RefSCMatrix& B)
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| 195 | {
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| 196 | int n = A.n();
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| 197 | int nrhs = B.ncol();
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| 198 | if (n != B.nrow())
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| 199 | throw std::runtime_error("lapack_linsolv_symmnondef() -- dimensions of A and B do not match");
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| 200 | if (n != X.nrow())
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| 201 | throw std::runtime_error("lapack_linsolv_symmnondef() -- dimensions of A and X do not match");
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| 202 | if (X.ncol() != nrhs)
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| 203 | throw std::runtime_error("lapack_linsolv_symmnondef() -- dimensions of B and X do not match");
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| 204 |
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| 205 | // convert A to packed upper triangular form
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| 206 | int ntri = n*(n+1)/2;
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| 207 | double* AP = new double[ntri];
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| 208 | A.convert(AP);
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| 209 | double* AFP = new double[ntri];
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| 210 | int* ipiv = new int[n];
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| 211 | double* BB = new double[nrhs*n];
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| 212 | B.t().convert(BB);
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| 213 | double* XX = new double[nrhs*n];
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| 214 |
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| 215 | char fact = 'N';
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| 216 | char uplo = 'U';
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| 217 | double rcond = 0.0;
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| 218 | double* ferr = new double[nrhs];
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| 219 | double* berr = new double[nrhs];
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| 220 | double* work = new double[3*n];
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| 221 | int* iwork = new int[n];
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| 222 | int info = 0;
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| 223 |
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| 224 | F77_DSPSVX(&fact, &uplo, &n, &nrhs, AP, AFP, ipiv, BB, &n, XX, &n, &rcond, ferr, berr, work, iwork, &info);
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| 225 |
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| 226 | if (info) {
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| 227 |
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| 228 | delete[] ferr;
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| 229 | delete[] berr;
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| 230 | delete[] work;
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| 231 | delete[] iwork;
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| 232 |
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| 233 | delete[] AP;
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| 234 | delete[] AFP;
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| 235 | delete[] BB;
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| 236 | delete[] XX;
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| 237 |
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| 238 | if (info > 0 && info <= n)
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| 239 | throw std::runtime_error("lapack_linsolv_symmnondef() -- matrix A has factors which are exactly zero");
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| 240 | if (info == n + 1)
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| 241 | throw std::runtime_error("lapack_linsolv_symmnondef() -- matrix A is singular");
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| 242 | if (info < 0)
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| 243 | throw std::runtime_error("lapack_linsolv_symmnondef() -- one of the arguments to F77_DSPSVX is invalid");
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| 244 | }
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| 245 | else {
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| 246 | RefSCMatrix Xt = X.t();
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| 247 | Xt.assign(XX);
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| 248 | X = Xt.t();
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| 249 | Xt = 0;
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| 250 |
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| 251 | delete[] ferr;
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| 252 | delete[] berr;
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| 253 | delete[] work;
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| 254 | delete[] iwork;
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| 255 |
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| 256 | delete[] AP;
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| 257 | delete[] AFP;
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| 258 | delete[] BB;
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| 259 | delete[] XX;
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| 260 | }
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| 261 | }
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| 262 |
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| 263 | };
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| 264 |
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| 265 | };
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| 266 |
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| 267 | /////////////////////////////////////////////////////////////////////////////
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| 268 |
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| 269 | // Local Variables:
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| 270 | // mode: c++
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| 271 | // c-file-style: "CLJ-CONDENSED"
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| 272 | // End:
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